Enron Mail

From:john.arnold@enron.com
To:doug.rotenberg@enron.com
Subject:
Cc:rick.buy@enron.com, lavorato@enron.com, david.haug@enron.com,jeffrey.shankman@enron.com, jeff.skilling@enron.com
Bcc:rick.buy@enron.com, lavorato@enron.com, david.haug@enron.com,jeffrey.shankman@enron.com, jeff.skilling@enron.com
Date:Mon, 22 May 2000 09:23:00 -0700 (PDT)

Doug:
To confirm the pricing of the LNG dela::

I can show a $3.01 bid for the Nymex portion of 160,000 mmbtu/day for the
time period Jan 2003-Dec 2014. The bid on Henry Hub basis for same time
period is -$.0025 resulting in fix price of $3.0075; the bid on Sonat basis
is -$.0175 translating into a bid of $2.9925.

Notional volume = 70,128 contracts.
PV volume = 37,658 contracts.
Exposure per $.01 move = $3,760,000

John