Message-ID: <29702183.1075856993584.JavaMail.evans@thyme> Date: Mon, 3 Apr 2000 07:58:00 -0700 (PDT) From: vince.kaminski@enron.com To: lynn_sieben@carrfut.com Subject: Re: Agency Futures Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: "Lynn Sieben" X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_8\Notes Folders\'sent mail X-Origin: Kaminski-V X-FileName: vkamins.nsf Lynn, Thanks a lot. I appreciate the information I am receiving from you. Vince Kaminski "Lynn Sieben" on 03/21/2000 12:30:59 PM To: "Lynn Sieben" cc: (bcc: Vince J Kaminski/HOU/ECT) Subject: Agency Futures I wanted to pass along our latest research note to you. The topic is the new agency futures contracts. Open the .pdf file to read it. The .xls file contains the daily report that we will be releasing on our web page that will enable the user to analyze the basis for richness-cheapness of the contracts or to create the DV01s to figure hedge ratios. (See attached file: AgencyFutures.pdf)(See attached file: AgencyPrint.xls) - AgencyFutures.pdf - AgencyPrint.xls