Message-ID: <33146115.1075857593409.JavaMail.evans@thyme>
Date: Mon, 22 May 2000 09:23:00 -0700 (PDT)
From: john.arnold@enron.com
To: doug.rotenberg@enron.com
Subject: 
Cc: rick.buy@enron.com, lavorato@enron.com, david.haug@enron.com, 
	jeffrey.shankman@enron.com, jeff.skilling@enron.com
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
Bcc: rick.buy@enron.com, lavorato@enron.com, david.haug@enron.com, 
	jeffrey.shankman@enron.com, jeff.skilling@enron.com
X-From: John Arnold
X-To: Doug.rotenberg@enron.com
X-cc: Rick Buy, John.J. Lavorato@enron.com, David Haug, Jeffrey A Shankman, Jeff Skilling
X-bcc: 
X-Folder: \John_Arnold_Dec2000\Notes Folders\Sent
X-Origin: Arnold-J
X-FileName: Jarnold.nsf

Doug:
To confirm the pricing of the LNG dela::

I can show a $3.01 bid for the Nymex portion of 160,000 mmbtu/day for the 
time period Jan 2003-Dec 2014.  The bid on Henry Hub basis for same time 
period is -$.0025 resulting in fix price of $3.0075; the bid on Sonat basis 
is -$.0175 translating into a bid of $2.9925.

Notional volume = 70,128 contracts.
PV volume = 37,658 contracts.
Exposure per $.01 move = $3,760,000

John