Message-ID: <21354672.1075849660612.JavaMail.evans@thyme>
Date: Fri, 23 Mar 2001 10:56:00 -0800 (PST)
From: dave.wei@enron.com
To: dutch.quigley@enron.com, jeremy.wong@enron.com
Subject: RE: Skew Project
Cc: john.griffith@enron.com, errol.mclaughlin@enron.com, larry.may@enron.com
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For the Pipe option book
basis_opt  look at  1081587 and 1082001(with skew)
non basis  look at 1081589 and 1082000 (with skew)

For ngpropt book
calls 1081658 and 1081999 (with skew)
puts 1081991 and 1081993 (with skew)

Hope this is what you like to see.


 -----Original Message-----
From:  Quigley, Dutch  
Sent: Friday, March 23, 2001 12:55 PM
To: Wei, Dave; Jeremy Wong/HOU/ECT@ENRON
Cc: Griffith, John; McLaughlin, Errol; May, Larry
Subject: Skew Project

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