Enron Mail

From: jtp497@rcn.com To: Subject: Closing NYMEX Straddles for 10/26/01 Cc: Bcc: Date: Fri, 26 Oct 2001 11:43:41 -0700 (PDT) Natural Gas Straddles Month Strike Bid Offer Volatility Net Change X 300 exp. exp. #VALUE! #VALUE! Z 320 60.5 62 0.8080 0.0330 F 330 85 87 0.8034 0.0096 G 330 96 98.5 0.7389 0.0090 H 325 97 97.5 0.6632 0.0036 J 315 83 84 0.5340 0.0045 Strip Strike Value K 315 81 84 0.4803 -0.0063 X/H 321 #VALUE! M 320 87 90 0.4698 -0.0012 J/V 280.7143 95.36 N 325 92 96 0.4629 #VALUE! Q 30 99 103 0.4037 #VALUE! U 330 106 110 0.4763 #VALUE! V02 330 106 114 0.4629 #VALUE! X02 330 #VALUE! 0.0000 Z02 355< 131 134 10/26/01 2:38 PM Crude Oil Straddles Month Strke Bid Offer Volatility Net Change Z 2200 196 206 0.4902 -0.0459 F 2200 330 340 0.5158 -0.0106 G 2250 425 437 0.5160 -0.0051 H 2250 475 485 0.4959 -0.0060 J 2250 500 515 0.4670 -0.0108 K 2250 525 540 0.4455 -0.0018 M 2200 540 547 0.4254 -0.0009 N 2200 545 560 0.4047 0.0006 Q 2200 550 565 0.3870 -0.0009 U 2200 555 570 #VALUE! #VALUE! V 2200 560 80 #VALUE! #VALUE! X 2200 #VALUE! #VALUE! Z02 2200 555 570 0.1700 -0.1500 10/26/01 2:42 PM