Message-ID: <24366706.1075858894903.JavaMail.evans@thyme>
Date: Tue, 19 Jun 2001 23:05:00 -0700 (PDT)
From: jeff.dasovich@enron.com
To: skean@enron.com, rshapiro@enron.com
Subject: DWR's Stranded Costs
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X-From: Jeff Dasovich <Jeff Dasovich/NA/Enron@ENRON>
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Please don't use this yet.  Refinements are underway by Alan Comnes, but wanted to give you a flavor for how underwater the DWR contracts are (if marked to market today).  Jim's got it , too.

Based on recent curves, $21B of the DWR contracts are stranded.  Will give you the update once it's done (likely tomorrow).

Best,
Jeff