Spreadsheet: kevin_presto__20028__var
Sheet: E. VaR & Peak Pos By Trader

Portfolio |  |  | Trader |  | Change in
name |  |  | name | VAR | VAR | Feb | [NAME] | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 2001 total | Jan/Feb 02 | Mar/Apr 02 | May 02 | June 02 | July/Aug 02 | Sep 02 | Q4 02 | 2002 | 2003 | 2004-2015 | Total Peak
 |  |  | VAR LIMIT | 25000000 |  |  |  |  | All Regions
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | delta's
Total east power position |  | PWR-EAST | Total East |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | VaR
East Power Mgmt | EPMI-LT-MGMT | K_PRESTO | [NAME]
 |  |  | VAR LIMIT | 2000000
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Hourly and analyst position
Long Term Option | EPMI-LT-OPTION | H_ARORA | [NAME] |  |  | 0
Long Term Options A | EPMI-LT-OPTIONA | R_STALFORD | [NAME] |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Yearly Position
Long Term Options B | EPMI-LT-OPTIONB | S_WANG | [NAME] |  |  | 0
Long Term Options Y | EPMI-LT-OPTY | H_CHEN | [NAME] |  |  | 0
Long Term Options Z | EPMI-LT-OPTZ | J_GUALY | [NAME] |  |  | 0 | 0 | 0 | 0 | 0 | 0
Total option |  | LAVORATO-EA-OPT
 |  |  | VAR LIMIT | 12000000 |  |  |  |  | Midwest Region
LT-MIDWEST | EPMI-MIDWEST | F_STURM-PWR | [NAME]
MIDWEST-HRate | EPMI-MIDWEST-HR | F_STURM-HR | [NAME]
ST-ECAR | EPMI-ST-ECAR | R_BALLATO | Russel Ballato
ST- MAPP/MAIN | EPMI-ST-MAPP | [NAME] | [NAME]
Total Midwest | Total Midwest | LAVORATO-EA-MW
 |  |  | VAR LIMIT | 12500000 |  |  |  |  | Northeast Region
 | EPMI-LT-NY
 | EPMI-LT-NENG
LT-NE | EPMI-LT-NEMGMT | D_DAVIS | [NAME] |  |  |  |  |  |  | 0 | 0 | 0 | 0
LT-PJM | EPMI-LT-PJM | R_BENSON | [NAME]
ST- PJM | EPMI-ST-PJM | G_GUPTA | [NAME]
ST- PJM- OFF | EPMI-ST-PJM-OFF | [NAME] | [NAME]
ST- NENG | EPMI-ST-NENG | P_BRODERICK | [NAME]
ST- NY | EPMI-ST-NY | B_ROGERS | [NAME]
NE- PHYS | EPMI-NE-PHYS | P_THOMAS | [NAME]
LT-ONTARIO | EPMI-LT-ONTARIO | G_TRIPP | [NAME]
Total Northeast | Total Northeast | LAVORATO-EA-NE
 |  |  | VAR LIMIT | 3000000 |  |  |  |  | Southeast Region
LT-SPP | EPMI-LT-SPP | M_CARSON | [NAME] |  |  | 0
LT-SERC | EPMI-LT-SERC | J_SUAREZ | [NAME]
SE-HRLY-MGMT | EPMI-HRLY-SE-MG | [NAME] | [NAME] |  |  | 0
SE-ANALYST | EPMI-SE-ANALYST | L_PODURGIEL | [NAME] | 0 | 0 |  |  |  | 0 | 0 | 0
Total Southeast | Total Southeast | LAVORATO-EA-SE
 |  |  | VAR LIMIT | 5000000 |  |  |  |  | Ercot Region
ERCOT-Management | EPMI-ERCOT-MGMT | D_GILBERT | [NAME]
LT- Texas | EPMI-LT-ERCOT | J_KING | [NAME]
ST- Texas | EPMI-ST-ERCOT | P_SCHIAVONE | [NAME]
Offpeak-Texas | EPMI-ERCOT-OFF | E_SAIBA | [NAME]
Asset-Texas | EPMI-ERCOT-ASST | J_FORNEY | [NAME]
 |  | C_DEAN
Ercot Option | EPMI-ERCOT-OPTN | D_GLBRT_EPT_PWR | [NAME]
Total Ercot | Total Ercot | LAVORATO-EA-TX
Portfolio |  |  | Trader |  | Change in
name |  |  | name | VAR | VAR | Feb | [NAME] | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 2001 total | Jan/Feb 02 | Mar/Apr 02 | May 02 | June 02 | July/Aug 02 | Sep 02 | Q4 02 | 2002 | 2003 | ,2004-2015 | Total Peak
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas [NAME]
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Peak
 |  |  | Other positions           (in contracts) |  |  |  |  |  | Gas positions |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Book | Gas Hedge Position | Spread Option Position | HRate Swap Position | Total Position
LT- MGT-GAS |  |  | spread option |  |  |  |  |  |  |  |  |  | 0
LT- MGT-GAS | PWR-GAS-LT-MGMT |  | hedge positions
LT- MGT-GAS | PWR-GAS-LT-MGMT | K_PRESTO_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT- MGT-GAS
MW-GAS | PWR-MW-GAS-MTM | F_STURM_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MW-GAS
MW-HR-GAS | PWR-NG-MW-HR | F_STURM_GASHR | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MW-HR-GAS
[NAME] |  |  | Sprd opts/heat rt swap |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME]
[NAME] | PWR-NG-TEXAS |  | hedge positions |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME]
[NAME] | PWR-NG-TEXAS | D_GILBERT_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME]
LT-NE-GAS | PWR-NE-GAS-MTM |  | gas hedges |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-NE-GAS
LT-NE-GAS | PWR-NE-GAS-MTM |  | spread option |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-NE-GAS
LT-NE-GAS | PWR-NE-GAS-MTM | D_DAVIS_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-NE-GAS
ERCOT-ASST-GAS | PWR-NG-ERCT-AST | J_FORNEY_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ERCOT-ASST-GAS
ST-TX-GAS | PWR-NG-ST-TEXAS | P_SCHIAVONE_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST-TX-GAS
OPTION-TX-GAS |  |  | spread option |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OPTION-TX-GAS
OPTION-TX-GAS | PWR-NG-ERCT-OPT |  | Hedge position |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OPTION-TX-GAS
OPTION-TX-GAS | PWR-NG-ERCT-OPT | D_GLBRT_EPT_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OPTION-TX-GAS
LT-PJM-GAS | PWR-PJM-GAS-MTM | R_BENSON_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-PJM-GAS
ST-MAPP-GAS | PWR-NG-ST-MAPP | M_LORENZ_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST-MAPP-GAS
LT-SPP-GAS | PWR-NG-LT-SPP | M_CARSON_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-SPP-GAS
[NAME] | PWR-NG-LT-SERC | J_SUAREZ_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME]
ST-ECAR-GAS | PWR-NG-ST-ECAR | R_BALLATO_GAS | Russel Ballato |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST-ECAR-GAS
Crude option book | PWR-CL-LT-OPT | H_ARORA_CRUDE | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Crude option book
LT-OPTB gas book | PWR-NG-LT-OPTB | S_WANG_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-OPTB gas book
LT-OPT-gas book | PWR-NG-LT-OPT | H_ARORA_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-OPT-gas book
[NAME]-gas book | PWR-NG-LT-OPTA | R_STALFORD_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME]-gas book
LT-OPTY-gas book | PWR-NG-LT-OPTY | H_CHEN_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME]-gas book
[NAME] book | PWR-NG-LT-OPTZ | J_GUALY_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] book
MGMT-Coal book | PWR-COAL-MGMT | K_PRESTO_COAL | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MGMT-Coal book
ST-NENG-GAS | PWR-NG-ST-NENG | P_BRODERICK_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST-NENG-GAS
ST-NY-GAS | PWR-NG-ST-NY | G_GUPTA_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST-NY-GAS
MW-Coal book | PWR-COAL-MW | F_STURM_COAL | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MW-Coal book
LT-ERCOT-GAS | PWR-NG-LT-ERCOT | [NAME] | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | LT-ERCOT-GAS
ERCOT-OFF-GAS | PWR-NG-ERCT-OFF | E_SAIBA_GAS | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ERCOT-OFF-GAS
Total Contracts | Total GAS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Totals
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Coal Books Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Crude Books Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | tie to VAR report
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Check