Message-ID: <14699558.1075841395663.JavaMail.evans@thyme>
Date: Fri, 12 Apr 2002 05:58:15 -0700 (PDT)
From: joe.parks@enron.com
To: frank.hayden@enron.com
Subject: var
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X-FileName: joe parks 6-26-02.pst

hey, how are you? can you send me an example of how you callculate var on contracts.

for example: price is 3.10, 100 contracts, vol. 60%

"SHOW ME THE MATH"

JOE
832-851-2821