Message-ID: <16217361.1075840040160.JavaMail.evans@thyme>
Date: Tue, 14 Aug 2001 14:44:00 -0700 (PDT)
From: minal.dalia@enron.com
To: tom.alonso@enron.com, robert.badeer@enron.com, tim.belden@enron.com, 
	sean.crandall@enron.com, mark.fischer@enron.com, 
	matt.motley@enron.com, jeff.richter@enron.com, 
	mike.swerzbin@enron.com
Subject: West VaR Reports
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VaR for total power has decreased from $41.9 M to $38.7M.
VaR for the west desk has decreased from $22.7 to $21

Decrease in var for the west desk is due partially to decrease in intra month vol curves (significant change in Aug component var for the NW-LT and NW-ST books) and decrease in overall short position.



 

Minal