Susan, I am busy this morning. Can we do this early this afternoon, say at 1:30? Also can you please send an email to my supervisor Chris Constantine and our main business user Bjorn Hagelmann to outline what the request is. Thanks,
Answer: Curve mapping
Per our discussion - let me know if we need to look into this more to clarify. Options: Whether the option is in/out of the money - the delta will be calculated as an effective position per each $1 price change. For example what we were looking at for October: The Current Strike in deal entry is $30 - since the mid price is lower than that - when we take the scalars into effect and calculate an hourly price it is rarely in the money for CSU to exercise this option. Therefore your delta is so low. Forwards: Your delta position should be the same as your notional position. I will let you know about the CSU strike in deal entry. Heather
Answer: Delta Position
I'm assuming that we're not moving to fill the Sacramento position. If this is correct, let me know and I'll get back to Costigan (who's the Assembly Republican leader's (i.e., David Cox's) Chief of Staff. Best,
Answer: Please see attached documents
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