Message-ID: <14868493.1075845563140.JavaMail.evans@thyme> Date: Thu, 21 Dec 2000 04:49:00 -0800 (PST) From: john.lavorato@enron.com To: rudy.gonzalez@enron.com Subject: EOL WTI New Simulations Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: John J Lavorato X-To: Rudy.gonzalez@enron.com X-cc: X-bcc: X-Folder: \John_Lavorato_Oct2001\Notes Folders\Sent X-Origin: LAVORATO-J X-FileName: jlavora.nsf ---------------------- Forwarded by John J Lavorato/Corp/Enron on 12/21/2000 12:41 PM --------------------------- Stinson Gibner@ECT 12/21/2000 07:36 AM To: John J Lavorato/Corp/Enron@Enron cc: Vince J Kaminski/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT Subject: EOL WTI New Simulations John, Here are the simulations for: Normal roll: (same as before, but included for completeness) No Roll: (liquidate position at end of each month) Roll to fill price gap I have included in place of the Roll P/L, the cumulative price gap over all the contract rolls ($/bbl). Negative value means a backwardated market. Normal Roll No Roll Fill Gap Will send the same set of runs for 2nd last day later this morning. --Stinson