Message-ID: <31333327.1075857601887.JavaMail.evans@thyme> Date: Mon, 22 May 2000 09:23:00 -0700 (PDT) From: john.arnold@enron.com To: doug.rotenberg@enron.com Subject: Cc: rick.buy@enron.com, lavorato@enron.com, david.haug@enron.com, jeffrey.shankman@enron.com, jeff.skilling@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: rick.buy@enron.com, lavorato@enron.com, david.haug@enron.com, jeffrey.shankman@enron.com, jeff.skilling@enron.com X-From: John Arnold X-To: Doug.rotenberg@enron.com X-cc: Rick Buy, John.J. Lavorato@enron.com, David Haug, Jeffrey A Shankman, Jeff Skilling X-bcc: X-Folder: \John_Arnold_Dec2000\Notes Folders\'sent mail X-Origin: Arnold-J X-FileName: Jarnold.nsf Doug: To confirm the pricing of the LNG dela:: I can show a $3.01 bid for the Nymex portion of 160,000 mmbtu/day for the time period Jan 2003-Dec 2014. The bid on Henry Hub basis for same time period is -$.0025 resulting in fix price of $3.0075; the bid on Sonat basis is -$.0175 translating into a bid of $2.9925. Notional volume = 70,128 contracts. PV volume = 37,658 contracts. Exposure per $.01 move = $3,760,000 John