Spreadsheet: mike_swerzbin__27996__Performance 11-14-01
Sheet: October Trader Performance

Trader Performance Summary
YTD thru 10/31/01 in ($000's)
 |  |  |  |  |  |  |  |  |  | P&L | RoVaR | [NAME] | Efficiency | Total | Overall |  | MTD | Avg. Daily | MTD | Daily
 | Desk | Trader |  | P&L | % Ttl | RoVaR | [NAME] | Efficiency |  | Rank | Rank | Rank | Rank | Rank | Rank |  | VaR | VaR | STD P&L | STD P&L
 | POWER-WM-LT | [NAME] |  | 4573115 | 0.7413749443942245 | 1.493883752269612 | 1.023497601865706 | 0.4164895635757184 | -0.5835104364242816 | 2 | 1 | 2 | 6 | 2.1 | 1 |  | 3061225.475578141 | 638309.6363367662 | 4468124.782768216 | 931668.421012809
 | POWER-CA-ST | [NAME] |  | 3297049 | 0.5345042753221892 | 0.9513932414821568 | 1.726391596343473 | 1.103096099814646 | -0.1030960998146457 | 3 | 2 | 1 | 1 | 2.1 | 2 |  | 3465495.503062007 | 722605.7642384019 | 1909792.081346553 | 398219.1768128179
 | POWER-NW-LT | [NAME] |  | 20128153 | 3.263094916951234 | 0.7642476746220379 | 0.7852053917121473 | 0.6245730558959889 | -0.3754269441040111 | 1 | 3 | 3 | 3 | 2.2 | 3 |  | 26337211.96463498 | 5491688.320702842 | 25634252.1491229 | 5345111.066665671
 | POWER-CA-LT | [NAME] |  | -162086 | -0.02627672805890127 | -0.02480172349843971 | -0.02160501672649077 | 0.5295498424022609 | -0.4704501575977391 | 11 | 4 | 4 | 5 | 6.9 | 4 |  | 6535271.631836267 | 1362698.335016162 | 7502239.042530336 | 1564324.978069323
 | POWER-SW-ST | [NAME]/Mark Fischer |  | -86142 | -0.01396499332730694 | -0.03766285258583994 | -0.03285268846502458 | 0.530263583804413 | -0.469736416195587 | 10 | 5 | 5 | 4 | 6.9 | 4 |  | 2287187.350019969 | 476911.5301281675 | 2622068.513257536 | 546739.0796594004
 | POWER-SW-LT | [NAME] |  | -22415776 | -3.633955123707449 | -1.087407802972227 | -1.146295335701854 | 0.640823128573109 | -0.359176871426891 | 13 | 7 | 6 | 2 | 8.7 | 6 |  | 20613955.44406674 | 4298306.840818224 | 19554974.4484263 | 4077494.039014678
 | POWER-NW-ST | [NAME] |  | -624948 | -0.1013140471536976 | -0.3397678751070214 | -1.310204270322898 | 2.344179124715168 | -1.344179124715168 | 12 | 6 | 7 | 7 | 8.7 | 6 |  | 1839338.106356145 | 383528.5074997011 | 476985.164951403 | 99458.28218375897
 | HOURLY | [NAME] |  | 621565 | 0.1007656088491971 |  |  |  | -1 | 5 |  |  |  |  |  |  | 0 | 0 | 184092.3996351598 | 38385.9188422862
 | POWER-MGMT-ST | [NAME] |  | -1907 | -0.0003091551423832084 |  |  |  | -1 | 8 |  |  |  |  |  |  | 0 | 0 | 388.6804563676071 | 81.045477614928
 | W-BOM | [NAME] |  | -2115 | -0.0003428752627899768 |  |  |  | -1 | 9 |  |  |  |  |  |  | 0 | 0 | 36629.29159830928 | 7637.735274947192
 | W-SERVICES/RENEWABLE | [NAME] |  | 641932 | 0.104067424677681 |  |  |  | -1 | 4 |  |  |  |  |  |  | 0 | 0 | 312120.8847203684 | 65081.70339244341
 | MIDDLE MARKET | [NAME] |  | 189224 | 0.03067623107620358 |  |  |  | -1 | 12 |  |  |  |  |  |  | 0 | 0 | 189224 | 39455.93148553591
 | ORIGINATION | [NAME] |  | 10360 | 0.001679521381798657 |  |  |  | -1 | 13
 |  | Total Power West |  | 6168424 | 1 | 0.1109217739264971 | 0.196418318405238 | 1.076463428652126 |  |  |  |  |  |  |  |  | 55610578.35306113 | 11595607.16066359 | 31404525.04676113 | 6548296.138866126
 | Reconciliation
 |  | 6168424
 | Prudencies
 | POWER-CA-ST 10-31-01 | 5518290
 | Total | 650134
 | Per DPR | 650134
 | Difference | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 187
 |  |  |  |  |  |  |  |  |  | P&L | RoVaR | [NAME] | Efficiency | Total | Overall |  | YTD | Avg. Daily | YTD | Daily
 |  |  |  |  |  |  |  |  |  | P&L | RoVaR | [NAME] | Efficiency | Total | Overall |  | YTD | Avg. Daily | YTD | Daily
 | Desk | Trader |  | P&L | % Ttl | RoVaR | [NAME] | Efficiency |  | Rank | Rank | Rank | Rank | Rank | Rank |  | VaR | VaR | STD P&L | STD P&L
 | POWER-CA-LT | [NAME] |  | 141063677 | 0.1429727942949208 | 3.354873941452114 | 4.594702962023837 | 0.8325595979029746 | -0.1674404020970254 | 3 | 2 | 2 | 3 | 2.5 | 1 |  | 42047385.22572995 | 3074809.332222684 | 30701370.28789897 | 2245106.547445654
 | POWER-CA-ST | [NAME] Richter/Chris Mallory |  | 102688996 | 0.1040787608383407 | 3.880841229427411 | 5.399130004811014 | 0.8457305273644035 | -0.1542694726355965 | 5 | 1 | 1 | 2 | 2.7 | 2 |  | 26460499.13645939 | 1934983.334713251 | 19019544.98382086 | 1390846.876611368
 | POWER-NW-LT | [NAME] |  | 331544579 | 0.3360316128223648 | 1.907693872090714 | 3.998473608056058 | 1.274147325192747 | -0.2741473251927466 | 1 | 4 | 3 | 6 | 2.8 | 3 |  | 173793386.7956748 | 12709031.12593371 | 82917786.01014385 | 6063549.037889257
 | POWER-SW-LT | [NAME] |  | 149231323 | 0.151250978986163 | 1.525432441440202 | 2.326589636176507 | 0.9271732827625596 | -0.07282671723744039 | 2 | 5 | 6 | 1 | 3.6 | 4 |  | 97828864.0951589 | 7153955.059647046 | 64141660.68634483 | 4690502.769764326
 | POWER-WM-LT | [NAME] |  | 105883642 | 0.1073166423051842 | 2.699235000035376 | 3.358218025569484 | 0.7563142610152853 | -0.2436857389847147 | 4 | 3 | 4 | 5 | 3.8 | 5 |  | 39227278.09865103 | 2868582.674710964 | 31529710.45768964 | 2305680.779842124
 | POWER-NW-ST | [NAME] |  | 32378625 | 0.03281682847156593 | 1.337431020233116 | 1.366778524725875 | 0.6212420614738369 | -0.3787579385261631 | 7 | 6 | 7 | 7 | 6.7 | 6 |  | 24209566.33289122 | 1770378.825931993 | 23689737.88675379 | 1732365.205138277
 | POWER-SW-ST | [NAME]/Mark Fischer |  | 30070824 | 0.03047779432284874 | 1.185634589457628 | 2.391985788386221 | 1.226427363975044 | -0.226427363975044 | 8 | 7 | 5 | 4 | 6.7 | 7 |  | 25362640.62079699 | 1854699.968903545 | 12571489.40683615 | 919318.3533425617
 | HOURLY | [NAME] |  | 22273576 | 0.02257502049702196 |  |  |  | -1 | 9 |  |  |  |  |  |  | 0 | 0 | 2348428.6548868 | 171734.1115348687
 | POWER-MGMT-ST | [NAME] |  | -611838 | -0.0006201184484636379 |  |  |  | -1 | 13 |  |  |  |  |  |  | 0 | 0 | 24545457.26075617 | 1794941.603238204
 | W-BOM | [NAME] |  | 1148825 | 0.001164372883927181 |  |  |  | -1 | 12 |  |  |  |  |  |  | 0 | 0 | 326638.621478623 | 23886.18165422169
 | W-SERVICES/RENEWABLE | [NAME] |  | 9735621 | 0.009867380236843757 |  |  |  | -1 | 10 |  |  |  |  |  |  | 0 | 0 | 4530019.144609435 | 331267.8081220852
 | MIDDLE MARKET | [NAME] |  | 52604854 | 0.05331679373320421 |  |  |  | -1 | 6 |  |  |  |  |  |  | 0 | 0 | 14398490.35685286 | 1052921.894702691
 | ORIGINATION | [NAME] |  | 8634285 | 0.008751139056078343 |  |  |  |  | 11 |  |  |  |  |  |  | 0 | 0 | 0
 |  | Total Power West |  | 986646989 | 1 | 3.24301377636632 | 6.241470208491925 | 1.169963211788812 |  |  |  |  |  |  |  |  | 304237680.453366 | 22248062.60959483 | 158079259.5401005 | 11559900.33281111
 | Reconciliation
 |  | 986646989
 | Prudencies
 | POWER-CA-LT | 10000000
 | POWER-NW-LT | 124206542
 | POWER-WM-LT | 27200000
 | POWER-CA-ST | 30518290
 | POWER-NW-ST | 900000
 | Total | 793822157
 | Per DPR | 793822158
 | Difference | 1