Problem: BODY: I started a spreadsheet for us to keep track of our books, traders, file names, etc. It is saved in O:\erms\erms_adm\Netco\Controls\Trader Matrix.xls Please add any other fields you think we should have. Jeff mentioned he wants to be able to quickly tell what books belong to what traders, O'neil had this idea. Is everyone ready to start setting up their books today? Has Scott Neal gotten back to you yet Phillip? KK
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A: SUBJECT: trader matrix

Problem: BODY: The following schedule has been distributed as noted regarding publishing the DPR over the next two weeks. I know that books run in Calgary, Houston, and Portland will be calculated and officialized on Friday, December 22nd for trading that day. The current plan is not to publish the DPR for December 22nd on Tuesday, December 26th, but to wait until the first Enron official business day to do so (i.e. Wednesday, December 27th). That will work as long as trading results for Friday, December 22nd are not dramatic. Please leave a voice mail message after calcing the books on Friday, December 22nd for Chris Abel (x33102) to give him trading results by commodity for December 22nd. If there are dramatic results, Chris may produce a preliminary and rough DPR on Tuesday, December 26th with the information that you provide. For locations that will not calc and officialize books on Friday, December 22nd, you will still need to contact Chris to give him your best estimate of trading results.
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A: SUBJECT: Publication Schedule for DPR During Holiday Period

Problem: BODY: Summary Risk Data as of 11/14/2001 Active Financial Deals 83 Active Physical Positions 38 P&L Daily ($thousands) 10.8 VaR ($thousands) 137.7 ETS Margin Account Deals 0 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 or storage agreements. 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. More detailed reports are available from the Caminus Zainet risk management system. Please call Vince Strohmeyer at 713.853.6701 with any questions you may have.
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A:
SUBJECT: Daily Summary of Risk Data