Enron Mail

From: j..sturm@enron.com To: frank.hayden@enron.com Subject: PowerLiquidity.xls Cc: Bcc: Date: Thu, 31 Jan 2002 12:08:28 -0800 (PST) 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