Spreadsheet: sally_beck__34350__11-30 DPR to use for recoverability with assets
Sheet: overview

11/30 Price Risk Assets, Liabilities and P&L - Draft |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Numbers should include sched B& C
by BUSINESS UNIT - DESK
in  USD '000
 |  |  |  | Difference |  | Going Concern Basis |  | Net Open Position |  |  |  | Maturity Gap Risk |  |  | **Value At Risk |  | Going Concern Basis |  | Accounts receivable |  | Accounts payable |  | [NAME] but not billed |  | Total balances at 11/30/01 |  | Profit & Loss
 |  |  |  | in net asset columns |  | Net Asset/(Liability) values per rolls |  | Overall | Limit | Limit |  | Sensitivity | Limit |  | One Day | Limit | PRM Net Asset/(Liability) values per accounting |  |  |  |  |  |  |  |  |  | Daily | 5 Day | MTD | QTD | YTD
ENRON AMERICA |  |  | 3 bil |  |  |  |  |  |  |  |  |  |  |  | 75940.89759000001 | 75000
 | N America Natural Gas |  |  |  |  |  |  | -219.9 | BCF | 500 |  | -293.71 | BCF |  | 68530.35089 | 85000 | -555955
 |  | U.S. |  |  |  |  |  | -213.69 |  |  |  |  |  |  | 68977.16756 |  |  |  |  |  |  |  |  |  |  |  | -74926.95199000003 | 71930.91055999997 | 214898.72119 | 120289.29247 | 1407451.91236
 |  | Canada |  |  |  |  |  | -6.21 |  |  |  |  |  |  | 886.53601 |  |  |  |  |  |  |  |  |  |  |  | -1477.59374 | -5617.29592000002 | 89690.7702 | -20420.85972000001 | 211520.84453
 | N America Electricity |  |  |  |  |  |  | 23.10860424 | TWH | 90 |  | -12.06657204 | TWH |  | 15247.14043 | 54000 | 1050337
 |  | East |  |  |  |  |  | -15.31481414 | TWH |  |  |  |  |  | 10795.17104 |  |  |  |  |  |  |  |  |  |  |  | -23585.28095 | 11886.78996 | 57158.60251 | 15912.62042 | 433114.5040999998
 |  | West |  |  |  |  |  | -10.00830738 | TWH |  |  |  |  |  | 7885.59285 |  |  |  |  |  |  |  |  |  |  |  | 9720.799970000002 | 27878.09402 | 59508.78393999999 | 60661.39285999999 | 878751.8902899999
 |  | Canada |  |  |  |  |  | 48.43172576 | TWH |  |  |  |  |  | 16609.47379 |  |  |  |  |  |  |  |  |  |  |  | 1360.65994 | -4440.992830000006 | -97141.51566 | 37978.36805000001 | 110851.73842
 | Cross Commodity |  |  |  |  |  |  |  |  |  |  |  |  |  | 6840.47569
 |  | N. America Gas
 |  | Power - East
 |  | Power - West
 |  | Power - Canada
 |  | Global Products
 |  | Coal
 |  | Global Products |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3771 |  |  |  |  |  |  |  |  |  | 0 | -1000.001 | 500.13461 | 3728.26396 | 5115.72842
 |  | Steel |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 161.21241
 |  | Coal |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 9.704180000000001
 |  | Currency Swap |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 15.73 | 72.734 | 1399.858 | 1272.918 | 723.206
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  | Merchant  needs to be split  out from other.  Also doesn't agree to accounting.  [NAME] reviewing
 | Other |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 6918 |  |  |  |  |  |  |  |  |  | 9882 | 9882 | 9882 | 33555 | 806789
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7049.537 | 7049.537 | 7049.537 | 17113.789 | 138489.6825
ENRON GLOBAL MARKETS |  |  | 80 million |  |  |  |  |  |  |  |  |  |  |  | 11233.34924028487 | 15000 |  |  |  |  |  |  |  |  |  |  | -20204.39272 | -67585.06647000002 | -104336.01888 | -114801.7788 | 157079.5109 | Rolls do not include Synfuel - working on getting the number
 | Global Products |  |  |  |  |  |  | 0 | 16 MM BBLS WTI | 16 |  | #N/A | 16 MM BBLS WTI |  | 10919.24327 | 15000 | 367915 |  |  |  |  |  |  |  |  |  | -17063.77118 | -57525.90608 | -91645.4849 | -109113.79722 | 9532.41102
 |  | Global Products |  |  |  |  |  |  |  |  |  |  |  |  | 10764.45543 |  |  |  |  |  |  |  |  |  |  |  | -16494.20538 | -58253.60882 | -91328.11048 | -105638.15523 | -168878.62512
 |  | Origination |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 159274.84405
 |  | N America Natural Gas |  |  |  |  |  | -19.86 | BCF |  |  |  |  |  | 763.2494399999999 |  |  |  |  |  |  |  |  |  |  |  | -569.5658000000001 | 727.70274 | -317.37442 | -3475.64199 | 19136.19209
 | LNG |  |  |  |  |  |  | 0.0098 | 9 BCF | 9 |  | 0.0098 | 12 BCF |  | 0.13459 | 5000 | 2642 |  |  |  |  |  |  |  |  |  | 0.21739 | 352.7657 | 596.24679 | 1637.04485 | 4845.366559999999
 | Weather Derivatives |  |  |  |  |  |  | 9456.01 | 40,000 EOL EQ. Cont | 40000 |  |  |  |  | 2502.90739 | 4500 | 58341 |  |  |  |  |  |  |  |  |  | -885.3869599999999 | -9325.23128 | -16794.39533 | -18795.65115 | 7714.10014
 | Coal |  |  |  |  |  |  | -0.40563255 | 30 MM Tons | 30 |  | -0.28474919 | 30 MM Tons |  | 346.59478 | 7000 |  |  |  |  |  |  |  |  |  |  | -2561.41202 | -1788.03442 | 265.3075699999999 | 4258.76181 | 75669.96221
 |  | Coal |  |  |  |  |  | -0.40563255 |  |  |  |  |  |  | 346.59478 | 7000 | 119982 |  |  |  |  |  |  |  |  |  | -2561.41202 | -1466.26691 | -651.54227 | 1426.51674 | 62371.60580999999
 |  | Vessel Trading |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 | 2000 | -15688 |  |  |  |  |  |  |  |  |  | 0 | -321.76751 | 916.84984 | 2832.24507 | 13298.3564
 | Freight Markets |  |  |  |  |  |  | 3336.1 | 83,000 FTL | 83000 |  | 3236.82 | 103,750 FTL |  | 245 | 2000 | 2593 |  |  |  |  |  |  |  |  |  | -0.95098 | -56.59548 | -298.30304 | -324.9867 | 2567.58653
 | Emissions |  |  |  |  |  |  | -253848.73 | 1,000,000 Credits | 1000000 |  | -117460.67 | 1,000,000 Credits |  | 1135.75286 | 3000 | -31617 |  |  |  |  |  |  |  |  |  | -657.67463 | -2439.88254 | -1575.12452 | -1899.159489999995 | -1540.27456
 | Global Risk Markets Trading |  |  |  |  |  |  | -31.43943 | 300 K MWH | 300 |  |  |  |  | 36.53326 | 3000 | 194 |  |  |  |  |  |  |  |  |  | 0.53792 | 9.548219999999999 | 91.78913 | 171.57468 | 2956.03181
 | Other |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 3261
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1086.201 | 1086.201 | 1086.201 | 2233.044 | 6735.6985
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1.13174 | 2.884669999999998 | 1730.17962 | 1896.85137 | 4015.0213
 | Financial Trading |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -123.285 | 2099.18374 | 2207.5648 | 5134.53905 | 41322.60739
 |  | Equity Trading |  |  |  |  |  | 0 | $200 MM | 200 |  |  |  |  | 0 | 10000 | -1627 |  |  |  |  |  |  |  |  |  | -12 | -109.80826 | -1421.14653 | -987.7414399999999 | 9488.829619999999
 |  | Convertible Arbitrage |  |  |  |  |  | -16 | $150 MM | 150 |  |  |  |  | 0 | 2000 | 121 |  |  |  |  |  |  |  |  |  | -111.285 | 1873.71 | 4187.25733 | 4968.92249 | 12390.01619
 |  | Foreign Currency |  |  |  |  |  | 0 | $150 MM | 150 |  |  |  |  | 80 | 5000 | -18091 |  |  |  |  |  |  |  |  |  | 0 | 335.282 | -558.546 | 1161.658 | 18950.503
 |  | Interest Rate |  |  |  |  |  | 0 | $250 K Basis Pts | 250 |  |  |  |  |  |  | 24660
 |  | Other |  |  |  |  |  | 0 |  | 250 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -8.3 | 493.2585799999999
ENRON INDUSTRIAL MARKETS |  |  | 1 million |  |  |  |  |  |  |  |  |  |  |  | 1558.37939 | 5000 |  |  |  |  |  |  |  |  |  |  | 2960.00698 | 1210.40911 | -10104.29803 | -11374.11289 | 54567.90491999999
 | Pulp & Paper |  |  |  |  |  |  | -220128.95 | 500,000 Met Tons | 500000 |  | 94965.17 | 500,000 Met Tons |  | 1485.54502 | 5000 | 104422 |  |  |  |  |  |  |  |  |  | 1842.06385 | 478.09945 | -8382.582149999998 | -7579.324779999999 | 4480.679980000001
 | Lumber |  |  |  |  |  |  | -24.15853 | 44 MM BD FT | 44 |  | -24.15853 | 44 MM BD FT |  | 35.65112999999999 | 500 | 189 |  |  |  |  |  |  |  |  |  | 109.207 | -91.379 | -287.509 | -807.209 | -7584.501
 | Steel |  |  |  |  |  |  | 15940.27 | 2,500,000 Met Tons | 2500000 |  | -180919.8 | 2,500,000 Met Tons |  | 343.75199 | 5000 | 148791 |  |  |  |  |  |  |  |  |  | -70.09687 | -255.14434 | -2513.039879999999 | -5464.63911 | 48764.41357999999
 | Other |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1078.833 | 1078.833 | 1078.833 | 2477.06 | 5542.814
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 3364.49836
ENRON BROADBAND SERVICES |  |  | 3 million |  |  |  |  |  |  |  |  |  |  |  | 7.02168 | 500 | -8 |  | 178 |  |  |  | 0 |  |  |  | -2215.888 | -2421.93645 | -3111.36385 | -3311.40966 | -25228.24626 | don't have
 | Bandwidth |  |  |  |  |  |  | 8.54 | LA-NY TDM DS3 |  |  | 8.56 | LA-NY TDM DS3 |  | 7.02168 | 2000 | 22 |  |  |  |  |  |  |  |  |  | -2346.101 | -2552.05904 | -3241.30371 | -3594.26958 | -21564.28645
 | Bandwidth - Origination |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 90.4259
 | Advertising |  |  |  |  |  |  | 26.59 | 28,000 CPP | 28000 |  | 26.59 | 56,000 CPP |  | 0 | 2000 | -101 |  |  |  |  |  |  |  |  |  | 0 | -0.09040999999999999 | -0.27314 | -6.72608 | 613.5504
 | DRAM |  |  |  |  |  |  | 0 | 2 MM 128 M SDRAM | 2 |  | 0 | 2 MM 128 M SDRAM |  | 0 | 1000 |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 42.30845
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 130.213 | 130.213 | 130.213 | 289.586 | 799.66
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -5209.90456
ECTRIC - P&L not available
ENRON EUROPE |  |  |  |  |  |  |  |  |  |  |  |  |  |  | - | 12000
 | Metals & Minerals (qu open to Mike - NY, St Louis, Chicago) |  |  |  |  |  |  | 0 | 375,000 Met Tons | 375000 |  | 0 | 2,000,000 Met Tons |  | - | 8000
 | European Natural Gas - there are financial gas ECTRIC books - open |  |  |  |  |  |  | 0 | 200 BCF | 200 |  | 0 | 90 BCF |  | - | 10000
 | UK Electricity - there are financial ECTRIC books - open |  |  |  |  |  |  | 0 | 75 TWH | 75 |  | 0 | 20 TWH |  | - | 30000
 | Continental Electricity - there are no ECTRIC books per [NAME] |  |  |  |  |  |  | 0 | 25 TWH | 25 |  | 0 | 25 TWH |  | - | 5000
 | Nordic Electricity - these are all ECTRIC |  |  |  |  |  |  | 0 | 20 TWH | 20 |  | 0 | 20 TWH |  | - | 5000
 | Australian Electricity - there are no ECTRIC Books |  |  |  |  |  |  | 0 | 3 TWH | 3 |  | 0 | 6 TWH |  | - | 3000
 | Japanese Electricity - there are no ECTRIC books |  |  |  |  |  |  | 0 | 4 TWH | 4 |  | 0 | 4 TWH |  | - | 4000
 | Credit Trading : Total - there are no ECTRIC books |  |  |  |  |  |  | 0 | 750,000 Basis Pts | 750000 |  |  |  |  | - | 5000
 | EGM ECTRIC
 | EIM ECTRIC  (P&L included above) - some of this is in receivership, needs to be backed out |  |  |  |  | 1876 |  |  |  |  |  |  |  |  |  |  | 1876
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7852 | 66215
 | EES Europe - no ECTRIC books
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1414
TOTAL EWS
EWS OFFICE OF THE CHAIR |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -29933.05672
ENRON GLOBAL ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 289.7129 | 500 |  |  |  |  |  |  |  |  |  |  | 363.67986 | 645.35523 | 4481.763989999999 | 3830.77307 | 630.872879999999
 | S America Natural Gas |  |  |  |  |  |  | -16.78 | 35 BCF | 35 |  | -4.5 | 20 BCF |  | 66.49149 | 2000 |  |  |  |  |  |  |  |  |  |  | -1.93024 | 147.59625 | 117.00622 | -3.046289999999994 | -746.1928800000001
 | S America Electricity |  |  |  |  |  |  | 1.16255277 | 3.5 TWH | 3.5 |  | 0.37338139 | 3.5 TWH |  | 273.87645 | 5000 |  |  |  |  |  |  |  |  |  |  | 365.6101 | 497.75898 | 4364.757769999999 | 3833.81936 | 26060.06576
 | Other |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -24683
[NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2312.57171 |  |  |  |  |  |  |  |  |  |  |  | 3204.047 | 18008.45496 | 47733.41316 | 8260.102120000003 | -512707.56741
 | EES Natural Gas |  |  |  |  |  |  | -3.46 | BCF | BCF |  | -1.17 | BCF |  | 484.20375 |  |  |  |  |  |  |  |  |  |  |  | -10.335 | -1972.82104 | -1559.51178 | -7499.624299999999 | -22066.6325
 | EES Power |  |  |  |  |  |  | -2.50983045 | TWH | TWH |  |  |  |  | 2042.94031 |  |  |  |  |  |  |  |  |  |  |  | -1375.69 | 15026.874 | 44181.15394 | 38010.10742 | -83355.29108999998
 | EES Power-Gas |  |  |  |  |  |  | 0 | BCF |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 33.903 | 1070.791 | -179.703
 | EES Tariff Management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 364.33 | 1616.635 | 3975.853 | -372841.99529
 | EES Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 4590.072 | 4590.072 | 4590.072 | 10402.769 | 38328.45947
 | EES Other |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -1128.839 | -37699.794 | -72592.405
ENRON ENERGY SERVICES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2360.80349 | 8873.54804 | 30661.77685 | 72096.44125 | 566098.3968100001
 | EES Origination |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2500 | 8918.544 | 29412.11973 | 70450.94870000001 | 561319.9207
 | Enron Direct Canada Power |  |  |  |  |  |  | -1.37615185 | TWH |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -19.87769 | 127.73585 | 277.85321 | 457.53822 | 2879.16445
 | Enron Direct Canada Gas |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -119.31882 | -172.73181 | 971.8039100000001 | 1187.95433 | 1899.31166
PORTLAND GENERAL ELECTRIC |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 4000 |  |  |  |  |  |  |  |  |  |  | -88.872 | 72.438 | 1036.88754 | 185.1965399999999 | -9035.04746
 | N American Natural Gas |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 1500 |  |  |  |  |  |  |  |  |  |  | -107.77 | 22.01 | 99.22294000000001 | -633.4430600000001 | 4288.58294
 | N American Electricity |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 2500 |  |  |  |  |  |  |  |  |  |  | 18.898 | 50.428 | 937.6646 | 818.6396 | -13323.6304
ENRON TRANSPORTATION & SERVICES   * See Below |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 1000 |  |  |  |  |  |  |  |  |  |  | -13.82369 | -231.33687 | 554.09029 | 1095.8683 | 0
Intramonth Allocation Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -19808 | -15119 | 0 | 0 | 0
Less:  Merchant Portfolio Items |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1.13174 | 2.884669999999998 | 1730.17962 | 1896.85137 | 3583.344419999999
TOTAL TRADING |  |  |  |  |  |  |  |  |  |  |  |  | ** |  | 81519.09697475628 | 85000 |  |  |  |  |  |  |  |  |  |  | -99205.52659000001 | 65788.7018699999 | 272055.9785200001 | 210965.9391 | 4800541.853969999
NON TRADING ACTIVITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -298.94521 | -3755.14623 | -1799.730760000002 | -9046.530620000001 | -49102.64443000001
 | Merchant Portfolio |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | -256.5133499999999 | -1958.1232 | 3762.306689999999 | 1894.67665 | -13759.11492
 | Capital Portfolio |  |  |  |  |  |  | 0.104 | $300 MM | 300 |  |  |  |  | 3.49115 | 10000 |  |  |  |  |  |  |  |  |  |  | -42.43186 | -1797.02303 | -5562.037450000001 | -10941.20727 | -35343.52951000001
TOTAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -99504.47180000001 | 62033.5556399999 | 270256.2477600001 | 201919.40848 | 4751439.209539998
* | YTD P&L Not Available Due To System Valuation Issues
2002-01-03 09:32:32.610000
 |  | qu: asset reserves, include or not. Ensure consistent treatment