Message-ID: <11681191.1075858340957.JavaMail.evans@thyme> Date: Thu, 29 Jun 2000 10:33:00 -0700 (PDT) From: kathy.reeves@enron.com To: robin.rodrigue@enron.com, gary.stadler@enron.com, frank.hayden@enron.com Subject: Exotics Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Kathy Reeves X-To: Robin Rodrigue, Gary Stadler, Frank Hayden X-cc: X-bcc: X-Folder: \Robin_Rodrique_Jun2001\Notes Folders\Canada X-Origin: Rodrique-R X-FileName: rrodri2.nsf Our net nymex equivalent position for today's exotics portolio is 21 contracts . I changed the pubcode for the spread options from a basis curve (CGPR-AECO/BASIS) to a Fixed Price Curve (AECOUS) so hopefully this will help us reconcile.