RE: agg-credit

Aruba-Sply is an active book, there are just a few deals and there are two with external counterparties.
PL

-----Original Message-----
From: Considine, Keith
Sent: Tuesday, October 02, 2001 9:28 AM
To: Love, Phillip M.
Subject: FW: agg-credit

Phillip

Please take a look at the emails below and let me know what you think about the ARUBA?

Thanks

Keith
-----Original Message-----
From: Gossett, Jeffrey C.
Sent: Tuesday, October 02, 2001 7:59 AM
To: Considine, Keith
Cc: Keiser, Kam; Love, Phillip M.
Subject: RE: agg-credit

Keith -

Anything in risktrac that is "-PHY" is intra-month. Anything with "-PRC", "-BAS", "-IDX", "-GDI", are all "term" books. There are some rules around "-GDL" where it is intra-month for all but two days at the end of each month.

The OIL-NG (Lavo's) book would only have internal deals. That may be why his book is not in credit. Not really sure what the deal is with ARUBA-SPLY. You should probably give Phillip Love a call.

-----Original Message-----
From: Considine, Keith
Sent: Monday, October 01, 2001 7:00 PM
To: Gossett, Jeffrey C.
Subject: agg-credit

Jeff-

I'm looking with the AGG-CREDIT portfolio to determine if the portfolio content is complete/correct. In doing a comparison between AGG-CREDIT and AGG-PROD-DPR-BU, the following books are shown as active in AGG-PROD but not included in CREDIT. Any thoughts on whether or not these should be included/excluded? Based on the book id, I assume they are not intramonth - thus should likely be included.

ARUBA-SPLY-PRC US Gas Central
OIL-NG-HDG-C-CA-GDL US GAS Financial

Separately I heard that there are books labeled as intramonth that include forward positions & vice versa forward books that contain intramonth positions. Do you have a listing of these?

Thanks

KC