Spreadsheet: mary_fischer__25745__13134_EPMI-NOX-INV_NOX_swp_dtl
Sheet: 13134_EPMI-NOX-INV_NOX_swp_dtl

Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -NOX-INV, | Region: N | OX |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:55:00 | :06
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
AESCORP | 273569.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | 1 | P | 1 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 1 | 0 | 1300 | 1300 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 1 |  |  |  |  |  |  |  |  |  |  | 1 | 0 | 1300 | 1300 | 0
AQUILA | 458767.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 6 | P | 6 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 6 | 0 | 7800 | 7799 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 6 |  |  |  |  |  |  |  |  |  |  | 6 | 0 | 7800 | 7799 | 0
BROOKLYNNA | 273510.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 20 | P | 20 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 20 | 0 | 26000 | 25997 | 0
BROOKLYNNA | 273510.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 20 | P | 20 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0264 | 1 | 20 | 0 | 26000 | 25997 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 40 |  |  |  |  |  |  |  |  |  |  | 40 | 0 | 52000 | 51994 | 0
CONECTIVEN | 458761.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
CONECTIVEN | 503340.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
ENTERGYKOC | 561234.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
EPMI-NOX-M | 273559.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
EPMI-NOX-M | 273560.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | 50 | P |  | 1650 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -82500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -82500
EPMI-NOX-M | 273561.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
EPMI-NOX-M | 273562.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | 50 | P |  | 1500 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -75000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -75000
EPMI-NOX-M | 273564.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | -100 | P | -100 | 0 | 1300 | 1300.15 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | -100 | 0 | -130000 | -130015 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -100 |  |  |  |  |  |  |  |  |  |  | -100 | 0 | -130000 | -130015 | 0
EPMI-NOX-M | 273565.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 1999 |  | -100 | P |  | 1300 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 130000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 130000
MASSMUNIWH | 273511.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 25 | P | 25 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0264 | 1 | 25 | 0 | 32500 | 32496 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 25 |  |  |  |  |  |  |  |  |  |  | 25 | 0 | 32500 | 32496 | 0
MASSMUNIWH | 273511.06 | 2002-01-01 00:00:00 | 0 | 2002-01-01 00:00:00 | 100 | 2002 |  | 25 | P |  | 2600 |  |  |  |  |  |  |  | 0.0264 | 1 |  |  |  |  |  | -65000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -65000
PECO | 694619.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -200 | P | -200 | 0 | 1300 | 1300.15 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | -200 | 0 | -260000 | -260030 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -200 |  |  |  |  |  |  |  |  |  |  | -200 | 0 | -260000 | -260030 | 0
PSEGENERES | 517744.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
PSEGENERES | 517755.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
PSEGENERES | 551706.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 50 |  |  |  |  |  |  |  |  |  |  | 50 | 0 | 65000 | 64992 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 2
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -NOX-INV, | Region: N | OX |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:55:00 | :06
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
PSEGENERES | 560630.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 100 | P | 100 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 100 | 0 | 130000 | 129985 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 100 |  |  |  |  |  |  |  |  |  |  | 100 | 0 | 130000 | 129985 | 0
PUBLICNHAM | 273514.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 250 | P | 250 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0264 | 1 | 250 | 0 | 325000 | 324963 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 250 |  |  |  |  |  |  |  |  |  |  | 250 | 0 | 325000 | 324963 | 0
PUBLICNHAM | 537956.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 100 | P | 100 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 100 | 0 | 130000 | 129985 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 100 |  |  |  |  |  |  |  |  |  |  | 100 | 0 | 130000 | 129985 | 0
PUBLICNHAM | 537982.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 100 | P | 100 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 100 | 0 | 130000 | 129985 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 100 |  |  |  |  |  |  |  |  |  |  | 100 | 0 | 130000 | 129985 | 0
TRIGENENER | 273509.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 180 | P | 180 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 180 | 0 | 234000 | 233973 | 0
TRIGENENER | 273509.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 180 | P | 180 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0264 | 1 | 180 | 0 | 234000 | 233973 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 360 |  |  |  |  |  |  |  |  |  |  | 360 | 0 | 468000 | 467946 | 0
TRIGENNASE | 273508.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0354 | 1 | 50 | 0 | 65000 | 64992 | 0
TRIGENNASE | 273508.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 50 | P | 50 | 0 | 1300 | 1299.85 | 0 | 0 | 0 | 0 | 1300 | 0.0264 | 1 | 50 | 0 | 65000 | 64992 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 100 |  |  |  |  |  |  |  |  |  |  | 100 | 0 | 130000 | 129985 | 0
WISCONSINP | 273526.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -200 | P |  | 750 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 150000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 150000
---------- | ---------- | --------- | ------- | --------- | ------- | ------------------------------ | ------ | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | Gr | and [NAME] | l: | 1182 |  |  |  |  |  |  |  |  |  |  | 1182 | 0 | 1536600 | 1536333 | 0 | 57500