Message-ID: <30296928.1075856334844.JavaMail.evans@thyme>
Date: Tue, 25 Jul 2000 08:06:00 -0700 (PDT)
From: anjam.ahmad@enron.com
To: tanya.tamarchenko@enron.com, kirstee.hewitt@enron.com
Subject: Fwd Fwd Volatility for Metals VaR
Cc: grant.masson@enron.com, vince.kaminski@enron.com
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Hi Tanya,

I think using the 60 business day fwd fwd vols based on historical data is 
reasonable, to ensure consistency with the amount of data we use to estimate 
the eigenvalues.  I am just finishing the correlations study.

Regards,

Anjam
x35383


ZINC:

LEAD:

ALUMINUM H:

ALUMINUM S:

TIN:

COPPER:

NICKEL: