Here is an email: Kathy, Here is the redline with changes previously discussed to Sections 4.2, 4.6, and the Material Adverse Change in the Appendix. I believe we are set for a conference call on Wednesday afternoon. Best regards,
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A: Revised Agreement
Q: Hi Guys, Delta has asked when the LOC can be issued for the final payment. We have every expectation that payment will be made on May 2nd, and we will know for sure by later today. Would it be possible to have the LOC by Tuesday? Thanks,
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A: GE Letter of Credit
IN: Gerald, On the Wellhead purchase GTC with keep whole provisions, the payment date is either the last day of the month following delivery or the 25th day of the month following delivery. I understand this date will be decided on a deal-by-deal basis, but I still need to have a date to input into our Global Contracts template. Since ENA Upstream is the purchaser, I'd prefer to use the last day of the month for our template (for cash flow purposes), but I'd like you to confirm which one we should use as a default of sorts. I also wanted to check on the status of the Point Specific GTC you've been working on. Are we close to having a final version? Please remember that I need to be copied on any versions of the GTC or confirmation, since that data drives what we input in Global Contracts. Please get back to me as soon as possible (I'm setting up the template in Global Contracts right now). Feel free to call me at x30569 if you have any questions. Thanks,

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OUT: ENA Upstream issues
IN: This is an email
Susan, Could you please provide me with copies of the attached contracts. I think you received a similar request from Tom Donaho. Contact me if you have any questions. Thanks for your help. Kevin P.S. My desk # is 3234D and my telephone number is 3-6320.

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OUT: Contracts
QUESTION: Joe, Thank you for being an important part of my business during this past year. I am looking forward to continue our business relationship in 2002 and beyond. We did strengthened our staffing practice in 2001 and had our best year ever, despite difficult market conditions. Everyone on my team enthusiastically invites you to stay in touch with us during this new exciting upcoming year. I hope you get the same opportunity I will have to spend some extra time with family this Holiday Season. Thanks again. Please open the link below for our greeting to you.
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ANS: Enjoy the Holidays of 2001
IN: Hi Andy. Here's my suggestion (actually it was yours): Product 1 Fin Power Swap Web Visible Offered Qty: 50 Qty Increment: 5 Min Qty: 5 (or whatever you want to use as a minimum) Product 2 Fin Power Swap Ghost Product - not web visible Offered Qty: 200 Qty Increment: 1 Min Qty: 1 Base Link to Product 1 with Bid = 0, Offer = 0, Offset to Last trade of 0 with reset qty of 200 NOT Auto-hedged to Product 1 Product 3 Fin Power Option Auto-hedged to Product 2. Here's what will happen: Suppose the option is traded and to hedge it requires a qty of 15. The actual hedge will be against Product 2. Product 2 offered qty will reduce to 185. Since Product 2 is not auto-hedged to Product 1, there will be no impact on the main swap. The prices for Product 2 will always be exactly those of Product 1 since the bid and offer are 0. Note: Eventually, the offered qty for Product 2 will reduce below the amount needed for hedging a particular trade (for instance, if every trade required a hedge qty of 15, then after 13 trades, your remaining qty would be 5). This is not a problem. The hedging model for options allows for not enough volume being available on the swap. The next trade would simply get fully hedged and pop the qty back up to 200. Since it has an offset to last trade of 0, the bid and offer prices would still be those of Product 1. Also Note: We will have to make sure the power IT guys are prepared to get essentially the same swap (Product 1 and Product 2) under two different product ids. Does this make sense?

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OUT:
solution for hedging options that doesn't decrement swap volume