Thanks for the attached deal information, Shouan.  Looking at the data I feel 
confident that, once we are past the first day of the month, the gas daily 
options curveshift is valuing correctly.  However, I am still concerned with 
the valuation from 10/31.  Is there anyway to see same breakdown on 11/2 and 
11/3 for 10/31's position.  If you could send me that information in the same 
format I think we may have an answer for the changed deal value we saw fall 
out of my trader's book on 11/1.

Susan





Shouan Tang
11/08/2000 05:24 PM
To: Susan M Scott/HOU/ECT@ECT, Dutch Quigley/HOU/ECT@ECT
cc: Jeremy Wong/HOU/ECT@ECT 
Subject: Nov3-2 inputs

Please see the attached Excel file. Please let me know if you have any 
questions.