Message-ID: <27691908.1075863183512.JavaMail.evans@thyme> Date: Tue, 27 Nov 2001 09:55:49 -0800 (PST) From: david.port@enron.com To: sally.beck@enron.com Subject: FW: Cc: john.lavorato@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: john.lavorato@enron.com X-From: Port, David X-To: Beck, Sally X-cc: Lavorato, John X-bcc: X-Folder: \SBECK (Non-Privileged)\Beck, Sally\Inbox X-Origin: Beck-S X-FileName: SBECK (Non-Privileged).pst FYI - this is out there as a possible reason why Americas VaR did not come down to within limits as we expected. In the absence of a fix it looks as though we have another VaR violation. -----Original Message----- From: Hayden, Frank Sent: Tuesday, November 27, 2001 11:36 AM To: Port, David Subject: FW: -----Original Message----- From: Hayden, Frank Sent: Tuesday, November 27, 2001 8:12 AM To: Reeves, Kathy Cc: Gossett, Jeffrey C.; Davenport, Lacrecia; Khanna, Bharat; Victorio, Tom Subject: Kathy, It looks like the Canadian positions didn't hit VAR last night. Can you re-check? Also, I understand Zufferli bot a ton of NG and I thought he was short? (Why is system showing he is long?) Frank EFF_DT PORTFOLIO_ID COMMODITY_CD SumOfDELTA_POSITION 11/23/2001 J_ZUFFERLI NG 8241559.1328 11/26/2001 J_ZUFFERLI NG 8568832.813 EFF_DT PORTFOLIO_ID COMMODITY_CD SumOfDELTA_POSITION 11/23/2001 CANADA-PWR-BU NG 8298324.949 11/26/2001 CANADA-PWR-BU NG 8691997.5495 EFF_DT PORTFOLIO_ID COMMODITY_CD SumOfDELTA_POSITION 11/23/2001 CANADA_PWR_GAS NG 8298324.949 11/26/2001 CANADA_PWR_GAS NG 8691997.5495