Message-ID: <20476786.1075841514751.JavaMail.evans@thyme> Date: Mon, 1 Oct 2001 08:02:18 -0700 (PDT) From: heather.dunton@enron.com To: holden.salisbury@enron.com Subject: FW: CSU deal Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Dunton, Heather X-To: Salisbury, Holden X-cc: X-bcc: X-Folder: \ExMerge - Salisbury, Holden\Inbox X-Origin: SALISBURY-H X-FileName: holden salisbury 6-26-02.PST I am trying to locate the basis price. Do you know anything about the basis price? -----Original Message----- From: Evans, Casey Sent: Friday, September 28, 2001 6:12 PM To: Dunton, Heather Subject: RE: CSU deal you have to add the basis piece in from the exotic book also to come up with the fixed price in deal entry -----Original Message----- From: Dunton, Heather Sent: Friday, September 28, 2001 7:30 PM To: Evans, Casey Subject: CSU deal Casey when you moved the CSU deal # 573463 from the Exotic Book (13982) to Enpower - where did you receive the strike prices? The STSW desk looks at the contract for the Strike price, which has the following: 10/1/00-9/30/01 = 28.082 10/1/01-9/30/02 = 28.9245 10/1/02-9/30/03 = 29.7922 Deal Entry has 10/1/00-9/30/01 = 27.832 10/1/01-9/30/02 = 30.0345 10/1/02-9/30/03 = 31.2522 Do you happen to remember where these prices had come from?