Message-ID: <4977676.1075849641692.JavaMail.evans@thyme> Date: Fri, 23 Mar 2001 04:55:00 -0800 (PST) From: dutch.quigley@enron.com To: dave.wei@enron.com, jeremy.wong@enron.com Subject: Skew Project Cc: john.griffith@enron.com, errol.mclaughlin@enron.com, larry.may@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: john.griffith@enron.com, errol.mclaughlin@enron.com, larry.may@enron.com X-From: Dutch Quigley X-To: Dave Wei, Jeremy Wong X-cc: John Griffith, Errol McLaughlin, Larry May X-bcc: X-Folder: \John_Griffith_Nov2001\Notes Folders\All documents X-Origin: GRIFFITH-J X-FileName: jgriffit.nsf Dave, To follow up on our conversation about the Pipe Option Book, Errol will provide post id's for Friday's COB to calc the pipe options book with the skew table. As I asked on the phone please provide two calcs, one calc for the pipe options deals with and with out skew and another calc with the NYMEX options deals with and without skew. In addition to this, please recalc 1078960 & 1078963 for the ngpropt book. These calcs are for puts and for calls for COB 3-23. If you have any questions please contact me at 3-9257 with any questions Dutch