benzene forward curve & hedge calculator new market we are trying to develop in benzene swaps - possibly hedging with
financial naphtha and physical toluene .
rgds ,
anjam
- - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 14 / 03 / 2000 10 : 35
- - - - - - - - - - - - - - - - - - - - - - - - - - -
anjam ahmad
14 / 03 / 2000 10 : 34
to : robert brewis / lon / ect @ ect , stuart bland / lon / ect @ ect
cc : dale surbey / lon / ect @ ect , hrvoje paver / lon / ect @ ect , stinson
gibner / hou / ect @ ect , tracy wallace / lon / ect @ ect
subject : benzene forward curve & hedge calculator
dear all ,
attached is the spreadsheet " benzenecurves . xls " ( also available in
s : \ research \ globalproducts ) that will hopefully allow you to derive a
mid - curve for benzene based upon our existing naphtha curve produced by
tracy . the previous hedge ratio analysis is still part of the new
spreadsheet .
for clarity a graph of the curve based on 1996 through 2000 data is depicted
below :
i can also provide confidence bands on the regression model , if this can
assist in deciding the bid - offer spread for the forward curve , but this is
slightly more involved - let me know you ' d like this .
regards ,
anjam
x 35383
attachment :
benzene forward curve & hedge calculator
new market we are trying to develop in benzene swaps - possibly hedging with
financial naphtha and physical toluene .
rgds ,
anjam
- - - - - - - - - - - - - - - - - - - - - - forwarded by anjam ahmad / lon / ect on 14 / 03 / 2000 10 : 35
- - - - - - - - - - - - - - - - - - - - - - - - - - -
anjam ahmad
14 / 03 / 2000 10 : 34
to : robert brewis / lon / ect @ ect , stuart bland / lon / ect @ ect
cc : dale surbey / lon / ect @ ect , hrvoje paver / lon / ect @ ect , stinson
gibner / hou / ect @ ect , tracy wallace / lon / ect @ ect
subject : benzene forward curve & hedge calculator
dear all ,
attached is the spreadsheet " benzenecurves . xls " ( also available in
s : \ research \ globalproducts ) that will hopefully allow you to derive a
mid - curve for benzene based upon our existing naphtha curve produced by
tracy . the previous hedge ratio analysis is still part of the new
spreadsheet .
for clarity a graph of the curve based on 1996 through 2000 data is depicted
below :
i can also provide confidence bands on the regression model , if this can
assist in deciding the bid - offer spread for the forward curve , but this is
slightly more involved - let me know you ' d like this .
regards ,
anjam
x 35383
attachment :