Spreadsheet: mark_whitt__25304__October 15 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.075 | -0.115 | 2.43 | -0.1009999999999995 | 9344.1 | -66.29999999999927
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
2.87 | -0.13 | 2.3 | -0.11 | 1.5657 | -0.002699999999999925
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-15 00:00:00
-0.3632177315296541 | 0.02644304274795295 | 22.85630000000132 | -0.8633999999984887 | 7031.03 | -29.07999999999993
3.19 | -0.389660774277607 | 23.7196999999998 | 9410.4 | 1.5684 | 7060.11
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | Nymex |  | Aeco (CAD/GJ) |  | Aeco Basis |  | Aeco/Empress Transport (CAD/GJ) |  | Station 2 Basis |  | Station 2 Fixed Price (CAD/GJ) |  | [NAME] |  | [NAME]
 |  | Nymex | Nymex | FX | FX | AecoB | AecoB | ETransport | ETransport | Station2B | Station2B | Station2 | Station2 | DawnB | DawnB | NiagaraB | NiagaraB
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 2.29 | 2.31 | 2.86 | 2.88 |  |  |  |  |  |  | 2.835 | 2.855 | 2.425 | 2.445 | 2.435 | 2.455
ROM (fixed price) |  | 2.29 | 2.31 | 2.9 | 2.92 |  |  | 0.005 | 0.03 |  |  | 2.922 | 2.942 | 2.4 | 2.42 | 2.42 | 2.44
Prompt |  | 2.42 | 2.44 | 3.060181607418026 | 3.089818392581974 | -0.3648761409246301 | -0.34487614092463 | 0.15 | 0.16 | -0.2973924381904716 | -0.2773924381904715 | 3.165 | 3.185 | 0.145 | 0.165 | 0.3 | 0.32
Nov-01-Mar-02 |  | 2.757462044965155 | 2.777462044965155 | 3.463087157746041 | 3.492750923854316 | -0.4325682589869627 | -0.4125682589869627 | 0.138 | 0.158 | -0.2846664367455253 | -0.2646664367455253 | 3.687361967176906 | 3.707361967176905 | 0.1492177920937552 | 0.1692177920937553 | 0.3042177920937552 | 0.3242177920937552
Apr-02-Oct-02 |  | 2.870360685797545 | 2.890360685797545 | 3.522718032100566 | 3.55244108693528 | -0.51 | -0.49 | 0.1375 | 0.1575 | -0.4427121494482447 | -0.4227121494482446 | 3.627625096363622 | 3.647625096363622 | 0.1075 | 0.1275 | 0.1525 | 0.1725
Nov-01-Oct-02 |  | 2.823316124920196 | 2.843316124920196 | 3.49784445142364 | 3.52754280080504 | -0.4777344011666623 | -0.4577344011666623 | 0.1377083486591622 | 0.1577083486591623 | -0.3768549247923214 | -0.3568549247923214 | 3.65251729023662 | 3.67251729023662 | 0.124883692091891 | 0.144883692091891 | 0.215720397107597 | 0.235720397107597
Nov-02-Mar-03 |  | 3.315151280358718 | 3.335151280358717 | 4.313745541275458 | 4.343493958680374 | -0.425 | -0.405 | 0.13 | 0.15 | -0.1351021010631638 | -0.1151021010631638 | 4.749827486743738 | 4.769827486743738 | 0.2098978989368363 | 0.2298978989368363 | 0.3698978989368363 | 0.3898978989368363
Apr-03-Oct-03 |  | 3.18348110352287 | 3.203481103522869 | 4.081567826559098 | 4.111322489868556 | -0.45 | -0.43 | 0.13 | 0.15 | -0.3827836452634024 | -0.3627836452634023 | 4.186443722050646 | 4.206443722050645 | 0.125 | 0.145 | 0.16 | 0.18
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | [NAME] |  | Rockies Basis |  | [NAME] |  | Socal Basis |  | San Juan Basis |  | Ventura Basis |  | Chicago City Gate Basis |  | TZ6
 |  | SumasB | SumasB | RockiesB | RockiesB | MalinB | MalinB | SocalB | SocalB | San Juan | San Juan | [NAME] | [NAME] | ChicagoB | ChicagoB | TZ6B | TZ6B
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 1.98 | 2 | 1.96 | 1.98 | 2.1 | 2.12 | 2.24 | 2.26 | 1.97 | 1.99 | 2.19 | 2.21 | 2.325 | 2.345 | 2.5 | 2.52
ROM (fixed price) |  | 2.01 | 2.03 | 1.88 | 1.9 | 2.07 | 2.09 | 2.29 | 2.31 | 1.98 | 2 | 2.155 | 2.175 | 2.305 | 2.325 | 2.58 | 2.6
Prompt |  | -0.07 | -0.05 | -0.31 | -0.29 | -0.08 | -0.06 | 0.045 | 0.065 | -0.245 | -0.225 | -0.02 | 0 | 0.04 | 0.06 | 0.475 | 0.495
Nov-01-Mar-02 |  | 0.03528571603205635 | 0.05528571603205635 | -0.3111773635803771 | -0.291177363580377 | 0.02322422099559149 | 0.0432242209955915 | 0.06682001765914745 | 0.08682001765914744 | -0.2370683129555522 | -0.2170683129555522 | -0.01003326199330768 | 0.00996673800669232 | 0.09458218816415523 | 0.1145821881641552 | 1.165867632889456 | 1.185867632889456
Apr-02-Oct-02 |  | -0.33 | -0.31 | -0.52 | -0.5 | -0.08487682974544093 | -0.06487682974544094 | 0.1257487832397066 | 0.1457487832397066 | -0.3206814009870966 | -0.3006814009870966 | -0.09 | -0.07 | 0.0175 | 0.0375 | 0.3729843224015161 | 0.3929843224015161
Nov-01-Oct-02 |  | -0.1777864217071608 | -0.1577864217071608 | -0.4329841673984702 | -0.4129841673984702 | -0.03983141179358122 | -0.01983141179358121 | 0.1011933246501086 | 0.1211933246501086 | -0.2858400514275133 | -0.2658400514275133 | -0.05667807471744545 | -0.03667807471744545 | 0.04961994109859568 | 0.06961994109859568 | 0.7033766716261717 | 0.7233766716261717
Nov-02-Mar-03 |  | 0.1003032526188211 | 0.1203032526188211 | -0.285 | -0.265 | 0.06 | 0.08 | 0.0960860428792516 | 0.1160860428792516 | -0.215 | -0.195 | 0.00485985817569316 | 0.02485985817569316 | 0.1148978989368363 | 0.1348978989368363 | 1.130772237241602 | 1.150772237241602
Apr-03-Oct-03 |  | -0.28 | -0.26 | -0.46 | -0.44 | 0.025 | 0.045 | 0.21 | 0.23 | -0.31 | -0.29 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700565650377158 | 0.3900565650377159
STRUCTURES
$1.00 OTM Aeco Floors (C$[NAME]) |  |  | $1.00 OTM Aeco Caps (C$[NAME]) |  |  | Aeco Costless Collar (C$[NAME]) |  |  | $1.00 OTM Nymex Floors (US$/MMbtu) |  |  | $1.00 OTM Nymex Caps (US$/MMbtu) |  |  | Nymex Costless Collar (US$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1420850284185254 | 0.1920850284185254 | Apr-02-Oct-02 | 0.2849322608014068 | 0.3349322608014068 | Apr-02-Oct-02 | 2.537625096363621 | 5.325810037655398 | Apr-02-Oct-02 | 0.03961322847161313 | 0.08961322847161313 | Apr-02-Oct-02 | 0.1462421201241329 | 0.1962421201241329 | Apr-02-Oct-02 | 1.880360685797545 | 4.65963763444883
Nov-01-Oct-02 | 0.09762528489556255 | 0.1476252848955625 | Nov-01-Oct-02 | 0.2311644380344844 | 0.2811644380344844 | Nov-01-Oct-02 | 2.508631297108276 | 5.35440371145066 | Nov-01-Oct-02 | 0.01836737340332548 | 0.06836737340332548 | Nov-01-Oct-02 | 0.1156887750268785 | 0.1656887750268785 | Nov-01-Oct-02 | 1.833316124920196 | 4.679414379440487
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12745.25221092907 | 12293.88621269412 | Yesterday | 32.57 |  |  | 1 month | 22.85630000000132 | -0.8633999999984887
 |  |  |  |  |  |  |  | BC | 1954.737762237762 | 1741.045296167248 | Prompt | 33.05 -  36.78 | 38.48 - 41.99 | 28.30 - 32.23 | 2 month | 22.90208194803207 | -0.8549237276155139
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 35.47 -  39.19 | 41.46 - 45.08 | 30.81 - 34.63 | 3 month | 22.93160349538482 | -0.846579106470422
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 35.04 -  40.48 | 44.29 - 49.74 | 27.41 - 32.85 | 6 month | 22.94797612042316 | -0.8154183060189091
 |  |  |  |  |  |  |  | US | 0.9 | 0.77 | Q2 2002 | 32.51 -  38.20 | 41.08 - 46.34 | 24.95 - 31.01 | Rest of Cal  01 | 22.90208194803207 | -0.8549237276155139
 |  |  |  |  |  |  |  | Canada | 0.803 | 0.779 | Q3 2002 | 35.86 -  41.28 | 44.88 - 50.29 | 28.29 - 33.71 | Cal 02 | 22.64711716645216 | -0.7409377963571053
6-10 DAY WEATHER OUTLOOK |  |  | AGA STORAGE |  |  | CGA STORAGE |  |  | ENRONONLINE PROMPT AECO (NIT) |  |  | HENRY HUB CASH |  |  | FORWARD GAS CURVES
 |  |  |  | This Year | Last Year |  | This Year | Last Year
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-10-05 00:00:00 | 6.769434514091017 | 10.23099999999999
 |  |  | 2001-09-28 00:00:00 | 66 | 78 | 2001-09-28 00:00:00 | 14.32456548590898 | 12.68700000000001