Subject: Fwd Fwd Volatility for Metals VaR
From: [email-masked]
To: [email-masked], [email-masked]
Cc: [email-masked], [email-masked]
Date: Tue, 25 Jul 2000 08:06:00 -0700 (PDT)

Hi Tanya,

I think using the 60 business day fwd fwd vols based on historical data is 
reasonable, to ensure consistency with the amount of data we use to estimate 
the eigenvalues.  I am just finishing the correlations study.

Regards,

Anjam
x35383

ZINC:

LEAD:

ALUMINUM H:

ALUMINUM S:

TIN:

COPPER:

NICKEL: