Message-ID: <14305500.1075841237771.JavaMail.evans@thyme>
Date: Wed, 11 Apr 2001 14:34:00 -0700 (PDT)
From: jeremy.wong@enron.com
To: john.griffith@enron.com
Subject: Vol. Skew from April 10, 2001
Cc: errol.mclaughlin@enron.com, francis.lim@enron.com
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John:

Attached is the vol. skew that was used for the current day (April 10) calc;
the prior day (April 9) calc. still used the one you loaded on Mar. 30. 

i.e., the official post_id 1101853 used the April 10 vol. skew for current day but the Mar. 30 vol. skew for the prior day valuations.

Jeremy