Bharat asked that I forward this information to you. Could you please map the following curves to the appropriate omicrons. Monchy and NGPL-IA-IL should be mapped to chicago - omicron #11 and St. Clair should be mapped to omicron #14. Do I need to also send this information to Burton in the controls group? Thanks for your help.
From: Khanna, Bharat
Sent: Tuesday, October 16, 2001 1:01 PM
To: Love, Phillip M.; Hayden, Frank
Subject: Mahmassani VaR........
These are the unmapped curves. Please let me know what OMICRONS they should be mapped to and I'll have Nilay do it. This is your problem. Large hedge benefits are not being captured in her books.