Subject: Position report for Dual trigger product
From: [email-masked]
To: [email-masked]
Cc: [email-masked]
Date: Wed, 2 May 2001 12:35:00 -0700 (PDT)

Vince,

I have enclosed a summary of our proposed approach on calculation of notional and the greeks for dual trigger option portfolio.  Please let us know your thoughts/comments.

Amitava