Enron Mail

From:jeremy.wong@enron.com
To:john.griffith@enron.com
Subject:Vol. Skew from April 10, 2001
Cc:errol.mclaughlin@enron.com, francis.lim@enron.com
Bcc:errol.mclaughlin@enron.com, francis.lim@enron.com
Date:Wed, 11 Apr 2001 04:34:00 -0700 (PDT)

John:

Attached is the vol. skew that was used for the current day (April 10) calc;
the prior day (April 9) calc. still used the one you loaded on Mar. 30.

i.e., the official post_id 1101853 used the April 10 vol. skew for current
day but the Mar. 30 vol. skew for the prior day valuations.

Jeremy