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Enron Mail |
-----Original Message----- From: "Zerilli, Frank" <fzerilli@POWERMERCHANTS.COM<@ENRON Sent: Friday, November 30, 2001 8:31 AM To: Arnold, John Subject: BNP request EFS Transaction BNP Paribas wants to.... Cal02 Buy 20 May02 swaps Buy 136 Jun02 swaps Buy 143 jul02 swaps Buy 145 aug02 swaps Buy 124 sep02 swaps Buy 131 oct02 swaps Buy 89 nov02 swaps Buy 94 dec02 swaps Cal03 Sell 143 Jan03 swaps Sell 35 feb03 swaps Sell 142 mar03 swaps Sell 44 apr03 swaps Sell 44 may03 swaps Sell 44 jun03 swaps Sell 44 jul03 swaps Sell 44 aug03 swaps Sell 44 sep03 swaps Sell 44 oct03 swaps Sell 99 nov03 swaps Sell 100 dec03 swaps I have to do all of the cal2 and cal3 pieces or it's a no go...cantdo parts Cal04 Sell 20 jan04 swaps Sell 19 feb04 swaps Sell 20 mar04 swaps The cal 04 stuff is good to go...no strings attached BNP would do the opposite to the futures. Thanks
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