-----Original Message-----
From: 	"Zerilli, Frank" <fzerilli@POWERMERCHANTS.COM>@ENRON  
Sent:	Friday, November 30, 2001 10:15 AM
To:	Arnold, John
Subject:	TRADE RECAP#2 (bnpEFS)


EFS TRANSACTION
  
ENRON            SELLS  102       JUN02   LD        SWAPS            $3.120
ENRON             SELLS  143       JUL02   LD        SWAPS            $3.160
ENRON             SELLS  144       AUG02  LD        SWAPS            $3.195
ENRON             SELLS  124       SEP02  LD        SWAPS            $3.195
ENRON             SELLS  131       OCT02  LD        SWAPS            $3.230  
ENRON             SELLS  89         NOV02  LD        SWAPS            $3.375
ENRON             SELLS  93         DEC02  LD        SWAPS            $3.514
  
COUNTERPARTY IS BNP PARIBAS...SMITH BARNEY
ENRON IS BUYING FUTURES ON THE EFS       
  
ENRON             BUYS   143       JAN03   LD        SWAPS            $3.390
ENRON             BUYS   35         FEB03  LD        SWAPS            $3.320
ENRON             BUYS   142       MAR03LD        SWAPS            $3.225
ENRON            BUYS   44         APR03 LD        SWAPS            $3.090
ENRON             BUYS   44         MAY03LD        SWAPS            $3.090
ENRON             BUYS   44         JUN03   LD        SWAPS            $3.120
ENRON            BUYS   44         JUL03   LD        SWAPS            $3.160
ENRON             BUYS   44         AUG03  LD        SWAPS            $3.195
ENRON             BUYS   43         SEP03  LD        SWAPS            $3.195
ENRON             BUYS   44         OCT03  LD        SWAPS            $3.230
ENRON             BUYS   99         NOV03  LD        SWAPS            $3.375
ENRON             BUSY   100       DEC03  LD        SWAPS            $3.514
  
COUNTERPARTY IS BNP PARIBAS...SMITH BARNEY
ENRON IS SELLING FUTURES ON THE EFS