Hi I've attached a couple of files summarizing our progress and current status on modeling the bid-ask spread. The first summarizes characterization of the EOL Crude data and the second describes a bid-ask spread model based on options theory developed by Zimin (The figure from the paper is included separately). I am now setting up an Excel spreadsheet to test this model with the EOL data. Let me know when you would like to meet to review this. Thanks, Bob Lee
Answer: EOL Pricing Algorithm Update
You have received this message because someone has attempted to send you an e-mail from outside of Enron with an attachment type that Enron does not allow into our messaging environment. Your e-mail has been quarantined and is being held at the MailSweeper server. Sender: BBuffenbarger@caiso.com
Answer: An Inbound Message For You Has Been Quarantined
We have another new addition to the Portland West Desk: Mike Mier has recently joined the Real Time Trading Group. Prior to working at Enron, Mike worked as a Financial Consultant at Merrill Lynch Private Client Group. He is a '99 graduate of the University of Oregon, where he majored in Economics and minored in Business Administration. Please join us in welcoming Mike to our Portland office!! !
Answer: Welcome New Hire: Mike Mier
Rhett: The above is a Canadian counterparty that we are negotiating an ISDA with. They had some problems with the tax language that we had in our ISDA schedule (which I have enclosed). Can I give them your name and number as a contact? Their tax person's name is Sheri Dunn. Carol
Answer:
Weyerhaeuser Company Limited