Message-ID: <29125529.1075849640148.JavaMail.evans@thyme>
Date: Tue, 27 Feb 2001 02:56:00 -0800 (PST)
From: francis.lim@enron.com
To: john.griffith@enron.com
Subject: FW:
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can you e-mail me a copy of the option detail spreadsheet that
you use so that we may look at the changes that we have to do.
Francis

 -----Original Message-----
From:  Wong, Jeremy  
Sent: Tuesday, February 27, 2001 10:33 AM
To: Lim, Francis S.
Cc: Quigley, Dutch
Subject: FW:  

Could you please look into this - seems like he wants an Excel version of 
option grid?
He is a trader working with Dutch - maybe we can combine this with Dutch's 
request.

Thanks.

 -----Original Message-----
From:  Griffith, John  
Sent: Tuesday, February 27, 2001 10:14 AM
To: Jeremy Wong/HOU/ECT@ENRON
Cc: Quigley, Dutch; Maggi, Mike; Arnold, John; McLaughlin, Errol
Subject:  

In ERMS there is a screen (option_gd) that I go to that I see all of our 
option positions by strike (I can toggle between Exchange/OTC/Swaption and 
Put/Call).  This is run by a post id (1051038).  If I pull this post id into 
an options detail excel spreadsheet, it gives me all of our options but not 
summed by strike.  I would like to be able to pull our option positions into 
excel summed by strike (with the same toggles I have on the screen).  With 
this information, I can run some slides of my delta, gamma, vega, theta 
etc... in excel with the current market.  What do I need to do in order to 
get this information?  

Thank you for you time and prompt attention to this matter.

Sincerely,

John Griffith