We don't have one, this was a suggestion raised by Scott Neal.  I'll try to gin it up. 
Frank

 -----Original Message-----
From: 	Shively, Hunter S.  
Sent:	Wednesday, May 09, 2001 10:56 AM
To:	Hayden, Frank
Subject:	RE: New Factors will be put into Production tonight

can we get a calendar for factor changes?

 -----Original Message-----
From: 	Hayden, Frank  
Sent:	Wednesday, May 09, 2001 9:37 AM
To:	Arnold, John; Shively, Hunter S.; Neal, Scott; Allen, Phillip; Martin, Thomas A.; Schwieger, Jim; Grigsby, Mike; Lavorato, John; Kitchen, Louise
Cc:	Port, David; Gorny, Vladimir; Khanna, Bharat
Subject:	New Factors will be put into Production tonight
Importance:	High

Please note that new factors will be put into production this evening.  Value-at-risk will most likely increase by the percentage outlined below.  Shorts are driving price risk, while long basis drives the forward physical risk.   


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Let me know if you need access to component VAR analysis, so that you can effectively manage VAR.  


Frank