Here is an email: The Enron Oral History Project Continues... "Using History to Help Enron Become the World's Leading Company" How can an understanding of strategic choices, regulatory change and corporate culture help Enron achieve its vision? Speaker: Joseph Pratt, Cullen Professor of History and Business, University of Houston and Co-Director, Enron Oral History Project Thursday, June 7 11:30 a.m. to 12:30 p.m. EB 5C2 To Make a Reservation, Call 3-1941 and Select Option 1 Lunch will not be provided, but you are welcome to bring your own. Please inform us ahead of time if you need special accommodations to participate in this meeting. Call 3-9390.
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A: The Enron Oral History Project Continues
Q: Debbie, Thank you for returning my call. I went to the eRequest to submit a request for Risktrac but the only option was to get access to the application. I already have the application I merely need access to the VAR module. Therefore, I did not submit an eRequest. Please let me know what I need to submit to ensure I get the proper access. Thank you,
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A: RiskTrac Access
IN: Paul: Here's additional info for the "curtailment" data that we're pulling together. Utility Pricing for Core Gas Customers Prior to the month in question, the utility forecasts gas prices based on NYMEX monthly prices. So for example, based on November's forecast, the utility sets prices to be charged to core consumers in December. When December's over, the utility compares forecast prices with actual prices. If the forecast was too low, and there's an undercollection, the utility will increase January's price forecast by "just enough" to make up for the December undercollection. If prices were too high and there's an overcollection, the utility will reduce January price forecast by just enough to refund the overcollection. If the overcollection/undercollection is very large, the utilities have generally spread out the "true-up" over several months to avoid "rate shock" one way or the other. However, under the current circumstances, the utilities may be less willing to spread it out, and may wish to recover the entire undercollection in the following month. In short, there's at least a one-month lag in customer prices to account for differences in forecasts versus actual.

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OUT: Pricing for CA IOU's Core Gas Customers
IN: This is an email
All, There has been some maintenance on LIM (XMIM, MIM etc.). So, if you are using excel addin please follow the below instructions. 1. Reboot the (your) machine 2. Run Start -> Programs -> Business applications -> LIM -> Xmim Excel User (installation) After these steps you should be able to use the lim, mim etc. This should work. If it doesn't you can contact me Thanks

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OUT: LIM
QUESTION: Lets talk today, susan. I need to satisfy myself that this is really one of those "shit happens" situations like everyone seems to believe, rather than a situation where we may have a cause of action and some $$$ owed to us by someone. DF
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ANS: Gallup
IN: Summary Risk Data as of 21Dec2001 Previous Active Financial Deals 71 71 Active Physical Positions 40 40 P&L Daily ($thousands) 47.0 0.5 VaR ($thousands) 1,611.4* 1,533.8* ETS Margin Account Deals 0 0 *The VaR continues to be over the ETS VaR limit of $1,000,000. Company MTM by Counter Party Asset Liability Net 21Dec01 Previous Change NNG EL Paso Energy Marketing 17,814.4 (20,111.0) (2,296.6) (2,294.5) (2.1) NNG Reliant Energy Services 76.5 - 76.5 76.5 - NNG TransCanada Energy 22,482.7 (21,862.1) 620.6 620.3 0.3 NNG Grand Total 40,373.6 (41,973.1) (1,599.5) (1,597.7) (1.8) The terminated contracts with RMTC are now fixed receivables as of the early termination date of December 14, 2001 except for interest. NNG is owed $4.8mm and TW is owed $33.9mm. Amounts are past due. Definitions: Physical deals modeled in the Caminus Zainet system are deals which have some form of price risk, (i.e. Index to index deals, and anticipated fuel sales) This does not include standard transport and storage agreements or unhedged natural positions. P&L Daily: Daily change in the mark-to-market (MTM) valuation of all deals being tracked in the Caminus Zainet system. This includes the origination and changes in value for both the physical and financial sides of hedges, along with any speculative trades and floating unhedged physical positions. VaR is "Value at Risk": Enron Corp policy defines this as the maximum expected one day loss on the portfolio given a 95% statistical confidence interval. This number is currently calculated on the Caminus system using a variance covariance methodology, rather than a Monte Carlo simulation per the Enron Corp policy.

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OUT:
Daily Summary of Risk Data 12/21