Message-ID: <21288334.1075856319298.JavaMail.evans@thyme>
Date: Fri, 23 Jun 2000 02:22:00 -0700 (PDT)
From: tanya.tamarchenko@enron.com
To: naveen.andrews@enron.com
Subject: Re: Testiing component VAR
Cc: grant.masson@enron.com, vince.kaminski@enron.com
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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. 