-----Original Message-----
From: 	Arnold, John  
Sent:	Thursday, August 23, 2001 2:22 PM
To:	Quigley, Dutch
Subject:	FW:  



 -----Original Message-----
From: 	"Zerilli, Frank" <fzerilli@POWERMERCHANTS.COM>@ENRON [mailto:IMCEANOTES-+22Zerilli+2C+20Frank+22+20+3Cfzerilli+40POWERMERCHANTS+2ECOM+3E+40ENRON@ENRON.com] 
Sent:	Thursday, August 23, 2001 11:25 AM
To:	'jarnold@enron.com'
Subject:	 


3 Trades EFP Style....
  
500 lots-Duke Energy (using Prudential)
1000 lots AEP Energy (using PFS)
1000 lots Williams Energy (using Paribas)

  
You are selling futures and buying LD SWAPS
  
NYMEX posting price is $2.775
  
Thank You