Message-ID: <29834126.1075860084753.JavaMail.evans@thyme> Date: Mon, 11 Dec 2000 07:06:00 -0800 (PST) From: mark.taylor@enron.com To: melba.lozano@enron.com, kevin.meredith@enron.com Subject: Double Transaction Calendar Spread Swap Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Mark Taylor X-To: Melba Lozano, Kevin Meredith X-cc: X-bcc: X-Folder: \Mark_Taylor _Dec_2000\Notes Folders\Sent X-Origin: Taylor-M X-FileName: mtaylor.nsf ----- Forwarded by Mark Taylor/HOU/ECT on 12/11/2000 03:10 PM ----- Mark Taylor 12/11/2000 03:06 PM To: peter keavey cc: Subject: Double Transaction Calendar Spread Swap Peter: Here is our first attempt at EnronOnline Long Description language for the double transaction calendar spread product. We had to guess at several aspects. Please let me know if we got close. Mark