This is an announcement for the paper "On utility-based super-replication prices of contingent claims with unbounded payoffs" by Frank Oertel and Mark Owen. Abstract: Consider a financial market in which an agent trades with utility-induced restrictions on wealth. For a utility function which satisfies the condition of reasonable asymptotic elasticity at $-\infty$ we prove that the utility-based super-replication price of an unbounded (but sufficiently integrable) contingent claim is equal to the supremum of its discounted expectations under pricing measures with finite {\it loss-entropy}. For an agent whose utility function is unbounded from above, the set of pricing measures with finite loss-entropy can be slightly larger than the set of pricing measures with finite entropy. Indeed, the former set is the closure of the latter under a suitable weak topology. Central to our proof is the representation of a cone $C_U$ of utility-based super-replicable contingent claims as the polar cone to the set of finite loss-entropy pricing measures. The cone $C_U$ is defined as the closure, under a relevant weak topology, of the cone of all (sufficiently integrable) contingent claims that can be dominated by a zero-financed terminal wealth. We investigate also the natural dual of this result and show that the polar cone to $C_U$ is generated by those separating measures with finite loss-entropy. The full two-sided polarity we achieve between measures and contingent claims yields an economic justification for the use of the cone $C_U$, and an open question. Archive classification: Probability; Functional Analysis; Optimization and Control Mathematics Subject Classification: 1B16, 46N10, 60G44 The source file(s), 051102reversed.tex: 29375 bytes, is(are) stored in gzipped form as 0609403.gz with size 10kb. The corresponding postcript file has gzipped size 53kb. Submitted from: f.oertel@ucc.ie The paper may be downloaded from the archive by web browser from URL http://front.math.ucdavis.edu/math.PR/0609403 or http://arXiv.org/abs/math.PR/0609403 or by email in unzipped form by transmitting an empty message with subject line uget 0609403 or in gzipped form by using subject line get 0609403 to: math@arXiv.org.