Spreadsheet: mark_taylor__24804__Producer Newsletter 11-15-99
Sheet: Newsletter

 |  |  |  |  | Enron North America
 |  |  |  |  | ENERGY COMMODITIES UPDATE
 |  |  |  |  | 1999-11-15 00:00:00
 | NATURAL GAS, NATURAL GAS LIQUIDS AND POWER |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | CRUDE OIL
 | Structured Products Notional Pricing Update - (December Start) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Structured Products Notional Pricing Update - (December Start)
 | SWAPS - BID |  |  |  |  | $/MMBTU |  |  |  |  |  |  |  | SWAPS - BID |  |  |  |  |  |  |  |  |  |  |  |  |  | SWAPS - BID |  |  |  |  | $/BBL |  |  |  |  |  |  |  | SWAPS - BID
 |  | TERM |  |  |  | PRICE |  |  |  | YEAR AGO |  |  |  |  | TERM |  |  |  | PRICE |  |  |  | YEAR AGO |  |  |  |  |  | TERM |  |  |  | PRICE |  |  |  | YEAR AGO |  |  |  |  | TERM |  |  |  | PRICE |  |  |  | YEAR AGO
 |  | Dec99 - Mar00 |  |  |  | 2.596838070741887 |  |  |  | 2.451367709852603 |  |  |  |  | 1st Qtr |  |  |  | 2.623606225446354 |  |  |  | 2.434662763617195 |  |  |  |  |  | Dec99 - Mar00 |  |  |  | 24.08370956471562 |  |  |  | 15.82920093550715 |  |  |  |  | 1st Qtr |  |  |  | 23.82937965405512 |  |  |  | 15.85536669277457
 |  | Apr00 - Oct00 |  |  |  | 2.505434918856714 |  |  |  | 2.202667987353376 |  |  |  |  | 2-Year |  |  |  | 2.578466793850331 |  |  |  | 2.3 |  |  |  |  |  | Apr00 - Oct00 |  |  |  | 21.39519185074091 |  |  |  | 16.38863759784349 |  |  |  |  | 2-Year |  |  |  | 20.69369799153678 |  |  |  | 16.63767623762875
 |  | [NAME] |  |  |  | 2.578535904890104 |  |  |  | 2.298935695517929 |  |  |  |  | 5-Year |  |  |  | 2.618907760440136 |  |  |  | 2.318352607883975 |  |  |  |  |  | [NAME] |  |  |  | 21.760149898785 |  |  |  | 16.32791874366912 |  |  |  |  | 5-Year |  |  |  | 19.34162649128937 |  |  |  | 17.37592397595081
 | SWAPS - BID |  |  |  |  |  |  |  |  |  |  |  |  | EXTENDABLES |  |  |  |  |  |  |  |  |  |  |  |  |  | SWAPS - BID |  |  |  |  |  |  |  |  |  |  |  |  | EXTENDABLES
 |  | TERM |  |  |  | PRICE |  |  |  | YEAR AGO |  |  |  |  | TERM |  |  |  |  |  | PRICE |  |  |  |  |  |  |  | TERM |  |  |  | PRICE |  |  |  | YEAR AGO |  |  |  |  | TERM |  |  |  |  |  | PRICE
 |  | 6-Month |  |  |  | 2.553774660823408 |  |  |  | 2.370667230977484 |  |  |  |  | 3-Month By 3-Month |  |  |  |  |  | 2.688 |  |  |  |  |  |  |  | 6-Month |  |  |  | 23.53602060580145 |  |  |  | 15.92950878059965 |  |  |  |  | 3-Month By 3-Month |  |  |  |  |  | 24.87
 |  | 12-Month |  |  |  | 2.55217798198995 |  |  |  | 2.299788714220069 |  |  |  |  | 3-Month By 6-Month |  |  |  |  |  | 2.72 |  |  |  |  |  |  |  | 12-Month |  |  |  | 22.19838553144966 |  |  |  | 16.20555228927742 |  |  |  |  | 3-Month By 6-Month |  |  |  |  |  | 24.95
 |  | 18-Month |  |  |  | 2.590651321922547 |  |  |  | 2.320760463653318 |  |  |  |  | 6-Month By 6-Month |  |  |  |  |  | 2.647 |  |  |  |  |  |  |  | 18-Month |  |  |  | 21.26930620780821 |  |  |  | 16.42959735948827 |  |  |  |  | 6-Month By 6-Month |  |  |  |  |  | 23.76
 | FLOORS - OFFER |  |  |  |  |  | COST ($/MMBTU) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FLOORS - OFFER |  |  |  |  |  | COST ($[NAME])
 |  | TERM |  |  |  | STRIKE/PREMIUM |  |  |  |  |  |  | STRIKE/PREMIUM |  |  |  |  |  |  | STRIKE/PREMIUM |  |  |  |  |  |  |  |  | TERM |  |  |  | STRIKE/PREMIUM |  |  |  |  |  |  | STRIKE/PREMIUM |  |  |  |  |  |  | STRIKE/PREMIUM
 |  | Dec99 - Mar00 |  |  |  | 2.5 |  |  | / | 0.159456690926762 |  |  | 2.4 |  |  | / | 0.1181035954962379 |  |  | 2.3 |  |  | / | 0.08572249435411686 |  |  |  |  | Dec99 - Mar00 |  |  |  | 23.2 |  |  | / | 1.235334859612431 |  |  | 22.2 |  |  | / | 0.8832634083194667 |  |  | 21.2 |  |  | / | 0.6162764863685674
 |  | Apr00 - Oct00 |  |  |  | 2.4 |  |  | / | 0.1708378023637984 |  |  | 2.3 |  |  | / | 0.1288787608710382 |  |  | 2.2 |  |  | / | 0.09387553665756641 |  |  |  |  | Apr00 - Oct00 |  |  |  | 20.5 |  |  | / | 1.770249159777072 |  |  | 19.5 |  |  | / | 1.364004437504737 |  |  | 18.5 |  |  | / | 1.02601465938865
 |  | [NAME] |  |  |  | 2.5 |  |  | / | 0.2034653755175312 |  |  | 2.4 |  |  | / | 0.1583512818671339 |  |  | 2.3 |  |  | / | 0.1197326635586502 |  |  |  |  | [NAME] |  |  |  | 20.9 |  |  | / | 1.789618320045788 |  |  | 19.9 |  |  | / | 1.386356179392427 |  |  | 18.9 |  |  | / | 1.056896726626473
 | NO COST COLLARS |  |  |  |  |  |  |  | COST ($/MMBTU) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NO COST COLLARS |  |  |  |  |  |  |  | COST ($[NAME])
 |  | TERM |  |  |  | FLOOR/CAP |  |  |  |  |  |  | FLOOR/CAP |  |  |  |  |  |  | FLOOR/CAP |  |  |  |  |  |  |  |  | TERM |  |  |  | FLOOR/CAP |  |  |  |  |  |  | FLOOR/CAP |  |  |  |  |  |  | FLOOR/CAP
 |  | Dec99 - Mar00 |  |  |  | 2.5 |  |  | / | 2.72 |  |  | 2.4 |  |  | / | 2.8625 |  |  | 2.3 |  |  | / | 3.015 |  |  |  |  | Dec99 - Mar00 |  |  |  | 23.2 |  |  | / | 25.13396435807303 |  |  | 22.2 |  |  | / | 26.23829446673749 |  |  | 21.2 |  |  | / | 27.40548262593099
 |  | Apr00 - Oct00 |  |  |  | 2.4 |  |  | / | 2.618 |  |  | 2.3 |  |  | / | 2.745 |  |  | 2.2 |  |  | / | 2.883 |  |  |  |  | Apr00 - Oct00 |  |  |  | 20.5 |  |  | / | 22.61361182618248 |  |  | 19.5 |  |  | / | 23.93282950378671 |  |  | 18.5 |  |  | / | 25.36769485173719
 |  | [NAME] |  |  |  | 2.5 |  |  | / | 2.661 |  |  | 2.4 |  |  | / | 2.791 |  |  | 2.3 |  |  | / | 2.931 |  |  |  |  | [NAME] |  |  |  | 20.9 |  |  | / | 22.90975182030958 |  |  | 19.9 |  |  | / | 24.12665298474619 |  |  | 18.9 |  |  | / | 25.41253077694227
 |  |  |  |  |  |  |  |  |  |  | WEATHER
 | DOUBLE UPS - BID |  |  |  |  |  |  |  |  |  | Cumulative Heating Degree Days
 |  |  |  |  |  |  |  |  |  |  | (October 1 - November 14)
 |  | TERM |  |  |  | PRICE
 |  | Dec99 - Mar00 |  |  |  | 2.745 |  |  |  |  |  |  |  |  |  |  | Current |  |  | Year Ago |  |  | % +/-
 |  | Apr00 - Oct00 |  |  |  | 2.665 |  |  |  |  |  |  |  |  |  | Chicago | 582 |  |  | 613 |  |  | -0.05057096247960846
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Houston | 95 |  |  | 77 |  |  | 0.2337662337662338
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | New York City | 448 |  |  | 478 |  |  | -0.06276150627615062
 | PROPANE / ETHANE |  |  |  |  |  |  |  |  |  | GAS STORAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | REFINED PRODUCTS STORAGE
 | December Start |  |  |  |  |  |  |  |  |  | (Period Ending 11/05/99) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 11/05/99
 | SWAPS - BID |  |  |  |  | ¢/GAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Current |  |  | Last Week |  |  | Last Year
 | TERM |  |  |  | PROPANE |  |  |  | [NAME] |  |  |  |  |  |  |  |  | Current |  |  | Last Week |  |  | Last Year |  |  |  |  |  |  |  |  |  | Crude Oil (MMBBL) | 311.462 |  |  | 308.366 |  |  | 341.804 |  |  |  | [NAME] |  |  |  |  | (713) 853-6529
 | 3-Month |  |  |  | 43.05 |  |  | 30.75 |  |  |  |  |  |  |  |  | U.S. Total Working Gas (Bcf) | 3007 |  |  | 2995 |  |  | 3070 |  |  |  |  |  |  |  |  |  | Gasoline ([NAME]) | 195.335 |  |  | 198.822 |  |  | 202.111 |  |  |  | [NAME] |  |  |  |  | (713) 853-3337
 | 6-Month |  |  |  | 40.23333333333333 |  |  | 29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Distillates ([NAME]) | 135.449 |  |  | 139.674 |  |  | 147.147 |  |  |  | Janelle Scheuer |  |  |  |  | (713) 853-1792
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-5518
 | NATURAL GAS BASIS BIDS - 1 YEAR |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-4722
 | December Start |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-4759
 | Location |  |  |  |  |  |  | FIN |  |  | EFP |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-7131
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-5222
 | IF-CGT/APPALACHIA |  |  |  |  |  |  | 0.153 |  |  | 0.16 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-9673
 | IF-TENN/LA - 500 |  |  |  |  |  |  | -0.075 |  |  | -0.065 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-7009
 | IF-TRANSCO/Z3 |  |  |  |  |  |  | -0.005 |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-5245
 | IF-HSC |  |  |  |  |  |  | -0.025 |  |  | -0.015 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  |  |  | (713) 853-6029
 | IF-NGPL/LA |  |  |  |  |  |  | -0.073 |  |  | -0.063 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Internet: www.ect.enron.com
 | IF-PEPL/OK |  |  |  |  |  |  | -0.1325 |  |  | -0.1275
 | IF-NNG/VENTURA |  |  |  |  |  |  | -0.06 |  |  | -0.055
 | IF-ELPASO/SJ |  |  |  |  |  |  | -0.2888 |  |  | -0.284
 | IF-NWPL/RM |  |  |  |  |  |  | -0.35 |  |  | -0.344
 | IF-CIG/RM |  |  |  |  |  |  | -0.385 |  |  | -0.381
 | IF-ELPASO/PERM |  |  |  |  |  |  | -0.178 |  |  | -0.1725