We are ready to start using Swaption Volatility Curves in our calcs I have identified the following regions and terms that need swaption volatilities posted and the values I have currently entered into curve manager. These values were based on the latest deals or my best guess, as not all the volatilities are consistent across similar deals: Cinergy, Cal '02, .25 Entergy, Cal '02, .27 Ercot South, Cal '02, .25 Nepool, Cal '02, .3 Nepool, Cal '02, .24 West Hub, Cal '02, .24 West Hub, Cal '03, .28 NY East (zone G), Cal'02-'03, .16 (position in LT-NEMGMT book) Options Desk: for today only, besides final posting swaption vols for today 11/15 please also final post yesterday 11/14. Please call if you have any questions. Michael Mattox x34317
Q: What is a potential subject line for this email?
answer: Swaption Vols
I still have not released the 700 dth of capacity from VNG to Nabisco on CGAS. I just spoke with Henry Riewerts at Nabisco. He does not have a navigator ID and password. This will be the only CGAS activity he has and he has not bought any gas for Nov either. I think he needs someone to handle this for him. Is this the type of thing we can pass on to EES?
Q: What is a potential subject line for this email?
answer: Nabisco
Hi Lee: Looks great. Could you do me a favor? You have "generating company" rep on the agenda. Enron does not see itself as a generating company. In fact, the only generation that we own in California is 50+ MWs of wind power in Southern California. Could you change it to "energy service provider" rep? Hope that's not a problem. Best,
Q: What is a potential subject line for this email?
answer: Website
To confirm our conversation, can you add "Credit Derivatives" as a new products to my database. We will need the same drop downs as the other produsts (gas trading, financial trading, etc.). Thanks!
Q: What is a potential subject line for this email?
answer:
EOL Legal Database