Message-ID: <7313230.1075854655107.JavaMail.evans@thyme> Date: Wed, 6 Dec 2000 08:32:00 -0800 (PST) From: eric.bass@enron.com To: gary.taylor@enron.com Subject: JAN-MAR Degree Day Swaps Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Eric Bass X-To: Gary Taylor X-cc: X-bcc: X-Folder: \Eric_Bass_Dec2000\Notes Folders\Discussion threads X-Origin: Bass-E X-FileName: ebass.nsf Gary, What is the market for IAH Jan-Mar HDD swaps (we are looking to BUY)? How does this compare to the 30 yr avg? Thanks for your help. Eric x3-0977