Enron Mail

From:chris.germany@enron.com
To:kyle.lilly@enron.com, alicia.perkins@enron.com, crystal.hyde@enron.com
Subject:CNR curve
Cc:mary.franklin@enron.com, jeanne.wukasch@enron.com
Bcc:mary.franklin@enron.com, jeanne.wukasch@enron.com
Date:Wed, 6 Sep 2000 06:04:00 -0700 (PDT)

I changed the formula on the IF-CNRGATH curve in the EastMrkt file. Before
the change it was CGT/APPALAC - $.32. After the change its (CGAS -
$.30)x(1-.0492). This widens the spread by about $.24.