Subject: New Factors will be put into Production tonight
From: [email-masked]
To: [email-masked], [email-masked], [email-masked], [email-masked], [email-masked], [email-masked], [email-masked], [email-masked], [email-masked]
Cc: [email-masked], [email-masked], [email-masked]
Date: Wed, 9 May 2001 02:36:00 -0700 (PDT)

Please note that new factors will be put into production this evening.  
Value-at-risk will most likely increase by the percentage outlined below.  
Shorts are driving price risk, while long basis drives the forward physical 
risk.   

Let me know if you need access to component VAR analysis, so that you can 
effectively manage VAR.  

Frank