Subject: fw : information on trading book
john ,
greg told me to give you this - these guys are on their way down
ray
- - - - - original message - - - - -
from : richard . s . walker @ jpmorgan . com @ enron
sent : tuesday , november 27 , 2001 10 : 14 pm
to : bowen jr . , raymond
cc : andrew . feldstein @ jpmorgan . com ; jeffrey . w . dellapina @ jpmorgan . com ; eric . fornell @ jpmorgan . com
subject : fw : information on trading book
ray -
per our conversation , see the informational requests that will be essential
as we head down the next path .
andrew feldstein and dinsa mehta are coming in tomorrow and will be focused
on the trading book aspect of our analysis . they will be in town and ready
to go by noon .
see you tomorrow
rick
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sent from richard walker ' s blackberry wireless handheld
( www . blackberry . net )
- - - - - original message - - - - -
from : andrew feldstein
to : cn = richard s . walker / o = chase
cc : cn = jeffrey w . dellapina / o = chase
date : 11 / 26 / 2001 06 : 44 : 19 pm
subject : information on trading book
in order to advance the dialogue on any structures which involve taking
risk to
the trading business , we ' ll need to start out with the following
information .
i was hoping you could communicate this to the company . jeff had
previously
requested some of this ; but we haven ' t gotten anything . if you know of
people
internally who have some of the information , we can get it from them ;
although
it ' s kind of important that all the information is recent and from the same
( or
very close ) date .
1 . break down of the balance sheet positions ( unrealized gains and
unrealized
losses ) by trading book and product type .
2 . list of ug / l of largest counterparties on both the ug and ul side
( hopefully
20 - 30 % of cpties make up 70 - 80 % of ug / l )
3 . break out balance sheet by type of contract ( isda vs other contracts ) .
4 . risk positions / sensitivities based on their standard units of
measure / methodologies ; eg ,
- price sensitivities
- vol sensitivities
- var
- stress tests
5 . historical p or tell us what they can / will provide .
thanks a lot .
andrew
this communication is for informational purposes only . it is not intended as
an offer or solicitation for the purchase or sale of any financial instrument
or as an official confirmation of any transaction . all market prices , data
and other information are not warranted as to completeness or accuracy and
are subject to change without notice . any comments or statements made herein
do not necessarily reflect those of j . p . morgan chase & co . , its
subsidiaries and affiliates .