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.
