fyi   -  VAR per 100 contracts of March NYMEX -    not sure whether we are using 95 or 99

 -----Original Message-----
From: 	Keiser, Kam  
Sent:	Monday, February 11, 2002 10:17 AM
To:	Neal, Scott
Subject:	RE: Var

In the past we used 95%.  I think it may be changing going forward but we haven't heard the final word yet.


 -----Original Message-----
From: 	Neal, Scott  
Sent:	Monday, February 11, 2002 10:13 AM
To:	Keiser, Kam
Subject:	RE: Var

do you know which one we are using -   95 or 99?

thanks for your help.

 -----Original Message-----
From: 	Keiser, Kam  
Sent:	Monday, February 11, 2002 10:11 AM
To:	Neal, Scott
Subject:	FW: Var



 -----Original Message-----
From: 	Patel, Virendra  
Sent:	Monday, February 11, 2002 10:08 AM
To:	Keiser, Kam
Subject:	Var

Down 95 Value  -$107,720.34
Down 99 Value  -$142,586.57