VaR doc - London

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 03/31/2001
10:22 AM ---------------------------

Enron Capital & Trade Resources Corp. - Europe

From: Kirstee Hewitt 03/28/2001 12:41 PM

To: Vince J Kaminski/HOU/ECT@ECT
cc: Viacheslav Danilov/LON/ECT@ECT, Tanya Tamarchenko/HOU/ECT@ECT
Subject: VaR doc - London

Hi Vince,
As we discussed last week here is the VaR doc that I had originally started
at Xmas and has since been expanded with Stig's and Tanya's help.

We would be very grateful for your comments.
Cheers
Kirstee