|
|
Enron Mail |
What ?
We had $89m of value-at-risk concentrated primarily in Nymex short positions through July, August and September 01and we were $30m over our VaR limit for this commodity as at last night's close. I wouldn't be doing my job if I didn't say this looks way out of bounds. Has this been sanctioned ? DP -----Original Message----- From: Hayden, Frank Sent: Wednesday, June 13, 2001 5:39 PM To: Lavorato, John; Kitchen, Louise; Port, David; Gorny, Vladimir Subject: COB 06.13.01 NG PNL Estimate The gas desk made approx. 50MM today. Additionally, it appears as if we got shorter approx. 20 - 30bcf this summer. Frank
|