Enron Mail

From:dutch.quigley@enron.com
To:dave.wei@enron.com, jeremy.wong@enron.com
Subject:Skew Project
Cc:john.griffith@enron.com, errol.mclaughlin@enron.com, larry.may@enron.com
Bcc:john.griffith@enron.com, errol.mclaughlin@enron.com, larry.may@enron.com
Date:Fri, 23 Mar 2001 04:55:00 -0800 (PST)

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