Subject: enron metals
hi tanya
thanks for your time last week - i ' ve been travelling a bit but i ' m now back
in london at mg to commence obtaining information for you .
i ' m not really sure where to start on this , so initially i propose to get :
a complete data set ( i . e . all live trades from all entities ) which includes
prices and volatilities
a separate file of options
any written valuation methodologies used by the core systems
there is a project to obtain a data feed from an mg system called mercur .
this is their risk management system but we are proposing to use it along the
lines of a data warehouse , not a risk system . i ' d be happy to talk you
through any other current issues .
let me know if there ' s anything else you need at present .
regards