Spreadsheet: stacey_white__39185__east and west dpr
Sheet: east all commodities

ENRON POWER TRADING & TRANSMISSION
DAILY POSITION STATEMENT
DATE: | 2001-11-30 00:00:00
 |  |  |  | N.EAST |  |  |  |  | MIDWEST |  |  |  | S.EAST |  |  |  |  |  |  |  | TEXAS |  |  |  |  |  |  |  | MGMT. |  |  |  | TRANS. | Crude | COAL | Heating Oil | MKTRSCH |  | NET EAST |  | GENCO |  | NET EAST |  | NET EAST |  | TOTAL
FINAL |  |  |  | REGION (1,1A,1B,1C,1D,1E,1F,1G,1H) |  |  |  |  | REGION (2,2A,2B,4,4A,4B,4C,B10,B11,B12) |  |  |  | REGION (3,3A,3B,5,5A) |  |  |  |  |  |  |  | REGION 6 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | SERVICES DESK | TRADING |  | ACTUALS |  | TRADING |  | TRADING |  | EAST TRADING
 |  |  |  | Pwr | Gas-P | Gas-B | Liquids |  | Pwr | Gas-P | Gas-B |  | Pwr | Gas-P | Gas-B |  |  |  |  |  | Pwr | Gas-P | Gas-B |  |  |  |  |  | Pwr | Gas-P | Gas-B |  | Pwr | Crude | Coal | Heating Oil | Pwr |  | All Commodities |  |  |  | Power Only |  | Gas & Coal Only |  | All commodities
 |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
LTD Through: |  | 2001-10-31 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | [NAME] (Mid) |  |  | -249908714.3273664 | 563899.5300000011 | 0 | 0 |  | 46200810.1567924 | 26957562.2 | 0 |  | -162394356.3400721 | -5253941.75 | 0 |  |  |  |  |  | 20813255.76069351 | 27404774.68 | 23698.36 |  |  |  |  |  | 85638996.59001698 | 59848596.82 | 0 |  | -0.7400000002235174 | 121279.36 | -7208663.379999999 | -414205.83 | 0 | 290495.6786401324 | -157316513.2312954 |  | 0 |  |  |  | 109544589.84 |  | -157316513.2312954 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Prudent Reserve |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 32639994.46 |  |  |  | 0 |  | 32639994.46 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Liquidated |  |  | 448187643.8846099 | -5359955.219300001 | 0 | -2884343 |  | 313771699.857289 | 48232819.77240001 | 0 |  | 179587367.0927228 | 140553774.5079 | 0 |  |  |  |  |  | -11173074.70041759 | -482673.78 | -56041.34 |  |  |  |  |  | -75518025.00053155 | -105752242.6928 | 13573438 |  | -5222327.547769415 | -306140.6626000001 | 9700.110000000102 | -115513.39 | -88792.76253030183 | 1151130.390466573 | 938108443.5194397 |  | 93054014.27113809 |  |  |  | 90709119.2482 |  | 1031162457.790578 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | LTD Net Recognized P&L |  |  | 198278928.9934704 | -4796055.6893 | 0 | -2884343 |  | 359972510.0140814 | 75190381.9724 | 0 |  | 17193010.75265062 | 135299832.7579 | 0 |  |  |  |  |  | 9640181.060275918 | 26922100.9 | -32342.98 |  |  |  |  |  | 10120971.35669561 | -45903645.8728 | 13573438 |  | -5222328.287769415 | -184861.3026000001 | -7198963.27 | -529719.22 | -88792.76253030183 | 1441626.069106706 | 780791929.4915808 |  | 125694008.7311381 |  |  |  | 200253709.0882 |  | 906485938.222719 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
MTD Through: |  |  | 2001-11-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | Oct |  | Nov |  | Dec
 | Originated Transactions /Credit Reserve |  |  | 465000 | 0 | 0 | 0 |  | -46900 | 0 | 0 |  | 1720 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 419820 |  | 0 |  |  |  | 0 |  | 419820 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -57.227 |  | 15053.767 |  | 0
 | Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | New Deals |  | 8358445.799723891 | 1014714.84 | 0 | 0 |  | 2880342.887103411 | 3990578.92 | 0 |  | 687793.1061997822 | -778766.32 | 0 |  |  |  |  |  | 2923151.662492174 | -1306389.36 | 0 |  |  |  |  |  | -3663386.478017299 | -852359.44 | 0 |  | 0 | -3495.57 | -478255.67 | 0 | 0 | 40288.84451182624 | 12812663.22201378 |  | 0 |  |  |  | 2067778.64 |  | 12812663.22201378 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -195.1279191678644 |  | 3505.9601115862 |  | 0
 |  | Change in Price |  | 8839530.066169338 | 6731114.839999999 | 0 | 0 |  | -33330221.91085246 | 43249962.42 | 0 |  | 752702.6927615162 | 3302023.72 | 0 |  |  |  |  |  | 14119235.66769856 | -21232713.25 | 13499.03 |  |  |  |  |  | 7913916.117659044 | 13882013.94 | 0 |  | 0 | -76019.76 | -5051254.3 | -4 | 0 | -4225.260925587376 | 39109560.0125104 |  | 0 |  |  |  | 45945900.7 |  | 39109560.0125104 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -6392.137096377059 |  | 4109.412447797396 |  | 0
 |  | Change in Basis Price |  | 155201.1160210839 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 11908704.06555818 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 12063905.18157927 |  | 0 |  |  |  | 0 |  | 12063905.18157927 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 0 |  | 0 |  | 0
 |  | GenCo Actuals |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 101606.4722833897 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 101606.4722833897 |  | 0 |  |  |  | 0 |  | 101606.4722833897 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 0 |  | 0 |  | 0
 |  | Gamma |  | 68285.17481614463 | 0 | 0 | 0 |  | 100832.2124347687 | 130713.09 | 0 |  | -53574.72700977325 | 0 | 0 |  |  |  |  |  | 618208.2398228645 | 0 | 0 |  |  |  |  |  | 607624.9730435275 | -19604.78 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 1452484.183107532 |  | 0 |  |  |  | 111108.31 |  | 1452484.183107532 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -122.3505619622281 |  | 42.15820996508901 |  | 0
 |  | Vega |  | -24251.35290527344 | 0 | 0 | 0 |  | -21971.50119543076 | 12207.62 | 0 |  | -10508.8818359375 | 0 | 0 |  |  |  |  |  | 2436.142720222473 | 0 | 0 |  |  |  |  |  | -193709.2514041064 | 135829.35 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -99967.87462052563 |  | 0 |  |  |  | 148036.97 |  | -99967.87462052563 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -1070.63885714944 |  | 70.49701875892502 |  | 0
 |  | Theta |  | -389214.4581619175 | 0 | 0 | 0 |  | 67933.91641409842 | -255319 | 0 |  | 29655.2572959581 | 0 | 0 |  |  |  |  |  | -207709.3143734056 | 0 | 0 |  |  |  |  |  | 59830.85001803309 | 49453 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -645369.7488072336 |  | 0 |  |  |  | -205866 |  | -645369.7488072336 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 484.146691482615 |  | -6.376088411667755 |  | 0
 |  | Drift |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 0 |  | 0 |  | 0
 |  | Change in Interest Rates |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 0 |  | 0 |  | 0
 |  | Broker Fees: |  | -84218.85 | 0 | 0 | 0 |  | -5596 | 0 | 0 |  | -17767.5 | 0 | 0 |  |  |  |  |  | -24389.45 | 0 | 0 |  |  |  |  |  | -13014 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -144985.8 |  | 0 |  |  |  | 0 |  | -144985.8 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -473.46301 |  | -517.0438200000001 |  | 0
 | Adjustments |  |  | -1357236 | 0 | 0 | 0 |  | -66707.78 | 1 | 0 |  | -49093.53 | 0 | 0 |  |  |  |  |  | -761039.27 | 0 | 0 |  |  |  |  |  | -2394380.8 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | -89473 | -4717929.38 |  | 0 |  |  |  | 1 |  | -4717929.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 986.83 |  | -629.615 |  | 0
 | Total Hedge Management |  |  | 15566541.49566327 | 7745829.679999999 | 0 | 0 |  | -30375388.17609561 | 47128144.05 | 0 |  | 1339206.417411546 | 2523257.4 | 0 |  |  |  |  |  | 28680204.21620199 | -22539102.61 | 13499.03 |  |  |  |  |  | 2316881.411299197 | 13195332.07 | 0 |  | 0 | -79515.33 | -5529509.970000001 | -4 | 0 | -53409.41641376114 | 59931966.26806663 |  | 0 |  |  |  | 48066959.62 |  | 59931966.26806663 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -6782.740753173975 |  | 6574.992879695946 |  | 0
 | Change in Price prudence |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -456.1043963645016 |  | -228.84227818994 |  | 0
 | Financial Liquid. True up |  |  | -1726971.770870814 | 0 | 0 | 0 |  | -465862.5915730761 | 0 | 0 |  | -20192.28029772613 | 0 | 0 |  |  |  |  |  | -74047.90430510479 | 0 | 0 |  |  |  |  |  | 352271.7066091459 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -1934802.840437575 |  | 0 |  |  |  | 0 |  | -1934802.840437575 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -88.11944999999999 |  | 172.9329 |  | 0
 | Reconciliation Book to Actual Liquid. |  |  | -649101.306112605 | -48628 | 0 | 0 |  | -1517749.922654818 | 0 | 0 |  | -532238.9362347367 | 0 | 0 |  |  |  |  |  | 1402860.815194995 | -2081 | 0 |  |  |  |  |  | 667759.4137766355 | 2950 | 0 |  | 0 | 102000 | 0 | 0 | 0 | 9276.827320944216 | -564952.1087095847 |  | 0 |  |  |  | -47759 |  | -564952.1087095847 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -285.0609500166554 |  | -661.5872714175772 |  | 0
 | Other |  |  | 1349.262903710663 | -7859.57 | 0 | 0 |  | -118585.5103283885 | 28699.57 | 0 |  | 8217.476863588287 | 164.39 | 0 |  |  |  |  |  | -57639.32639977925 | 38803.48 | 0.81 |  |  |  |  |  | -106626.6020499016 | 14212.04 | 0 |  | 0 | 4.5 | -659.2 | 5.12 | 0 | 510.3161848062197 | -199403.2428259641 |  | 0 |  |  |  | 74020.72 |  | -199403.2428259641 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | 471.125644101914 |  | 124.1807662734113 |  | 0
MTD Income (Loss) |  |  |  | 13656817.68158356 | 7689342.109999999 | 0 | 0 |  | -32524486.20065189 | 47156843.62 | 0 |  | 796712.6777426712 | 2523421.79 | 0 |  |  |  |  |  | 29951377.8006921 | -22502380.13 | 13499.84 |  |  |  |  |  | 3230285.929635072 | 13212494.11 | 0 |  | 0 | 22489.17 | -5530169.170000002 | 1.12 | 0 | -43622.27290801071 | 57652628.07609351 |  | 0 |  |  |  | 48093221.34 |  | 57652628.07609351 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF! |  |  | -7198.126905453219 |  | 21035.44399636184 |  | 0
MTD Liquidations |  | Financial |  | -3925707.22575311 |  |  |  |  | 37863576.6765671 |  |  |  | -1314557.89 |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  | 84021635.377433 |  |  |  | 0 |  | -74329.56949980003 | 18741.3195 | #REF! |  | #REF! |  | 0 |  | #REF! |  | #REF! |  | #REF! |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Book |  | #REF! |  |  |  |  | -1090148.608835352 |  |  |  | 3439743.158737183 |  |  |  |  |  |  |  | -390413.6198474121 |  |  |  |  |  |  |  | -662024.9088680136 |  |  |  | 0 |  | -70040.052710108 | 400.96 | #REF! |  | #REF! |  | 0 |  | #REF! |  | #REF! |  | #REF! |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
Total MTD Liquidations |  |  |  | #REF! |  |  |  |  | 36707465.23403692 |  |  |  | 2125185.268737182 |  |  |  |  |  |  |  | -390413.6198474121 |  |  |  |  |  |  |  | 83359610.46856499 |  |  |  | 0 |  | -144369.622209908 | 19142.2795 | #REF! |  | #REF! |  | 0 |  | #REF! |  | #REF! |  | #REF! |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
LTD Through: |  |  | 2001-11-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | [NAME] (Mid) |  |  | -226353986.4924646 | 13327201 | 0 | 0 |  | 29445910.6189027 | 72903105 | 0 |  | -162474356.59442 | -675793 | 0 |  |  |  |  |  | 48396169.24215614 | 8802598 | 0 |  |  |  |  |  | 91725096.29206482 | 57611998 | 0 |  | -0.7400000002235174 | 6500 | -12567839 | -415103 | 0 | 152379.9187082559 | -80116120.7550526 |  | 0 |  |  |  | 151969109 |  | -80116120.7550526 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Prudent Reserve |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 32639994.46 |  |  |  | 0 |  | 32639994.46 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Liquidated ** |  |  | 438156381.5013798 | -10433914.4093 | 0 | -2884343 |  | 298002112.3884251 | 49444119.5224 | 0 |  | 180464079.4895726 | 138515321.9279 | 0 |  |  |  |  |  | -8804610.609650174 | -4382875.94 | -18843.2 |  |  |  |  |  | -78373837.5803168 | -90303148.3828 | 13573438 |  | -5222327.547769415 | -168872.5826000001 | -161294 | -114614.85 | -88792.76253030183 | 1245626.54751473 | 918443604.5122256 |  | 113054014.2711381 |  |  |  | 96394097.51819998 |  | 1031497618.783364 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Net Recognized P&L |  |  | 211802392.5317862 | 2893286.420699999 | 0 | -2884343 |  | 327448023.8134295 | 122347225.5924 | 0 |  | 17989723.4303933 | 137823254.5479 | 0 |  |  |  |  |  | 39591558.86096802 | 4419720.77 | -18843.14 |  |  |  |  |  | 13351257.2863307 | -32691151.7628 | 13573438 |  | -5222328.287769415 | -162372.1326000001 | -12729132.44 | -529718.1 | -88792.76253030183 | 1398001.126174404 | 838311200.7543823 |  | 145694008.7311381 |  |  |  | 248346930.4282 |  | 984005209.4855204 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
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YTD Through: |  |  | 2001-11-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Originated Transactions/Credit Reserve |  |  | 11306509 | 0 | 0 | 0 |  | 6137850.460000001 | 0 | 0 |  | 2500160 | 0 | 0 |  |  |  |  |  | 24481649.25 | 0 | 0 |  |  |  |  |  | 3020000 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 47446168.71 |  | 0 |  |  |  | 0 |  | 47446168.71 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | [NAME] (Mid) |  |  | -135555514.7033513 | 19043320 | 0 | 0 |  | -17644736.90993056 | 29763601.9071 | 0 |  | -30335149.85658718 | 206240 | 0 |  |  |  |  |  | 31144906.11805418 | 12147061 | 810 |  |  |  |  |  | 85488671.25121358 | 54996237.0913 | 1869 |  | 0 | 6500 | -12567839 | -415103 | 0 | 0 | 36280872.89779877 |  | 0 |  |  |  | 116159138.9984 |  | 36280872.89779877 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Prudent Reserve |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | -131987148.4238 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -131987148.4238 |  | 0 |  |  |  | -131987148.4238 |  | -131987148.4238 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Liquidated |  |  | 330068069.8155322 | -14109773.4093 | 0 | 0 |  | 57206887.67624231 | 29937290.36420001 | 0 |  | 37426624.30028403 | -124721.15 | 0 |  |  |  |  |  | 17820311.86447867 | -7535225.939999999 | 3739.8 |  |  |  |  |  | 4336475.833691306 | -55554067.17240001 | -1869 |  | 0 | -168872.5826000001 | -161294 | -114614.85 | 0 | 1245626.54751473 | 400274588.0976432 |  | -18165980.95045 |  |  |  | -47384626.5075 |  | 382108607.1471932 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Net Recognized P&L |  |  | 194512555.1121809 | 4933546.5907 | 0 | 0 |  | 39562150.76631176 | 59700892.2713 | 0 |  | 7091474.443696862 | 137214403.9617 | 0 |  |  |  |  |  | 48965217.98253287 | 4611835.06 | 4549.8 |  |  |  |  |  | 89825147.08490488 | -557830.0810999954 | 0 |  | 0 | -162372.5826000001 | -12729133 | -529717.85 | 0 | 1398006.466222986 | 573840726.0258503 |  | -18165980.95045 |  |  |  | 205907397.6026 |  | 555674745.0754004 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  | 0 |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
Daily Change in P&L- Explanations |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Originated Transactions/Credit Reserve |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | New Deals |  | 51600.30996075922 | 21814 | 0 | 0 |  | 63779.68299138088 | 0 | 0 |  | -10970.09934984412 | 0 | 0 |  |  |  |  |  | 1.455191522836685e-11 | -116030 | 0 |  |  |  |  |  | -29447.69013870049 | -265846 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -285099.7965364045 |  | 0 |  |  |  | -360062 |  | -285099.7965364045 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Change in Price |  | -1438867.789336111 | -153406 | 0 | 0 |  | -6385708.478349321 | -5197872 | 0 |  | -288803.9822623807 | -863907 | 0 |  |  |  |  |  | -6332940.426699763 | 2540418 | 0 |  |  |  |  |  | -1149046.860120677 | 483553 | 0 |  | 0 | 0 | 0 | 0 | 0 | -2802.532690743679 | -18789384.069459 |  | 0 |  |  |  | -3191214 |  | -18789384.069459 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Change in Basis Price |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | -1131957.29 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -1131957.29 |  | 0 |  |  |  | 0 |  | -1131957.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | GenCo Actuals |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 30838.46068587661 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 30838.46068587661 |  | 0 |  |  |  | 0 |  | 30838.46068587661 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Gamma |  | 1514.198276519775 | 0 | 0 | 0 |  | 1392.851806640625 | 0 | 0 |  | -6.935572624206543 | 0 | 0 |  |  |  |  |  | 31960.17578125 | 0 | 0 |  |  |  |  |  | 23913.31426095963 | 223 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 58996.60455274582 |  | 0 |  |  |  | 223 |  | 58996.60455274582 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Vega |  | 1506.320855140686 | 0 | 0 | 0 |  | 327.7681274414062 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 7414.58544921875 | 0 | 0 |  |  |  |  |  | 5611.992344856295 | 35999 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 50859.66677665713 |  | 0 |  |  |  | 35999 |  | 50859.66677665713 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Theta |  | -10802.37604012132 | 0 | 0 | 0 |  | 2415.221027999847 | 0 | 0 |  | 145.4038143642902 | 0 | 0 |  |  |  |  |  | -8203.152684083496 | 0 | 0 |  |  |  |  |  | 7312.321448406306 | -1044 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -10176.58243343437 |  | 0 |  |  |  | -1044 |  | -10176.58243343437 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Drift |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Change in Interest Rates |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | Broker Fees: |  | 12882.95 | 0 | 0 | 0 |  | 832 | 0 | 0 |  | 2200.5 | 0 | 0 |  |  |  |  |  | -992 | 0 | 0 |  |  |  |  |  | -488 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 14435.45 |  | 0 |  |  |  | 0 |  | 14435.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Adjustments |  |  | -1122775 | 0 | 0 | 0 |  | -66707.78 | 0 | 0 |  | -49093.53 | 0 | 0 |  |  |  |  |  | -761039.27 | 0 | 0 |  |  |  |  |  | -1393268.8 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | -89473 | -3482357.38 |  | 0 |  |  |  | 0 |  | -3482357.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Total Hedge Management |  |  | -2504941.386283813 | -131592 | 0 | 0 |  | -6383668.734395858 | -5197872 | 0 |  | -346528.6433704848 | -863907 | 0 |  |  |  |  |  | -8164918.917467501 | 2424388 | 0 |  |  |  |  |  | -2535413.722205156 | 252885 | 0 |  | 0 | 0 | 0 | 0 | 0 | -92275.53269074368 | -23543844.93641356 |  | 0 |  |  |  | -3516098 |  | -23543844.93641356 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Change in Price prudence |  |  | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Financial Liquid. True up |  |  | -228204.0832314679 | 0 | 0 | 0 |  | 137529.7395330697 | 0 | 0 |  | 8288.66400000001 | 0 | 0 |  |  |  |  |  | 5.184119800105691e-11 | 0 | 0 |  |  |  |  |  | 17581.51023438073 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | -64804.16946401748 |  | 0 |  |  |  | 0 |  | -64804.16946401748 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Reconciliation Book to Actual Liquid. |  |  | -9485.77179319098 | 0 | 0 | 0 |  | 25515.29041023092 | 0 | 0 |  | -400 | 0 | 0 |  |  |  |  |  | -39095.63369904908 | 0 | 0 |  |  |  |  |  | 62950.31598766021 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 3098 | 42582.20090565107 |  | 0 |  |  |  | 0 |  | 42582.20090565107 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Other |  |  | -2166.626863711155 | -25.99999999999915 | 0 | 0 |  | -5692.909394896928 | -768 | 0 |  | 126.6513071588557 | -108 | 0 |  |  |  |  |  | -9454.61898329282 | 1507 | 0 |  |  |  |  |  | -3090.144039305737 | 443.0000000000045 | 0 |  | 0 | 1 | 12.00000000000011 | 0 | 0 | 2.604788574861487 | -19214.04318547291 |  | 0 |  |  |  | 1048.000000000008 |  | -19214.04318547291 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
Daily Change in Income (Loss) |  |  |  | -2744797.868172199 | -131618 | 0 | 0 |  | -6226316.381499017 | -5198640 | 0 |  | -338513.3280633154 | -864015 | 0 |  |  |  |  |  | -8213469.170149836 | 2425895 | 0 |  |  |  |  |  | -2457972.040022432 | 253328 | 0 |  | 0 | 1 | 12.00000000046566 | 0 | 0 | -89174.92790216883 | -23585280.71580897 |  | 0 |  |  |  | -3515050 |  | -23585280.71580897 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
Daily Liquidations |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Financial |  |  | 14373.01337780987 |  |  |  |  | -249115.5490821761 |  |  |  | -1314557.89 |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  | 0 |  |  |  | 0 |  | 1214.166583333276 | 2036.909500000002 | -272.9639999999902 |  | -1546322.313621033 |  |  |  | -1546322.313621033 |  | -3107017.640619876 |  | -5964919.732157576 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
 | Book |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | #REF!
Total Daily Liquidations |  |  |  | 12284818.61186311 |  |  |  |  | -606479.0804266762 |  |  |  | -1175134.37 |  |  |  |  |  |  |  | 46611 |  |  |  |  |  |  |  | -60115709.59772126 |  |  |  | 0 |  | -4896.883416666724 | 2036.909500000002 | -820.4639999999902 |  | -49569573.87420149 |  |  |  | -49569573.87420149 |  | -111423966.3602661 |  | -222241453.6401055 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!