Enron Mail

From:kevin.presto@enron.com
To:tim.belden@enron.com
Subject:Re: West VAR
Cc:john.lavorato@enron.com, louise.kitchen@enron.com, vladimir.gorny@enron.com,kevin.presto@enron.com
Bcc:john.lavorato@enron.com, louise.kitchen@enron.com, vladimir.gorny@enron.com,kevin.presto@enron.com
Date:Mon, 30 Apr 2001 13:11:00 -0700 (PDT)

As I told John this morning, we have similar issues with Var in the East. The correlations between gas & power for the entire curve are based on the front month and the correlations between regions are also based on the front month.

I have requested changes to the Var calc several months back and have been assured it will be completed by the research group soon.