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Enron Mail |
John,
I prepared the presentation in the way we discussed on Wednesday. In summary I have included the following scenarios: Tenor: 1, 3, 5 years back from Nov, 2000 1, 3, 5 years back from Nov, 1998 1, 3, 5 years back from Nov. 1995 Number of trade per day: 200, 600,1000 Bid-offer spread: $0.04 and $0.06 Net Open position allowed: 1,000,000 and 5,000,000 Volume per trade is fixed at 1,000 BBL. All together, there are 9*12 = 108 scenarios included in the presentation. I will be on vocation starting next week. But I will check my e-mail and phone messages to make modifications you need. Happy Holidays, Zimin
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