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Sent · Dec 10, 2001, 6:28 PM

FW: Curve Shift File

FromAllen <phillip.allen@enron.com>
ToGossett, Jeffrey C.

EnronVaRCurveShift II.xls

attachment

Jeff,

JP Morgan is comparing a file of calculated daily curve shift to actual P&L.  Gas P&L for 2001 was 1.2 Billion but the theoretical curve shift was -13 million.  This is from a file assembled by David Port which is attached.  The biggest difference is 9/14 ($500 million).  This is probably money coming out of reserves.  Besides that day there are many smaller differences.  Can you help me by pulling the P&L packets from some of the larger days?  The answer might be that the file from RAC is bogus. 

Phillip

 -----Original Message-----

From:   Port, David 

Sent:   Monday, December 10, 2001 11:28 AM

To:     Allen, Phillip K.

Subject:        Curve Shift File