Message-ID: <14314645.1075849661626.JavaMail.evans@thyme> Date: Wed, 11 Apr 2001 06:57:00 -0700 (PDT) From: jeremy.wong@enron.com To: errol.mclaughlin@enron.com Subject: Vol. Skew Cc: john.griffith@enron.com, dave.wei@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: john.griffith@enron.com, dave.wei@enron.com X-From: Jeremy Wong X-To: Errol McLaughlin X-cc: John Griffith, Dave Wei X-bcc: X-Folder: \John_Griffith_Nov2001\Notes Folders\Discussion threads X-Origin: GRIFFITH-J X-FileName: jgriffit.nsf Errol: As per my conversation with John, for today's calc. of his option book, the prior day portion of the calc. will be using the vol. skew that was mistakenly loaded by Margie yesterday. The current day portion of the calc. will be using the original vol. skew that John loaded on Mar. 30, 2001. Tomorrow, both the current and prior day portion of the calc. will use John's original vol. skew. Thanks, Jeremy