This is easy. Create keypoints within an elliptical coordinate system and create the ellipse via splines.
! Sample of input
LOCAL,11,1,,,,,,,0.5 ! PAR1 argument is key for creating elliptical CSYS
CSYS,11
K,1:10,1,0:90:9 ! create keypoints for spline
BSPLINE ! specify points which to use
The rest of the creation should be trivial from here.
Good luck!