Great - that all sounds about like what I'd expected. Thanks for the 
multiple-terminal-server tip. Again, I'm more than happy to help get this 
forward obligation report up to speed and producing the kind of data we need 
- just let me know.

Thanks,
Kate




Cara Semperger
02/12/2001 03:48 PM
To: Kate Symes/PDX/ECT@ECT
cc:  

Subject: Re: Desk-to-Desk v. Cross-Portfolio  

I just sent Kroum a little missive on our familiarity with the "killed" 
feature, as well as why we often zero out deals (Transmission in particular) 
in scheduling only. If I have to teach a course on scheduling for him to 
understand how to build this report I will do it, but I am not really dying 
to do that.

As far as our situation here, If you can properly kill a deal, you should do 
that instead of just zeroing the volume. I quite often have great success 
having many terminal server sessions open at once, and doing the slow stuff 
through a few different channels of TS.  Even as we speak, I am running one 
report for 6 different months, 1 in each of the 5 terminal severs, and one 
locally.  I learned that trick in our old winframe system, and it has served 
me well.

I have torn my hair out over this cross-portfolio vs cross-desk thing.  I 
have explained it to both Kroum, Duong Luu, and Will each at least 3 times.  
How hard is it to get the concept that anything we sell to ourselves is not a 
physical deal?

I would say just keep sending them to me, so we don't all have to pull our 
collective hairs out. The deal you reference below is kind of like a life 
preserver thing. When the market makes a sudden move, it is sometimes faster 
to 'hit' the deal through EOL then pull it on the traders side.  It's not the 
best way to go, but better than losing a bunch of money.


c



   Kate Symes                02/12/2001 03:35 PM

To: Cara Semperger/PDX/ECT@ECT
cc:  
Subject: Desk-to-Desk v. Cross-Portfolio

I'm not quite sure how this exchange began, but it sounds like Kroum is 
referring to several different issues here. First of all, our forward 
obligation report does not reflect cross-portfolio deals, an application 
issue that Will Smith, and it looks like Kroum as well, has been working on 
for the past few weeks. 

Also, deal 498488 is a forward deal done on EOL between STSW and their own 
desk. I haven't seen a trade WITHIN a desk before, but I'm sure anything is 
possible. At any rate, this doesn't look like a cross-portfolio deal at all. 
Am I missing something?

As for the zeroed out deals, I'm pretty sure everyone here knows how to 
properly kill deals in Enpower; however, it takes so long that sometimes we 
simply zero out the volume in the interest of time. I've often wondered if 
this litters the system and makes it more confusing for other people to do 
their jobs - do you know anything about that?

I just thought I'd ask these questions while the subject was being raised. 
Please let me know if I can help facilitate these changes or improvements in 
any way.

Thanks,
Kate
---------------------- Forwarded by Kate Symes/PDX/ECT on 02/12/2001 03:18 PM 
---------------------------
From: Kroum Kroumov/ENRON@enronXgate on 02/12/2001 11:02 AM CST
To: Cara Semperger/PDX/ECT@ECT
cc: Monica Lande/PDX/ECT@ECT, Kate Symes/PDX/ECT@ECT 

Subject: RE: FW: FWDOBL


             Cara,

      I think the report should work that way even now.

     I think I found a deal like that 498488 between EPMI Southwest and EPMI 
Southeast,
     Region R7, please take a look at that when you test the report.

       
       I saw lots of deals on the report with volume 0 and price 0, they were 
entered that way
       in Portland. There might be another reason, but I think someone wanted 
to kill the deals.
       There is an option in Deal Entry to do that, if one opens a deal and 
right click with the
       mouse on the status (Done), one can kill a deal.  


           Kroum 

      
      


 -----Original Message-----
From:  Semperger, Cara  
Sent: Thursday, February 08, 2001 1:06 PM
To: Kroumov, Kroum
Cc: Lande, Monica; Symes, Kate
Subject: Re: FW: FWDOBL

The "two sides of a cross-portfolio deal" language is a bit vague and 
misleading. A cross-portfolio deal is kind of like a desk to desk deal. 
Another Enron book has traded with one of ours.

Two important things need to happen with cross-portfolio deals.
 1. They need to only show on the forward obligation report when "Desk to 
Desk" is selected.
 2. They are only financial in nature, no physical delivery is ever done 
cross portfolio.

I don't think "both sides" is correct. We need to only see our buy or our 
sale when we query for our point.  When the other portfolio queries their 
stuff, they should see their side. 

C




From: Kroum Kroumov/ENRON@enronXgate on 02/08/2001 11:36 AM CST
To: Cara Semperger/PDX/ECT@ECT
cc:  
Subject: FW: FWDOBL


        Cara,

     This is all I have so far. I would appreciate your help to make it 
clearer.

     If you find a deal No like that, I think it will make my job easier.


     Thanks,
     Kroum



 -----Original Message-----
From:  Project Manager<Unknown.Man@enron.com>@ENRON 
[mailto:IMCEANOTES-Project+20Manager+3CUnknown+2EMan+40enron+2Ecom+3E+40ENRON@
ENRON.com] 
Sent: Thursday, February 08, 2001 10:31 AM
To: Kroumov, Kroum
Subject: FWDOBL


Forward Obs should show two sides of a Cross-Portfolio deal.  Find out what 
needs to be done.  Contact Monica
Lande or Kate Symes in Portland for more details