Message-ID: <10379603.1075852867730.JavaMail.evans@thyme> Date: Fri, 8 Jun 2001 08:16:22 -0700 (PDT) From: s..ward@enron.com To: jan_kennedy@ci.mesa.az.us Subject: new structure Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Ward, Kim S. X-To: Jan Kennedy (E-mail) X-cc: X-bcc: X-Folder: \KWARD (Non-Privileged)\Ward, Kim S (Houston)\Sent Items X-Origin: Ward-K X-FileName: KWARD (Non-Privileged).pst Jan, Attached is a graph describing a structure that you guys might also be interested in. It is a floor and an indexed ceiling around an at the money call. Give me a call if you are interested and I can go over it with you. thanks, Kim