FW: Matrix of Long-Term (Exotic) Options Trading

Hi,
=20
It was nice meeting you all on yesterday at your weekly meeting.
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As promised I am attaching a "shopping list" (or a "cheat sheet" - acco=
rding to Heather) of the various options pricing models we have at our disp=
osal on the options trading desk.
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Please give me a call if you wish to discuss these products in more det=
ails.
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Kind regards,
Iris
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=20
-----Original Message-----
From: Mack, Iris=20
Sent: Friday, August 31, 2001 1:07 PM
To: Black, Tamara Jae; '/o=3DENRON/ou=3DNA/cn=3DRecipients/cn=3Dnotesaddr/c=
n=3Da478079f-55e1f3b0-862566fa-612229'; Abler, William; Allen, Diana; Arora=
, Harry; Ballato, Russell; Ballinger, Ted; Baughman Jr., Don; Benjelloun, H=
icham; Benson, Robert; Bentley, Corry; Blaine, Jay; Broderick, Paul J.; Bro=
ussard, Richard; Burnett, Lisa; Campbell, Larry F.; Carson, Mike; Chen, Ala=
n; Choate, Jason; Cline, Kevin; Collins, Dustin; Comeaux, Keith; Coulter, K=
ayne; Davis, Mark Dana; Day, Smith L.; Dean, Clint; Decook, Todd; Diaz III,=
George; Dorland, Chris; Errigo, Joe; Finger , Michael; Forney, John M.; Ga=
rcia, Miguel L.; Gilbert, Gerald; Gilbert-smith, Doug; Grace, John; Greer, =
Andrew; Gualy, Jaime; Guerra, Claudia; Gupta, Gautam; Hanse, Patrick; Herna=
ndez, Juan; Imai, Rika; Kandolha, Andrew; Kaniss, Jason; Katz , Randy; King=
, Jeff; Kinser, John; Laurent, Dean; Laverell, Justin; Lenartowicz, Chris; =
Lorenz, Matt; Lotz, Gretchen; Mahajan, Ashish; Makkai, Peter; May, Tom; McE=
lreath, Alexander; Miller, Jeffrey; Mrema, Chris; Olinde Jr., Steve; Pace, =
Andy; Padron, Juan; Philip, Willis; Podurgiel, Laura; Poppa, John D.; Prest=
o, Kevin M.; Quenet, Joe; Rodriquez, Andy; Rogers, Benjamin; Rust, Bill; Ry=
an, David; Saibi, Eric; Schiavone, Paul; Serio, Erik; Shoemake, Lisa; Smith=
, Eric; Stalford, Robert; Stepenovitch, Joe; Sturm, Fletcher J.; Symms, Mar=
k; Tamma, Ramanarao; Thomas, Paul D.; Valdes, Maria; Vernon, Clayton; Wade,=
Jewell; Wang, Steve; Willis, Cory; Wolfe, Jeff; Zipperer, Mike; Imai, Rika=
; Benjelloun, Hicham; Cline, Kevin; Gualy, Jaime; Will, Lloyd; Kaniss, Jaso=
n; Williams, Ryan; Oh, Seung-Taek; Schiavone, Paul; Philip, Willis; Willis,=
Cory; Hoog, David; Chen, Hai; Abramo, Caroline; Jacoby, Ben; Tapscott, Ron=
; Whitaker, Rick; Baughman, Edward D.; Clynes, Terri; Sewell, Doug; Abler, =
William; KELLY, MICHAEL; Kelly, Michael G; Llodra, John; Wheeler, Rob; Poli=
tis, Nick; Dutta, Tom; Kroll, Heather; Rorschach, Reagan; Marshall, Howard;=
Acevedo, Rudy; Curry, Mike; Meyn, Jim; Herrera, Fernando; Trefz, Greg; Hie=
mstra, Nick
Subject: RE: Matrix of Long-Term (Exotic) Options Trading

Hi,
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I have already met with some of you to discuss long-term (exotic) o=
ptions trades. =20
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As per your request, I am attaching a "shopping list" of a variety =
of options trades that the power options desk is capable of pricing. =20
=20
Please feel free to contact me if you wish to discuss these options=
products and how they may be used to help your clients develop customized =
risk management tools.
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Thanks,
Iris
x3-6711