Spreadsheet: chris_stokley__3945__DPR06222001_EWS Final
Sheet: Sheet1

PRIVILEGED AND CONFIDENTIAL |  |  |  |  |  |  |  |  | INTERNAL DISTRIBUTION ONLY |  |  |  |  |  | DAILY POSITION REPORT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | REPORT DATE: |  |  | 2001-06-22 00:00:00
 |  |  |  |  |  | POSITIONS |  |  |  |  |  |  |  |  | Change in Value (in 000)
 |  |  |  |  |  | NET OPEN |  |  |  |  |  |  |  |  | TODAY | 5 Day Rolling | MTD | QTD | YTD
ENRON WHOLESALE SERVICES
COMMODITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -345.5710000000001 | -12054.875 | 10256.83300000001 | -453696.7191999999 | -677821.0387190133
 | GAS |  |  |  |  | 0.04 |  |  |  |  | #REF! |  |  |  | 92.31299999999999 | -3594.838 | 986.1580000000004 | 8759.074100000002 | -13811.07701999998
 |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  |  | -119.449 | -5180.213 | -4510.676 | -28332.1229 | -50902.27401999999
 |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  |  | 489.576 | 3063.337 | 7822.054 | 59354.706 | 74890.589
 |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  | -277.814 | -1477.962 | -2325.22 | -22263.509 | -37799.392
 |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | POWER |  |  |  |  | -0.6379999999999999 |  |  |  |  |  |  |  |  | -502.4780000000001 | 18079.864 | 41263.286 | -194388.9173 | -351413.3008499756
 |  | WEST |  |  |  | 1.467 |  |  |  |  |  |  |  |  | 661.816 | -2459.959 | -1149.322 | -116684.2505 | -217418.0914106044
 |  |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  | 661.816 | -2459.959 | -1149.322 | -18157.39529999999 | -100891.2362106044
 |  |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 20943.60052540649 | 20943.60052540649
 |  |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -14470.45572540649 | -14470.45572540649
 |  |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -105000 | -123000
 |  | EAST |  |  |  | -2.105 |  |  |  |  |  |  |  |  | -1164.294 | 20539.823 | 42412.608 | -77704.66679999999 | -133995.2094393712
 |  |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  | -1164.294 | 13649.045 | 35521.83 | 982.7390000000014 | -50307.8036393712
 |  |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 33512.65543416711 | 33512.65543416711
 |  |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -11890.83923416711 | -11890.83923416711
 |  |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 6890.778 | 6890.778 | -100309.222 | -105309.222
 | CANADA |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -2610.547 | -2306.664 | 4647.364150962283
 |  | POWER |  |  |  | -1.393 |  |  |  |  |  |  |  |  | 0 | 0 | -2610.547 | -2306.664 | 4647.364150962283
 |  |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -2610.547 | -2306.664 | 4647.364150962283
 |  |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | TARIFF MANAGEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  | 106.982 | -25771.05 | -27551.926 | -265421.354 | -316905.167
 |  | GAS |  |  |  |  |  |  |  |  |  |  |  |  | 215.29 | -7062.237 | -13917.527 | -38021.173 | -5661.409
 |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  |  | 215.29 | -7062.237 | -13917.527 | -38021.173 | -5661.409
 |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  | POWER |  |  |  |  |  |  |  |  |  |  |  |  | -108.308 | -18708.813 | -13634.399 | -227400.181 | -311243.758
 |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  |  | -108.308 | -18708.813 | 13365.601 | -41018.73200000002 | -124862.3090000001
 |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 35104.9440404264 | 35104.9440404264
 |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -14940.9460404264 | -14940.9460404264
 |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -27000 | -206545.447 | -206545.447
 | OPTIONS |  |  |  |  |  |  |  |  |  |  |  |  |  | -42.388 | -768.851 | -1830.138 | -338.8580000000002 | -338.8580000000002
 |  | GAS |  |  |  | -0.41 |  |  |  |  |  |  |  |  | -42.388 | -768.851 | -1830.138 | -338.8580000000002 | -338.8580000000002
 |  |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  | -42.388 | -768.851 | -1830.138 | -338.8580000000002 | -338.8580000000002
 |  |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  | POWER |  |  |  | -6.683 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | CURVE SHIFT |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | NEW DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | ORIGINATION |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | CHANGE DEAL |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
INTEREST RATE |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 4039.08 | 9897.61
 |  | RHO (1% CHG) |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 223.46 | -38.29
 |  | DRIFT (1-DAY CHG) |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 3815.62 | 9935.9
PRUDENCY/NET OPEN IN 000's $ |  |  |  |  |  | -20033.646 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -20033.646 | -20033.646
 | GAS OPTIONS PORTFOLIO |  |  |  |  | 0 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | GAS PORTFOLIO |  |  |  |  | 0 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | CONSUMPTION PREMIUM |  |  |  |  | -20033.646 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -20033.646 | -20033.646
 |  |  |  | TOTAL |  |  |  |  |  |  |  |  |  |  | -345.5710000000001 | -12054.875 | 10256.83300000001 | -469691.2851999999 | -687957.0747190133
 |  |  |  | ORIGINATION SUMMARY |  |  |  |  |  |  |  |  |  |  | -277.814 | -1477.962 | -2325.22 | -63565.75 | -79101.633
 | COMMENTS:
 |  | 1) Power East down due primarily to NY East swap bought to hedge short positions ($728k).