Message-ID: <27408534.1075849653978.JavaMail.evans@thyme> Date: Thu, 14 Dec 2000 02:57:00 -0800 (PST) From: doug.leach@enron.com To: john.griffith@enron.com Subject: Hedge Volumes Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Doug Leach X-To: John Griffith X-cc: X-bcc: X-Folder: \John_Griffith_Nov2001\Notes Folders\Discussion threads X-Origin: GRIFFITH-J X-FileName: jgriffit.nsf please call to discuss x35007 ---------------------- Forwarded by Doug Leach/HOU/ECT on 12/14/2000 10:56 AM --------------------------- Robert J Cunningham on 12/14/2000 03:42:06 PM To: "doug.leach" (IPM Return requested) (Receipt notification requested) cc: William A Mayer (IPM Return requested) (Receipt notification requested) Subject: Hedge Volumes Doug, As we discussed, I am trying to get a feel for pricing if an insurance company or companies were to hedge some potential price exposures. Please assume that the credit quality of your counterparty is A rated or better. Attached are some hypothetical volumes to hedge. The actual volumes hedged may be less or more. I would sugest we look at a cap and a swap (pay fixed, receive floating). It would be appreciated if you would please provide some indicative quotes. If you need more please let me know. Thanks. Best regards, Bob ____________________ Robert J Cunningham Client Executive Vice President Marsh USA Inc. 1000 Louisiana Street Suite 4000 Houston, TX 77002-5008 Phone: (713) 427-0604 Fax: (713) 654-0444 Internet: Robert.J.Cunningham@marshmc.com ____________________ - hedge volumes.xls