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Enron Mail |
Greg
Why is EES's var being put in my 60 Million limit. Lavo -----Original Message----- From: Gorny, Vladimir Sent: Monday, February 12, 2001 10:13 AM To: Lavorato, John; Kitchen, Louise; Belden, Tim; Presto, Kevin Subject: VaR Limit Changes The Enron Corp. Board of Directors is meeting today and tomorrow. If approved (very likely), the proposed limit changes will become effective tomorrow, Feb-13th: Current Proposed NA Natural Gas $60 MM $61 MM* NA Power $50 MM $54 MM** * NA Natural Gas limit will also include all positions in the EES and Cross-commodity portfolios. As of 2/9, EES Gas VaR was $0.1 MM and Cross-commodity Gas VaR was $1.4 MM. ** NA Power limit will also include all positions in the EES and Cross-commodity portfolios. As of 2/9, EES Power VaR was $ MM and Cross-commodity Power VaR was $0.2 MM. Also, $10 Million of Discretionary VaR is currently allocated to NA Natural Gas. Again, if limit changes are approved, additional $5 MM of Discretionary VaR will be allocated to Gas: Current Proposed NA Natural Gas with Discretionary VaR $70 MM $76 MM* As of 2/9, Gas VaR was $73.5 MM and Power VaR was $36.4 MM. If you have any questions, feel free to call me (x36954). Vlady.
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