Message-ID: <16444769.1075855216448.JavaMail.evans@thyme> Date: Fri, 30 Nov 2001 08:48:21 -0800 (PST) From: john.arnold@enron.com To: george.ellis@americas.bnpparibas.com Subject: FW: TRADE RECAP#2 (bnpEFS) Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Arnold, John X-To: 'george.ellis@americas.bnpparibas.com' X-cc: X-bcc: X-Folder: \John_Arnold_Jan2002_1\Arnold, John\Sent Items X-Origin: Arnold-J X-FileName: jarnold (Non-Privileged).pst -----Original Message----- From: "Zerilli, Frank" @ENRON Sent: Friday, November 30, 2001 10:15 AM To: Arnold, John Subject: TRADE RECAP#2 (bnpEFS) EFS TRANSACTION ENRON SELLS 102 JUN02 LD SWAPS $3.120 ENRON SELLS 143 JUL02 LD SWAPS $3.160 ENRON SELLS 144 AUG02 LD SWAPS $3.195 ENRON SELLS 124 SEP02 LD SWAPS $3.195 ENRON SELLS 131 OCT02 LD SWAPS $3.230 ENRON SELLS 89 NOV02 LD SWAPS $3.375 ENRON SELLS 93 DEC02 LD SWAPS $3.514 COUNTERPARTY IS BNP PARIBAS...SMITH BARNEY ENRON IS BUYING FUTURES ON THE EFS ENRON BUYS 143 JAN03 LD SWAPS $3.390 ENRON BUYS 35 FEB03 LD SWAPS $3.320 ENRON BUYS 142 MAR03LD SWAPS $3.225 ENRON BUYS 44 APR03 LD SWAPS $3.090 ENRON BUYS 44 MAY03LD SWAPS $3.090 ENRON BUYS 44 JUN03 LD SWAPS $3.120 ENRON BUYS 44 JUL03 LD SWAPS $3.160 ENRON BUYS 44 AUG03 LD SWAPS $3.195 ENRON BUYS 43 SEP03 LD SWAPS $3.195 ENRON BUYS 44 OCT03 LD SWAPS $3.230 ENRON BUYS 99 NOV03 LD SWAPS $3.375 ENRON BUSY 100 DEC03 LD SWAPS $3.514 COUNTERPARTY IS BNP PARIBAS...SMITH BARNEY ENRON IS SELLING FUTURES ON THE EFS