Message-ID: <32383725.1075861672931.JavaMail.evans@thyme> Date: Tue, 30 Oct 2001 04:51:25 -0800 (PST) From: john.arnold@enron.com To: geoff.storey@enron.com Subject: FW: Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Arnold, John X-To: Storey, Geoff X-cc: X-bcc: X-Folder: \JARNOLD (Non-Privileged)\Arnold, John\Sent Items X-Origin: Arnold-J X-FileName: JARNOLD (Non-Privileged).pst BMO wants to do this sleave trade. Duke, Dynegy, Coral, and Reliant have offsetting positions. Who's best for us to do this with? Also, what's our current balance with BMO? Should I demand for the trade to be offmarket? -----Original Message----- From: "DeVeny, David" @ENRON Sent: Monday, October 29, 2001 5:23 PM To: 'jarnold@enron.com' Subject: John: Bank of Montreal would like to take Enron up on the offer you made this afternoon to help balance our short swap exposure with your organization and replace it with a third party Enron may have offsetting transactions with. Per our conversation, to offset the contracts that we are short to Enron, our position would allow us to accommodate the following transactions: Buying five and a half (5.5) contracts a day December 2001 (Z01) natural gas last day swaps from Enron and selling to a third party Buying sixteen and a half (16.5) contracts a day January 2002 through December 2002 (F02-Z02) natural gas last day swaps from Enron and selling to a third party Buying four (4) contracts a day April 2003 through October 2003 (J03-V03) natural gas last day swaps from Enron and selling to a third party Buying two (2) contracts a day January 2004 through December 2008 (F04-Z08) natural gas last day swaps from Enron and selling to a third party If you find an appropriate offsetting positions please contact me at 212-605-1475. Thank you, David DeVeny Bank of Montreal Commodity Derivatives Group **************************************************************************** This e-mail and any attachments may contain confidential and privileged information. If you are not the intended recipient, please notify the sender immediately by return e-mail, delete this e-mail and destroy any copies. Any dissemination or use of this information by a person other than the intended recipient is unauthorized and may be illegal. Unless otherwise stated, opinions expressed in this e-mail are those of the author and are not endorsed by the author's employer.