FW:

-----Original Message-----
From: Arnold, John
Sent: Thursday, August 23, 2001 2:22 PM
To: Quigley, Dutch
Subject: FW:

-----Original Message-----
From: "Zerilli, Frank" <fzerilli@POWERMERCHANTS.COM<@ENRON [mailto:IMCEANOTES-+22Zerilli+2C+20Frank+22+20+3Cfzerilli+40POWERMERCHANTS+2ECOM+3E+40ENRON@ENRON.com]
Sent: Thursday, August 23, 2001 11:25 AM
To: 'jarnold@enron.com'
Subject:

3 Trades EFP Style....

500 lots-Duke Energy (using Prudential)
1000 lots AEP Energy (using PFS)
1000 lots Williams Energy (using Paribas)

You are selling futures and buying LD SWAPS

NYMEX posting price is $2.775

Thank You