Enron Mail

From:dutch.quigley@enron.com
To:kelli.little@enron.com
Subject:RE: Nymex Offer
Cc:
Bcc:
Date:Fri, 24 Aug 2001 14:59:26 -0700 (PDT)

the curve settled 3.57 for apr 02 to mar 05
the curve has an adjustment of 0.025 cents
and our offer is 0.125 cents over that
all in the offer is 3.72

I will get with john on Monday to confirm the 0.125 , I do not know if this fits into
his position so this number may change depending on his position and opinion of the market.


-----Original Message-----
From: Little, Kelli
Sent: Friday, August 24, 2001 3:26 PM
To: Quigley, Dutch
Subject: Nymex Offer

Dutch,

Attached is the quote sheet I mentioned earlier - we are submitting the indicative bid Tuesday, Aug. 28th, so I will be sure to check back with you Monday afternoon for a real-time number. For now, a notional Offer-Mid spread would be helpful (to ensure our models do not explode when we include it...) Please feel free to call me if you have any questions. Thanks!

Kelli
x5-3419

<< File: Nymex Quote Sheet.xls <<