here are Souad's book names, Bharat is going to give you the portfolios:
FT-PEOPLES-PRC
FT-PEOPLES-BAS
FT-PEOPLES-IDX
ARUBA-TP-PHY
FT-PEOPLES-GDL
ARUBA-SPLY-PRC
FT-PEOPLES-GDI
FT-CENTRAL-OPT-GDL
INTRA-CNT-TRANS-PHY

Thanks for all of your help.
PL



 -----Original Message-----
From: 	Khanna, Bharat  
Sent:	Wednesday, October 17, 2001 10:03 AM
To:	Love, Phillip M.
Subject:	FW: Mahmassani VaR........

Hey Phillip give him the book and portfolio names...........

I think we know the problem...now we just need to fugure how to get it fixed.  Easier said than done man!!!!!!!

 -----Original Message-----
From: 	Basu, Nilay  
Sent:	Wednesday, October 17, 2001 9:54 AM
To:	Khanna, Bharat
Subject:	RE: Mahmassani VaR........


 The log file on Web does not have any error on these three curves. What is the book name ?

 I think there is something else there . Let me know the book and real-portfolio name.

 Nilay


 -----Original Message-----
From: 	Khanna, Bharat  
Sent:	Wednesday, October 17, 2001 8:43 AM
To:	McIntyre, Burton
Cc:	Basu, Nilay; Victorio, Tom; Love, Phillip M.; Trevino, Susan; Considine, Keith; Abel, Chris; Allison, John; Velasco, Jennifer; McClure, Zakiyyah
Subject:	RE: Mahmassani VaR........

Yes Nilay I thought the curves below had been mapped to OMICRONS.......why has nothing happened to her VaR?  Nilay let me or Burton know what we need to do....this is urgent!!!

Bharat

 -----Original Message-----
From: 	McIntyre, Burton  
Sent:	Wednesday, October 17, 2001 8:32 AM
To:	Khanna, Bharat
Cc:	Basu, Nilay; Victorio, Tom; Love, Phillip M.; Trevino, Susan; Considine, Keith; Abel, Chris; Allison, John; Velasco, Jennifer; McClure, Zakiyyah
Subject:	FW: Mahmassani VaR........

Bharat,

We never had to map curves to Omicron.  I thought that it was done by either RAC or IT.  What is the process?  Let's know ASAP so that VaR can be re-run.

BM

 -----Original Message-----
From: 	Love, Phillip M.  
Sent:	Wednesday, October 17, 2001 8:09 AM
To:	McIntyre, Burton
Subject:	FW: Mahmassani VaR........

Can you map the following three curves to Omicron curves.  Nilay did his side and I need you to do the other side according to the IT guys.
GDP-St.CLAIR		Omicron 14
GDP-NGPL(IA-IL	Omicron 11
GDP-MONCHY		Omicron 11

Can you let me know when this is done so that I can get Souad's VaR rerun.  Thanks for your help.  You also need to let me know if you guys can go to lunch on me on Friday.
PL


 -----Original Message-----
From: 	Love, Phillip M.  
Sent:	Tuesday, October 16, 2001 3:10 PM
To:	Basu, Nilay
Subject:	RE: Mahmassani VaR........

GDP-ST.CLAIR and GDP-NGPL(IA-IL

Thanks.
PL

 -----Original Message-----
From: 	Basu, Nilay  
Sent:	Tuesday, October 16, 2001 3:02 PM
To:	Love, Phillip M.
Subject:	RE: Mahmassani VaR........

Please give the curve codes properly  ( indicate blank and other characters distinctly). 
 
I've done GDP-MONCHY

 Nilay


 -----Original Message-----
From: 	Love, Phillip M.  
Sent:	Tuesday, October 16, 2001 2:49 PM
To:	Basu, Nilay
Subject:	RE: Mahmassani VaR........


according to Bharat, he still does not have access to this screen.  Is there anyway you guys can do it today and he can continue trying to log in and do it for us in the future?  Thanks.
PL


 -----Original Message-----
From: 	Basu, Nilay  
Sent:	Tuesday, October 16, 2001 2:45 PM
To:	Love, Phillip M.; Khanna, Bharat; Hayden, Frank
Subject:	RE: Mahmassani VaR........


 Phillip,

 Bharat didn't have access to the intra-IF mapping screen . 
 But we have given  him access  to Intra IF mapping screen.
 Please check with Bharat. 
  If you guys have any problem please let me know.
 Thanks,

 Nilay

 -----Original Message-----
From: 	Love, Phillip M.  
Sent:	Tuesday, October 16, 2001 2:27 PM
To:	Khanna, Bharat; Hayden, Frank; Basu, Nilay
Subject:	RE: Mahmassani VaR........

Bharat asked that I forward this information to you.  Could you please map the following curves to the appropriate omicrons.  Monchy and NGPL-IA-IL should be mapped to chicago - omicron #11 and St. Clair should be mapped to omicron #14.  Do I need to also send this information to Burton in the controls group?  Thanks for your help.
PL

 -----Original Message-----
From: 	Khanna, Bharat  
Sent:	Tuesday, October 16, 2001 1:01 PM
To:	Love, Phillip M.; Hayden, Frank
Subject:	Mahmassani VaR........

Hey Phillip,
These are the unmapped curves.  Please let me know what OMICRONS they should be mapped to and I'll have Nilay do it.  This is your problem.  Large hedge benefits are not being captured in her books.

Bharat



GDP-MONCHY	             890,193 	
GDP-NGPL/(IA-IL	          2,315,334 	
GDP-ST.CLAIR	            (379,744)	
	
	TOTAL			        2,825,783