Message-ID: <10566346.1075852723292.JavaMail.evans@thyme> Date: Tue, 2 Oct 2001 09:47:39 -0700 (PDT) From: john.arnold@enron.com To: jennifer.fraser@enron.com Subject: RE: changes to curve? Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Arnold, John X-To: Fraser, Jennifer X-cc: X-bcc: X-Folder: \JARNOLD (Non-Privileged)\Arnold, John\Sent Items X-Origin: Arnold-J X-FileName: JARNOLD (Non-Privileged).pst i think cash gets much stronger over the coming weeks relative to nov. first inclination when cash comes up is that futures go up. however, there is an 80 cent spread between cash and december. cash can easily go up without dec moving. -----Original Message----- From: Fraser, Jennifer Sent: Tuesday, October 02, 2001 11:21 AM To: Arnold, John Subject: changes to curve? are u saying cash comes up to meet futs..so where do see nov01 dec 01 jan 02 rolling off -----Original Message----- From: Arnold, John Sent: Tuesday, October 02, 2001 5:09 PM To: Fraser, Jennifer Subject: RE: when do you plan on getting long outright long....a long time from now. looks like with cold weather curve is going to reshape. front up, back nothing -----Original Message----- From: Fraser, Jennifer Sent: Tuesday, October 02, 2001 10:15 AM To: Arnold, John Subject: when do you plan on getting long