Message-ID: <26027136.1075856642649.JavaMail.evans@thyme> Date: Thu, 27 Jul 2000 04:23:00 -0700 (PDT) From: cantekin.dincerler@enron.com To: grant.masson@enron.com Subject: Cc: vince.kaminski@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: vince.kaminski@enron.com X-From: Cantekin Dincerler X-To: Grant Masson X-cc: Vince J Kaminski X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\Var X-Origin: Kaminski-V X-FileName: vkamins.nsf Grant, Would you take a look at the following correlation matrix? Does it make sense? PS: This is an updated correlation matrix with gold and silver correlations. I used Bloomberg's generic closest month gold and silver contract prices for the correlation analysis.