Can you send me excel file?
 
-----Original Message-----
From: Sturm, Fletcher J. 
Sent: Thursday, January 31, 2002 2:08 PM
To: Hayden, Frank
Subject: PowerLiquidity.xls
 
 
 
 
 
 
 
 
 
 
 
 
 
 
VaR Portfolio
Commodity
Trader
Book
Instrument
Location
Tenor
Liquidity (volume/day)
Best Risk Mitigator
 
 
 
 
 
 
Power
Ballato
ST - ECAR
Forward Phys
Cinergy
< 30 Days
5,000 MW
Power - PJM
 
 
Power
Ballato
ST - ECAR
Forward Phys
Cinergy
30 - 60 Days
2,500 MW
Power - PJM
 
 
Power
Sturm
LT - MW
Forward Phys
Cinergy
60 - 365 Days
1,000 MW
NG
 
 
Power
Sturm
LT - MW
Forward Phys
Cinergy
1 - 2 Years
750 MW
NG
 
 
 
 
 
 
Power
Kaniss
ST - MAIN
Forward Phys
ComEd
< 30 Days
1,500 MW
Power - Cinergy
 
 
Power
Kaniss
ST - MAIN
Forward Phys
ComEd
30 - 60 Days
750 MW
Power - Cinergy
 
 
Power
Sturm
LT - MW
Forward Phys
ComEd
60 - 365 Days
250 MW
Power - Cinergy
 
 
Power
Sturm
LT - MW
Forward Phys
ComEd
1 - 2 Years
150 MW
Power - Cinergy
 
 
 
 
 
 
Power
Saibi
ST - SERC
Forward Phys
Entergy
< 30 Days
2,000 MW
Power - Cinergy
 
 
Power
Saibi
ST - SERC
Forward Phys
Entergy
30 - 60 Days
1,000 MW
Power - Cinergy
 
 
Power
Carson
LT - SE
Forward Phys
Entergy
60 - 365 Days
750 MW
Power - Cinergy
 
 
Power
Carson
LT - SE
Forward Phys
Entergy
1 - 2 Years
250 MW
Power - Cinergy
 
 
 
 
 
 
Power
Saibi
ST - SERC
Forward Phys
SOCO
< 30 Days
2,000 MW
Power - Cinergy
 
 
Power
Saibi
ST - SERC
Forward Phys
SOCO
30 - 60 Days
1,000 MW
Power - Cinergy
 
 
Power
Carson
LT - SE
Forward Phys
SOCO
60 - 365 Days
750 MW
NG
 
 
Power
Carson
LT - SE
Forward Phys
SOCO
1 - 2 Years
250 MW
NG