Larry,  Could I have the price for a 2 day swing peaker option at NGI Chicago, that can be exercised on any day in February 2002.
Strike is FOM February, and the quantity is 300,000 MMBtu/Day.
If you have any questions, pls let me know.
Thanks for your help.
Vivek Kumar Weather Risk Management 3-5582

Peaker price for NGI Chicago Feb