Message-ID: <4487767.1075856590653.JavaMail.evans@thyme> Date: Fri, 22 Dec 2000 05:24:00 -0800 (PST) From: stinson.gibner@enron.com To: vince.kaminski@enron.com Subject: EOL WTI Trading simulation Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Stinson Gibner X-To: Vince J Kaminski X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\C:\Technote\Mail\Projects X-Origin: Kaminski-V X-FileName: vkamins.nsf ---------------------- Forwarded by Stinson Gibner/HOU/ECT on 12/22/2000 01:28 PM --------------------------- Stinson Gibner 12/22/2000 01:24 PM To: Ted Murphy/HOU/ECT@ECT cc: Subject: EOL WTI Trading simulation Ted, Maximum daily loss was $12.2 MM on a daily move of $1.74 when we would have started the day already near the position limit of 5 MM bbl. --Stinson