3264b

 -----Original Message-----
From: 	Khanna, Bharat  
Sent:	Friday, October 05, 2001 9:01 AM
To:	Love, Phillip M.
Subject:	RE: Reply

Will come up in a bit...where do you sit?


 -----Original Message-----
From: 	Love, Phillip M.  
Sent:	Friday, October 05, 2001 9:01 AM
To:	Khanna, Bharat
Subject:	RE: Reply

thanks for your help.  Due to my lack of a complete understanding of VaR, can you give me a lesson if you find out exactly why.  All I have ever changed are the correlations.  Thanks.
PL


 -----Original Message-----
From: 	Khanna, Bharat  
Sent:	Friday, October 05, 2001 8:57 AM
To:	Love, Phillip M.
Subject:	RE: Reply

Will Look itnto it.  Suspect it's curve mappings
Bharat

 -----Original Message-----
From: 	Love, Phillip M.  
Sent:	Friday, October 05, 2001 8:45 AM
To:	Khanna, Bharat
Subject:	RE: Reply

I think that the correlations for the points in the Aruba book must be different.  Her position is 5 contracts long in the book and her VaR is $500K.  Is there any way you can tell me the correlations that are being used for the points that she has positions at in that book?  The pub codes are : IF-NNG/VENT, NGI/CHI. GATE, CHI./N/BORDER, NGPL-IOWA0ILLIN,UF-NGPL/OK-NW, NGI/CHI./PEOPLE,NGI/CHI./NIPSCO,ML7/CG.  Any help you can provide would be much appreciated.  Thanks.
PL


 -----Original Message-----
From: 	Khanna, Bharat  
Sent:	Thursday, October 04, 2001 3:25 PM
To:	Love, Phillip M.
Subject:	Reply

Hey Phillip,
I'm a little busy right now but, will be by later.  Hope the graphs below get you started?
Bharat

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