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Enron Mail |
---------------------- Forwarded by Chris Dorland/CAL/ECT on 01/26/2000 05:57
PM --------------------------- Kathy Reeves 01/26/2000 04:06 PM To: Jeremy Wong/HOU/ECT@ECT cc: Scott Adams/CAL/ECT@ECT, Chris Dorland/CAL/ECT@ECT Subject: Canada Intra-Month Currency Issues. Jeremy, In the last few months our intramonth books have seen very large swings in their P&L due simply to currency positions. The traders want to be able to hedge this risk but the problem is that there are no reports in ERMS that meet their currency information requirements. We need reports similar to those reports which we are able to produce for our term books Crv Shift (Implicit) - to show price curve shift by pub code Curr Hedge - to show currency curveshift by month Implicit Position Report - to show gas and USD positions by month Top Page Canada - to correctly bucket price curveshift verses currency curveshift We need these reports to work for all of our intramonth books (physical, financial, gas daily). physical postids: accued: 698871, MTM: 698872 financial postid: 698876 gas daily: 698877 All of these reports currently work for our term books (698669) but none of our intramonth books (there reports come out blank) This issue is of CRITICAL importance to us - our IM book is seeing SIGNIFICANT swings in p&l due to currency exposure. We had originally asked for currency reports from you approx 6 months ago (requested by Walt). We now need this ASAP. The most important IM book which we need reports for is the IM financial book and the most important report we need in the Implicit Position Report. I understand that this will take a considerable amout of your time but this is VERY important to the profitability of Enron Canada. Please call be to dicuss a timeline. Kathy (403-974-6735)
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