Spreadsheet: fletcher_sturm__10998__var
Sheet: E. VaR & Off-Peak Pos By Trader

2001-11-16 16:12:27.960000 |  | 2001-11-16 16:12:27.960000
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 | 20003 | 2004-2015 | Total Off-Peak
 |  | VAR LIMIT | 25000000 |  |  |  |  | All Regions
East Position |  | Total East Position | 20032765.3316628 | -2790612.2872275 | 0 | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | 0 | 261800.2854175001 | -82312.48189851336 | 179487.8035189867 | -368247.7055263848 | -1174119.04958886 | -500723.3666120928 | -338513.4991784164 | -372164.6018282996 | -370050.8464375591 | -1112803.104765753 | -4236622.173937365 | -6778931.404553547 | -4302281.350883316 | -15138347.12585524
East Power Mgmt | EPMI-LT-MGMT | [NAME] | 5696386.73255787 | -1012105.488252459 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -55063.15369379966 | -227071.2410699834 | -282134.394763783 | 5157.829784542284 | -370419.5299022589 | -167686.9538801536 | -96328.13859647689 | 42720.23367901501 | -94524.40892296021 | -268268.7019953917 | -949349.6698336839 | -663937.5309494871 | -310048.8803095318 | -2205470.475856486
 |  | VAR LIMIT | 2000000
Long Term Option | EPMI-LT-OPTION | [NAME] | 291586.36957879 | 5111.490332952002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -128.4055953316946 | -1083.511675874561 | -1211.917271206256 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1211.917271206256
Long Term Options A | EPMI-LT-OPTIONA | [NAME] | 180341.418334823 | 10277.38933901399 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Long Term Options B | EPMI-LT-OPTIONB | [NAME] | 119555.466494257 | 36519.962730261 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Long Term Options Y | EPMI-LT-OPTY | [NAME] | 41723.2488950793 | 27025.8151193877 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Long Term Options Z | EPMI-LT-OPTZ | [NAME] | 30977.7836754319 | -9177.590644271506 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total option position |  |  | 496040.505554868 | 61411.06279667799 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -128.4055953316946 | -1083.511675874561 | -1211.917271206256 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1211.917271206256
 |  | VAR LIMIT | 12000000 |  |  |  |  | Midwest Region
LT-MIDWEST | EPMI-MIDWEST | [NAME] | 9384349.18268155 | -697225.7250391506 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 14777.92089765867 | 54577.44484759537 | 69355.36574525404 | -312387.0951771785 | -477510.2879560749 | -47440.136552404 | -48797.01059223979 | -16912.67909697854 | -87501.62283143609 | -253049.2663050902 | -1243598.098511402 | -1985101.107237181 | -115296.3618425344 | -3274640.201845864
MIDWEST-HRate | EPMI-MIDWEST-HR | [NAME] | 3494918.93319016 | -159620.4904203201 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
ST-ECAR | EPMI-ST-ECAR | Russel Ballato | 219277.524878691 | -105276.316825366 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
ST- MAPP/MAIN | EPMI-ST-MAPP | [NAME] | 34353.9445056005 | -8541.7709285038 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5988.115786121806 | 21119.69151459025 | 27107.80730071205 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 27107.80730071205
Total Midwest | Total Midwest |  | 10185695.7648322 | -878040.6325097997 | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | 0 | 20766.03668378048 | 75697.13636218561 | 96463.17304596609 | -312387.0951771785 | -477510.2879560749 | -47440.136552404 | -48797.01059223979 | -16912.67909697854 | -87501.62283143609 | -253049.2663050902 | -1243598.098511402 | -1985101.107237181 | -115296.3618425344 | -3247532.394545152
 |  | VAR LIMIT | 12500000 |  |  |  |  | Northeast Region
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -210134.2934433956
 | EPMI-LT-NY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1083857.18108072
 | EPMI-LT-NENG |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 26827.36912397328
LT-NE | EPMI-LT-NEMGMT | [NAME] | 1986036.90588143 | -336971.8961384199 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 46486.44192156054 | -83164.0020621335 | -36677.56014057295 | 113402.9516949714 | -139734.0895314408 | -97467.9911839794 | -110226.0337412799 | 13482.52826986053 | -80492.50004903969 | -383470.507459007 | -684505.6419999147 | -202828.7257385544 | -1267164.105400142 | -2191176.033279184
LT-PJM | EPMI-LT-PJM | [NAME] | 2030566.4812871 | -401693.11537455 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50911.20817834841 | 131789.9420046872 | 182701.1501830356 | 70116.26648373538 | 177021.4780116238 | 38714.1033294665 | 39417.0164131419 | 38489.0968341964 | 19564.537646044 | 288118.9649274073 | 671441.4636456154 | -537777.9938519452 | -4062571.259164193 | -3746206.639187487
ST- PJM | EPMI-ST-PJM | [NAME] | 1065547.14835361 | -13856.02329789009 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 82698.40224104519 | 105673.2387277871 | 188371.6409688323 | -147959.8713055218 | -76782.038905332 | -38714.1033294664 | -39417.016413142 | -76978.1936683926 | -39129.075292088 | -115247.585970963 | -534227.8848849058 | 0 | 0 | -345856.2439160735
ST-PJM-OFF | EPMI-ST-PJM-OFF | [NAME] | 58855.0179178236 | -427.6569822126985 |  |  |  |  |  |  | 0 | 0 | 0 | 14375.09553263809 | 21119.69151459018 | 35494.78704722827 | 29.0068311539 | 0 | 0 | 0 | 0 | 0 | 0 | 29.0068311539 | -365.938113996 | 0 | 35157.85576438616
ST- NENG | EPMI-ST-NENG | [NAME] | 1802155.50605936 | -54883.38719205 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 13594.76832421731 | -42209.47056724601 | -28614.7022430287 | 73921.92199045233 | -38355.96443001264 | -18253.11757063565 | 59071.89308396086 | 115354.9725479125 | 58625.32320533518 | 172650.1572800134 | 423015.1861070259 | -1327687.368867745 | 0 | -933286.8850037474
ST- NY | EPMI-ST-NY | [NAME] | 83552.0379708303 | -3216.942286144898 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 46343.06599015092 | 0 | 46343.06599015092 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 46343.06599015092
NE- PHYS | EPMI-NE-PHYS | [NAME] | 5863.29395722629 | 2678.32369171327 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -5992.637843554007 | 0 | -5992.637843554007 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -5992.637843554007
LT-ONTARIO | EPMI-LT-ONTARIO | [NAME] | 0 | -1623.64342871462 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Northeast | Total Northeast |  | 4888968.06110281 | -1165805.262016419 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 248416.3443444064 | 133209.3996176849 | 381625.7439620914 | 109510.2756947913 | -77850.6148551616 | -115721.108754615 | -51154.14065731913 | 90348.40398357685 | -41431.7144897485 | -37948.97122254927 | -124247.8703010252 | -2068660.02657224 | -5329735.364564335 | -7141017.517475509
 |  | VAR LIMIT | 3000000 |  |  |  |  | Southeast Region
LT-SPP | EPMI-LT-SPP | [NAME] | 1039073.90953307 | -234960.9828414199 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -21119.69151459025 | -21119.69151459025 | -110882.8829856795 | -115067.8932900375 | -58018.4481452547 | -59071.8930839607 | -115354.9725479124 | -58625.3232053352 | -172650.157280013 | -689671.570538193 | -442562.4562892482 | 1036882.781565149 | -116470.9367768823
LT-SERC | EPMI-LT-SERC | [NAME] | 1585957.67668511 | -79833.34226697008 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
SE-HRLY-MGMT | EPMI-HRLY-SE-MG | [NAME] | 9721.04092759009 | 1304.347090972748 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
SE-ANALYST | EPMI-SE-ANALYST | [NAME] | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Southeast | Total Southeast |  | 2382143.44228304 | -292224.80613242 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -21119.69151459025 | -21119.69151459025 | -110882.8829856795 | -115067.8932900375 | -58018.4481452547 | -59071.8930839607 | -115354.9725479124 | -58625.3232053352 | -172650.157280013 | -689671.570538193 | -442562.4562892482 | 1036882.781565149 | -116470.9367768823
 |  | VAR LIMIT | 5000000 |  |  |  |  | Ercot Region
ERCOT-Management | EPMI-ERCOT-MGMT | [NAME] | 3296999.87506907 | -301024.5725974697 |  |  |  |  |  |  | 0 | 0 | 0 | -12270.99657181545 | 3632.218342119783 | -8638.778229695665 | -25620.36749615361 | 20703.15757940033 | 1094.152879197271 | -6339.453563767729 | 12212.40186112275 | -13093.76240521083 | -45298.88468716235 | -56342.75583257417 | -1156272.692173685 | 415916.4742679353 | -805337.7519680192
LT- Texas | EPMI-LT-ERCOT | [NAME] | 1302259.49998739 | -450916.7612887502 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -442562.4562892486 | 0 | -442562.4562892486
St- Texas | EPMI-ST-ERCOT | [NAME] | 55322.41311707041 | -327261.0893857916 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Offpeak-Texas | EPMI-ERCOT-OFF | [NAME] | 684909.476098438 | 121054.961357043 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 58683.23323349823 | -42239.38302918049 | 16443.85020431774 | -36960.9609952265 | -153423.85772005 | -116036.8962905094 | -78762.5241119476 | -384516.575159708 | -78167.0976071136 | -345300.314560026 | -1193168.226444581 | 0 | 0 | -1176724.376240263
Services-Texas | EPMI-ERCOT-ASST | [NAME] | 1621.83706800028 | -31225.27628660802 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2195.642454911324 | 0 | 2195.642454911324 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2195.642454911324
ERCOT OPTION | EPMI-ERCOT-OPTN | [NAME] | 45934.4296193006 | 654.254694027506 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -798.415438149574 | -3337.408930875042 | -4135.824369024616 | 2935.495648519792 | -550.023444677084 | 3086.024131646559 | 1939.661427295397 | -661.41454741522 | 3293.083024245313 | 9713.191284479408 | 19756.01752409417 | -19835.13504245638 | 0 | -4214.941887386831
Total Ercot | Total Ercot |  | 4904318.1674127 | -553969.3058559 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 47809.46367844453 | -41944.57361793575 | 5864.890060508787 | -59645.83284286032 | -133270.7235853268 | -111856.7192796656 | -83162.31624841993 | -372965.5878460005 | -87967.77698807912 | -380886.0079627089 | -1229754.964753061 | -1618670.28350539 | 415916.4742679353 | -2426643.883930007