Spreadsheet: monique_sanchez__28329__MikeP&L_05_30
Sheet: Sheet1

ENRON CAPITAL AND TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2001-05-30 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | SUBTOTAL |  | GRAND  TOTAL
 |  | GD New Swaps |  | Price |  | Basis |  | Basis Option |  | GD New Swaps - JR |  | Price - JR |  | Basis - JR |  | Swaps |  | Gas Daily New
Post ID |  | 1155215 |  | 1155219 |  | 1155218 |  |  |  | 1155221 |  | 1155278 |  | 1155276
[NAME])  (Million MMbtu)
2001-05-30 00:00:00
Volatility Factor (d) |  | 1 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1 |  | 1
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Through May 31, 1999
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Change since May 31, 1999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
[NAME]  (in thousands)
2001-05-30 00:00:00
Gross Book Balance |  | 7119058.955800001 |  | -352677569.8062 |  | 331656198.4080001 |  | 0 |  | -201936.7587 |  | 466608.4647 |  | -10022786.9238 |  | -23660427.66019998 |  | -23660427.66019998 |  |  | GD-NEW and GD-NEW JR FINANCIAL: MTD and YTD |  |  |  | TOTAL | NYMEX
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | GD Swaps | Basis | Price | Total | Overage Granted | Overage
Liquidated |  | 154495201.8269 |  | 19694853.453 |  | 247516347.2859001 |  | 0 |  | -2113668.7917 |  | -1231748.6704 |  | 17442173.2945 |  | 435803158.3982 |  | 435803158.3982 |  | 2001-01-01 00:00:00 | 26991883.9793 | -1159961.996500001 | -53470.50050000002 | 25778451.4823 | 1263208 | ?
LTD Gross Recognized Balance |  | 161614260.7827 |  | -332982716.3532 |  | 579172545.6939001 |  | 0 |  | -2315605.5504 |  | -765140.2056999999 |  | 7419386.3707 |  | 412142730.7380001 |  | 412142730.738 |  | 2001-02-01 00:00:00 | -21104867 | 516722998 | -349735363 | 145882768 | 2583578.2 | ?
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-01 00:00:00 | -7794738.4579 | 60684374.54550005 | 13758758.54460001 | 66648394.63220005 | 16698 | ?
2001-05-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-04-01 00:00:00 | 1849931.113900003 | -229148534.4526 | -10757906.5357 | -238056509.8744 | 28178023.25 | 0
Originated Transactions |  | 27961 |  | 0 |  | 83739 |  | 0 |  | 0 |  | 0 |  | 1864 |  | 113564 | 33.44899999999998 | 113564 |  | 2001-05-01 00:00:00 | -36820298.16809999 | -287957615.3961 | 13502872.417 | -311275041.1472 | 86894.7 | 0
Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-06-01 00:00:00
New Deals |  | 1291912.5125 |  | 4472175.262399999 |  | -7078793.4231 |  | -2012327 |  | -768609.7283999999 |  | -1307033.5088 |  | -479389.6231999999 |  | -3869738.508600001 |  | -5882065.508600001 |  | 2001-07-01 00:00:00
Change in Price |  | -35611775.3634 |  | 7880891.284699999 |  | 535842.03 |  | 1720441 |  | 0 |  | 2453005.8427 |  | 28476.24 |  | -24713559.966 |  | -22993118.966 |  | 2001-08-01 00:00:00
Change in Basis Price |  | 0 |  | 0 |  | -275679846.3816 |  | 0 |  | 0 |  | 0 |  | -5291120.0825 |  | -280970966.4641 |  | -280970966.4641 |  | 2001-09-01 00:00:00
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -1759786.5888 |  | 0 |  | 0 |  | -1759786.5888 |  | -1759786.5888 |  | 2001-10-01 00:00:00
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-11-01 00:00:00
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-12-01 00:00:00
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -36878088.53279999 | 59141260.70029998 | -333285109.0746 | -311021936.9071 | 32128402.15
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Total Hedge Management |  | -34319862.85089999 |  | 12353066.5471 |  | -282222797.7747 |  | -291886 |  | -2528396.3172 |  | 1145972.3339 |  | -5742033.4657 |  | -311314051.5275 |  | -311605937.5275 |  | Daily - Financial | -67602203.86440003 |  | Daily - Financial | -1326023.6179
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -6283594.097790521 |  | Daily - Physical | 0
Other Changes |  | 0 |  | 3833.536 |  | -77128.17619999999 |  | 0 |  | 0 |  | 0 |  | -1258.9795 |  | -74553.6197 |  | -74553.6197 |  | Total Daily P&L | -73885797.96219055 |  | Total Daily P&L | -1326023.6179
MTD Income (Loss) |  | -34291901.85089999 |  | 12356900.0831 |  | -282216186.9509 |  | -291886 |  | -2528396.3172 |  | 1145972.3339 |  | -5741428.4452 |  | -311275041.1472 |  | -311566927.1472 | -311653821.8472
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Financial | -304443074.7187 |  | Monthly - Financial | -7123852.4285
2001-05-30 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Physical | -42778437.28492182 |  | Monthly - Physical | 0
Gross Book Balance (including Current Month Rho & Drift) |  | -5367660.8682 |  | -341143659.401 |  | 51218729.11750001 |  | -291886 |  | -727838.8274 |  | 1618425.2894 |  | -15794117.7794 |  | -310196122.4691001 |  | -310488008.4691001 |  | Total Monthly P&L | -347221512.0036218 | -347308406.7036218 | Total Monthly P&L | -7123852.4285
Current Month: Rho |  | 8123.0878 |  | 589593.6669 |  | 201752.0616999998 |  | 0 |  | -0.2312 |  | 749.2677 |  | -681.8637999999999 |  | 799535.9890999997 |  | 799535.9890999997
Drift |  | 25163.9752 |  | -1412583.1245 |  | 1576965.9125 |  | 0 |  | -30.5177 |  | 5095.622499999999 |  | -29220.844 |  | 165391.0240000002 |  | 165391.0240000002 |  | YTD - Financial | -361946859.1655 |  | YTD - Financial | -14786494.9185
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YTD - Physical | 68539059.71507818 |  | YTD - Physical | 0
Gross Book Balance (excluding Current Month Rho & Drift) |  | -5367660.8682 |  | -341143659.401 |  | 51218729.11750001 |  | -291886 |  | -727838.8274 |  | 1618425.2894 |  | -15794117.7794 |  | -310196122.4691001 |  | -310488008.4691001 |  | Total YTD P&L | -293407799.4504218 | -325536201.6004218 | Total YTD P&L | -14786494.9185
Prudence |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  | .
Liquidated |  | 132690019.7639 |  | 20517842.9106 |  | 245737629.3117 |  | 0 |  | -4116163.0428 |  | -1237593.5606 |  | 17472076.0023 |  | 411063811.3851001 |  | 411063811.3851001 |  | 2001-02-23 00:00:00 | Socal Transport Prudency (Physical) |  | -100000000
Gross Recognized Balance |  | 127322358.9318 | 0.220300018787384 | -320625816.2701 | 0.313800036907196 | 296956358.7430001 | 0 | -291886 | 0.002600000239908695 | -4844001.8676 | 0.3994000001111999 | 380832.1282 | -0.2974000014364719 | 1677957.9255 |  | 100867689.5908001 | 0.6748000681400299 | 100575803.5908001 |  | 2001-02-26 00:00:00 | Socal Transport Prudency (Physical) |  | 100000000
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-28 00:00:00 | Socal Liquidity |  | -75000000
LTD Through December 31, 2000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-30 00:00:00 | Socal Liquidity |  | -75000000
Gross Recognized Balance | -0.4493999999249354 | 163874974 |  | 21045961 | 0 | 280386939 | 0 | 0 | 0 | 3271138 | 0 | -967532 | 0 | 9697676 |  | 477309156 |  | 477309156
 | -0.03610000014305115 |  | -0.220300018787384 |  | -0.313800036907196 |  | 0 |  | -0.002600000239908695 |  | -0.3993999998783693 |  | -0.7025999985635281 |  |  |  | -1.674800157546997
2001-05-30 00:00:00
Gross Book Balance |  | -4908415.8682 |  | -349813011.401 |  | -38175839.88249999 |  | -291886 |  | -1137377.8274 |  | 2785894.2894 |  | -16520731.7794 |  | -407769482.4691001 |  | -408061368.4691001
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | -31644199.23610002 |  | 8141233.910600003 |  | 54745259.31170005 |  | 0 |  | -6977762.0428 |  | -1437530.5606 |  | 8501013.002300002 |  | 31328014.38510003 |  | 31328014.38510003
Gross Recognized Balance |  | -36552615.10430002 |  | -341671777.4904 |  | 16569419.42920005 |  | -291886 |  | -8115139.8702 |  | 1348363.7288 |  | -8019718.777099999 |  | -376441468.084 |  | -376733354.084 |  | TOTAL SCHEDULE C ADJUSTMENT: |  |  | -150000000
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | -134530.7524000001 |  | 0 |  | -2595002.814300001 |  | 0 |  | -397571.5851 |  | -941181.8191999999 |  | -229199.0519 |  | -4297486.0229 |  | -4297486.0229
Change in Price |  | -7702608.562299997 |  | -191644.6032999996 |  | 0 |  | 76560 |  | 0 |  | 105627.6708999998 |  | 0 |  | -7788625.494699996 |  | -7712065.494699996
Change in Basis Price |  | 0 |  | 0 |  | -57046151.17920002 |  | 0 |  | 0 |  | 0 |  | 379909.1655000001 |  | -56666242.01370002 |  | -56666242.01370002
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -243649.4717000001 |  | 0 |  | 0 |  | -243649.4717000001 |  | -243649.4717000001
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | -7837139.314699996 |  | -191644.6032999996 |  | -59641153.99350002 |  | 76560 |  | -641221.0568000001 |  | -835554.1483000001 |  | 150710.1136000002 |  | -68996003.00300002 |  | -68919443.00300002
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 0 |  | -52.09450000000015 |  | -8773.858399999997 |  | 0 |  | 0 |  | 0 |  | 41.47360000000003 |  | -8784.479299999997 |  | -8784.479299999997
Total Daily Income (Loss) |  | -7837139.314699996 |  | -191696.6977999996 |  | -59649927.85190003 |  | 76560 |  | -641221.0568000001 |  | -835554.1483000001 |  | 150751.5872000002 |  | -69004787.48230003 |  | -68928227.48230003
LTD Gross recognized as of prior day |  | 135159498.2465 | 0.2202999591827393 | -320434119.5723 | 0.3138000965118408 | 356606286.5949001 | 0 | -368446 | 0 | -4202780.8108 | 0.3993999999947846 | 1216386.2765 | -0.2973999995738268 | 1527206.338300001 |  | 169872477.0731001 | 1.092200011014938 | 169504031.0731001 |  | 36948 | Socal Transport Prudency (Physical) |  | 100000000
Prior Day Origination |  | 27961 |  | 0 |  | 83739 |  | 0 |  | 0 |  | 0 |  | 1864 |  | 113564 | 33.44899999999998 | 113564 |  | 37012 | -28341937.7966 | -228458439.1314 | 14530123.2631 | -242270253.6649 | 86894.7 | 0
Prior Day Hedge Management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 37043
Prior Day New Deals |  | 1426443.2649 |  | 4472175.262399999 |  | -4483790.6088 |  | -2012327 |  | -371038.1432999999 |  | -365851.6896 |  | -250190.5713 |  | 427747.5142999998 |  | -1584579.4857 |  | 37073
Prior Day Change in Price |  | -27909166.8011 |  | 8072535.887999998 |  | 535842.03 |  | 1643881 |  | 0 |  | 2347378.1718 |  | 28476.24 |  | -16924934.47130001 |  | -15281053.4713 |  | 37104
Prior Day Change in Basis Price |  | 0 |  | 0 |  | -218633695.2024 |  | 0 |  | 0 |  | 0 |  | -5671029.248 |  | -224304724.4504 |  | -224304724.4504 |  | 37135
Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | -1516137.1171 |  | 0 |  | 0 |  | -1516137.1171 |  | -1516137.1171 |  | 37165
Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37196
Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37226
Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -28399728.1613 | 118640436.965 | -332257858.2285 | -242017149.4247999 | 32128402.15
Prior Day Change in time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Prior Day Hedge Management - Total |  | -26482723.5362 |  | 12544711.1504 |  | -222581643.7812 |  | -368446 |  | -1887175.2604 |  | 1981526.4822 |  | -5892743.579299999 |  | -242318048.5245 |  | -242686494.5245 |  | Daily - Financial | -48382461.3037 |  | Daily - Financial | -3241803.6181
Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -16633181.15607073 |  | Daily - Physical | 0
Prior Day Other |  | 0 |  | 3885.6305 |  | -68354.31779999999 |  | 0 |  | 0 |  | 0 |  | -1300.4531 |  | -65769.14039999999 |  | -65769.14039999999 |  | Total Daily P&L | -65015642.45977073 |  | Total Daily P&L | -3241803.6181
Zero Out-LTD Gross recognized as of prior day | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  | -1.164153218269348e-10 | 0
Zero Out-Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management
Zero Out-Prior Day Change in New Deals |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management - Total |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Other |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0