Message-ID: <25003299.1075851714659.JavaMail.evans@thyme> Date: Mon, 31 Dec 1979 16:00:00 -0800 (PST) From: errol.mclaughlin@enron.com To: bob.shults@enron.com Subject: NatSource Deal Valuation Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Errol McLaughlin X-To: Bob Shults X-cc: X-bcc: X-Folder: \Errol_McLaughlin_Nov2001\Notes Folders\Discussion threads X-Origin: MCLAUGHLIN-E X-FileName: emclaug.nsf Bob, I have compiled three Excel files that value Pete Keavey's Gas Daily swaps and options. In looking at the spreadsheet that you sent, I found these to be the most incorrectly valued. In order to get the valuations, I had book administators run calculations in the ERMS system. These values should correlate with how credit valued these deals. Each file consists of a summary worksheet and a detail worksheet for each deal. Please feel free to call, or have Homer call, with any questions that you have. Thank you, Errol McLaughlin, X5-8274