Message-ID: <25483620.1075854417640.JavaMail.evans@thyme> Date: Tue, 16 Jan 2001 07:30:00 -0800 (PST) From: darron.giron@enron.com To: derek.bailey@enron.com Subject: Re: NW2862 Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Darron C Giron X-To: Derek Bailey X-cc: X-bcc: X-Folder: \Darron_Giron_Jun2001\Notes Folders\'sent mail X-Origin: Giron-D X-FileName: dgiron.nsf This is a physical deal. Leg 4 is unwinding Leg 1. Leg 1 had the Price and Basis components and Leg 3 had the Index component. I am in Chicago today and tomorrow. If you have any further questions, please let me know. DG Enron North America Corp. From: Derek Bailey @ ENRON 01/16/2001 09:34 AM To: Darron C Giron/HOU/ECT@ECT cc: Subject: NW2862 Darron: Leg 4 of this deal is in TAGG as a physical swap instead of a physical forward. Is this a physical or financial deal? Thank you: Derek