postbot/aeslc_kw huggingface dataset:
Subject: Koch Industries, Inc./Koch Hydrocarbon Company Division


Debbie Brackett and I met this week and reviewed the various Koch Hydrocarbon  Company Divisions and have developed the following game plan to resolve the  division issue with respect to this counterparty:  The following entities exist in GCP:  1.
Koch Hydrocarbon Co. (GCP #36680):  We would like this entity to remain  OPEN and to be renamed "Koch Industries, Inc., acting through its Koch  Hydrocarbon Company Division".
2.
Koch Hydrocarbon Company (GCP #57853):  We would like all future trading  with this entity SUSPENDED.
There appears to be one trade under this entity  and this trade should me moved to GCP 36680.
3.
Koch Hydrocarbons Inc. (GCP #26197):  We would like all future trading  with this entity SUSPENDED.
There appear to be no trades under this entity.
With respect to the current financial trading being done by Koch Industries,  Inc. (GCP #126) (not under a master agreement), I spoke to the Legal  Department at Koch and we will be entering into a side letter agreement with  Koch that will put all financial trades done by Koch Industries, Inc. under  the existing ISDA Master Agreement we have with Koch Industries, Inc. acting  through its Koch Hydrocarbon Company Division.
I will let you all know when  such side letter agreement has been executed.
As soon as GCP #36680 has been renamed we can re-submit them to EnronOnline  and open them up for trading.
Subject: NDA - Northwest Pipeline Company


At the request of Dan Diamond, I am attaching our proposed form of  Non-Disclosure Agreement.
If the enclosed meets with your approval, please  execute the agreement and return it to me via fax no.
(713) 646-3490.
I will  then have it executed by Enron.
If you have any comments or questions please  call Mark Greenberg, Senior Counsel, at (713) 345-8897 or me at (713)  853-3399.
We look forward to hearing from you.
Subject: Confidentiality Agreement


Checking your mail, a Confidentiality  Agreement came in from Greg Bruch, I  gave him a call to see what his timing was, he said ite wasn't urgent, but if  we could get an attorney looking at it, to get it final maybe next week.
It  is counterparty's form, they would be the disclosing party, for a potential  fiber source deal.
I am going to pass the agreement on to Carol for review,  and will leave you a copy.
Subject: Counterparty Approval Lists for 1/24/00 and 1/25/00


Attached is the list for 1/24/00.
For the list dated 1/25/00 which only had one amended counterparty, First  Energy Corp., I have a change in my earlier approval, from the Power Group.
I don't have a code for this, so I'll just tell you, for this Counterparty  Enron call SELL power only to them pursuant to an on-line GTC.
This  Counterparty cannot sell to us via EOL.
Subject: Canadian Imperial Bank of Commerce


We have received the executed Amendment to ISDA Master Agreement between ENA  and the referenced Counterparty dated January 13, 2000.
This Amendment  amends the Threshold levels in the Credit Support Annex.
Copies will be  distributed.
Subject: Form Revisions


As a follow-up to our conversation in London when you said I should bring to  your attention any concerns I might have with financial trading issues, the  following has recently come up as an issue here in Houston (and does so from  time to time).
We will, in fact, be discussing it at our group meeting next  week.
I spoke to Edmund about it when I was there in London, but in light  of the recent Canadian form problems and the resulting concerns of Mark  Haedicke with the integrity of our forms, I thought I should bring this your  attention.
One of our continuing concerns on the financial trading side is that every  financial trading lawyer/paralegal work from the centrally approved forms.
The Houston forms are currently located in a "read-only" directory.
We need  to be careful that users copy the forms out of the directory each time they  use the form.
Copying the form into a personal directory for ease of use  creates issues with people working from outdated base forms, or having forms  evolve without  approval.
Another way forms get changed without going through the approval process is  when an attorney tells the paralegals to make a change in every swap  agreement they approve.
It counts as a form change, not a negotiation  change, if you make it in every agreement.
Ultimately our goal is to centralize the forms in a database easily  accessible to all of us on a global basis (this is a central and critical  component of the Fishkin Project).
Thanks for your attention to this.
Subject: Husky Oil Limited/ECT Canada


We have received the executed ISDA Master Agreement (Multicurrency-Cross  Border) executed 04/08/99, effective as of 06/09/98.
Copies will be  distributed.
We also received the originally executed Confirmation, Deal # EM3927.1,2 &  3.
I will sent it down to the Confirmation Desk.
Subject: NP Energy Inc.


Per Lotus Notes it appears that the above counterparty was acquired by Duke.
I have sitting in my files the originals of both theirs and our guarantees.
Do we want to keep these in place, mutually cancel them or what?
We sent  execution documents to the counterparty and never heard back and put it on  the inactive status.
Subject: joint research


Hello Vince,  We've now got some slick results on rigorous and replicable avg temp forecasting models for twelve major U.S. cities, with implications for weather derivative demand and supply (although they are not yet written up formally).
Will you be in Phila anytime soon?
I would like to sit down with you for a couple of hours to show you the results and discuss.
Are you still interested in pursuing a joint project?
I am excited about this.
All the best,
Subject: Rice Student - Summer Internship


Dear Mr. Kaminsky,  As a first year MBA student at Rice University I am searching for a summer internship.
Peter Veruki informed me that you were impressed with the Rice ALP students working at Enron and may have further opportunities available for this summer.
Similar to the Enron ALP, I worked on an Action Learning Project with Phillips Petroleum which involved a pension fund analysis along with recommendations delivered to senior management.
Prior to beginning my studies at Rice,  I worked as a programmer with El Paso Energy, working on a proprietary energy trading system I would like to speak with you concerning opportunities at Enron for this summer.
Please call me at your earliest convenience.
I can be reached at home at (281) 480-4894.
I have attached my resume for your consideration.
Thank you,
Subject: Statistical Modelling of CDS Prices


Guys  Next week we're planning on recalibrating the dummified regression models ("placement models") built earlier this year and last for the Enron Credit pricing system.
These basically have the objective of predicting a 5-yr CDS price for an illiquid name, based on available data.
This data consists of: Credit Ratings, Outlook and Watch Equity based data - eg, EDF, 90d Volatility, Beta, Market Cap, Dividend yield, PE ratio Financial ratios - eg, EBITDA interest coverage, Current ratio, EPS, Debt to Assets Descriptive Info - Country and Industry  I've outlined the methodology used for the models thus far in the attached docs:      We're kicking off this effort next week with a brainstorming session with the trading desk, to outline areas of deficiency and proposed model improvements.
From the quantitative side we'd appreciate greatly if any or all of you could read these docs and offer any suggestions for improvement of the models.
Any ideas on statistical techniques or the overall methodology will be welcome.
I'd also be happy to set up meetings or just talk on the phone if any further explanation is required.
Regards
Subject: Birthday Party


We are planning a party!
It has been a while since the group has had a party,  and my daughter is going to be a year old.
So we are  planning a party for November 11th, and Vandhana  and I would like to invite everyone in Research and  their family.
As yet we do not have the venue fixed, but please  keep November 11 (Sunday) free.
Please RSVP so that we can plan on the numbers.
Regards,
Subject: tony hamilton


with enron europe reducing headcount it was raised that tony hamilton should be reassigned to egm.
I'm not sure who should be his manager but can one of you let Lucy know who that is going to be.
Jeff please comment if you don't want this move to happen.
Tony is the meterologist that was hired for Europe.
Subject: APFA3 Conference Programme now available


Dear Madam, dear  Sir,     Time is  passing...
Applications of Physics in Financial Analysis 3  (APFA3)  ... will soon take place in the Museum of  London, UK, from 5 to 7 December 2001.
The provisional  programme of speakers and events can now be consulted on-line at:  www.eps.org/apfa/  We also have the  pleasure to announce the additional invited talk from Dr. Hans-Peter Deutsch  of Arthur Andersen, entitled "Second Order Approximations for Fast  Value-at-Risk Computations".
If you are not yet registered, you can  register on-line.
We remain at your disposal for further information.
Best Regards,
Subject: 2002 Research support for EAM


Dear Vince & Ozzie:  For the Research support of the EAM organization, we were planning till recently for a team of 4 to 5 people for 2002.
Over the last four to five months, requests for our support have gone up, primarily for consumption risk, physical options and value-at-risk.
However, given the challenges we are facing now, I would like to reduce the Research staff for EAM to a core team of 3 people with a budget allocation of roughly $750,000.
Please note that this includes not only the salaries and bonuses, but also the overhead and other expenses as well.
The breakdown of the support levels for individual groups (with agreement from the group heads) is as follows:  EAM Fundamentals (Steve Meyers)	0.4 FTE 		Curve and Model Development Group (Mauricio Quintana) 		Project Valuation Group (Steve Kromer) DSM Desk	0.6 FTE 		Pricing and Risk Premiums (Ravi Duggirala) DSM VAR and risk controls (Vladi Gorny)	0.5 FTE Consumption/SiteProfile Desk (Mallik AVS)	1.25FTE 		Consumption Premium Models  		Support for SiteProfile Issues (load shaping, asset profiling, etc.)
Other Short Term Requests	0.25FTE 	(Examples from last year: Insurance Model for Rick Jones, Business Assurance data analysis, etc.)
I would really appreciate if both of you can approve or provide your feedback on this.
Thanks,
Subject: ModReg for Argentina


Folks, Here's some preliminary comments on the model we are using for Argentina.
Please correct me on any misunderstandings!
ModReg was written by consultants in Buenos Aires.
Documentation is available in Spanish only.
All data input is by means of text files, which require column orientated input, ie numbers must go into specific columns.
Detailed documentation has been provided specifying the data format for each file.
A weekly time step is used, with five load blocks per week, and a time horizon of one year, typically.
Each model run requires about 6 hours of processing.
ModReg is a modified version of the model used by the grid operator.
It is coded in Fortran and requires a CPLEX licence.
CPLEX is a powerful linear programming solver, developed by ILOG.
As the model is written in Fortran, the very good higher level interface to CPLEX is not available, so the code will have to access CPLEX at a lower level.
We have no documentation describing how the model algorithms.
Source code is not available at present.
ModReg appears to model around 30 busses and 71 lines.
Lines are characterised by from bus number, to bus number, maximum MW capacity in each direction, a percentage  loss factor, cost of transmission in each direction, and some other details.
Demand data is specified by week and load block for each bus.
Thermal plants have a heat rate and maintenance schedule specified, with the possibility of multiple fuels.
I understand that hydro generation schedules for each historical inflow condition are an input to the model as they are calculated elsewhere.
From the above it appears that we have an unsatisfactory situation: 	ModReg is difficult to use 	we do not know in detail what the model does 	we do not have documentation describing the algorithm  	because source code is not available, we are completely dependent on the consultants.
If Enron is to continue modeling Argentina, we should as a minimum have a model that we understand, is reasonably easy to use, and is documented.
A graphical user interface is really needed to make ModReg easier to use.
Documentation is of course essential.
We should not use a model developed by consultants without documentation.
These steps would enable us to have more confidence in model results, and shortens the learning curve to enable more people to use model.
SDDP is likely to be a suitable replacement.
It would require reseroir inflow data rather than the calculated generations.
The regional loads etc could be modeled using the DC loadflow feature, with zero impedance lines.
Transmission losses in SDDP are a quadratic function of power flows, so some guesses would have to be made for line resistence values.
Setting up an SDDP model to represent all the aspects included in ModReg would be a time consuming job, that would require a good undertanding of the data for both models.
Some direct cut and paste of data from one model's files to the others will be possible with a suitable column oriented text editor.
However the end result would be a model with the desirable attributes of documention, GUI interface, and flexible output.
Tom Halliburton
Subject: Energy Club program


Dear prospect sponsors: In behalf of the Rice MBA students interested in th= e Energy Industry I want to thank you for your interest in the Energy Club = and present to you the club's program for the academic year 2001-2002.
We = have a great number of opportunities and the attached program provides an o= verview of the topics for the academic year 2001-2002.
I would like to tak= e this opportunity to present to you how the club intends to involve and ed= ucate the students' body on the Energy Industry, and I would also like to p= resent the format we will use for this end.
We have three levels that built=  one upon the other.
The first level is a general understanding of the Ene= rgy industry, (see Energy 101 event).
The second level it refers to the op= portunities available for MBAs in the Energy industry, (see rest of the pro= gram), and the third will focus on the opportunities/profiles in demand now= , (no identified yet).
The format is a roundtable presentation in which r= epresentatives from different companies bring they perspective and work exp= erience, relative to the topic of the meeting.
Each roundtable has or will=  have a leader and moderator; the leader is responsible for organizing the = event and it is your reference.
Please contact the person associated to th= e event if you are interested in participating in that specific roundtable.=  If there is no name feel free to e-mail me.
The Energy club heavily depen= ds on your participation and your support will definitely bring value to al= l students in different ways.
You will also attract more talents, help stu= dents to take a better-informed decision with regard to the professional fu= ture, and establish a more intimate relationship, mutually beneficial for s= tudents and companies.
Next step.
This coming Friday we are hosting the En= ergy 101 roundtable.
In this case the leader, Craig Parks, will have in th= e panel students with relevant work experience in the Energy Industry.
Ple= ase see the attached file if interested.
Next week I am going to submit th= e Program to all first and second year students, I aspect to have the list = of the moderators by the end of the next week.
I will promptly notify all = of you.
If you are not interested in receiving further information about th= e Energy Club please e-mail me and I will withdraw your name from the list.=   If you believe in this initiative an admiring comment is welcomed.
I wil= l collect all your feedback and implement them if possible in this same aca= demic year or leave them as guides for the next year.
Thanks in advance for=
Subject: RATS License Update


Vasant,  I had a chance to speak today with a representative from Estima, the maker of RATS.
Evidently, our current license is as follows:  		Version:  RATS 4.0 (original license cost of $ 1,200.00) 		Max.
No.
of Users: 4  The following options outline the costs of upgrading the software:  Option 1  Version:  RATS 5.0 Users: Site license for Houston/unlimited  	RATS 5.0	$ 5,100.00 	CATS module	$ 1,200.00    	(cointegration module) 	X-11 module	$ 1,200.00    	(RATS implementation of Census Bureau's seasonal adjustment--aids in 			$ 7,500.00       	adjusting quarterly and monthly data as well as options for identifying 					trading days and holidays in time series)
Subject: leadership conference at MIT


Hi Vince,  I saw that you will be featured on the finance panel for the leadership conference at Sloan.
I plan on attending, and will enjoy seeing you again.
I don't know if your schedule is too full but it would be great to catch up if you have any time.
The first semester here in school roars on.
We had our first midterm today (accounting).
For me, it feels like school will be over very quickly.
Not surprisingly for Charlotte and the boys, it probably can't be over soon enough.
I hope things are well with you and everyone else in Research.
Give my regards to everyone.
Subject: opportunities in Enron


Hi, Vince,  This is Slav Fain - Oracle DBA  and I hope you remember me.
We've met at the infosession in Berkley and have talked about Houston, rotation program or other possible openings Enron might have.
Today I've saw an add for the Junior DBA position in Houston and I was wondering  if it might be in your company.
I beleive I told you, that I'm pretty open for different position.
I was doing a lot of development projects in Berkley and enjoyed it.
I've also found DBA work also very challenging and rewarding.
I would be very intersted in joining the rotation program to see different possibilities and aspects of IT department.
I'm opening for relocation and I think with knowledge, experience and my enthusiasm to learn and ability to work under tight timeline - I think I can be a good match for Enron.
Hope to hear from you soon.
Slav
Subject: Just in Case


Vince , take care and may God Bless you and your family.
Just in case we miss each other on tomorrow , it was a great pleasure working with you and I somehow feel that you will make it alright.
Once again , God Bless You and thank you for being a wonderful man.
Kevin Moore
Subject: Power Plant Model


Jeff,  A few comments on the model:  1.
We have a few reservations about some features of the model but would like  to discuss it internally and make the improvements without giving the benefit of  our insights to the consultant.
In general, the model is not unreasonable but the devil is always in the  details and in the inputs and calibration.
The same model may produce drastically different results  depending on the quality of inputs.
2.
We don't have a separate pool of programmers in the Research  Group.
We  were told that you would provide an IT resource.
Alex would supervise this person.
Vince
Subject: My lunch meeting


Anita,  Shirley is out sick today.
Can you, please, confirm my lunch with Bjorn Hagelman (Enron), 11.30 today (Friday).
Please, ask him if he wants me to make reservations?
If the answer is Yes, please, make a reservation for 2 at Damian's, 11:45.
Vince
Subject: Updated message - Preliminary rankings


Norma,  I am sending you preliminary rankings for my entire group, based on the results of a meeting we held on Tuesday.
We have ranked Shalesh Ganjoo and Clayton, in case it's still our responsibility.
Vince  Permanent goup members, manager and below:  Superior:  1.
Martin Lin 2.
Joe Hrgovcic 3.
Tom Haliburton 4.
Jose Marquez  Excellent  1.
Paulo Issler 2.
Robert Lee 3.
Chonawee Supatgiat 4.
Amitava Dhar 5.
Alex Huang 6.
Kevin Kindall 7.
Praveen Mellacheruvu 8.
Shanhe Green 9.
Stephen Bennett  Strong  1.
Lance Cunningham 2.
Clayton Vernon 3.
Youyi Feng 4.
Yana Kristal 5.
Sevil Yaman  Permanent goup members, directors:  Superior  1.
Krishnarao Pinnamaneni  Excellent  1.
Osman Sezgen 2.
Tanya Tamarchenko 3.
Zimin Lu  Satisfactory  1.
Maureen Raymond   Associates, analysts  Superior  1.
Shalesh Ganjoo 2.
Gwyn Koepke    Excellent  1.
Hector Campos 2.
Kate Lucas 3.
Sun Li 4.
Roman Zadorozhny 5.
Charles Weldon
Subject: Letter to Nesbitt


John,  The outline of a message to Nesbitt.
Dale,  Thanks for your message.
In our phone conversation before the meeting  you  mentioned  another contractual arrangement under which we could work with  your  company  employees on a case-study.
The cost of a weekly project  would be $12,000 that would be applied to the  purchase price should we go ahead and decide to acquire the software.
This project would allow us  to evaluate the model and come up with an estimate of the manpower necessary to support  the model  internally.
Please, let me know more about this option.
Vince
Subject: Information


Shalesh,  Please, look into it.
Can we give them this information?
I see a remote possibility of a gain for Enron: it's in our interest to  support the growth of this market and part of the process is development of the infrastructure for this market and maintaining public interest.
Vince
Subject: Summer internship


Hello Charlene,  I am forwarding you a resume of a student from Berkeley.
We would  like very much to have him as a summer intern with my group.
Please, let me know if your program can accommodate him.
Vince
Subject: Swaps Monitor Research.


Elena,  Please, review the energy related info in this database (if any) and talk to  me  about it.
I would like to do some research in this area and ask you to write a summary  report.
Nothing urgent.
Vince
Subject: An interesting resume


I shall interview this candidate next week (a very preliminary interview) to evaluate his potential and determine if he fits Enron's culture.
Do you see a need for a person with his skills in your area (litigation  support)?
Vince
Subject: (no subject)


Greg,  Blake Johnson sent me this proposal (I think some of his friends are the founders of this group).
It looks like a good project for Brad Romine to evaluate it.
Vince
Subject: Term Project:


This is the list of projects for the members of the "quant" team.
If you are working on different project, please, ignore this message.
Please, develop in a spreadsheet solutions/examples for the following:  1.
Black-Scholes formula 2.
Black's formula 3.
Develop a spreadsheet to simulate price trajectory using:  a. GBM  b. GBM + jump (Formula 2.16 in the book, Figure 2.7)  c. Mean reversion + jump (Formula 2.17, Figure 2.8) 4.
Schwartz Single Factor Model (Formula 6.12) 5.
Develop models corresponding to the Figures 7.1, 7.3, 7.5, 7.6, 7.8  Vince
Subject: Call


Chris,  We shall try to call you around 5:00 p.m. our time on Monday.
What is the best phone number we can use to reach you?
Vince
Subject: Stanford


Krishna,  Any update on payments to Stanford?
We can ask for a letter to requesting a donation.
I would use it as a basis for cutting a check.
Please, talk to Hill about it.
Vince
Subject: E&P company model


Mark,  Did you have a chance to review the E&P company model (the old cash flow mode) and determine if it can be used by Fred Lagrasta' group.
Please, let me know.
Vince
Subject: A visit


Joe,  This is a message from the Japanese guy interested in energy risk management.
Please, let me know if you want somebody from your organization at the  meeting.
He will be here next Monday at 3:00 p.m.   Vince
Subject: Enron Opportunities


Lynn,  I am forwarding you the resume of a very bright and motivated young man who attended a lecture I gave recently at LSU.
I think we should consider him for an analyst position.
Vince