Subject: eol wti trading simulation
- - - - - - - - - - - - - - - - - - - - - - forwarded by stinson gibner / hou / ect on 12 / 22 / 2000
01 : 28 pm - - - - - - - - - - - - - - - - - - - - - - - - - - -
stinson gibner
12 / 22 / 2000 01 : 24 pm
to : ted murphy / hou / ect @ ect
cc :
subject : eol wti trading simulation
ted ,
maximum daily loss was $ 12 . 2 mm on a daily move of $ 1 . 74 when we would have
started the day already near the position limit of 5 mm bbl .
- - stinson