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---------------------- Forwarded by Jeffrey A Shankman/HOU/ECT on 01/05/2001 03:13 PM --------------------------- From: Scott Earnest 01/04/2001 07:25 PM To: Jeffrey A Shankman/HOU/ECT@ECT, John L Nowlan/HOU/ECT@ECT cc: Brent Price Subject: Jan 3 REVISED - One day and Five day Curve Shift Limits Revised The V@R violation memo should state that the reason we had a violation was the additional trading positions relating to the EOL 24 hr. trading activity. There is currently a memo requesting an additional $2mm of V@R on Greg Whalley's desk. This addtional V@R will be temporary until there are Board approved limits for these trading positions. Scott ---------------------- Forwarded by Scott Earnest/HOU/ECT on 01/04/2001 06:24 PM --------------------------- Bradley Samuelson@ENRON 01/04/2001 05:00 PM To: Cindy Horn/LON/ECT@ECT, Michelle Bruce/HOU/ECT@ECT, Jeffrey A Shankman/HOU/ECT@ECT, John Swinney/HOU/ECT@ECT, Mark Fondren/HOU/ECT@ECT, Homan Amiry/LON/ECT@ECT, Lee Jackson/HOU/ECT@ECT, Manfred Roenz/Corp/Enron@Enron, Bjorn Hagelmann/HOU/ECT@ECT, Oliver Gaylard/LON/ECT@ECT, Mary Thambiah/LON/ECT@ECT, Scott Earnest/HOU/ECT@ECT, John Buckner Thomas/LON/ECT@ECT, John Chismar/SIN/ECT@ECT, John L Nowlan/HOU/ECT@ECT, David J Botchlett/HOU/ECT@ECT, Hugo Moreira/LON/ECT@ECT, Christian LeBroc/Corp/Enron@ENRON, Joel Bennett/HOU/ECT@ECT cc: Subject: Jan 3 REVISED - One day and Five day Curve Shift Limits Revised
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