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Enron Mail |
Natural Gas Straddles Month Strike Bid Offer Volatility Net Change X 280 24 24.5 0.9243 0.0750 Z 310 61.5 62.5 0.7960 0.0435 F 325 84.5 85 0.7805 0.0387 G 325 95 96 0.7242 0.0180 H 320 95 96.5 0.6515 0.0153 J 310 83 85 0.5376 0.0108 K 310 83 86 0.4950 -0.0033 X/H 312 72.45 M 315 90 91 0.4838 0.0024 J/V 318.571429 97.71 N 320 94 100 0.4806 0.0084 Q 325 102 107 0.4853 0.0120 U 325 107 111 0.4844 0.0099 V02 325 113 116 0.4866 0.0111 X02 320 #VALUE! 0.0000 Z02 340 < 10/22/01 2:40 PM Crude Oil Straddles Month Strke Bid Offer Volatility Net Change X 0.4806 0.0000 Z 2200 238 248 0.5395 -0.0094 F 2250 345 360 0.5167 -0.0042 G 2250 420 435 0.4901 0.0100 H 2250 475 490 0.4818 0.0075 J 2250 495 510 0.4517 0.0069 K 2250 525 540 0.4368 0.0123 M 2250 532 545 0.4098 0.0060 N 2250 538 550 0.3879 0.0063 Q 2250 540 555 0.3699 0.0030 U 2250 545 560 #VALUE! #VALUE! V 2200 #VALUE! #VALUE! Z2 2200 562 568 n/a n/a 10/22/01 2:44 PM
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