Message-ID: <30205970.1075852715852.JavaMail.evans@thyme> Date: Mon, 2 Jul 2001 06:55:28 -0700 (PDT) From: john.arnold@enron.com To: philip.mayor@enron.com Subject: RE: Volatility information Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Arnold, John X-To: Mayor, Philip X-cc: X-bcc: X-Folder: \JARNOLD (Non-Privileged)\Arnold, John\Sent Items X-Origin: Arnold-J X-FileName: JARNOLD (Non-Privileged).pst i don't have a problem with that. The 3 factors I ask in releasing info are: 1. Do customers even know the info is available or useful? 2. Is the info publicly available? 3. Is the info easily obtainable? In this case, the answer is yes to all three, so I don't care. If the answer is no to one or more of the above, a judgment call has to be made. -----Original Message----- From: Mayor, Philip Sent: Wednesday, June 20, 2001 7:38 AM To: Arnold, John Subject: Volatility information John-- I am a summer analyst working with Laura Luce in the central gas desk. We are trying to assemble a client-based website which will be used to provide assorted information material to the natrual gas industry to specifically targeted Enron clients. In so doing, we are trying to gather as much information as possible without crossing lines of propriety. One of the issues which has come up recently is whether we would be allowed to post next month and/or year-out volatility data. The data would be posted to a password protected site, but it would be on the extranet. Chris Gaskill, who is generally our local authority on issues of propriety has suggested that this would ultimately be your decision. Any comments on the propriety of exposing these volatility curves would be greatly appreciated. Thank you for your time. Phil