Message-ID: <32947304.1075855216470.JavaMail.evans@thyme> Date: Fri, 30 Nov 2001 09:53:03 -0800 (PST) From: john.arnold@enron.com To: george.ellis@americas.bnpparibas.com Subject: FW: trade recap#3 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 please post this efs with smith barney -----Original Message----- From: "Zerilli, Frank" @ENRON Sent: Friday, November 30, 2001 10:32 AM To: Arnold, John Subject: trade recap#3 EFS TRANSACTION ENRON BUYS 38 JAN03 LD SWAPS $3.390 ENRON BUYS 35 FEB03 LD SWAPS $3.320 ENRON BUYS 38 MAR03LD SWAPS $3.225 ENRON BUYS 7 APR03 LD SWAPS $3.090 ENRON BUYS 7 MAY03LD SWAPS $3.090 ENRON BUYS 7 JUN03 LD SWAPS $3.120 ENRON BUYS 7 JUL03 LD SWAPS $3.160 ENRON BUYS 7 AUG03 LD SWAPS $3.195 ENRON BUYS 7 SEP03 LD SWAPS $3.195 ENRON BUYS 7 OCT03 LD SWAPS $3.230 ENRON BUYS 7 NOV03 LD SWAPS $3.375 ENRON BUYS 7 DEC03 LD SWAPS $3.514 COUNTERPARTY IS BARCLAYS BANK...THEY ARE POSTING WITH ALX..BROKER BADGE RESI ENRON IS SELLING FUTURES ON THE EFS