Message-ID: <26908071.1075849856742.JavaMail.evans@thyme> Date: Fri, 2 Feb 2001 02:14:00 -0800 (PST) From: eugenio.perez@enron.com To: georgeanne.hodges@enron.com, jan.johnson@enron.com, sally.beck@enron.com, cassandra.schultz@enron.com, shona.wilson@enron.com, gary.peng@enron.com, jennifer.nguyen@enron.com Subject: SEC VaR Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Eugenio Perez X-To: Georgeanne Hodges, Jan Johnson, Sally Beck, Cassandra Schultz, Shona Wilson, Gary Peng, Jennifer Nguyen X-cc: X-bcc: X-Folder: \Sally_Beck_Nov2001\Notes Folders\Perez, eugenio X-Origin: BECK-S X-FileName: sbeck.nsf AA informed me that the hedges on the New Power Company warrants that were monetized in the Hawaii 125-0 McGarret swaps were put on October 4, not in September. Accordingly, I have recalculated total return swap VaR for September. Regards, Eugenio