Message-ID: <10944104.1075861306862.JavaMail.evans@thyme> Date: Thu, 8 Nov 2001 12:55:58 -0800 (PST) From: dutch.quigley@enron.com To: john.arnold@enron.com Subject: FW: J Aron swap outs. Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Quigley, Dutch X-To: Arnold, John X-cc: X-bcc: X-Folder: \DQUIGLE (Non-Privileged)\Quigley, Dutch\Sent Items X-Origin: Quigley-D X-FileName: DQUIGLE (Non-Privileged).pst -----Original Message----- From: "Bachman, Paul" @ENRON Sent: Tuesday, November 06, 2001 10:54 AM To: Quigley, Dutch Subject: J Aron swap outs. Dutch, Pursuant to our conversation. This is the risk we would like to swap out. This is from your view......meaning if the position is positive ENRON is LONG to JARON. JARON would need to buy from ENRON to flatten out. Cal 3 (572) Cal 4 1921 Cal 5 655 Cal 6 (1002) Cal 7 (454) Cal 8 96 I would prefer to Buy from Enron if you cannot find spreads. Thanks, Paul Bachman VP Energy Trading Goldman Sachs (212) 902-3316