Subject: Correlation Matrix
From: [email-masked]
To: [email-masked], [email-masked], [email-masked], [email-masked], [email-masked]
Cc: [email-masked]
Date: Thu, 7 Feb 2002 09:30:40 -0800 (PST)

Attached matrix will most likely be the correlation matrix to be used by UBS in VAR calculations during the kickoff phase. This was generated during factor loading process on Nov. 29.  Please distribute.
Frank