Spreadsheet: stacey_white__39180__DPR and Recon
Sheet: DPR

ENRON POWER TRADING & TRANSMISSION
DAILY POSITION STATEMENT
As of: | 2001-11-30 00:00:00
 |  |  |  |  | EAST |  | WEST |  | TOTAL
FINAL |  |  |  |  | POWER |  | POWER |  | POWER
LTD Through: |  |  | 2001-10-31 00:00:00
 | [NAME] (Mid) |  |  |  | -259359512.4812954 |  | 778986411.8881515
 | Prudent Reserve |  |  |  | 0 |  | 0
 | Liquidated |  |  |  | 856006741.5241392 |  | 775884262.4267378
 | LTD Net Recognized P&L |  |  |  | 596647228.2462807 |  | 1554870674.314889
MTD Through: |  |  | 2001-11-30 00:00:00
 | Originated Transactions /Credit Reserve |  |  |  | 419820 |  | 0
 | Hedge management
 |  | New Deals |  |  | 11226635.82201379 |  | 3478891.147086454
 |  | Change in Price |  |  | -1709062.627489591 |  | 59156473.21448323
 |  | Change in Basis Price |  |  | 12063905.18157927 |  | 0
 |  | Change in Gas Price |  |  | 101606.4722833897 |  | 0
 |  | Gamma |  |  | 1341375.873107532 |  | -496073.7121706598
 |  | Vega |  |  | -248004.8446205256 |  | -23363.39443087576
 |  | Theta |  |  | -439503.7488072335 |  | 214351.185769047
 |  | Drift |  |  | 0 |  | 0
 |  | Change in Interest Rates |  |  | 0 |  | 0
 |  | Broker Fees: |  |  | -144985.8 |  | -196671.5425
 | Adjustments |  |  |  | -4717930.38 |  | 178495.59
 | Total Hedge Management |  |  |  | 17474035.94806663 |  | 62312102.4882372
 |  |  |  |  |  |  | -4208.894049466369
 | Financial Liquid. True up |  |  |  | -1934802.840437575 |  | -4209
 | Reconciliation Book to Actual Liquid. |  |  |  | -619193.1087095846 |  | 389712
 | Other |  |  |  | -272774.3828259641 |  | 46512
MTD Income (Loss) |  |  |  |  | 15067085.6160935 |  | 62744118
LTD Through: |  |  | 2001-11-30 00:00:00
 | [NAME] (Mid) |  |  |  | -219108787.0150526 |  | 838205391.5450733
 | Liquidated ** |  |  |  | 830689751.7369254 |  | 779409400.4671638
 | Net Recognized P&L |  |  |  | 611580957.0490822 |  | 1617614792.141208
YTD Through: |  |  | 2001-11-30 00:00:00
 | Originated Transactions/Credit Reserve |  |  |  | 47446168.71 |  | 63890120.40000001
 | [NAME] (Mid) |  |  |  | -66901824.10060123 |  | 637815621.1747551
 | Liquidated |  |  |  | 448103996.0377433 |  | 229958736.0944487
 | Net Recognized P&L |  |  |  | 381354551.8558503 |  | 867774357.2692039
Daily Change in P&L- Explanations
 | Originated Transactions/Credit Reserve |  |  |  | 0 |  | 0
 | Hedge management
 |  | New Deals |  |  | 74962.20346359549 |  | -96644.95319524336
 |  | Change in Price |  |  | -15598170.069459 |  | 9915844.608933419
 |  | Change in Basis Price |  |  | -1131957.29 |  | 0
 |  | Change in Gas Price |  |  | 30838.46068587661 |  | 0
 |  | Gamma |  |  | 58773.60455274582 |  | 7459.607965189869
 |  | Vega |  |  | 14860.66677665714 |  | -1735.897766113281
 |  | Theta |  |  | -9132.582433434374 |  | 15567.24275972831
 |  | Drift |  |  | 0 |  | 0
 |  | Change in Interest Rates |  |  | 0 |  | 0
 |  | Broker Fees: |  |  | 14435.45 |  | 6876.4975
 | Adjustments |  |  |  | -3482357.38 |  | 178495.59
 | Total Hedge Management |  |  |  | -20027746.93641356 |  | 10025862.69619698
 | Financial Liquid. True up |  |  |  | -64804.1694640175 |  | 3125.258570391274
 | Reconciliation Book to Actual Liquid. |  |  |  | 42582.20090565108 |  | 103952.4748102777
 | Other |  |  |  | -20275.04318547292 |  | 41127.12864774464
Daily Change in Income (Loss) |  |  |  |  | -20070243.71580897 |  | 10174067.55822536