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