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