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?