Vlady:
In preparation for our discussion tomorrow, can you run VAR numbers for some 
mini-portfolios:

Portfolio 1.   +1000 November Nymex
                -1000 December Nymex

 2.     -1000 July Nymex Straddles

 3.     +1000 July 2002 Nymex

 4.     +1000 July 2002 Nymex
         - 1000 August 2002 Nymex

 5.     +1000 July Socal Basis

 6.     +1000 July Chicago Basis
          -1000 July Michcon Basis

 7.     +1000 July Henry Hub Index

 8.     +1000 July 2003 Chicago Basis

Again, these are separate portfolios.  I'm trying to check that the VAR 
numbers make logical sense.  
Thanks,
John