Message-ID: <25505285.1075857526185.JavaMail.evans@thyme>
Date: Wed, 25 Oct 2000 00:22:00 -0700 (PDT)
From: jeffrey.shankman@enron.com
To: john.thomas@enron.com
Subject: Re: EOL possibilities
Cc: chris.mahoney@enron.com, john.nowlan@enron.com
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Looks good.  Coordinate with Chris and John and let's move on this.  

Jeff




John Buckner Thomas
10/25/2000 02:20 AM
To: Jeffrey A Shankman/HOU/ECT@ECT, John L Nowlan/HOU/ECT@ECT
cc: Chris Mahoney/LON/ECT@ECT, Chris Glaas/LON/ECT@ECT 
Subject: EOL possibilities



1.  Brent-Dubai calendar swap differential.  Idea would be to trade this 
differential on a quarterly basis.
2.  WTI-Brent calendar swap differential.  Same timing idea, Nymex v IPE..
3.  WTI-Dated Brent calendar swap differential.  Nymex v Platts Dated Brent.
4.  WTI-Brent  futures differential.  Issue would be settlement dates given 
the time lag between expiry.