Subject: Re: Testiing component VAR
From: [email-masked]
To: [email-masked]
Cc: [email-masked], [email-masked]
Date: Fri, 23 Jun 2000 02:22:00 -0700 (PDT)

Naveen,
as we discussed yesterday, I would like to see the results of Components VAR 
testing.
I got some from Sunil today for AGG-GAS. 
In addition if you can send me Component Var results for NG-PRICE for some 
date,
as well as NG positions, forward price curve, forward volatility curve for 
NG-PRICE-PRC for that
same date, I can verify the numbers.

Thank you,

Tanya.