Index

• A
• AA (American Airlines) 1, 2, 3, 4, 5, 6
• ABS (asset-backed securities) 1, 2, 3, 4
• Accounting 1, 2, 3, 4, 5, 6, 7, 8, 9
• AFA 1
• AFS 1, 2
• AGL (American General Life), AIG 1, 2, 3, 4, 5
• AIG parent 1, 2, 3, 4
• AIGFP (AIG Financial Products) 1, 2, 3, 4
• Allgemeine Verwaltungsgesellschaft 1
• Allianz 1, 2
• Amaranth Advisors LLC 1, 2, 3, 4, 5, 6, 7
• Amaranth Entities 1, 2
• Amaranth Global Equities 1
• Amaranth LLC 1, 2, 3, 4
• – catastrophic losses 1, 2
• – CP Leverage Funds due diligence 1
• – directional bets 1
• – energy 1
• – ICE positions and spread price 1
• – investors 1, 2
• – losses 1
• – natural gas trading strategy 1, 2, 3, 4, 5, 6
• – net asset value 1, 2
• – profits 1, 2
• – portfolio 1, 2, 3, 4, 5
• – positions 1, 2, 3, 4
• – total positions and spread price 1
• – trades 1, 2
• – traders 1, 2, 3
• Amaranth Partners LLC 1, 2
• American International Group 1, 2, 3
• American International Group investor meeting 1, 2
• American options 1
• AMI (Aztec Microchip, Inc.) 1
• Analysts 1, 2, 3, 4, 5, 6
• Annual rate 1, 2, 3, 4
• – compound 1, 2
• Annual report 1, 2, 3, 4, 5, 6, 7, 8, 9
• Applied corporate finance 1, 2, 3, 4
• Arbitrage 1, 2, 3, 4, 5, 6, 7, 8, 9
• Arbitrage portfolios 1, 2, 3
• Arbitraging turbo 1, 2
• Arden asset management 1
• Asian Tigers 1, 2
• Asset management 1, 2, 3, 4
• Asset values 1, 2
• Assets 1, 2, 3, 4, 5, 6, 7, 8, 9
• – financial 1, 2, 3, 4, 5
• – mispriced 1, 2
• – total 1, 2, 3, 4, 5, 6
• At-the-money 1, 2, 3, 4, 5
• Auditors 1, 2, 3, 4, 5, 6
• August futures contracts 1, 2
• Average price 1, 2
• B
• BA (Bridgewater Associates) 301–
• Backwardation 1, 2, 3, 4, 5
• Bailout 1, 2, 3, 4, 5
• Bank of England 1, 2, 3, 4, 5, 6, 7
• Bankers Trust Company and BT Securities Corporation 1, 2, 3, 4, 5, 6
• Bankers Trust New York Corporation 1, 2
• Bankruptcy 1, 2, 3, 4, 5, 6, 7, 8, 9
• Bankruptcy court 1, 2
• Banks 1, 2, 3, 4, 5, 6, 7, 8, 9
• – central 1, 2, 3, 4, 5
• Banque Nationale de Paris (BNP) 1
• Barings 1, 2, 3, 4, 5, 6
• – financial resources of 1
• Barings Bank 1, 2, 3, 4, 5, 6
• Barings Bank PLC 1, 2, 3, 4, 5, 6, 7, 8, 9
• Barings’ customers 1, 2
• – accounts of 1
• Barings failure 1, 2, 3, 4
• Barings futures 1, 2, 3, 4
• Barings London 1, 2, 3, 4, 5, 6
• Barings Securities Singapore (BSS) 1
• Barrels 1, 2, 3, 4, 5
• Basis points 1, 2, 3, 4, 5, 6, 7
• Bbl 1, 2, 3
• Bear Stearns 1, 2, 3, 4, 5, 6, 7
• Berkshire Hathaway 1, 2
• Berkshire Hathaway Holding Company 1
• Bets 1, 2, 3, 4, 5, 6, 7, 8, 9
• BFS 1, 2, 3, 4, 5
• Black-Scholes-Merton (BSM) 1, 2, 3
• BNP (Banque Nationale de Paris) 1
• Board 1, 2, 3, 4, 5, 6, 7, 8
• Bond buyer 1, 2
• Bond price 1, 2
• – 1-year 2
• Bonds 1, 2, 3, 4, 5, 6, 7, 8, 9
• Bonus 1, 2, 3, 4, 5, 6
• Bonuses 1, 2, 3, 4, 5, 6
• Book value 1
• Book value market value loss 1
• Borrow 1, 2, 3, 4, 5, 6, 7, 8
• Borrowers 1, 2, 3, 4, 5, 6, 7, 8
• BP Capital 1
• BP-Amoco 1
• Brokers 1, 2, 3, 4, 5, 6, 7, 8, 9
• Brown Act 1
• BSM (Black-Scholes-Merton) 1, 2, 3
• BSM formula 1, 2, 3, 4
• BSM price 1
• BSS (Barings Securities Singapore) 1
• BT (Bankers Trust) 1, 2, 3, 4, 5, 6, 7, 8, 9
• BT pays 1
• BT Securities Corporation 1, 2, 3, 4, 5, 6
• Buffett, Warren 1, 2, 3, 4
• C
• Calculations 1, 2, 3, 4, 5, 6
• Call option buyer 1
• Call option contract 1
• Call option seller 1
• Capital 1, 2, 3, 4, 5, 6, 7, 8, 9
• – regulatory 1, 2, 3, 4, 5
• Capital flight 1, 2
• Capital gains 1, 2, 3, 4, 5
• Capital losses 1, 2
• Capital Market Risk Advisers (CMRA) 1, 2
• Capital markets 1, 2, 3, 4
• Capital requirements 1, 2, 3
• – regulatory 1, 2, 3
• Cash 1, 2, 3, 4, 5, 6, 7, 8, 9
• Cash assets 1, 2, 3
• Cash collateral 1, 2
• Cash flow difficulties 1
• Cash flow effects 1, 2, 3, 4
• – negative 1, 2
• Cash flows 1, 2, 3, 4, 5, 6, 7, 8, 9
• – periodic 1
• Cash markets 1, 2, 3
• Cash outflows 1, 2, 3, 4, 5
• Cash payments 1, 2, 3, 4, 5
• Cash settlement 1, 2, 3, 4, 5, 6, 7, 8
• Cause order 1
• CBOT (Chicago Board of Trade) 1
• CCH 1, 2
• CDOs (collateralized debt obligations) 1, 2
• CDS (credit default swaps) 1, 2, 3, 4, 5, 6, 7, 8, 9
• CDS contracts 1, 2, 3, 4
• CEA (Commodity Exchange Act) 1, 2, 3, 4, 5, 6, 7
• Centaurus Energy 1, 2, 3
• Century 1, 2, 3, 4, 5, 6
• CEO (Chief Executive Officer) 1, 2, 3, 4, 5, 6, 7, 8
• CFMA (Commodity Futures Modernization Act) 1, 2
• CFTC (Commodity Futures Trading Commission) 1, 2, 3, 4, 5, 6, 7, 8, 9
• Chair 1, 2, 3
• Chicago Board of Trade (CBOT) 1
• Chief Economist 1, 2
• Chief Investment Office See CIO
• Chief trader 1, 2, 3
• CIO (Chief Investment Office) 1, 2, 3, 4, 5
• Citadel 1, 2, 3
• Citadel Investment Group 1
• Citibank 1
• Citron 1, 2, 3, 4, 5, 6, 7, 8
• Civil action 1, 2, 3, 4, 5
• C&L 1
• Clearinghouse 1, 2
• Clients 1, 2, 3, 4, 5, 6
• CMOs (collateralized mortgage obligations) 1, 2, 3, 4, 5
• CMRA (Capital Market Risk Advisers) 1, 2
• CMT 1, 2
• Collateral 1, 2, 3, 4, 5, 6, 7, 8, 9
• – invested 1, 2, 3, 4
• Collateral calls 1, 2, 3, 4
• Collateralize 1, 2
• Collateralized debt obligations (CDOs) 1, 2
• Collateralized mortgage 1
• Commercial banks 1, 2, 3, 4
• Commercial paper rate 1, 2, 3, 4, 5
• Commissions 1, 2, 3, 4, 5, 6, 7, 8, 9
• Commodities 1, 2, 3, 4, 5, 6, 7, 8, 9
• Commodity Futures Modernization Act (CFMA) 1, 2
• Commodity Futures Trading Commission See CFTC
• Companies 1, 2, 3, 4, 5, 6, 7, 8, 9
• – acquired 1
• – good 1
• – major oil 1
• – pharmaceutical 1
• – qualified 1
• Companies Act 1, 2
• Companies use ESOs 1, 2
• Company and BT Securities Corporation 1
• Compensation 1, 2, 3, 4, 5, 6, 7, 8, 9
• Competitors 1, 2, 3, 4, 5, 6, 7, 8
• Concession payment 1
• Confidence level 1, 2
• Congress 1, 2, 3, 4, 5, 6
• Consortium 1, 2, 3
• Contagion 1, 2, 3, 4
• Contango 1, 2, 3, 4, 5
• Contract cancellations 1, 2
• Contract month 1, 2
• Contract terms 1, 2
• Contracts 1, 2, 3, 4, 5, 6, 7, 8, 9
• – new 1, 2
• – settled 1
• Contrast 1, 2, 3, 4, 5, 6, 7, 8, 9
• Control systems 1, 2, 3
• Controllers 1
• Convergence 1, 2
• Convergence trades 1
• COO (chief operating officer) 1
• Corporate finance 1, 2, 3
• Correlations 1, 2, 3, 4, 5
• – high 1
• Corrupt organizations 1
• Costs 1, 2, 3, 4, 5, 6, 7, 8, 9
• Counterparties 1, 2, 3, 4, 5, 6, 7, 8, 9
• – internal SocGen 1
• – major CDS 1
• Counterparty approval 1
• Coupon 1, 2, 3, 4
• Court 1, 2, 3, 4, 5, 6, 7, 8
• Court opinion 1, 2
• Credit 1, 2, 3, 4, 5, 6, 7, 8, 9
• – company’s 1, 2
• – major 1, 2
• Credit derivatives 1, 2, 3, 4, 5, 6, 7
• Credit derivatives buyers 1, 2
• Credit events 1, 2, 3, 4, 5, 6
• Credit indices 1, 2, 3
• Credit lines 1, 2, 3, 4, 5, 6
• Credit protection 1, 2, 3, 4, 5, 6, 7
• – 1-Year 1
• – long 1, 2, 3
• – short 1, 2, 3
• Credit protection buyer 1, 2