Hi John,

I've attached workbooks that compare implied volatility from market data to ENA curves for June, October, December contracts.  But I'm not sure that I have the most current skew table.  For the attached workbooks I just took last months table and rolled the contracts up a month, so what was May-01 became June-01, etc.  Have you made any other adjustments to the skew table? 

I'd be happy to come up and talk about these files with you if you want?  
Thanks.
ken
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