RE: Testing - Fin Gas spreads

ok - let me know when you guys can try to come up with a solution. also, mike would like to know if eol can work on a new functionality that would allow a trader to create a fixed price physical product that could link to price, basis, and index in order to prevent arb opportunities from the market. any ideas on that?

-----Original Message-----
From: Walker, Chris
Sent: Monday, October 29, 2001 3:59 PM
To: Bike, Anne; Kuykendall, Tori
Cc: Clause, Kristen
Subject: RE: Testing - Fin Gas spreads

I apologize for not getting back with you all last week. We ran a few transactions on the spread product with the Auto Hedge function, but no hedge transaction was booked. Unfortunately, this function is not available on the spread product itself. I will let you know if/when a solution is available to accomodate this request. It has been brought to our attention before. The only immediate solution would be to manually change the risk book, but I know you guys do not want to go that route. I'll be in touch.

Chris

-----Original Message-----
From: Bike, Anne
Sent: Monday, October 29, 2001 1:57 PM
To: Walker, Chris
Cc: Clause, Kristen
Subject: FW: Testing - Fin Gas spreads

Any ideas, yet on whether we can get these spreads into the correct books ?

Let me know.

Thanks

Anne

-----Original Message-----
From: Lozano, Melba
Sent: Thursday, October 25, 2001 9:51 AM
To: Bike, Anne
Cc: Walker, Chris
Subject: RE: Testing - Fin Gas spreads

I will leave it in Chris' hands. Once we have a solution.... then we will start testing again.

Thanks,

Melba

-----Original Message-----
From: Bike, Anne
Sent: Wednesday, October 24, 2001 8:55 PM
To: Lozano, Melba
Cc: Walker, Chris
Subject: RE: Testing - Fin Gas spreads

Melba: I do not know if you talked to Chris, but Tori is willing to wait until we resolve the issue of which book the spreads are valued in. Chris was going to look at the possibility of using auto hedge to resolve the issue. Have you spoken to him, since Wednesday morning ?

Let me know where the auto hedge issue stands and then we can go ahead from there.

Thanks.

Anne Bike

-----Original Message-----
From: Lozano, Melba
Sent: Wednesday, October 24, 2001 12:41 PM
To: Clause, Kristen; Bike, Anne
Cc: Walker, Chris; Kuykendall, Tori
Subject: Testing - Fin Gas spreads

Attached is the Transaction report for the spread deals I had sent for your review. Please let me know what else I can do to get this approved.

Thanks,

Melba

<< File: Tori - spreads.xls <<