Enron Mail

From: jtp497@rcn.com To: Subject: Closing NYMEX Straddles for 10/29/01 Cc: Bcc: Date: Mon, 29 Oct 2001 11:42:02 -0800 (PST) Natural Gas Straddles Month Strike Bid Offer Volatility Net Change Z 335 62.5 63.5 0.8266 0.0207 F 345 87.5 89 0.8085 0.0054 G 345 101.7 102 0.7527 0.0129 H 335 101 102 0.6800 0.0156 J 325 86 87 0.5409 0.0072 K 325 87 90 0.5034 0.0225 Strip Strike Value M 330 91 93 0.4776 0.0069 X/H 337 88.22 N 340 100 101 0.4803 0.0168 J/V 339.2857 106.07 Q 340 104 108 0.4778 0.0126 U 335 109 113 0.4829 0.0066 V 345 114 120 0.4776 0.0141 X 360 124 131 0.4784 #VALUE! Z02 365 135 142 0.3950 0.0000 F02 375 10/29/01 2:34 PM Crude Oil Straddles Month Strke Bid Offer Volatility Net Change Z 2200 185 195 0.4986 0.0085 F 2200 320 335 0.5185 0.0027 G 2250 415 430 0.5139 -0.0024 H 2250 470 485 0.4992 0.0030 J 2250 505 510 0.4703 0.0027 K 2250 520 535 0.4440 0.0000 M 2250 535 550 0.4230 -0.0018 N 2250 540 560 #VALUE! #VALUE! Q 2250 545 565 0.3825 -0.0036 U 2250 550 570 #VALUE! #VALUE! V 2200 560 580 #VALUE! #VALUE! X 2200 #VALUE! #VALUE! Z02 2200 555 585 0.1700 -0.1500 10/29/01 2:41 PM