WTI Simulation model 30,000 bbl/trade ,
 ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/18/2000 
05:03 PM ---------------------------


Stinson Gibner
12/18/2000 04:28 PM
To: John J Lavorato/Corp/Enron@Enron
cc: Zimin Lu/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT 
Subject: WTI Simulation model 30,000 bbl/trade

John,

Attached are updated results of Zimin's model assuming each trade is on a 
total notional of 30,000 bbls.   Note that I have re-scaled the results to be 
in $MM.

--Stinson

Open-Close prices Continuous Prices
vkaminski@aol.com