Message-ID: <29584677.1075863374253.JavaMail.evans@thyme> Date: Mon, 17 Sep 2001 13:14:01 -0700 (PDT) From: chris.abel@enron.com To: rick.buy@enron.com, david.port@enron.com, cassandra.schultz@enron.com, john.lavorato@enron.com, louise.kitchen@enron.com Subject: Daily Losses for ENA and EES Cc: beth.apollo@enron.com, shona.wilson@enron.com, kimberly.hillis@enron.com, tammie.schoppe@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: beth.apollo@enron.com, shona.wilson@enron.com, kimberly.hillis@enron.com, tammie.schoppe@enron.com X-From: Abel, Chris X-To: Buy, Rick , Port, David , Schultz, Cassandra , Lavorato, John , Kitchen, Louise X-cc: Apollo, Beth , Wilson, Shona , Hillis, Kimberly , Schoppe, Tammie X-bcc: X-Folder: \RBUY (Non-Privileged)\Buy, Rick\Inbox X-Origin: Buy-R X-FileName: RBUY (Non-Privileged).pst Due to the release of schedule C for ENA and EES, the attached spreadsheet provides the trading p&l without prudency and the associated Daily Loss Limit notifications. Additionally, the spreadsheet reflects the net effect on the Total Trading line. If the Corp. Var remains at $100mm, then a Daily Loss Limit notification would be sent out. However, the current opinion is that the Corp. Var is $150mm, including discretionary Var, which eliminates the notification. Please let me know if you have any quetions. Thanks, Chris Abel