Spreadsheet: rick_buy__32950__DPR021301_final
Sheet: CORP DPR Summary

PRIVILEGED AND CONFIDENTIAL |  |  |  |  |  |  |  |  | INTERNAL DISTRIBUTION ONLY |  |  |  |  |  | DAILY POSITION REPORT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | REPORT DATE:
 |  |  |  |  |  | POSITIONS |  |  | PRICE/MATURITY RISK |  |  | VALUE-at-RISK |  |  | Change in Value (in 000)
 |  |  |  |  |  | NET OPEN | LIMIT |  | SENSITIVITY | LIMIT |  | 1-DAY | LIMIT |  | TODAY | 5 Day Rolling | MTD | QTD | YTD
ENRON ENERGY SERVICES
COMMODITY |  |  |  |  |  |  |  |  |  |  |  | -10525 | -5000 |  | -2076.784020000001 | -29970.57302 | -43028.68702 | -86678.46011437272 | -86678.46011437272
 | GAS |  |  |  |  | 0.25171145 | N/A |  | 0.977379004048037 | N/A | #REF! | -191 | N/A |  | 172.85498 | -2499.25202 | -1672.386019999999 | 5699.4749798 | 5699.4749798
 |  | SUPPLY |  |  |  |  |  |  |  |  |  |  |  |  | -174.88602 | -3449.42702 | -3950.51602 | -11151.3050202 | -11151.3050202
 |  |  |  | INTRA-MONTH |  |  |  |  |  |  |  |  |  |  | -53.50002 | -1125.49802 | -1125.49802 | -1125.49802 | -1125.49802
 |  | MERCURY |  |  |  |  |  |  |  |  |  |  |  |  | 35.769 | -1767.802 | -1629.546 | -3040.115 | -3040.115
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 3100 | 3100
 |  | STORAGE |  |  |  |  |  |  |  |  |  |  |  |  | -2.698 | -361.643 | -420.164 | 1044.293 | 1044.293
 |  | REAL PROJECT OPTIONS |  |  |  |  |  |  |  |  |  |  |  |  | 278.96 | 1166.451 | 2099.433 | 2844.054 | 2844.054
 |  | CANADA |  |  |  |  |  |  |  |  |  |  |  |  | -11.301 | 4.303 | -77.615 | 792.03 | 792.03
 |  | HEDGE MANAGEMENT COSTS |  |  |  |  |  |  |  |  |  |  |  |  | 82.78 | 141.064 | 676.476 | 12170.403 | 12170.403
 | POWER |  |  |  |  |  |  |  |  |  |  | -10723 | N/A |  | -2249.639000000001 | -27471.321 | -41356.301 | -92166.43409417271 | -92166.43409417271
 |  | SUPPLY-WEST |  |  |  | 3.117658296249253 | N/A |  | 0.314340799971215 | N/A |  | -10954 | N/A |  | -704.435 | -18996.098 | -51084.27 | -66216.15957480154 | -66216.15957480154
 |  | SUPPLY-EAST |  |  |  | -1.179954820843633 | N/A |  | 1.01245243591415 | N/A |  | -1541 | N/A |  | -1636.357 | -9060.012 | -8705.104 | -62809.57951937119 | -62809.57951937119
 |  | REAL PROJECT OPTIONS |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  | INTRA MONTH |  |  |  |  |  |  |  |  |  |  |  |  | 1476.349 | 2344.71 | 2835.737 | 16933.12319591674 | 16933.12319591674
 |  | CANADA |  |  |  |  |  |  |  |  |  |  |  |  | 91.153 | 150.377 | 12041.823 | 7486.333000000002 | 7486.333000000002
 |  | HEDGE MANAGEMENT COSTS |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 434.412 | 6391.25 | 29372.972 | 29372.972
 |  | EXECUTIVE BOOK |  |  |  |  |  |  |  |  |  |  |  |  | 0 | -17137.323 | -29823.291 | -8854.587 | -8854.587
 | TARIFF MANAGEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -211.501 | -211.501
 |  | GAS |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | TRANSPORT AND [NAME] ($1/MMBTU)
 |  |  | FUEL % (+1%)
 |  | POWER |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -211.501 | -211.501
 |  |  | [NAME] AND [NAME] ($1 MWH) |  |  | -79.203 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -211.501 | -211.501
 |  |  | TRANSITION CTC (1M LATER) |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | REGULATORY SWITCH OPTIONS |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | HEDGE MANAGEMENT COSTS
 |  | RETAIL GENERATION SERVICES |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
INTEREST RATE |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 45.60563366817573 | 518.3391327769198 | 810.9287383322046 | 3938.065993632671 | 3938.065993632671
 |  | RHO (1% CHG) |  |  |  |  |  |  | 0 |  |  |  |  |  | -15.44543004233361 | 63.6854382002529 | -27.77419966185482 | 621.3641283211341 | 621.3641283211341
 |  | DRIFT (1-DAY CHG) |  |  |  |  |  | 1 | 0 |  |  |  |  |  | 61.05106371050935 | 454.6536945766669 | 838.7029379940594 | 3316.701865311536 | 3316.701865311536
ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 45.83 | 1055.622 | 1615.602 | 29169.389 | 29169.389
 | SALES |  |  |  |  |  |  |  |  |  |  |  |  |  | 45.83 | 1055.622 | 1615.602 | 29169.389 | 29169.389
 |  |  |  | GAS MID-MKT SALES ORIG. |  |  |  |  |  |  |  |  |  |  | 45.83 | 338.331 | 843.843 | 2721.131 | 2721.131
 |  |  |  | TEM/OUTSOURCE ORIG. (K to O) |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2164.06 | 2164.06
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 1480.21 | 1480.21
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 5421.633 | 5421.633
 | ACCOUNT MGMT [NAME]
 | CONTRACT RISK MANAGEMENT
 | TARIFFS
PRUDENCY/NET OPEN IN 000's $ |  |  |  |  |  | -6716.3359999 |  |  |  |  |  |  |  |  | 16.842 | 165.587 | -27.92699999999999 | 524.7010002000002 | 524.7010002000002
 | GAS PORTFOLIO |  |  |  |  | -1769.0799999 |  |  |  |  |  |  |  |  | 16.842 | 207.327 | 200.024 | 2785.9790002 | 2785.9790002
 | POWER PORTFOLIO |  |  |  |  | 0 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | TARIFF PORTFOLIO
 | CONSUMPTION PREMIUM |  |  |  |  | -4947.256 |  |  |  |  |  |  |  |  | 0 | -41.74 | -227.951 | -2261.278 | -2261.278
CREDIT RESERVE/NET OPEN IN 000's $ |  |  |  |  |  | -74303 |  |  |  |  |  |  |  |  | 0 | -3721.833 | -602.512 | -17387.863 | -17387.863
 |  |  |  | TOTAL |  |  |  |  |  |  |  |  |  |  | -1968.506386331825 | -31952.85788722308 | -41232.5952816678 | -70434.16712054005 | -70434.16712054005 |  |  |  | -60718.29607933646 | -0.002726271632127464
 | Note: Today's change in value is a result of the following:
 | 1.) Power East down primarily due to peak curve changes in Entergy and Zone-J.