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Enron Mail |
How about Tuesday at either 6:45 am or 2:15 pm my time.
David Redmond 08/25/2000 07:26 AM To: John Arnold/HOU/ECT@ECT, Mike Maggi/Corp/Enron@Enron, John Disturnal/CAL/ECT@ECT cc: Richard Lewis/LON/ECT@ECT, Peter Crilly/LON/ECT@ECT Subject: Long Term Volatility John, Mike, As you may know I recently moved from the Calgary office to the London office. The vol curve here is marked very similarly to the Nymex curve at the front but drops off to a much lower level at the back. Richard Lewis, who is in charge of UK Gas and Power trading, would like to discuss the rationale behind the longer end of the NG curves, both vol and price. Could we all get on the phone sometime next week (Monday is a holiday here) perhaps before the open or shortly after the close? (The Nymex closes at 8pm UK time.) Thanks, Dave
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