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re : lateral space * * proprietary * * michelle : i think i filled out the service request right . we are looking to pick up the san juan lateral space for 10 , 000 mmbtu per day starting 6 / 1 / 2001 for a term of 15 years to match our red rock expansion space from the permian to the cal border . let me know if you have gotten the fax . in addition , is there any chance there will be any laplata - blanco space becoming available at any time in the near future that you can see and what ' s the rate ? hey who ' s releasing this lateral space ? i ' m assuming someone turned it back since you said it was exisiting capacity . terri dickerson > > > " lokay , michelle " 10 / 19 / 01 03 : 20 pm > > > sorry i didn ' t get to talk to you earlier . . . we have been in one meeting after another ! what ' s going on ? the receipt points are in the blanco area at the bloomfield compressor , so that would include the transcolorado point . the nwpl interconnect is further north , where we are currently fully subscribed . fyi , one of the meetings i was in , was a strategy session on what to do what all our remaining capacity ( of which part of that is what you are now interested in ) . transwestern is thinking of posting an open season utilization this space with california capacity . it sounds like you guys are definitely interested and because i am out of the office next monday , please call me on my cell phone 713 - 907 - 3198 . - - - - - original message - - - - - from : terri dickerson [ mailto : tdickers @ westerngas . com ] sent : thursday , october 18 , 2001 5 : 31 pm to : lokay , michelle subject : lateral space * * proprietary * * michelle : i did talk to rick maceyka ( my boss ) regarding our conversation about the lateral space on tw . we are definitely interested . is the receipt point in sj pool good from either nwpl or transcolorado ? thanks , terri this e - mail is the property of enron corp . and / or its relevant affiliate and may contain confidential and privileged material for the sole use of the intended recipient ( s ) . any review , use , distribution or disclosure by others is strictly prohibited . if you are not the intended recipient ( or authorized to receive for the recipient ) , please contact the sender or reply to enron corp . at enron . messaging . administration @ enron . com and delete all copies of the message . this e - mail ( and any attachments hereto ) are not intended to be an offer ( or an acceptance ) and do not create or evidence a binding and enforceable contract between enron corp . ( or any of its affiliates ) and the intended recipient or any other party , and may not be relied on by anyone as the basis of a contract by estoppel or otherwise . thank you . | 0 |
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re : terminated employees louise - the following individuals will be returning to work tomorrow . zach morning linden chiu cecil john stephen matthew karen o ' day mark fillinger although amelia is marked for termination in our global system , apparantly , she never left . i will make sure that this gets updated . a message has been left for lydia - as soon as i hear back , i will let you know . amy - - - - - original message - - - - - from : kitchen , louise sent : wednesday , december 05 , 2001 7 : 44 am to : fitzpatrick , amy subject : re : terminated employees please get the following back immediate webb - zach moring enw - corporate systems ( is this the correct person - the spreadsheet just had zach m and this is the only person i could find ) webb - linden chiu enw - ena front office and risk systems hall - amelia cavazos enw - energy ops financial gas support piper - lydia cannon enron online piper - cecil john enron online piper - stephen matthew enron online piper - karen o ' day enron online belden - mark fillinger west development - san francisco [ kitchen , louise ] - - - - - original message - - - - - from : fitzpatrick , amy sent : wednesday , december 05 , 2001 12 : 28 am to : kitchen , louise subject : terminated employees louise - the following employees are showing either an immediate or future termination indicator . immediate zach moring enw - corporate systems ( is this the correct person - the spreadsheet just had zach m and this is the only person i could find ) linden chiu enw - ena front office and risk systems deidre mccaffrey egm - efm forward trading peter bennett ena compression services amelia cavazos enw - energy ops financial gas support lydia cannon enron online cecil john enron online stephen matthew enron online karen o ' day enron online mark fillinger west development - san francisco future israel estrada enw - energy ops power risk management east cynthia shoup enw - energy ops financial settlements nicholas warner enw - risk management , portland if you require any additional information , please let me know . amy | 0 |
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job : english in keio univ ( 2nd posting ) faculty position , keio university keio university 's faculty of science and technology wishes to announce the opening of a full-time position in english and related areas , beginning in april , 1996 . applicants should be native or near-native speakers of japanese , have graduated from a japanese university in english or a closely related field , have completed at least the course work for a doctoral degree in the humanities or social sciences , and have at least three years in research and teaching experience . the successful candidate will be appointed at the rank of tenured assistant professor ( shennin koushi ) . required documents to be submitted : 1 . curriculum vitae , according to the japanese style and format , with one photograph 2 . a list of research papers 3 . three sample publications , one of each , either originals or copies 4 . a description of the candidate 's future research plans ( approximately two a - 4 pages ) 5 . a statement of the candidate 's views regarding university english education ( approximately one a - 4 page ) deadline september 9 , 1995 ( the post cancellation mark will serve as validation . ) selection process candidates who pass the initial screening process will be invited of an interview ( travel and lodging will be at the applicant 's expense ) . direct notification of the date and other details will be subsequently provided . address to which applications and accompanying documents are to be sent : hiyoshi kyoumuka ( rikougakubu ) keio university 4 - 1 - 1 hiyoshi kouhoku - ku , yokohama 223 japan note 1 . applications and accompanying documents should be sent by registered mail , with a notice in red ink , preferably in japanese , noting their contents . 2 . applicants should be aware that the submitted materials cannot be returned . 3 . should you have any questions , please contact professor keiji nakano ( e - mail : a01057 @ cc . hc . keio . ac . jp ) . | 0 |
tls 1997 conference procedings the proceedings of the 1997 conference of the texas linguistics society ( the syntax and semantics of predication ) is now available for purchase . the cost for the volume is $ 12 . 00 . please make checks payable to the university of texas at austin . please make payment in us dollars . postage and handling have been included in the price shown . send payment to : texas linguistic forum department of linguistics the university of texas at austin austin , tx 78712-1196 a table of contents is provided below : interfacing syntax and semantics : the predication of possession , nancy mae antrium predicative structures of nominals in hpsg , toni badia subjects , predicates , and floating quantifiers , ralph c . blight a binary analysis of resultatives , john bowers light verb constructions , trp , and multiple feature checking theory , eun cho predication times in st ' at ' imcets salish , hamida demirdache the role of predication in the licensing of purposive adjuncts , manuel espanol - echevarria a modality view of predicate selection in small clauses , fransisco gonzalvez garcia thetic / categorical predication and the semantics of existential quantifiers , javier gutierrez - rexach optional scrambling and predication , helen de hoop on the so - called adjunct predicates in korean , youngjun jang obligatory adjuncts , yunsun jung np predicates , dalina kallulli a crosslinguistic perspective on resultative formation , soowon kim and joan maling french relative clauses as secondary predicates , knud lambrecht strange resultatives in german : new evidence for a semantic treatment , anke ludeling the structure of cleft and pseudo - cleft sentences , andre meinunger verbal negation and complex predicate formation in polish , adam przepiorkowski and anna kupsc the role of case checking in encoding semantic presuppositions , lisa reed predicational ' be ' , susan rothstein two pronominal copulas and the syntax of non - verbal predication in hebrew , ivy sichel resultative predicates and control , stephen wechsler the asymmetry of predication , edwin williams - ralph c . blight department of linguistics , the university of texas at austin http : / / ccwf . cc . utexas . edu / ~ gizzmo / index . html | 0 |
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re : pricing credit on thousands of names we can continue the discussion in tuesday ' s conference call , but i discussed with ben about the issues below , and here are some thoughts . this is not a complete approach , but only a starting point for discussion . the main task is to build a pricing system for many names . this has two components - - - 1 ) how to price a single name ? 1 . 1 ) how to price a liquid single name ? 1 . 2 ) how to price an illiquid single name ? 2 ) how to efficiently apply the methodology to multiple names ? the approach i would take for 1 . 1 is a ) define a small set of liquid names b ) apply each of the different models we have , say , the six models ben has mentioned below , to these names c ) include market prices , if any , for these names d ) sit with traders , get trader ' s intuition on where each liquid name should price and note this on the spectrum of prices obtained in ( b ) and ( c ) e ) try to determine attributes of the names that may explain the dispersion of the trader prices across the models f ) quantify these attributes , if possible g ) try a different set of liquid names and repeat the process , and see if the decisions in the last round still make sense the approach for 1 . 2 may be a ) define a small set of illiquid names b ) apply each of the different models we have to these names c ) sit with traders , get trader ' s intuition on where each illiquid name should price and note this on the spectrum of prices obtained in ( b ) d ) try to determine attributes of the names that may explain the dispersion of the trader prices across the models e ) check if these are similar to the attributes identified for liquid names f ) define a master set of liquid names g ) look for relationships ( by analyzing cross - section of data ) between attributes or prices of illiquid names to those of liquid names once a mapping has been defined for an illiquid name to a set of liquid names and their attributes , then this mapping can be entered into a table , and the pricing can be automated for all names ( in theory ) ! the success will depend on the success of the round - table sessions for the approaches for 1 . 1 and 1 . 2 . building a new fundamental model is always a worthwhile task , but we can get going with the above approaches immediately in parallel with developing any new models that we may build . new models can be added to the suite of existing models . i do not believe there will ever be a single model that will answer all questions for all names , but rather we can refine the mappings and relative choices among models over time , which would mean continuing round - table sessions with traders . limited data makes calibration very hard , so i would continually ask the question " what do we calibrate ? " throughout the discussions for 1 . 1 and 1 . 2 , and this may help guide us to new models . vasant benjamin parsons 06 / 19 / 2000 04 : 11 am to : ect london credit trading cc : vince j kaminski / hou / ect @ ect , vasant shanbhogue / hou / ect @ ect , amitava dhar / corp / enron @ enron , steven leppard / lon / ect @ ect , grant masson / hou / ect @ ect , dale surbey / lon / ect @ ect , david a wall / risk mgmt / lon / ect @ ect , jitendra j patel / lon / ect @ ect , oliver gaylard / lon / ect @ ect subject : pricing credit on thousands of names all - our challenge for the next few months is to build an automated system to provide differential pricing on thousands of credits [ 5 , 000 by year - end ] . most of these credits will be illiquid in terms of market price information , making the challenge harder , and the end result more important in terms of competitive pricing advantage . what we need is an overall strategy for how we plan to achieve this from the quantitative perspective . currently we have several models for credit pricing either in use or under development : fmc model ( default probability approach ) . using bloomberg ' s fair market ( par yield ) curves , probabilities are generated from the risky - libor , then default / bankruptcy swap prices computed using expectation methodology . fmc model ( credit spread approach ) . using the fmcs , then directly taking the libor credit spread at each tenor , adjusting for basis and compounding differences . bond model ( fmc approach ) . taking the fmcs as benchmark curves , the model regresses the input bonds ( specific to a name ) on the two best fitting benchmarks . the result is a zero yield curve with the same shape as the fmcs , but with the level tweaked for the specific issuer . prices are then generated using both spread and probability approaches . under testing . bond model ( spline approach ) . taking only the bonds specific to an issuer , the model fits an exponential cubic spline to the zero - coupon price curve , then builds a zero yield curve from this . under testing . market prices . for certain liquid names , or sectors / ratings , cds market prices are used , then recovery and event discount used to get bankruptcy swap prices . kmv . using expected default frequencies ( edfs ) from the kmv model and database , we will build a model to price default swaps , making appropriate risk adjustments . kmv is being installed now , so model will be worked on next . each of these models returns a price ( credit default and bankruptcy ) , and the accuracy of the price depends on many factors - liquidity and regulatory differences between bond and cds markets , recovery assumptions , risk premia , capital charges , etc . the aim will be to accurately price as many liquid names as possible , based upon these models , then use these prices , alongside other financial information , as the backbone to a full automated pricing system . our inputs to the proposed pricing system for a specific name are model and market prices for all issuers , alongside name - specific ' soft ' data from credit reports and financial statements . if the credit is liquid enough , a price will be generated from their own information only . otherwise , the credit will be mapped onto a subset of liquid credits , with financial information and historical price movements providing the mapping and weights . the model price will then be periodically adjusted to align itself with market ( or trader ) prices , and this adjustment will feed back into the weighting and mapping composition . in loose terms , we could think of the system price for an illiquid credit as being a weighted average of liquid market prices ( bonds , equities , default swaps ) , where the weightings are calibrated using credit analysis , financial ratios , etc . the key steps to implementing such a system will be : establishing what exactly we want to ' predict ' - is it a price , a rating , a probability , or a score ? we will need a clean market history to calibrate to , which we only really have for ratings . we will then need to develop a mapping from rating / score to price . getting and cleaning the historical financial and credit data required to calibrate the model . building the mechanics of the model , ie , the calibration methodology . neural nets / fuzzy logic seem the obvious candidates , but which exact methods and software packages to use ? determining an automated methodology for mapping names with limited information into the model . getting the " true " market price , in order to feed back an error . at present such a price exists for very few credits . allocating resources to the development . mckinsey claimed such a system would take 6 - 10 man - months to develop . further ideas or comments are requested , as we need to develop our strategy asap . the model description above is fairly vague , as we don ' t yet have the knowledge needed to fill in the specific details . further help will be especially required on this if we are to continue to move at ' internet speed ' . regards ben | 0 |
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wall street ' s dirty little secret . . . it was the spring of 1979 . i was just a tall , goofy looking kid in middle school with buck - teeth and freckles . each day in the cafeteria , i walked from table to table . . . stealing other kids ' lunch money . no , i didn ' t rob them with a gun or a knife - i just made them a little deal . " let me borrow two dollars today , " i said , " and i ' ll bring you five dollars next week . " the investment was too good to pass up , and other kids were throwing their lunch money at me like gravy on mashed potatoes . of course when " next week " rolled around and i couldn ' t pony up the cash , i promised to pay them even more the week after that , if they would just let me keep their investment a little bit longer . eventually the end of the year came and went , high school started and with it came girls , and homework , and parties , and sports , and those poor kids from eighth grade had more things on their mind than last year ' s lunch money . i made off with a tidy sum for a middle school kid , and i didn ' t even get beat up . hidden inside this story are the two greatest stock market secrets you will ever learn . first of all , greed is your number one enemy . you ' re not going to turn $ 2 into $ 5 in a week , so cash out when you ' re ahead . don ' t wait for the boat to sink before grabbing the lifejacket . second , never trust an investment adviser of any kind . they are looking out for their own money , not yours . the " professionals " , those stuffy investment counselors and money managers , will always tell you that the best time to buy is now . according to those guys , the longer you keep your money in the market , the more money you ' re going to make . ask them when is the best time to sell and their answer is " never " . in a sense , they are right . if you put $ 250 , 000 in an index fund right now , you ' ll probably have over a million dollars in thirty or forty years . but here ' s the problem : do you want to wait thirty or forty years to be rich ? hell no ! you want the money now - so you can enjoy it . it ' s hard to make use of your fortune when you ' re seventy years old in a wheelchair . if you could make a million dollars in the next few years , what would you do with it ? where would you travel ? what kind of car would you buy ? the fact is . . . youth is the best time to be rich . if your goal is to make quick profits in the market , volatility is your ally , and stability your enemy . you want to see those large upswings , two hundred points in a day , followed by the four hundred point crash a week later . you don ' t care if the market went up or down 20 % this year as long it was unstable . that ' s how you ' re going to make the money . what i ' m talking about here is day trading . my father invests the traditional way ; he holds some good stocks and he goes up 30 k and down 30 k . in the long term of 5 - 10 years he makes money . the day trader buys or sells 5 , 000 shares of xyz for a $ 25 , 000 profit in a 5 - 10 minute trade . he acts quickly , taking advantage of all the information at his disposal about a certain stock , and estimating whether it will go up or down within hours , sometimes within minutes . i can teach you how to do this - and how to make amazing amounts of money at it . it ' s not rocket science , and you only need to learn a few basic principles to get started . society would have you believe that successful trading is complicated and requires formal training . the truth is , wealthy people use very simple investment strategies to make money . popular media and investment professionals portray successful trading as difficult and complex to scare you out of the boxing ring . they don ' t want the competetion - and they sure as hell don ' t want you paying a few dollars to an online trading firm to execute a trade for which they ' d charge you forty or fifty dollars . they make their money only if you believe two lies : 1 ) that investing is too difficult and risky for the average person . 2 ) that using an investment adviser who charges a high commission is safer than trading online for a few bucks per trade . here is what the financial gurus in today ' s society absolutely , positively do not want you to know . . . the strategies for profitable day trading are in fact so simple that anyone can do it - provided they spend a few hours of studying . after reading over 200 financial books and publications during the past decade , and after using day trading to successfully make more than four million dollars in the stock market , i ' ve learned the following lessons : * * achieving financial success is incredibly simple . * * anyone can do it . * * it only takes a few hours to learn . when i discovered the secret to day trading , i didn ' t become wealthy overnight . if you want instant cash , drive to wal - mart . buy a ski mask and a shotgun , and rob your local bank . the only way to get rich , quick or otherwise , is through hard work , knowledge , and determination . after learning the fundamentals of day trading , i started practicing the trading art itself , and the first few weeks brought modest gains . the next few months gave me the practical experience i needed to really earn a living , and i was pulling close to a six figure income . in less than three years with no formal financial training , minimal effort and only moderate risk , i had made my first million . the knowledge that i gained during those formative trading years i am willing to share with you in my new book , the master trader . you will learn from my mistakes , and from my successes , as i teach you the simple , secret formula for day trading that i ' ve used profitably year after year . the income of the day trader can be staggering . thousands , even hundreds of thousands of dollars can be made or lost within minutes . the difference between making money and losing your shirt is simply this : knowledge . i will provide that knowledge , and i will give you a winning edge at this high - stakes game . average income of a day trader : 5 % average an income in excess of $ 500 , 000 per year 22 % average an income in excess of $ 250 , 000 per year 35 % average an income in excess of $ 100 , 000 per year . 27 % average an income between $ 50 , 000 and $ 99 , 999 per year 11 % average an income between $ 20 , 000 and $ 49 , 999 per year after reading the master trader , you will discover extremely profitable , simple yet powerful trading methods that give you an almost unfair trading advantage and make you win despite the current market weakness . here is just a snippet of what i will teach you : * * * make money whether a stock goes up or down . * * * learn how to get in and out of stocks within split seconds . * * * learn exactly what stocks to trade , the exact price to buy them and the exact price to sell them . * * * save thousands of dollars by learning to avoid the mistakes beginners make . * * * learn how to trade stocks like a pro and how to make money consistently in every market ! * * * learn proven strategies that give you the highest chance for great success . * * * profit on huge intraday price swings . * * * make money on the biggest news stories . * * * actively manage your risks and learn how to realize maximum returns . * * * learn how to use the tools and information wall street professionals use . * * * learn how to develop and maintain a winning state of mind . it ' s time to ask yourself : " am i going to listen to the professionals who say buy buy buy but never sell ? or am i going to take control of my own financial future , and start making money right now in the stock market ? " who is looking out for your best economic interests - some wealthy wall street stockbroker , or yourself ? with the master trader e - book , you will learn everything you need to know in order to get started with day trading . . . from choosing the best broker in order to take advantage of the lowest commissions and instant order executions to professional trading strategies that make professional traders millions of dollars . the master trader e - book is the most comprehensive yet easy to understand and straight - forward book ever written about active trading . if you are serious about success in short term stock trading - order today and start paving the road to your own financial future . oh , and remember that scraggly kid in the eighth grade ? his high school friends laughed when he said he was going to make money in the stock market . six years later , he bought a beach - front home on the california coast - with cash . oops , they weren ' t laughing anymore . in a rollercoaster market like we have today , day trading is the fastest track to wealth . if you ' re looking for a long - term retirement investment with no risk that goes up 5 % a year , then by all means , this ain ' t your kind of game . but if you want the quickest possible way to make a fortune in the market , with the lowest element of risk , then order the master trader e - book right now . i promise to teach you all of the secrets that helped me become a millionaire through successful day trading . you don ' t need to know anything about the market , and anyone can do it , with minimum effort . it ' s an easy game to win if you know how the pieces move . order the master trader e - book right now for only $ 49 . 97 by clicking on the link below : http : / / 4 tools 4 life . com / qs our company is strictly opposed to unsolicited emails . to be removed from this list , please send an email to " bulkexpert @ yahoo . com " | 1 |
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