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26 Berg, Jeff Matador Capital Management
27 Berkery, Dan UBS Securities
28 Besselman, Craig Strs. Ohio
29 Beulieu, Mike Merrill Lynch Investment Management
30 Bielawski, Ben Institutional Capital
31 Boe, Rick Howard Hughes Medical Institute
32 Boit, David Sextant
33 Bolgert, Tom Amcore
34 Bonnie, Pamela JK Utilities
35 Boone, Kevin Bear Stearns & Company
36 Boyd, Jim Harbor Capital Management
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GOVERNMENT EXHIBIT
4463
Crim No. H 04-0025
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Interoffice Memorandum
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E ENRON
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To:
The Finance Committee of the Board of Directors
From:
Jeff Skilling and Rick Buy
Department:
Risk Assessment and Control
Subject:
Changes to the Risk Management Policy
Date:
December 11, 2000
I. We are recommending BOD approval of the following amendments to the Risk Management Policy:
Note: Enron Corp. Aggregate VaR Limit - - - NO CHANGE REQUESTED - - - $100 MM
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Permanent Limit increases to Permanent Commodity Groups within the Trading Portfolio:
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Proposed Permanent Additional Discretionary Limits * Existing Permanent
Pulp & Paper
Net Open Position Limit 500,000 MT 300,000 MT
Maturity / Gap Limit 500,000 MT 300,000 MT
VaR Limit $5 MM $2 MM $3 MM
North American Natural Gas
Net Open Position Limit 500 Bcf 300 Bcf
Maturity / Gap Limit 200 Bcf 3-month 350 Bcf 12-month
VaR Limit $60 MM (no change) $60 MM
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Permanent Limits requested for Commodity Groups under the Interim Policy:
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Proposed Permanent Discretionary Limits * Existing Interim
Lumber
Net Open Position Limit 44 MM Board Feet 44 MM Board Feet **
Maturity / Gap Limit 44 MM Board Feet 44 MM Board Feet **
VaR Limit $0.5 MM $0.5 MM **
Steel
Net Open Position Limit 1,500,000 MT 80,000 MT 100,000 MT
Maturity / Gap Limit 2,500,000 MT 160,000 MT 200,000 MT