Message-ID: <32165775.1075853679711.JavaMail.evans@thyme> Date: Wed, 6 Sep 2000 06:04:00 -0700 (PDT) From: chris.germany@enron.com To: kyle.lilly@enron.com, alicia.perkins@enron.com, crystal.hyde@enron.com Subject: CNR curve Cc: mary.franklin@enron.com, jeanne.wukasch@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: mary.franklin@enron.com, jeanne.wukasch@enron.com X-From: Chris Germany X-To: Kyle R Lilly, Alicia Perkins, Crystal Hyde X-cc: Mary Theresa Franklin, Jeanne Wukasch X-bcc: X-Folder: \Chris_Germany_Dec2000\Notes Folders\All documents X-Origin: Germany-C X-FileName: cgerman.nsf I changed the formula on the IF-CNRGATH curve in the EastMrkt file. Before the change it was CGT/APPALAC - $.32. After the change its (CGAS - $.30)x(1-.0492). This widens the spread by about $.24.