Message-ID: <3629011.1075863183598.JavaMail.evans@thyme> Date: Tue, 27 Nov 2001 11:15:46 -0800 (PST) From: shona.wilson@enron.com To: sally.beck@enron.com Subject: Canada curve issue Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Wilson, Shona X-To: Beck, Sally X-cc: X-bcc: X-Folder: \SBECK (Non-Privileged)\Beck, Sally\Inbox X-Origin: Beck-S X-FileName: SBECK (Non-Privileged).pst Dear Sally, Here is where we are on researching the Canada issue. In a nutshell, certain curves, which had been there in the past/yesterday, did not show up today. We are still working with Canada to determine why - either an IT problem or Human Error. We will rerun VAR & positions once we get the curves in. Regards -----Original Message----- From: Considine, Keith Sent: Tuesday, November 27, 2001 1:09 PM To: Wilson, Shona Subject: FW: -----Original Message----- From: Considine, Keith Sent: Tuesday, November 27, 2001 10:08 AM To: Reeves, Kathy; Gillis, Brian Cc: Basu, Nilay; Victorio, Tom; Hayden, Frank; Jia, Winston; Khanna, Bharat; Gillis, Brian; Trevino, Susan; Hernandez, Nancy Subject: FW: Kathy/Brian In regards to Franks comment below I have a suspicion that the issue may be related to the following curves that are showing up on Winston's VaR error log. Brian, I've copied you as well since they are gas curves. Below are the error description followed by the actual portfolios that are missing curves. Have these curves been loaded? DESCRIPTION These curves are not in the database. (This means atleast for last 15 calender days these curves are not loaded into database.) For example if we get position for Curve Code = NGI-SOCAL and risk type code = 'M' and in the database there is no curve loaded with the combination of Curve Code = 'NGI-SOCAL' and risk type code = 'M', VaR Engine will give this error. The curves need to be loaded from the source system. For example GAS curves need to be loaded in ERMS and all other commodities are loaded into RMS database ERRORS CAN-B-GD-XL-GDL [Portfolio_Id: CAN-B-GD-XL-GDL ] Can't Find Original curve : 23-NOV-01,AECO-CND/IM , risk type =M, curve type code = PR and data source = ERMS CAND-PWR-GD-G1 [Portfolio_Id: CAND-PWR-GD-G1 ] Can't Find Original curve : 23-NOV-01,GD-AECOCD/FRWKD , risk type =M, curve type code = PR and data source = ERMS CAND-PWR-GD-G1 [Portfolio_Id: CAND-PWR-GD-G1 ] Can't Find Original curve : 23-NOV-01,GD-CGPR-AECO/AV , risk type =M, curve type code = PR and data source = ERMS CAND-PWR-GD-G1 [Portfolio_Id: CAND-PWR-GD-G1 ] Can't Find Original curve : 23-NOV-01,GD-CGPR-AECO/DA , risk type =M, curve type code = PR and data source = ERMS -----Original Message----- From: Victorio, Tom Sent: Tuesday, November 27, 2001 8:30 AM To: Considine, Keith Subject: Fw: Pls. Check into this -----Original Message----- From: Hayden, Frank To: Reeves, Kathy CC: Gossett, Jeffrey C. ; Davenport, Lacrecia ; Khanna, Bharat ; Victorio, Tom Sent: Tue Nov 27 08:12:11 2001 Subject: Kathy, It doesn't look like the Canadian positions didn't hit VAR last night. Can you re-check? Also, I understand Zufferli bot a ton of NG and I thought he was short? (Why is system showing he is long?) Frank EFF_DT PORTFOLIO_ID COMMODITY_CD SumOfDELTA_POSITION 11/23/2001 J_ZUFFERLI NG 8241559.1328 11/26/2001 J_ZUFFERLI NG 8568832.813 EFF_DT PORTFOLIO_ID COMMODITY_CD SumOfDELTA_POSITION 11/23/2001 CANADA-PWR-BU NG 8298324.949 11/26/2001 CANADA-PWR-BU NG 8691997.5495 EFF_DT PORTFOLIO_ID COMMODITY_CD SumOfDELTA_POSITION 11/23/2001 CANADA_PWR_GAS NG 8298324.949 11/26/2001 CANADA_PWR_GAS NG 8691997.5495