Frank,
following up on our discussions,
can you please send us the list of ENRON's curves by geographical region 
separately for gas and power.

Appreciate it,

Tanya.





Tanya Tamarchenko
04/16/2001 09:16 AM
To: Jaesoo Lew/NA/Enron@ENRON
cc: Vladimir Gorny/Enron@EnronXGate, Winston Jia/ENRON@enronXgate, Vince J 
Kaminski/HOU/ECT@ECT 
Subject: Re: clustering for power  

Jaesoo,
as we discussed last week on Wednesday meeting can you, please,
implement clustering for power curves by geographical region. This involves 
the following:

1. Deciding together with Risk Control how many geographical regions we want 
to use
and which Enron's curves belong to each region.
2. Deciding together with Risk Control how to choose core curves for each 
region. This decision can 
be maid based on the a) position size; b) statistical analysis. There might 
be other considerations.
3. Doing regression analysis for each curve versus the corresponding core 
curve.

Winston,
can is it possible to run VAR for the clustering results obtained by Jaesoo 
with clustering done by SAS?
Should we wait for the stage re-fresh and what is the status on this? 

Tanya.