Message-ID: <24494096.1075845301794.JavaMail.evans@thyme> Date: Wed, 9 May 2001 09:05:37 -0700 (PDT) From: frank.hayden@enron.com To: s..shively@enron.com Subject: RE: New Factors will be put into Production tonight Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Hayden, Frank X-To: Shively, Hunter S. X-cc: X-bcc: X-Folder: \Shively, Hunter S.\Shively, Hunter S.\Deleted Items X-Origin: SHIVELY-H X-FileName: Shively, Hunter S..pst We don't have one, this was a suggestion raised by Scott Neal. I'll try to gin it up. Frank -----Original Message----- From: Shively, Hunter S. Sent: Wednesday, May 09, 2001 10:56 AM To: Hayden, Frank Subject: RE: New Factors will be put into Production tonight can we get a calendar for factor changes? -----Original Message----- From: Hayden, Frank Sent: Wednesday, May 09, 2001 9:37 AM To: Arnold, John; Shively, Hunter S.; Neal, Scott; Allen, Phillip; Martin, Thomas A.; Schwieger, Jim; Grigsby, Mike; Lavorato, John; Kitchen, Louise Cc: Port, David; Gorny, Vladimir; Khanna, Bharat Subject: New Factors will be put into Production tonight Importance: High 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. << OLE Object: Picture (Metafile) >> Let me know if you need access to component VAR analysis, so that you can effectively manage VAR. Frank