FW: Var

fyi - VAR per 100 contracts of March NYMEX - not sure whether we are using 95 or 99

-----Original Message-----
From: Keiser, Kam
Sent: Monday, February 11, 2002 10:17 AM
To: Neal, Scott
Subject: RE: Var

In the past we used 95%. I think it may be changing going forward but we haven't heard the final word yet.

-----Original Message-----
From: Neal, Scott
Sent: Monday, February 11, 2002 10:13 AM
To: Keiser, Kam
Subject: RE: Var

do you know which one we are using - 95 or 99?

thanks for your help.

-----Original Message-----
From: Keiser, Kam
Sent: Monday, February 11, 2002 10:11 AM
To: Neal, Scott
Subject: FW: Var

-----Original Message-----
From: Patel, Virendra
Sent: Monday, February 11, 2002 10:08 AM
To: Keiser, Kam
Subject: Var

Down 95 Value -$107,720.34
Down 99 Value -$142,586.57