comments metals var model dear andreas thanks useful response information positions handed primary responsibility metals var kirstee hewitt least far london concerned follow points kindly reported although course available assist necessary tanya remain point contact var modelling houston course kirstee tanya work together resolve issues would happy help set meetings london office visit next week kirstee anyone else would like meet much look forward visit please let know need help arrangements regards anjam 0207 783 5383 forwarded anjam ahmad lon ect 27 07 2000 08 40 enron capital trade resources corp andreas barschkis mgusa com 27 07 2000 00 36 anjam ahmad enron com kirstee hewitt enron com cc bjorn _ hagelmann mgusa com subject varmodel _ live xls anjam thanks var model would like point following 1 position data noted outright longs shorts copper include positions use e r wolff quantities positions imputed system integrity legs hedges missing affects copper lead position issues sorted end month ie next week copper 25 487 mt much lead 13 579 mt much june 19 2 looking copper position calculate var 3 100 568 total outright 63 765 mt seams low calculate 63765 x 1807 x 3 99 4 218 mil us var outright qty x price levelx risk factor riskfactr per mercur view understating var mercur consider spread position correctly e detail position like would expect figure around 6 mil us guess issue volatility holding period 3 correlation matrix commodities final assume many fields blank lets talk tomorrow phone attached please find position summary last week 30 since june 19 requested kirstee see attached file mgposw 30 xls andreas barschkis mg metal commodity corp 520 madison avenue 28 th floor new york ny 10022 tel 1 212 715 5628 cel 1 917 679 8287 fax 1 212 715 5608 e mail andreas barschkis mgusa com anjam ahmad e nron com andreas barschkis mgusa com cc kirstee hewitt enron com 07 26 2000 subject zipped varmodel _ live xls 11 37 hi andreas semi final spreadsheet include price curves gold cocoa kirstee would welcome comments regards anjam mgposw 30 xls