Message-ID: <3954864.1075852263050.JavaMail.evans@thyme>
Date: Mon, 9 Jul 2001 13:07:17 -0700 (PDT)
From: dutch.quigley@enron.com
To: john.arnold@enron.com
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Q settled 3.153
cal 2	3.777
cal 3 	3.837
cal 4	3.839

2/3 roll trading 2.5 - 4
3/4 roll trading 1.5 - 3

curve shift on the big book - 5,735,431

Let me know if you need anything