Enron Mail

From:darron.giron@enron.com
To:derek.bailey@enron.com
Subject:Re: NW2862
Cc:
Bcc:
Date:Tue, 16 Jan 2001 07:30:00 -0800 (PST)

This is a physical deal. Leg 4 is unwinding Leg 1. Leg 1 had the Price and
Basis components and Leg 3 had the Index component. I am in Chicago today
and tomorrow. If you have any further questions, please let me know.

DG



Enron North America Corp.

From: Derek Bailey @ ENRON 01/16/2001 09:34 AM


To: Darron C Giron/HOU/ECT@ECT
cc:
Subject: NW2862

Darron:

Leg 4 of this deal is in TAGG as a physical swap instead of a physical
forward. Is this a physical or financial deal?

Thank you:

Derek