Subject: FW:
From: [email-masked]
To: [email-masked]
Date: Tue, 27 Nov 2001 10:29:47 -0800 (PST)

Any ideas on why Canadian numbers wouldn't have made it into V@R calc today?  --Sally 

 -----Original Message-----
From: 	Port, David  
Sent:	Tuesday, November 27, 2001 11:56 AM
To:	Beck, Sally
Cc:	Lavorato, John
Subject:	FW: 

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