---------------------- Forwarded by Mike Maggi/Corp/Enron on 04/04/2001 03:19 
PM ---------------------------


Sharad Agnihotri@ECT
04/04/2001 12:44 PM
To: Mike Maggi/Corp/Enron@Enron, John Arnold/HOU/ECT@ECT
cc:  

Subject: Gas Implied Volatility Smile

John, Mike

I work for the London Research team and am looking at 
some option pricing problems for the UK gas desk.
Dave Redmond the options trader told me that you had done 
some fundamental research regarding 
the gas implied volatility smiles and may be able to help.

I would be grateful if you tell me 
what you have done or suggest 
someone else that I could ask.

Regards
Sharad Agnihtori
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