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