VAR ,
 EFF_DT PORTFOLIO_ID DOWN95
2/27/01  MANAGEMENT-COAL 0
2/27/01  MANAGEMENT-CRD 0
2/27/01  MANAGEMENT-GAS 881,664.
2/27/01  MANAGEMENT-PWR 177,139.
2/27/01  AGG-MANAGEMENT 984,782
kori.loibl@enron.com