Spreadsheet: robin_rodrigue__33303__ngpl_0131
Sheet: Daily

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENRON CAPITAL & TRADE RESOURCES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY NATURAL GAS P&L STATEMENT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ($ in Thousands)
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-01-31 00:00:00
 |  |  |  |  |  |  |  |  |  | HIDE |  | HIDE |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE | HIDE | HIDE |  |  |  |  |  | HIDE | HIDE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Firm Trading | Firm Trading |  |  |  |  |  |  | US |  |  |  | Hub | Texas | East | West | Pipe |  |  |  | US | US TOTAL | Canadian | Canadian Gas | Canadian Gas | Canadian | Canadian | Canadian | Canada | Denver | Denver |  | Gas | Other
 |  |  |  |  |  | EAST | VNG | CENT | CHICAGO | ARUBA | TEXAS | WEST |  | Transport |  | TRANSPORT | TOTAL |  | EAST | NY | CENT | CENT | TEXAS | TEXAS | GD OPTION | WEST | FT-Nwest | MGMT-West | TOTAL | Natural Gas | NYMEX | MGMT. | Gas | Gas | Gas | Gas | Options | Storage | Exec Spec | ST-Upstream | TOTAL | CASH, FIRM | Gas (C4) | (C4) | (C4) | Gas | GAu | Gas | Short Term | Firm | Cash | CCT | Exec. | TOTAL |  | TOTAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cash |  |  |  |  |  |  |  |  |  |  |  | Firm | Price |  |  | Daily | Daily | Daily | Daily |  |  |  |  | FINANCIAL | FINANCIAL | (Can$) | (US$) | (US$) | Firm | Total (US$) | Total (US$) |  |  |  |  |  |  |  | GAS (in US$)
TRADER |  |  |  |  |  | [NAME] | Hendrickson | Shively | [NAME] |  | Martin | [NAME] |  |  |  | [NAME] |  |  | Brawner | McKay | Sturm | Menear | McClendon | Richardson | Keavey | Holst | Ermis | [NAME] |  |  | [NAME] | [NAME] | Keavey | Metz | Mullholland | [NAME] | May | Schwieger | Shankman |  |  |  | Mckay |  | McKay & Lambie |  | Mckay | Disturnal | Mckay | Lucci | Lucci | [NAME] | Hannon
ORIGINATIONS |  |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
PHYSICAL TRADING:
 |  | INTRAMONTH HEDGE MANAGEMENT |  |  |  | #REF! |  | #REF! |  |  | 798.26 | -26279.39980369727 |  |  |  |  | #REF!
 |  | TRANSPORT |  |  |  | -271.6965899999999 |  | 3335.628395364076 |  |  | 0 | 28594.5414452 |  | 0 |  |  | 31658.47325056408
 |  | OMICRON |  |  |  | 497.454 |  | -5.86 |  |  | 0 | 0 |  |  |  |  | 491.594
 |  | STORAGE |  |  |  | -1740.508138599999 |  | 0 |  |  | 0 | 0 |  |  |  |  | -1740.508138599999
 |  | CASH DESK RESERVE |  |  |  | #REF! |  | 0 |  |  | 120 | 0 |  |  |  |  | #REF!
 |  | MID-MKT ORIGINATIONS |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 56.995
 |  | AFFILIATE DEMAND CHARGE |  |  |  | #REF! |  | 0 |  |  | 0 | 0 |  | 0 |  |  | #REF!
 | TOTAL PHYSICAL TRADING P/L |  |  |  |  | #REF! |  | #REF! |  |  | 918.26 | 2315.141641502727 |  | 0 |  |  | #REF!
FINANCIAL TRADING:
 |  | OPTIONS [NAME]
 |  | FINANCIAL HEDGE MANAGEMENT |  |  |  | 284.4075812 |  | #REF! |  |  | 3538.484 | 1995.643 |  | 0 |  |  | #REF! |  | 2454.178570399971
 |  | CHANGE IN PRICE PRUDENCE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN OTHER |  |  |  | -0.0772739 |  | -5.414 |  |  | 0 | 0 |  | 0 |  |  | -5.491273899999999 |  | -4.6242284
 | TOTAL FINANCIAL TRADING P/L |  |  |  |  | 284.3303073 |  | #REF! |  |  | 3538.484 | 1995.643 |  | 0 |  |  | #REF! |  | 2449.554341999971
CANADIAN P/L W/O TRANS SHIFT IN US$
TRANSLATION SHIFT IN US$ (memo)
CANADIAN P/L NET OF TRANS SHIFT IN US$
TOTAL MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | 4456.744 | 4310.784641502727 |  | 0 |  |  | #REF! |  | 2506.549341999971
 | ABOVE MKT ASSET TRANSFER |  |  |  |  | #REF! |  | 0 |  |  | 0 | 0 |  | 0 |  |  | #REF!
 | ENTEX OVERBURN/UNDERBURN |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 | AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
NET MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | 4456.744 | 4310.784641502727 |  | 0 |  |  | #REF! |  | #REF!
NET MTD GAS TRADING |  |  |  |  |  | #REF! |  | #REF! |  |  | 4456.744 | 4310.784641502727 |  | 0 | 0 |  | #REF! |  | #REF!
DAILY CHANGE
PHYSICAL TRADING
 |  | CHANGE IN ACCRUED |  |  |  | -3213.916961799999 | -179.2905417395161 | -6152.732755830448 | -1877.73146 | 0 | -4794.23373709622 | 0 |  |  |  |  | -16217.90545646618 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1421.757693844022 |  |  |  |  | -1421.757693844022 | -17639.6631503102 |  |  |  |  |  |  | 692.5303043883281 |  | 225.9703503307865 |  |  | 918.5006547191147 |  | -16721.16249559109
 |  | CHANGE IN AFF DEMAN CHARGE |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN MTM |  |  |  | 832.386 | -91.44822404520994 | 4662.97570227601 | 1733.024 | 0 | 153.6666129032257 | 0 |  |  |  |  | 7290.604091134024 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 535.1357088300027 |  |  |  |  | 535.1357088300027 | 7825.739799964027 |  |  |  |  |  |  | 1961.168490313771 |  | 417.13 |  |  | 2378.298490313771 |  | 10204.0382902778
 |  | OTHER CHANGES |  |  |  | -1105.31 | 0 | -392.67293 | 141.646625 | 0 | 0 | 0 |  | 0 |  |  | -1356.336305 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -6950.275 |  |  |  |  | -6950.275 | -8306.611304999999 |  |  |  |  |  |  | 0 |  | 6.144 |  |  | 6.144 |  | -8300.467304999998
 |  | PHYSICAL TRADING P/L |  |  |  | -3486.840961799999 | -270.738765784726 | -1882.429983554438 | -3.060835000000083 | 0 | -4640.567124192995 | 0 |  | 0 |  |  | -10283.63767033216 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -7836.896985014019 |  |  |  |  | -7836.896985014019 | -18120.53465534618 |  |  |  |  |  |  | 2653.698794702099 |  | 649.2443503307866 |  |  | 3302.943145032886 |  | -14817.59151031329
TRANSPORT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 520.711 | 11.05134034696745 | 820.3197267286023 | 59.206 | 0 | 469.5259032258065 | 0 |  |  |  |  | 1880.813970301376 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 1468.87534 |  |  |  |  | 1468.87534 | 3349.689310301376 |  |  |  |  |  |  | 0 |  | -49.429 |  |  | -49.429 |  | 3300.260310301376
 |  | TRANSPORT EXPENSE/REV. |  |  |  | -327.385 | -20.40490645820746 | -489.8849611738477 | -46.324 | 0 | -314.2502903225808 | 0 |  |  |  |  | -1198.249157954636 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -318.2532968500003 |  |  |  |  | -318.2532968500003 | -1516.502454804636 |  |  |  |  |  |  | 0 |  | -31.82493548387097 |  |  | -31.82493548387097 |  | -1548.327390288507
 |  | DEMAND CHARGES/REIMBURSEMENTS |  |  |  | -743.0950738709677 | 0 | 9.814765161290257 | -27.12 | 0 | 0 | 0 |  |  |  |  | -760.4003087096775 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -247.1161267741936 |  |  |  |  | -247.1161267741936 | -1007.516435483871 |  |  |  |  |  |  | 0 |  | -60.17300000000002 |  |  | -60.17300000000002 |  | -1067.689435483871
 |  | NET ACCRUAL |  |  |  | -549.7690738709676 | -9.353566111240012 | 340.2495307160448 | -14.238 | 0 | 155.2756129032257 | 0 |  |  |  |  | -77.83549636293708 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 903.505916375806 |  |  |  |  | 903.505916375806 | 825.6704200128689 |  |  |  |  |  |  | 0 |  | -141.426935483871 |  |  | -141.426935483871 |  | 684.2434845289979
 |  | TRANSPORT/BASIS RESERVE |  |  |  | -479.79 | -73.27542700726003 | -883.3264230338598 | -78.273 | 0 | -354.9779032258064 | 0 |  |  |  |  | -1869.642753266926 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1450.09283 |  |  |  |  | -1450.09283 | -3319.735583266926 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -3319.735583266926
 |  | CONTRACTED TRANSPORT EXP/REV. |  |  |  | 127.032 | 55.1020996209994 | 486.5444663738479 | 46.271 | 0 | 314.2502903225806 | 0 |  |  |  |  | 1029.199856317428 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 320.6219383 |  |  |  |  | 320.6219383 | 1349.821794617428 |  |  |  |  |  |  | 0 |  | 19.03993548387097 |  |  | 19.03993548387097 |  | 1368.861730101299
 |  | EST. RESIDUAL TRANSPORT EXP/REV. |  |  |  | 341.9174838709678 | 0 | 106.3507248387097 | 27.12 | 0 | 0 | 0 |  |  |  |  | 475.3882087096774 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 157.3479767741936 |  |  |  |  | 157.3479767741936 | 632.736185483871 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 632.736185483871
 |  | CAPACITY HEDGES - PRICE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - BASIS |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - INDEX |  |  |  | 0 | 0 | 0 |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -282.236 |  |  |  |  | -282.236
 |  | LONG-TERM TRANSPORT |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | LONG-TERM TRANSPORT HEDGES |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | LONG-TERM TRANSPORT MANAGED BY INTRAMONTH |  |  |  | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 17796.273 |  |  |  |  | 17796.273 | 17796.273 |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 17796.273
 |  | INTRA-MONTH TRANSPORT HEDGES |  |  |  | 746.854 | 0 | 10.872 | 0 |  |  | 0 |  |  |  |  | 757.726 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 757.726 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 757.726
 |  | NET MTM |  |  |  | 736.0134838709678 | -18.17332738626063 | -279.5592318213022 | -4.881999999999994 | 0 | -40.7276129032258 | 0 |  | 0 |  |  | 392.6713117601793 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 16541.91408507419 |  |  |  |  | 16541.91408507419 | 16934.58539683437 |  |  |  |  |  |  | 0 |  | 19.03993548387097 |  |  | 19.03993548387097 |  | 17235.86133231824
 |  | DAILY TRANSPORT P/L |  |  |  | 186.2444100000001 | -27.52689349750064 | 60.69029889474263 | -19.12 | 0 | 114.5479999999999 | 0 |  | 0 |  |  | 314.8358153972422 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 17445.42000145 |  |  |  |  | 17445.42000145 | 17760.25581684724 |  |  |  |  |  |  | 0 |  | -122.387 |  |  | -122.387 |  | 17637.86881684724
OMICRON |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  | 0
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE (In CPR) |  |  |  | 0 | 0 | 46.892 | 0 | 0 | 0 | 0 |  |  |  |  | 46.892 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 46.892 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 46.892
 |  | OPTION MTM VALUE (In CPR) |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET PHYSICAL P&L |  |  |  | 0 | 0 | 46.892 | 0 | 0 | 0 | 0 |  |  |  |  | 46.892 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 46.892 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 46.892
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE |  |  |  | 20.425 | 0 | -46.75 | 0 | 0 | 0 | 0 |  |  |  |  | -26.325 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -26.325 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -26.325
 |  | OPTION MTM VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET FINANCIAL P&L |  |  |  | 20.425 | 0 | -46.75 | 0 | 0 | 0 | 0 |  |  |  |  | -26.325 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -26.325 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -26.325
 |  | NET OMICRON P/L |  |  |  | 20.425 | 0 | 0.142000000000003 | 0 | 0 | 0 | 0 |  |  |  |  | 20.567 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 20.567 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 20.567
STORAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | [NAME], FUEL, AND ROYALTIES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | NET ACCRUAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | PRICE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | BASIS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | DEMAND CHARGES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | 3RD PARTY REVENUE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | PHYSICAL COMMITMENT INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
DAILY STORAGE P/L |  |  |  |  |  | 4.657862999999896 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 4.657862999999896 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 4.657862999999896 |  |  |  |  |  |  | -25.02525654693316 |  | 0 |  |  | -25.02525654693316 |  | -20.36739354693327
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF!
CASH DESK RESERVE |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
ENTEX OVERBURN/UNDERBURN |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
FINANCIAL HEDGE MANAGEMENT
 |  | HEDGE MANAGEMENT:
 |  | NEW DEALS |  |  |  | -637.5821882 | 0 | 1425.6525152 | -545.7366394000019 | 0 | 672.7667898999999 | 0 |  | 0 |  | 0 | 915.100477499998 |  | 224.3118039000001 | -117.5682232 | 0 | 70.25387210000011 | 49.75611390000005 | 0 |  | -6136.951654 | 580.7355317000001 | -1844.582779 | -7174.0453346 | -163.2534699999999 | -163.2534699999999 | 0 | -493.324169999999 | 1224.3704069 | 0 | 786.7342709999995 | -157.7534815999998 | 134.2188300999999 | 0 | 0 | 1330.9923864 | -4927.952470700002 | -876.871 | -582.5747118396116 | -1121.220681655784 | 0 | -1121.220681655784 | 538.6459698161725 |  | 0 | 0 | 0 |  | -582.5747118396118 |  | -5510.527182539614
 |  | CHANGE IN PRICE |  |  |  | 2708.016882499996 | -91.06569777456252 | -423.9980999000018 | 213.6977994999997 | 0 | 2964.237511500001 | 0 |  | 0 |  | -180.5725085 | 5190.315887325433 |  | 614.2479368999999 | -125.8727362999994 | 0 | -52.70549660000004 | 244.5780285999994 | 0 |  | 4616.047090399999 | 4980.956764 | 23374.59077190001 | 33651.8423589 | -12158.69774877978 | -12158.69774877978 | 0 | -1454.9601838 | -1443.998120600001 | 0 | 27441.70072220001 | 2404.3199178 | -571.5811602000016 | 0 | 0 | 14216.78342662022 | 53058.94167284566 | -3565.749 | -2370.224157416355 | -132.2212853834179 | -0.035 | -132.2562853834179 | -2238.002872032936 | -1112.430139872607 | 761.6513607 | 0 | 0 |  | -2721.037936588962 |  | 50337.9037362567
 |  | CHANGE IN BASIS PRICE |  |  |  | -36.83875960000133 | 5.290317689485631 | -215.8128380000001 | 0.008032499999695573 | 0 | 3765.108270300001 | 0 |  | 0 |  | 336.3950449999999 | 3854.150067889484 |  | -177.3905134999999 | -974.3649216999999 | 0 | 22.13199929999979 | -40.07774900000007 | 1.3e-06 |  | -3743.241402100002 | 3890.416033999991 | 4857.4287293 | 3834.902177599988 | 0 | 0 | 0 | -55.20701870000001 | 208.1907675000001 | 0 | -3040.195835500002 | 1433.5617202 | 624.3543801 | 0 | 0 | -829.295986400001 | 6859.756259089472 | 1936.879 | 1286.728866360629 | 357.9130053316978 | 0 | 357.9130053316978 | 928.8158610289312 | 0 | 640.2992309999987 | 0 | 0 |  | 1927.028097360628 |  | 8786.784356450098
 |  | CHANGE IN INDEX PRICE |  |  |  | 0.7246258000000378 | -95.54031034404522 | 732.4764283999999 | 0.3779483999999939 | 0 | 338.2325868 |  |  | 0 |  | 0 | 976.2712790559547 |  | 1.184442100000102 | 0.9984944999999134 | 0 | 213.6328127000001 | 0 | 0 |  | 0 | 0 | 0 | 215.8157493000001 | 0 | 0 | 0 | 0 | 0 | 0 | 669.9280422 | 0 | 0 | 0 | 0 | 669.9280422 | 1862.015070555955 | -3.499 | -2.333442868677055 | 0 | 0 | 0 | -2.333442868677055 |  | 183.8805112999999 | 0 | 0 |  | 181.5470684313229 |  | 2043.562138987278
 |  | CHANGE IN GAS DAILY PRICE |  |  |  | 6973.253797499994 | -46.02207148116752 | 2088.6728218 | 298.1099953000001 | 0 | 160.766 |  |  | 0 |  | 0 | 9474.780543118826 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 2683.8313321 | 2959.4803128 | 0 | 0 | 0 | 0 | 0 | 0 | 5643.311644900001 | 15118.09218801883 | 0 | 0 | 0 | 0 | 0 | -638.1955405301987 | -994.9169994394545 |  | 0 |  |  | -1633.112539969653 |  | 13484.97964804917
 |  | CHANGE IN WEATHER HEDGE MANAGEMENT |  |  |  |  | 0 |  |  |  | 0 |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
 |  | CHANGE IN FOREIGN CURRENCY |  |  |  |  | 0 |  | 0 |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 1034.221 | 687.9298438957287 | -222.8216857782375 | 0 | -222.8216857782375 | 910.7515296739663 |  | 0 |  | 0 |  | 687.9298438957287 |  | 687.9298438957287
 |  | GAMMA |  |  |  | 0 | 0 | -88.3478405 | 0 |  | -0.02697539999999999 | 0 |  | 0 |  | -45.8617709 | -134.2365868 |  | -0.0309813 | -0.2302547999999999 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.2612360999999999 | 1030.89505 | 1030.89505 | 0 | -0.1878928999999771 | 0.0009303 | 0 | 0 | 843.4439659999999 | -1.391772299999999 | 0 | 0 | 1872.7602811 | 1738.2624582 | 543.146 | 361.3087280797986 | 3.846271657634218 | 0 | 3.846271657634218 | 357.4624564221644 |  | 0 |  | 0 |  | 361.3087280797986 |  | 2099.571186279798
 |  | VEGA |  |  |  | 0 | 0 | 73.07699199999999 | 0 |  | -0.00800739999999999 | 0 |  | 0 |  | -50.5110663 | 22.55791829999999 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | -180.2916699999998 | -180.2916699999998 | 0 | 119.315113 | 0 | 0 | 0 | -2195.0806444 | 0 | 0 | 0 | -2256.0572014 | -2233.4992831 | 364.455 | 242.3322370369517 | -0.006649167580001693 | 0 | -0.006649167580001693 | 242.3388862045317 |  | 0 |  | 0 |  | 242.3322370369517 |  | -1991.167046063048
 |  | THETA |  |  |  | 0 | 0 | 38.7414375 | 0 |  | 0.0019529 | 0 |  | 0 |  | -0.07162970000000132 | 38.6717607 |  | -0.004818899999999999 | 0.09662329999999997 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.09180439999999997 | -458.87808 | -458.87808 | 0 | -0.2233379000000568 | -0.0016994 | 0 | 0 | -252.6402265 | 0 | 0 | 0 | -711.7433438 | -672.9797787 | -337.523 | -224.5266410294391 | -1.642425187918113 | 0 | -1.642425187918113 | -222.884215841521 |  | 0 |  | 0 |  | -224.5266410294391 |  | -897.5064197294391
 |  | OPTIONS VARIANCE |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 8.510791999999999 | 0 | 0 | 0 | 0 | 0 | 0 |  | 8.510791999999999 | 8.510791999999999 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  | 8.510791999999999
 |  | BROKER  FEES |  |  |  | -1.608 | 0 | -4.327999999999999 | 0 | 0 | 0 | 0 |  | 0 |  | -1.26 | -7.196 |  | -3.221 | -0.652 | 0 | -24.586 | -17.528 | 0 |  | -24.443 | 2.946 | -15.779 | -83.26299999999999 | -47.464 | -47.464 | 0 | 0 | -104.42 | 0 | -74.534 | -30.462 | 0 | 0 | 0 | -256.88 | -347.339 | -25.83928 | -17.19456995242851 | -17.19456995242851 | 0 | -17.19456995242851 | 0 | 0 | 0 | 0 | 0 |  | -17.19456995242851 |  | -364.5335699524285
 |  | TOTAL HEDGE MANAGEMENT |  |  |  | 9005.966357999989 | -227.3377619102897 | 3626.133416499998 | -33.54286370000239 | 0 | 7901.078128600001 | 0 |  | 0 |  | 58.11806959999993 | 20330.4153470897 |  | 659.0968692000001 | -1217.5930182 | 0 | 228.7271875 | 236.7283934999994 | 1.3e-06 | 0 | -5288.588965700003 | 9455.05432969999 | 26371.65772220001 | 30445.08251949999 | -11977.68991877979 | -11977.68991877979 | 0 | 807.7546338000013 | 2843.622597499999 | 0 | 25783.63319990001 | 2045.389251500001 | 185.6002776999983 | 0 | 0 | 19688.31004162022 | 70463.80790820991 | -930.78028 | -618.5538477334035 | -1133.348020136034 | -0.035 | -1133.383020136034 | -123.4013681275672 | -2107.347139312062 | 1585.831102999999 | 0 | 0 | 0 | -1778.300424575664 |  | 68685.50748363424
CHANGE IN PRICE PRUDENCE |  |  |  |  |  | 0 | 0 |  | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 0
OTHER CHANGES |  |  |  |  |  | -0.004532700000000003 | 0 | -1.819502400000015 | -0.03877410000000001 | 0 | 21.2141358 | 0 |  | 0 |  | -0.1430458 | 19.20828079999999 |  | -0.03211869999999958 | -0.3148099 | 0 | -0.005140500000000017 | 410.1892981 | 0 |  | 6.607964699999999 | 0.6936358999999997 | 4.996005 | 422.1348346000001 | 0 | 0 | 0 | 0 | -0.2770045000000007 | 2.8e-06 | -5.181717599999998 | 0 | 0 | 0 | 0 | -5.458719299999998 | 435.8843961000001 | 569.974 | 379.2126070906481 | 367.9840753157446 | -0.029 | 367.9550753157446 | 11.22853177490354 | -704.7740814471533 | 1.039845 |  | 0 | 0 | -324.5506293565052 |  | 111.3337667434949
CHANGE IN CASH ORIGINATIONS |  |  |  |  |  | 84.90199999999982 | 0 | -4.18562 | 0 | 0 | 0 | 0 |  | 0 |  |  | 80.71637999999982 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 80.71637999999982 |  |  | 0.1968483066821136 |  | 0.1968483066821136 |  |  |  | 0 |  |  | 0.1968483066821136 |  | 80.91322830668193
DAILY TRADING P/L & CASH ORIG |  |  |  |  |  | 5815.350136499991 | -525.6034211925163 | 1798.530609440302 | -55.76247280000246 | 0 | 3396.273140207006 | 0 | 0 | 0 | 0 | 57.97502379999992 | 10486.76301595478 |  | 659.0647505000002 | -1217.9078281 | 0 | 228.722047 | 646.9176915999994 | 1.3e-06 | 0 | -5281.981001000004 | 9455.747965599989 | 26376.65372720001 | 30867.21735409999 | -11977.68991877979 | -11977.68991877979 | 0 | 807.7546338000013 | 2843.345592999999 | 2.8e-06 | 35386.97449873599 | 2045.389251500001 | 185.6002776999983 | 0 | 0 | 29291.3743387562 | 70645.35470881096 | -360.8062799999999 | -239.3412406427553 | -765.1670965136077 | -0.064 | -765.2310965136078 | -112.1728363526636 | -183.4476826040489 | 1586.870947999999 | 526.8573503307865 | 0 | 0 | 1052.876682860465 |  | 71698.23139167145
AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 |  | 0
CHANGE IN ABOVE MARKET ASSET TRANSFER |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  | 0 | 0 |  |  |  |  |  |  | 0 | 0 |  |  |  | 0 |  | 0
DAILY TRADING P/L (excl. MM Orig.) |  |  |  |  |  | 5730.448136499991 | -525.6034211925163 | 1802.716229440302 | -55.76247280000246 | 0 | 3396.273140207006 | 0 | 0 | 0 | 0 | 57.97502379999992 | 10406.04663595478 |  | 659.0647505000002 | -1217.9078281 | 0 | 228.722047 | 646.9176915999994 | 1.3e-06 | 0 | -5281.981001000004 | 9455.747965599989 | 26376.65372720001 | 30867.21735409999 | -11977.68991877979 | -11977.68991877979 | 0 | 807.7546338000013 | 2843.345592999999 | 2.8e-06 | 35386.97449873599 | 2045.389251500001 | 185.6002776999983 | 0 | 0 | 29291.3743387562 | 70645.35470881096 | -360.8062799999999 | -239.3412406427553 | -765.1670965136077 | -0.064 | -765.2310965136078 | -112.1728363526636 | -183.4476826040489 | 1586.870947999999 | 526.8573503307865 | 0 | 0 | 1052.876682860465 |  | 71698.23139167145
CHANGE IN MM ORIG |  |  |  |  |  | 0 |  |  | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0.5599999999999454 | 0 |  | 4.18562 | 0 |  |  | 132.5 | 0 | 0 | 137.2456199999999 | 0 | 149.2619999999997 |  | 0.28 | 0 |  | 0 | 0 | 0 |  |  | 149.5419999999997 | 286.7876199999996 | 0 |  | 0 |  | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 286.7876199999996
DAILY TRADING P/L and MM Orig |  |  |  |  |  | 5815.350136499991 | -525.6034211925163 | 1798.530609440302 | -55.76247280000246 | 0 | 3396.273140207006 | 0 | 0 | 0 | 0 | 57.97502379999992 | 10486.76301595478 |  | 659.6247505000001 | -1217.9078281 | 0 | 232.907667 | 646.9176915999994 | 1.3e-06 | 0 | -5149.481001000004 | 9455.747965599989 | 26376.65372720001 | 31004.46297409999 | -11977.68991877979 | -11828.42791877979 | 0 | 808.0346338000013 | 2843.345592999999 | 2.8e-06 | 35386.97449873599 | 2045.389251500001 | 185.6002776999983 | 0 | 0 | 29440.9163387562 | 70932.14232881097 | -360.8062799999999 | -239.3412406427553 | -765.1670965136077 | -0.064 | -765.2310965136078 | -112.1728363526636 | -183.4476826040489 | 1586.870947999999 | 526.8573503307865 | 0 | 0 | 1052.876682860465 |  | 71985.01901167145
TRANSLATION SHIFT IN US$
CANADIAN P/L NET OF TRANS SHIFT IN US$
CHANGE IN ORIGINATION |  |  |  |  |  |  | 0 |  | 0 | 0 |  |  |  | 0 |  | 0 | 0 |  | 12.58 | 0 | 0 | 3.995 | 424 |  |  | 0 | 0 | 0 | 440.575 |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 |  |  | 0 | 440.575 | 0 | 0 | 0 |  | 0 |  |  | 0 | 0 | 0 | 0 | 0 |  | 440.575
DAILY P/L |  |  |  |  |  | 5815.350136499991 | -525.6034211925163 | 1798.530609440302 | -55.76247280000246 | 0 | 3396.273140207006 | 0 | 0 | 0 | 0 | 57.97502379999992 | 10486.76301595478 |  | 672.2047505000002 | -1217.9078281 | 0 | 236.902667 | 1070.917691599999 | 1.3e-06 | 0 | -5149.481001000004 | 9455.747965599989 | 26376.65372720001 | 31445.03797409999 |  | -11828.42791877979 | 0 | 808.0346338000013 | 2843.345592999999 | 2.8e-06 | 35386.97449873599 | 2045.389251500001 | 185.6002776999983 | 0 | 0 | 29440.9163387562 | 71372.71732881096 | -360.8062799999999 | -239.3412406427553 | -765.1670965136077 | -0.064 | -765.2310965136078 | -112.1728363526636 | -183.4476826040489 | 1586.870947999999 | 526.8573503307865 | 0 | 0 | 1052.876682860465 |  | 72425.59401167145
TOTAL DAILY GAS TRADING P/L |  |  |  |  |  | 5815.350136499991 |  | 1798.530609440302 |  |  | 3396.273140207006 | 0 | 0 | 0 | 0 |  | 10486.76301595478 |  | 672.2047505000002 | -1217.9078281 | 0 |  |  |  | 0 | -5149.481001000004 |  | 26376.65372720001 | 31445.03797409999 | 0 | -11828.42791877979 |  | 808.0346338000013 |  |  |  | 2045.389251500001 | 185.6002776999983 |  |  | 29440.9163387562 |  | -360.8062799999999 | -239.3412406427553 | -765.1670965136077 | -0.064 | -765.2310965136078 | -112.1728363526636 | -183.4476826040489 |  | 526.8573503307865 |  | 0 | 1052.876682860465 |  | 72425.59401167145
 | LESS:  ORIGINATIONS |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0 |  | -12.58 | 0 | 0 |  |  |  | 0 | 0 |  | 0 | -440.575 |  | 0 |  | 0 |  |  |  | 0 | 0 |  |  | #REF! |  | 0 | #REF! | #REF! | 0 | 0 | 0 |  |  |  |  | 0 | #REF! |  | #REF!
DAILY GAS TRADING |  |  |  |  |  | 5815.350136499991 |  | 1798.530609440302 |  |  | 3396.273140207006 | 0 |  | #REF! |  |  | 10486.76301595478 |  | 659.6247505000001 | -1217.9078281 | 0 |  |  |  | 0 | -5149.481001000004 |  | 26376.65372720001 | 31004.46297409999 |  | -11828.42791877979 |  | 808.0346338000013 |  |  |  | 2045.389251500001 | 185.6002776999983 |  |  | #REF! |  | -360.8062799999999 | #REF! | #REF! | -0.064 | -765.2310965136078 | -112.1728363526636 | -183.4476826040489 |  |  |  | 0 | #REF! |  | #REF!
Canadian Intramonth P&L as of February 1, 2001
FT Prior Day Originations (MTD)
Middle Market Variance Analysis |  |  |  |  |  | From Roll |  | Orig File |  | Vcricnce | [NAME]
 |  | Middle Market - Northeast |  |  |  | 0 |  | 1235020.9975 |  | 1235020.9975 | 1235020.9975
 |  | Middle Market - Central |  |  |  | 0 |  | 104542 |  | 104542 | 104542
 |  | Middle Market - Texas |  |  |  | 0 |  | 0 |  | 0 | 0
 |  | Middle Market - West |  |  |  | 0 |  | 3531045 |  | 3531045 | 3531045