Message-ID: <20455503.1075841878038.JavaMail.evans@thyme> Date: Mon, 12 Feb 2001 07:48:00 -0800 (PST) From: cara.semperger@enron.com To: kate.symes@enron.com Subject: Re: Desk-to-Desk v. Cross-Portfolio Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Cara Semperger X-To: Kate Symes X-cc: X-bcc: X-Folder: \kate symes 6-27-02\Notes Folders\Scheduling X-Origin: SYMES-K X-FileName: kate symes 6-27-02.nsf I just sent Kroum a little missive on our familiarity with the "killed" feature, as well as why we often zero out deals (Transmission in particular) in scheduling only. If I have to teach a course on scheduling for him to understand how to build this report I will do it, but I am not really dying to do that. As far as our situation here, If you can properly kill a deal, you should do that instead of just zeroing the volume. I quite often have great success having many terminal server sessions open at once, and doing the slow stuff through a few different channels of TS. Even as we speak, I am running one report for 6 different months, 1 in each of the 5 terminal severs, and one locally. I learned that trick in our old winframe system, and it has served me well. I have torn my hair out over this cross-portfolio vs cross-desk thing. I have explained it to both Kroum, Duong Luu, and Will each at least 3 times. How hard is it to get the concept that anything we sell to ourselves is not a physical deal? I would say just keep sending them to me, so we don't all have to pull our collective hairs out. The deal you reference below is kind of like a life preserver thing. When the market makes a sudden move, it is sometimes faster to 'hit' the deal through EOL then pull it on the traders side. It's not the best way to go, but better than losing a bunch of money. c Kate Symes 02/12/2001 03:35 PM To: Cara Semperger/PDX/ECT@ECT cc: Subject: Desk-to-Desk v. Cross-Portfolio I'm not quite sure how this exchange began, but it sounds like Kroum is referring to several different issues here. First of all, our forward obligation report does not reflect cross-portfolio deals, an application issue that Will Smith, and it looks like Kroum as well, has been working on for the past few weeks. Also, deal 498488 is a forward deal done on EOL between STSW and their own desk. I haven't seen a trade WITHIN a desk before, but I'm sure anything is possible. At any rate, this doesn't look like a cross-portfolio deal at all. Am I missing something? As for the zeroed out deals, I'm pretty sure everyone here knows how to properly kill deals in Enpower; however, it takes so long that sometimes we simply zero out the volume in the interest of time. I've often wondered if this litters the system and makes it more confusing for other people to do their jobs - do you know anything about that? I just thought I'd ask these questions while the subject was being raised. Please let me know if I can help facilitate these changes or improvements in any way. Thanks, Kate ---------------------- Forwarded by Kate Symes/PDX/ECT on 02/12/2001 03:18 PM --------------------------- From: Kroum Kroumov/ENRON@enronXgate on 02/12/2001 11:02 AM CST To: Cara Semperger/PDX/ECT@ECT cc: Monica Lande/PDX/ECT@ECT, Kate Symes/PDX/ECT@ECT Subject: RE: FW: FWDOBL Cara, I think the report should work that way even now. I think I found a deal like that 498488 between EPMI Southwest and EPMI Southeast, Region R7, please take a look at that when you test the report. I saw lots of deals on the report with volume 0 and price 0, they were entered that way in Portland. There might be another reason, but I think someone wanted to kill the deals. There is an option in Deal Entry to do that, if one opens a deal and right click with the mouse on the status (Done), one can kill a deal. Kroum -----Original Message----- From: Semperger, Cara Sent: Thursday, February 08, 2001 1:06 PM To: Kroumov, Kroum Cc: Lande, Monica; Symes, Kate Subject: Re: FW: FWDOBL The "two sides of a cross-portfolio deal" language is a bit vague and misleading. A cross-portfolio deal is kind of like a desk to desk deal. Another Enron book has traded with one of ours. Two important things need to happen with cross-portfolio deals. 1. They need to only show on the forward obligation report when "Desk to Desk" is selected. 2. They are only financial in nature, no physical delivery is ever done cross portfolio. I don't think "both sides" is correct. We need to only see our buy or our sale when we query for our point. When the other portfolio queries their stuff, they should see their side. C From: Kroum Kroumov/ENRON@enronXgate on 02/08/2001 11:36 AM CST To: Cara Semperger/PDX/ECT@ECT cc: Subject: FW: FWDOBL Cara, This is all I have so far. I would appreciate your help to make it clearer. If you find a deal No like that, I think it will make my job easier. Thanks, Kroum -----Original Message----- From: Project Manager@ENRON [mailto:IMCEANOTES-Project+20Manager+3CUnknown+2EMan+40enron+2Ecom+3E+40ENRON@ ENRON.com] Sent: Thursday, February 08, 2001 10:31 AM To: Kroumov, Kroum Subject: FWDOBL Forward Obs should show two sides of a Cross-Portfolio deal. Find out what needs to be done. Contact Monica Lande or Kate Symes in Portland for more details