RE: NGI-MALIN

That sounds fine.

-----Original Message-----
From: Hayden, Frank
Sent: Thursday, October 25, 2001 1:54 PM
To: Grigsby, Mike
Subject: FW: NGI-MALIN

Your thoughts?
Frank

-----Original Message-----
From: Jia, Winston
Sent: Thursday, October 25, 2001 1:47 PM
To: Hayden, Frank
Cc: Khanna, Bharat
Subject: RE: NGI-MALIN

Frank,

For all gas basis curves, if it does not have its own vol, then NG Nymex Vol will be used.

Regards,

Winston

-----Original Message-----
From: Hayden, Frank
Sent: Thursday, October 25, 2001 1:08 PM
To: Jia, Winston
Cc: Khanna, Bharat
Subject: NGI-MALIN

Winston,
Bharat meet with Francis Lim regarding ERMS and he learned that NGI-MALIN does not have any vol curve assigned to it. However when we simulate that curve in ad hoc we don't get any errors. Can you tell us what vol curve is being used for NGI-Malin in risk trac?
Thanks
Frank