Message-ID: <12010016.1075856351820.JavaMail.evans@thyme>
Date: Wed, 20 Sep 2000 10:16:00 -0700 (PDT)
From: stinson.gibner@enron.com
To: zimin.lu@enron.com
Subject: Co-integration
Cc: andrea.reed@enron.com, hector.campos@enron.com, vince.kaminski@enron.com
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Zimin,

Andrea Reed asked for our help in looking for end-users of steel which might 
be used to take a commodity hedge position.    She will work on identifying 
potential equities or indices which might be used, and then we will analyze 
them for correlation or co-integration with steel prices.   Andrea should be 
contacting you next week regarding the project.     Hector has done 
co-integration analysis in the past and has the tools to do this project.

Thanks,

Stinson



Anrdrea:   We will also need you to identify which steel prices/indices 
should be used in this analysis.
