-----Original Message-----
From: 	"Zerilli, Frank" <fzerilli@POWERMERCHANTS.COM>@ENRON  
Sent:	Friday, November 30, 2001 8:31 AM
To:	Arnold, John
Subject:	BNP request


EFS Transaction
  
BNP Paribas wants to....
  
Cal02
Buy      20         May02  swaps
Buy      136       Jun02    swaps
Buy      143       jul02     swaps
Buy      145       aug02   swaps   
Buy      124       sep02   swaps   
Buy      131       oct02    swaps
Buy      89         nov02    swaps
Buy      94         dec02   swaps
  
Cal03
Sell       143       Jan03    swaps
Sell       35         feb03    swaps
Sell       142       mar03   swaps
Sell       44         apr03    swaps
Sell       44         may03  swaps
Sell       44         jun03    swaps
Sell       44         jul03     swaps
Sell       44         aug03   swaps   
Sell       44         sep03   swaps
Sell       44         oct03    swaps
Sell       99         nov03    swaps   
Sell       100       dec03  swaps
  
I have to do all of the cal2 and cal3 pieces or it's a no go...cantdo parts
  
Cal04
Sell       20         jan04    swaps
Sell       19         feb04    swaps   
Sell       20         mar04   swaps
The cal 04 stuff is good to go...no strings attached
  
  
BNP would do the opposite to the futures.
  
Thanks