p spread options fyi forwarded stinson gibner hou ect 01 29 2001 12 48 pm jeffrey shankman 01 29 2001 12 38 pm stinson gibner hou ect ect cc john l nowlan hou ect ect schroeder hou ect ect subject p spread options let get together next couple days thanks jeff stinson gibner 01 29 2001 12 10 pm jeffrey shankman hou ect ect cc vince j kaminski hou ect ect subject p spread options jeff reviewing p spread option book one item note correlations used book spread options dropped significantly used year ago see charts also remember john mee using even higher correlations ran book fact wanted book options correlation 1 0 model would allow using 0 999 currently calculating historical correlations well want vince review end day let know time would convenient stinson x 34748