QUESTION: 6/8/2001 Fri Notice: If any clients or potential clients that are getting duplicate e-mails just reply to this, and let us know and we will remove the extra recaps. If anyone feels that they may be receiving these in error please kindly reply to have you removed from the list and we are sorry for any trouble we caused you. IF ANYONE WHO DID NOT GET THE "PDF" FILE ATTACHMENT SHOWING THE THREE YEAR LONG TERM NUMBERS AND FULL CFTC DISCLOSURE DOCUMENT PLEASE E-MAIL OR CALL TOLL FREE (800) 773-1713 AND WE WILL RESEND IT RIGHT AWAY Here were todays trades "Swing" S/P full size B 1278.50 open trade 6/7 s 1271.50 close trade 6/8
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ANS: trades for Fri 6/8

QUESTION: Savita In our testing we have found the inability to manage our wing-strikes risk. The way it works for power markets is that most traders would be unwillling to trade more than 250MW of a wing strike without widening out the bid offer. Similarly the risk at some point can get high enough to suspend wing strikes. In the current option manager, the only possibility is to increase or decrease the ATM suite vol (which has little effect on the wing strikes anyway). For that reason we need a volumetric control for each strike. The volumeteric control could be a toggle which could be turned on or off. If the volumetric control toggle si on, corresponding to each strike, there would be a maximum volume. If the strike is hit or lifted by that volume, that strike is automatically suspended and the trader notified. This allows the individual strike risk to be limited. This also allows us to put some less liquid markets out there - where the price discovery is evolving. In those products we can put the volume to be limited at 100 MW for each strike making the risk more manageable. Pls give me a call, so that we can discuss this further. Harry Arora
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ANS: Option Manager - extra features

QUESTION: Hi Evening MBA students, Just a reminder to please use the alias: evmba_social@haas.berkeley.edu for social events, etc. The eveningmba alias should only be used for academic matters. Please be very careful when replying (especially reply all). The entire group sometimes receives replies accidently. Thanks!
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ANS:
using the eveningmba alias