Message-ID: <16423405.1075852037301.JavaMail.evans@thyme>
Date: Fri, 29 Dec 2000 03:49:00 -0800 (PST)
From: vladimir.gorny@enron.com
To: tim.belden@enron.com, kevin.presto@enron.com, john.lavorato@enron.com
Subject: 12/28 Power VaR
Cc: frank.hayden@enron.com, stacey.white@enron.com, lacrecia.davenport@enron.com, 
	david.port@enron.com
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As of 12/28 Power VaR increased by $8.7 MM to $43.7 MM (limit of $50 MM) and 
West Power increased by $9.2 MM to $35.8 MM. This increase is mainly 
attributable to an addition of a long MidC position of ~1.8 MM Mwhs - a deal 
with BPA: Buy 250-360 MWs for the period 2/01-9/01. See the increase in 
component VaR in 2001 below (Longs are driving the risk in the portfolio).



Vlady.