Message-ID: <5426009.1075858457651.JavaMail.evans@thyme> Date: Wed, 6 Jun 2001 15:34:25 -0700 (PDT) From: gibner@enron.com To: zimin.lu@enron.com, j.kaminski@enron.com Subject: Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Gibner, Stinson X-To: Lu, Zimin , Kaminski, Vince J X-cc: X-bcc: X-Folder: \Vince_Kaminski_Jun2001_10\Inbox X-Origin: Kaminski-V X-FileName: vkamins.pst This is an early draft document and should be revised, but does explain the spread option structure. --Stinson