Message-ID: <2770554.1075856531917.JavaMail.evans@thyme>
Date: Fri, 15 Dec 2000 08:21:00 -0800 (PST)
From: vince.kaminski@enron.com
To: vkaminski@aol.com
Subject: WTI trading simulation presentation
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---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/15/2000 
04:22 PM ---------------------------


Zimin Lu
12/15/2000 03:11 PM
To: John J Lavorato/Corp/Enron@Enron
cc: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT 
Subject: WTI trading simulation presentation



John,

I prepared the presentation in the way we discussed on Wednesday. 
In summary I have included the following scenarios:

Tenor:  1, 3, 5 years back from Nov, 2000
               1, 3, 5 years back from Nov, 1998
               1, 3, 5 years back from Nov. 1995

Number of trade per day:  200, 600,1000

Bid-offer spread:  $0.04 and $0.06

Net Open position allowed: 1,000,000 and 5,000,000

Volume per trade is fixed at 1,000 BBL.

All together, there are 9*12 =  108 scenarios included in the presentation.

I will be on vocation starting next week.  But I will check my e-mail and 
phone
messages to make modifications you need.    

Happy Holidays,

Zimin