If you could run the same valuation for Deal #'s QC1431.1 and QC1431.2 using Post-id 956785, we could verify that they changes you've made correctly value the basis offset whether a deal index flat or index +/- . Call me if you have any questions. Thanks,
Q: What is a potential subject line for this email?
answer: Fwrd-Start Options
I left off three Operational Analysis people who recently moved to ECS from ECN. They are at the bottom. Hopefully this is the last change!
Answer: ENW in ECS - Revised Again
Here is an email: Veronica, Attached is the Guaranty Amendment for Nicor Energy, L.L.C., which adds financial transactions to the existing guaranty. Please copy Jim Hunt at Nicor (jhunt@nicor.com) on you message. Once received from Nicor, the Amendment needs to be countersigned by ENA. We will also need a copy for our files when fully executed. Please call me if you have any questions. Stephanie
What is a potential subject line for this email?
A: Nicor Guaranty Amendment
Q: MRyanTaber@nyiso.com writes to the NYISO_TECH_EXCHANGE Discussion List: Dear Market Structure and Scheduling and Pricing Working Group Members, The October 4, 2001 meeting was rescheduled to Tuesday, October 9, 2001 from 9:30 - 4:00. The location was also changed from the Desmond Hotel to the NYISO office, 290 Washington Avenue Extension, Albany, NY, conference room WA. This meeting is being rescheduled at the request of a number of Market Participants in order to avoid conflicts with the Operating Committee, SOAS and TPAS meetings that day.
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A: Joint Market Structure and Scheduling & Pricing Working Group meeting RESCHEDULED
IN: Subject: TYZ/TYH ROLL SHOULD NARROW/Roll longs now Date sent: Mon, 26 Nov 2001 15:24:12 +0000 Recommendation: Roll long TYZs now at 39/32 or roll short TYZ later in week 2 to 3/32 lower. Rationale: The TYZ/TYH roll will be impacted by a number of factors. Most important, we believe, will be changes in the contract's cheapest-to-deliver caused by market movements. Changes in CTD will change the amount of net positive carry that is the primary determinant of the TYZ/TYH roll's value. For example, The TYZ/TYH roll priced using the 6.5% 2/10 has 35.75/32 of net carry, while the roll priced with the 4.7% 11/08 has only 28.5/32 of net carry. |------------+--------+--------+--------|

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OUT: fyi: TYZ/TYH ROLL SHOULD NARROW/Roll longs now
IN: This is an email
Mark, I left you a message regarding The National Forum on Corporate Finance at Rice. They would be delighted if you could serve as a panel member at this conference. Here are the coordinates of the professor at Rice who is in charge. I would appreciate if you could call him and let him know if you can attend. Thanks.

What is the subject?

OUT:
Invitation for you from Rice University : The National Forum on Corporate Finance