Enron Mail

From: jeffrey.shankman@enron.com To: john.thomas@enron.com Subject: Re: EOL possibilities Cc: chris.mahoney@enron.com, john.nowlan@enron.com Bcc: chris.mahoney@enron.com, john.nowlan@enron.com Date: Wed, 25 Oct 2000 00:22:00 -0700 (PDT) Looks good. Coordinate with Chris and John and let's move on this. Jeff John Buckner Thomas 10/25/2000 02:20 AM To: Jeffrey A Shankman/HOU/ECT@ECT, John L Nowlan/HOU/ECT@ECT cc: Chris Mahoney/LON/ECT@ECT, Chris Glaas/LON/ECT@ECT Subject: EOL possibilities 1. Brent-Dubai calendar swap differential. Idea would be to trade this differential on a quarterly basis. 2. WTI-Brent calendar swap differential. Same timing idea, Nymex v IPE.. 3. WTI-Dated Brent calendar swap differential. Nymex v Platts Dated Brent. 4. WTI-Brent futures differential. Issue would be settlement dates given the time lag between expiry.