Subject: RE: New Factors will be put into Production tonight
From: [email-masked]
To: [email-masked]
Date: Wed, 9 May 2001 08:55:55 -0700 (PDT)

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.   

 

Let me know if you need access to component VAR analysis, so that you can effectively manage VAR.  

Frank

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