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Enron Mail |
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
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