Spreadsheet: sandra_brawner__36281__P&L
Sheet: Sheet1

ENRON CAPITAL & TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2000-07-26 00:00:00
 |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | Transport |  | LT-Transport |  | LT-Transport |  | Transport |  | Transport |  | LT-Transport
META ID |  | Price - LVP |  | Basis - LVD |  | Gas Daily - LVM |  | Index - LVI |  | Transport Spreads |  | Basis Options |  | Exotics |  | Crude |  | POWER |  | Kansas City - GXP |  | 0 |  | 0 |  | TOTAL
 | Post ID: | 845364 |  | 845365 |  | 845366 |  | 0 |  | Ex-Oracle |  | Ex-Oracle |  | Ex-Oracle |  | 602566 |  | 0 |  | 605254 |  | 0 |  | 0
[NAME])  (Million MMbtu)
2000-07-26 00:00:00
Volatility Factor (d) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
2000-06-30 00:00:00
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
2000-06-30 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
[NAME]  (in thousands)
2000-06-30 00:00:00
Gross Book Balance |  | 209327.4649 |  | 1317472.3524 |  | 0 |  | 0 |  | -107911 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1418888.8173
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | 6844493.3492 |  | -669485.324 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 876947.5087000001
LTD Gross Recognized Balance |  | 7053820.8141 |  | 647987.0284000002 |  | -421021.0165 |  | 0 |  | -4424273.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2295836.326
2000-07-26 00:00:00
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 47557.762 |  | 387.0063 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 47944.7683
Change in Price |  | 189010.9333 |  | 0 |  | 0 |  | 0 |  | 975790 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1164800.9333
Change in Basis Price |  | 0 |  | 464120.4236999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 464120.4236999999
Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | 236568.6953 |  | 464507.43 |  | 0 |  | 0 |  | 975790 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1676866.1253
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 8.418000000000001 |  | 119.3878 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 127.8058
MTD Income (Loss) |  | 236577.1133 |  | 464626.8178 |  | 0 |  | 0 |  | 975790 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1676993.9311
2000-07-26 00:00:00
Gross Book Balance (including Current Month Rho & Drift) |  | 447355.2124 |  | 1795372.6228 |  | 0 |  | 0 |  | 867879 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3110606.8352
Current Month: Rho |  | 440.2344000000001 |  | 4929.874599999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 5370.108999999999
Drift |  | 1010.3998 |  | 8343.6272 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 9354.027
Gross Book Balance (excluding Current Month Rho & Drift) |  | 447355.2124 |  | 1795372.6228 |  | 0 |  | 0 |  | 867879 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3110606.8352
Prudence | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0
Liquidated |  | 6843042.715 |  | -682758.8258 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 862223.3727000002
Gross Recognized Balance | 9.313225746154785e-10 | 7290397.9274 | 0.04920000000856817 | 1112613.8462 | 0 | -421021.0165 | 0 | 0 | 0 | -3448483.5 | 0 | -553120 | 0 | -7557 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0.0492000007070601 | 3972830.257100001
LTD Through December 31, 1999
Gross Recognized Balance |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 | -9.313225746154785e-10 |  | -0.04920000000856817 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.0492000007070601
2000-07-26 00:00:00
Gross Book Balance |  | 447355.2124 |  | 1795372.6228 |  | 0 |  | 0 |  | 867879 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3110606.8352
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | 6843042.715 |  | -682758.8258 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 862223.3727000002
Gross Recognized Balance |  | 7290397.927399999 |  | 1112613.797 |  | -421021.0165 |  | 0 |  | -3448483.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3972830.207899999
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 58065.8634 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 58065.8634
Change in Price |  | 67313.6752 |  | 0 |  | 0 |  | 0 |  | 78051 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 145364.6752
Change in Basis Price |  | 0 |  | -13722.69540000003 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -13722.69540000003
Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | 125379.5386 |  | -13722.69540000003 |  | 0 |  | 0 |  | 78051 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 189707.8432
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 12.5694 |  | -2.465400000000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 10.104
Total Income (Loss) | 0 | 125392.108 | 1.618900569155812e-10 | -13725.16080000019 | 0 | 0 | 0 | 0 | 0 | 78051 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 189717.9472