Message-ID: <28070504.1075858475360.JavaMail.evans@thyme>
Date: Tue, 22 May 2001 12:09:07 -0700 (PDT)
From: kaminski@enron.com
To: vkaminski@aol.com
Subject: FW: EVT VaR Data Sets
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 -----Original Message-----
From: 	Thomas, Mark E.  
Sent:	Monday, May 21, 2001 6:15 PM
To:	Kaminski, Vince J
Cc:	Andrews, Naveen
Subject:	EVT VaR Data Sets

Vince,

I attached the data sets used to generate the results we discussed this morning.  The original MTM's were multiplied by -1 prior to generating these quantiles.  We then examine the right tail.

Mark


 