Enron Mail

From:heather.dunton@enron.com
To:holden.salisbury@enron.com
Subject:FW: CSU deal
Cc:
Bcc:
Date:Mon, 1 Oct 2001 08:02:18 -0700 (PDT)

I am trying to locate the basis price.
Do you know anything about the basis price?

-----Original Message-----
From: Evans, Casey
Sent: Friday, September 28, 2001 6:12 PM
To: Dunton, Heather
Subject: RE: CSU deal

you have to add the basis piece in from the exotic book also to come up with the fixed price in deal entry

-----Original Message-----
From: Dunton, Heather
Sent: Friday, September 28, 2001 7:30 PM
To: Evans, Casey
Subject: CSU deal

Casey when you moved the CSU deal # 573463 from the Exotic Book (13982) to Enpower - where did you receive the strike prices?


The STSW desk looks at the contract for the Strike price, which has the following:

10/1/00-9/30/01 = 28.082
10/1/01-9/30/02 = 28.9245
10/1/02-9/30/03 = 29.7922

Deal Entry has

10/1/00-9/30/01 = 27.832
10/1/01-9/30/02 = 30.0345
10/1/02-9/30/03 = 31.2522



Do you happen to remember where these prices had come from?