Enron Mail

From:tanya.tamarchenko@enron.com
To:naveen.andrews@enron.com
Subject:Re: Testiing component VAR
Cc:grant.masson@enron.com, vince.kaminski@enron.com
Bcc:grant.masson@enron.com, vince.kaminski@enron.com
Date:Fri, 23 Jun 2000 02:22:00 -0700 (PDT)

Naveen,
as we discussed yesterday, I would like to see the results of Components VAR
testing.
I got some from Sunil today for AGG-GAS.
In addition if you can send me Component Var results for NG-PRICE for some
date,
as well as NG positions, forward price curve, forward volatility curve for
NG-PRICE-PRC for that
same date, I can verify the numbers.

Thank you,

Tanya.