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From: frank.hayden@enron.com To: j..sturm@enron.com Subject: RE: PowerLiquidity.xls Cc: Bcc: Date: Thu, 31 Jan 2002 12:09:22 -0800 (PST) Can you send me excel file? -----Original Message----- From: Sturm, Fletcher J. Sent: Thursday, January 31, 2002 2:08 PM To: Hayden, Frank Subject: PowerLiquidity.xls VaR Portfolio Commodity Trader Book Instrument Location Tenor Liquidity (volume/day) Best Risk Mitigator Power Ballato ST - ECAR Forward Phys Cinergy < 30 Days 5,000 MW Power - PJM Power Ballato ST - ECAR Forward Phys Cinergy 30 - 60 Days 2,500 MW Power - PJM Power Sturm LT - MW Forward Phys Cinergy 60 - 365 Days 1,000 MW NG Power Sturm LT - MW Forward Phys Cinergy 1 - 2 Years 750 MW NG Power Kaniss ST - MAIN Forward Phys ComEd < 30 Days 1,500 MW Power - Cinergy Power Kaniss ST - MAIN Forward Phys ComEd 30 - 60 Days 750 MW Power - Cinergy Power Sturm LT - MW Forward Phys ComEd 60 - 365 Days 250 MW Power - Cinergy Power Sturm LT - MW Forward Phys ComEd 1 - 2 Years 150 MW Power - Cinergy Power Saibi ST - SERC Forward Phys Entergy < 30 Days 2,000 MW Power - Cinergy Power Saibi ST - SERC Forward Phys Entergy 30 - 60 Days 1,000 MW Power - Cinergy Power Carson LT - SE Forward Phys Entergy 60 - 365 Days 750 MW Power - Cinergy Power Carson LT - SE Forward Phys Entergy 1 - 2 Years 250 MW Power - Cinergy Power Saibi ST - SERC Forward Phys SOCO < 30 Days 2,000 MW Power - Cinergy Power Saibi ST - SERC Forward Phys SOCO 30 - 60 Days 1,000 MW Power - Cinergy Power Carson LT - SE Forward Phys SOCO 60 - 365 Days 750 MW NG Power Carson LT - SE Forward Phys SOCO 1 - 2 Years 250 MW NG