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Enron Mail |
Natural Gas Straddles Month Strike Bid Offer Volatility Net Change X 260 32 32.5 0.8925 0.0750 Z 285 57 57 0.7369 0.0399 F 300 78 79 0.7418 0.0468 G 300 86 90 0.6987 0.0450 H 295 86 89 0.6302 0.0423 J 285 76 80 0.5298 0.0138 K 290 78 82 0.4932 0.0120 X/H 275 63.30 M 295 84 87 0.4823 0.0099 J/V 286.428571 88.79 N 300 87 91 0.4677 0.0045 Q 300 94 98 0.4767 0.0109 U 300 101 101.5 0.4824 0.0087 V02 305 102 108 0.4716 -0.0003 X02 320 #VALUE! 0.0000 Z02 340 10/16/01 2:43 PM Crude Oil Straddles Month Strke Bid Offer Volatility Net Change X 2200 55 65 0.4537 -0.0660 Z 2250 262 272 0.5250 -0.0111 F 2250 350 365 0.4978 0.0027 G 2250 415 430 0.4689 0.0075 H 2250 460 465 0.4503 0.0030 J 2250 475 485 0.4244 0.0033 K 2250 490 510 0.3971 0.0069 M 2250 505 525 0.3870 0.0054 N 2250 515 535 0.3663 -0.0036 Q 2250 520 545 0.3579 0.0012 U 2250 520 545 #VALUE! #VALUE! V 2250 #VALUE! #VALUE! Z2 2200 520 545 n/a n/a 10/16/01 2:40 PM
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