Message-ID: <32197017.1075852403131.JavaMail.evans@thyme>
Date: Mon, 22 Oct 2001 11:51:19 -0700 (PDT)
From: jtp497@rcn.com
Subject: fri 10/19
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X-From: "John Phillips" <jtp497@rcn.com>@ENRON
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 	 	 		Natural Gas Straddles	 	 	 					
 	 	 	 	 	 	 	 					
 	Month	Strike	Bid	Offer	Volatility	Net Change	 					
 	X	280	24	24.5	0.9243	0.0750	 					
 	Z	310	61.5	62.5	0.7960	0.0435	 					
 	F	325	84.5	85	0.7805	0.0387	 					
 	G	325	95	96	0.7242	0.0180	 					
 	H	320	95	96.5	0.6515	0.0153	 					
 	J	310	83	85	0.5376	0.0108	 		 	 	 	
 	K	310	83	86	0.4950	-0.0033	 		X/H	312	72.45	
 	M	315	90	91	0.4838	0.0024	 		J/V	318.571429	97.71	
 	N	320	94	100	0.4806	0.0084	 					
 	Q	325	102	107	0.4853	0.0120	 					
 	U	325	107	111	0.4844	0.0099	 					
 	V02	325	113	116	0.4866	0.0111	 					
 	X02	320	 	 	#VALUE!	0.0000	 					
 	Z02	340	 > 	 	 	 	 					
 	 	 		10/22/01 2:40 PM	 	 	 					
												
 	 	 		Crude Oil Straddles	 	 	 					
 						 	 					
 	Month	Strke	Bid	Offer	Volatility	Net Change	 					
 	X	 	 	 	0.4806	0.0000	 					
 	Z	2200	238	248	0.5395	-0.0094	 					
 	F	2250	345	360	0.5167	-0.0042	 					
 	G	2250	420	435	0.4901	0.0100	 					
 	H	2250	475	490	0.4818	0.0075	 					
 	J	2250	495	510	0.4517	0.0069	 					
 	K	2250	525	540	0.4368	0.0123	 					
 	M	2250	532	545	0.4098	0.0060	 					
 	N	2250	538	550	0.3879	0.0063	 					
 	Q	2250	540	555	0.3699	0.0030	 					
 	U	2250	545	560	#VALUE!	#VALUE!	 					
 	V	2200	 	 	#VALUE!	#VALUE!	 					
 	Z2	2200	562	568	n/a	n/a	 					
 						 	 					
 	 	 		10/22/01 2:44 PM