The report named: Enron Americas Position Report <http://erv.corp.enron.com/linkFromExcel.asp?report_cd=102&report_name=Enron+Americas+Position+Report&category_cd=2&category_name=ENRON%20CONSOLIDATED&toc_hide=1&sTV1=2&TV1Exp=Y&current_efct_date=11/12/2001>, published as of 11/12/2001 is now available for viewing on the website.

Publisher's Notes:

Some VaR numbers changed due to factor loading process.