Enron Mail

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
Cc:fran.chang@enron.com, minal.dalia@enron.com, lacrecia.davenport@enron.com,heather.dunton@enron.com, frank.hayden@enron.com, samantha.law@enron.com, araceli.romero@enron.com
Bcc:fran.chang@enron.com, minal.dalia@enron.com, lacrecia.davenport@enron.com,heather.dunton@enron.com, frank.hayden@enron.com, samantha.law@enron.com, araceli.romero@enron.com
Date:Tue, 14 Aug 2001 14:44:00 -0700 (PDT)

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