Message-ID: <21876242.1075863380629.JavaMail.evans@thyme> Date: Mon, 15 Oct 2001 14:44:17 -0700 (PDT) From: cassandra.schultz@enron.com To: ted.murphy@enron.com, rick.buy@enron.com Subject: Frevert's Market Risk Report Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Schultz, Cassandra X-To: Murphy, Ted , Buy, Rick X-cc: X-bcc: X-Folder: \RBUY (Non-Privileged)\Buy, Rick\Inbox X-Origin: Buy-R X-FileName: RBUY (Non-Privileged).pst I left a voice mail for David since he's out, but I have a suggestion on our reporting for this meeting (not that I'm reporting anymore...). I wasn't included in the discussions on how this report started up again, so I may not have all the facts on why we're doing what we're doing. - at a minimum, we should use the Commodity DPR instead of the Business Unit DPR - for example, he was unable to see the 850 Bcf NA Gas NOP, or the components thereof as the Business Unit DPR is used - would it be worthwhile to do a report that shows a week on week comparision of NOP, M/G, and VaR, with a 5-day P/L, based on the Concentration Limit DPR? It seems to me that is what he's looking for - what happened this past week, and why, not just what our current position is. This type of report is also consistent with how Credit presents their information (week on week change). Let me know if you agree, and maybe Veronica can have that ready for you next week. Regards, Cassandra.