RE: Skew Project

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