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From: hayden@enron.com To: tanya.tamarchenko@enron.com Subject: Jumps no jumps Cc: j..kaminski@enron.com Bcc: j..kaminski@enron.com Date: Tue, 8 May 2001 08:56:26 -0700 (PDT) VAR is using the May 1st run. VaR without jumps is saved out in RMS_Value_at_Risk_copy table. Of curiosity, West-DPR-VAR is not really impacted by jumps. I suspect the reason for this may be that back in 1998 that region was less deregulated than today. Let me know your thoughts. Frank