Canada VAR

Kathy/Brian,

As I'm sure you know we are trying to determine what is causing the Canadian
VAR to be so high. One possible cause that we would like your help
investigating is the Curve Codes that are being loaded in the position files
that are manually loaded into the system each night. It is my understanding
that positions will be correct even if the curves loaded are spelled
incorrectly. However, incorrect curve names will result in the positions not
being captured in the VAR calculation. Please verify that all the curves are
spelled correctly in all position files.

Please give me a call if you have any questions.

Thanks,
Robin