FW:

can you e-mail me a copy of the option detail spreadsheet that
you use so that we may look at the changes that we have to do.
Francis

-----Original Message-----
From: Wong, Jeremy
Sent: Tuesday, February 27, 2001 10:33 AM
To: Lim, Francis S.
Cc: Quigley, Dutch
Subject: FW:

Could you please look into this - seems like he wants an Excel version of
option grid?
He is a trader working with Dutch - maybe we can combine this with Dutch's
request.

Thanks.

-----Original Message-----
From: Griffith, John
Sent: Tuesday, February 27, 2001 10:14 AM
To: Jeremy Wong/HOU/ECT@ENRON
Cc: Quigley, Dutch; Maggi, Mike; Arnold, John; McLaughlin, Errol
Subject:

In ERMS there is a screen (option_gd) that I go to that I see all of our
option positions by strike (I can toggle between Exchange/OTC/Swaption and
Put/Call). This is run by a post id (1051038). If I pull this post id into
an options detail excel spreadsheet, it gives me all of our options but not
summed by strike. I would like to be able to pull our option positions into
excel summed by strike (with the same toggles I have on the screen). With
this information, I can run some slides of my delta, gamma, vega, theta
etc... in excel with the current market. What do I need to do in order to
get this information?

Thank you for you time and prompt attention to this matter.

Sincerely,

John Griffith