Message-ID: <30216229.1075856610785.JavaMail.evans@thyme> Date: Wed, 28 Jun 2000 08:22:00 -0700 (PDT) From: lloyd.fleming@enron.com To: tanya.tamarchenko@enron.com, vince.kaminski@enron.com Subject: Enron Metals Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Lloyd Fleming X-To: Tanya Tamarchenko, Vince J Kaminski X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\London X-Origin: Kaminski-V X-FileName: vkamins.nsf Hi Tanya Thanks for your time last week - I've been travelling a bit but I'm now back in London at MG to commence obtaining information for you. I'm not really sure where to start on this, so initially I propose to get: a complete data set (i.e. all live trades from all entities) which includes prices and volatilities a separate file of options any written valuation methodologies used by the core systems There is a project to obtain a data feed from an MG system called Mercur. This is their risk management system but we are proposing to use it along the lines of a data warehouse, not a risk system. I'd be happy to talk you through any other current issues. Let me know if there's anything else you need at present. Regards