Spreadsheet: rick_buy__32665__DPR121100_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 |  |  |  |  |  |  |  |  |  |  |  | -6860 | -7000 |  | -16752.59160851793 | -111381.3520457316 | -109929.1658609532 | -79452.66511535927 | 48172.77114104195
 | GAS |  |  |  |  | -3.181843 | N/A |  | 4.830934 | N/A | #REF! | -901 | N/A |  | -900.0690000999999 | -10977.4420001 | -7377.042999200001 | 4100.3510008 | 13840.13793629945
 |  | SUPPLY |  |  |  |  |  |  |  |  |  |  |  |  | -881.756 | -11212.997 | -7586.51 | 1679.195 | 10043.98194549955
 |  |  |  | INTRA-MONTH |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 2307.111 | 1405.183
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1e-07 | -1e-07 | 8e-07 | 8e-07 | 8e-07
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  | STORAGE |  |  |  |  |  |  |  |  |  |  |  |  | -18.313 | 235.555 | 209.467 | 2421.156 | 3796.1559899999
 |  | REAL PROJECT OPTIONS
 | POWER |  |  |  |  |  |  |  |  |  |  | -6981 | N/A |  | -15852.52260841793 | -100403.9100456316 | -102552.1228617532 | -120522.0951161593 | -22475.47479525749
 |  | SUPPLY-WEST |  |  |  | 1.2230905672282 | N/A |  | 1.20222176131005 | N/A |  | -5618 | N/A |  | -8628.788327647087 | -70820.59919028448 | -92387.43278940607 | -106028.8568271978 | -28691.16173506456
 |  | SUPPLY-EAST |  |  |  | 3.21854598885285 | N/A |  | -1.12076292757945 | N/A |  | -4108 | N/A |  | -7223.734280770846 | -29583.31085534713 | -10164.69007234713 | -14493.2382889615 | 9581.686939807068
 |  | REAL PROJECT OPTIONS |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -3366
 |  | INTRA MONTH |  |  |  |  |  |  |  |  |  |  |  |  | -579.460131523076 | 2705.608465839523 | -13338.27713328204 | -14608.56286313364 | -6983.194157213138
 |  | OWENS ILLINOIS |  |  |  | 0 | N/A |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 | TARIFF MANAGEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 36969.079 | 56808.10799999999
 |  | GAS |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | TRANSPORT AND [NAME] ($1/MMBTU)
 |  |  | FUEL % (+1%)
 |  | POWER |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 36969.079 | 56880.45299999999
 |  |  | [NAME] AND [NAME] ($1 MWH) |  |  | -52.966 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
 |  |  | TRANSITION CTC (1M LATER) |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 36969.079 | 48713.45299999999
 |  |  | REGULATORY SWITCH OPTIONS |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 8167
 |  | RETAIL GENERATION SERVICES |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -72.345
INTEREST RATE |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 56.96608438043182 | 711.5133960739093 | 1185.920920433341 | 7122.792453870947 | 12511.04444229408
 |  | RHO (1% CHG) |  |  |  |  |  |  | 432.299301355482 |  |  |  |  |  | -274.123834682422 | -69.4143149508246 | -50.55049759060901 | -293.7907578902581 | -5000.135783097095
 |  | DRIFT (1-DAY CHG) |  |  |  |  |  | 1 | 117 |  |  |  |  |  | 331.0899190628538 | 780.927711024734 | 1236.47141802395 | 7416.583211761204 | 17511.18022539118
ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 41.779 | 7919.7 | 5716.972217 | 27523.217217 | 174198.3421664487
 | SALES |  |  |  |  |  |  |  |  |  |  |  |  |  | 16.406 | 3710.352 | 1369.928217 | 10104.376827 | 35467.93377601237
 |  |  |  | GAS MID-MKT SALES ORIG. |  |  |  |  |  |  |  |  |  |  | 16.406 | 234.808 | 261.492 | 3447.52161 | 12971.7210400001
 |  |  |  | TEM/OUTSOURCE ORIG. (K to O) |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 3497.483 | -130.004
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 6.76 | 6.76
 | ACCOUNT MGMT [NAME]
 | CONTRACT RISK MANAGEMENT
 | GAS HEDGE MGMT |  |  |  |  |  |  |  |  |  |  |  |  |  | 25.373 | 99.972 | 237.668 | 1993.19139 | 9875.64039
 | POWER HEDGE MGMT |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 4109.376 | 4109.376 | 15418.889 | 128848.0080004363
 | TARIFFS
PRUDENCY/NET OPEN IN 000's $ |  |  |  |  |  | -10448.8158992732 |  |  |  |  |  |  |  |  | -13.0599999 | 3138.7740001 | 3165.7709992 | 2130.214999199999 | -9084.84217672305
 | GAS PORTFOLIO |  |  |  |  | -1598 |  |  |  |  |  |  |  |  | -13.0599999 | -17.9759999 | 9.0209992 | 23.7019992 | -847.8719961998479
 | POWER PORTFOLIO |  |  |  |  | -910.97775 |  |  |  |  |  |  |  |  | 0 | 4321.202 | 4321.202 | 4448.592 | -910.97775
 | TARIFF PORTFOLIO
 | CONSUMPTION PREMIUM |  |  |  |  | -7939.838149273201 |  |  |  |  |  |  |  |  | 0 | -1164.452 | -1164.452 | -2342.079 | -7325.992430523202
CREDIT RESERVE/NET OPEN IN 000's $ |  |  |  |  |  | -32416.36328286236 |  |  |  |  |  |  |  |  | -6839.423 | -11834.073 | -11834.073 | -15576.04 | -29662.67528286236
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -6839.423 | -6839.423 | -6839.423 | -6839.423 | -6839.423
 |  |  |  | TOTAL |  |  |  |  |  |  |  |  |  |  | -23506.3295240375 | -111445.4376495577 | -111694.5747243199 | -58252.48044528833 | 196134.6402901993
 | Note: Today's change in value is a result of the following:
 | Note: Today's change in value is a result of the following:
 | 1.) Increase in credit reserve is due to gas credit reserve for Arcadia Position ($6,800k).
 | 1.) | Socal gas curves decreased coupled with a long 2001 position, resulting in a $1,700k loss.
 | 2.)  NP-15 peak decreased 2001 - 2016, resulting in a $6,008k loss.
 | 3.) COB peak increased Q1 - Q3 2001 and increased Q4 2001, resulting in a $10,583k gain.
 | 4.)  Entergy increased Q1 2001 and decreased Q2 2001 - 2016, resulting in a $9,446k loss.
 | 5.)  [NAME] G increased 2001 - 2016, resulting in a $6,478k loss.