Spreadsheet: robin_rodrigue__33288__ngpl_1229
Sheet: Daily

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENRON CAPITAL & TRADE RESOURCES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY NATURAL GAS P&L STATEMENT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ($ in Thousands)
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-12-29 00:00:00
 |  |  |  |  |  |  |  |  |  | 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 | 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) | Gas | Gas | Short Term | Firm | Cash | CCT | Exec. | TOTAL |  | TOTAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cash |  |  |  |  |  |  |  |  |  |  |  | Firm | Price |  |  | Daily | Daily | Daily | Daily |  |  |  |  | FINANCIAL | FINANCIAL | (Can$) | (US$) | Firm | 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 | Mckay | Lucci | Lucci | [NAME] | Hannon
ORIGINATIONS |  |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
PHYSICAL TRADING:
 |  | INTRAMONTH HEDGE MANAGEMENT |  |  |  | #REF! |  | #REF! |  |  | 1195.92 | -88454.81548800001 |  |  |  |  | #REF!
 |  | TRANSPORT |  |  |  | 222.7947699999997 |  | 444.7457486999998 |  |  | 0 | 35862.34228 |  | 0 |  |  | 36529.8827987
 |  | OMICRON |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 |  | STORAGE |  |  |  | 6508.672643999999 |  | 0 |  |  | 0 | 0 |  |  |  |  | 6508.672643999999
 |  | CASH DESK RESERVE |  |  |  | 0 |  | 0 |  |  | 120 | 0 |  |  |  |  | 120
 |  | MID-MKT ORIGINATIONS |  |  |  | 138.47 |  | 0 |  |  | 0 | 0 |  | 0.8 |  |  | 139.27 |  | 218.6616999999999
 |  | AFFILIATE DEMAND CHARGE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0.8 |  |  | 0.8
 | TOTAL PHYSICAL TRADING P/L |  |  |  |  | #REF! |  | #REF! |  |  | 1315.92 | -52592.473208 |  | 1.6 |  |  | #REF!
FINANCIAL TRADING:
 |  | OPTIONS [NAME]
 |  | FINANCIAL HEDGE MANAGEMENT |  |  |  | 120.8399272 |  | #REF! |  |  | -5406.132 | -6585.604 |  | 0 |  |  | #REF! |  | 11003.6760531
 |  | CHANGE IN PRICE PRUDENCE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN OTHER |  |  |  | 0.03797589999999998 |  | -34.236 |  |  | 0 | 0 |  | 0 |  |  | -34.1980241 |  | 3.534113700000001
 | TOTAL FINANCIAL TRADING P/L |  |  |  |  | 120.8779031000001 |  | #REF! |  |  | -5406.132 | -6585.604 |  | 0 |  |  | #REF! |  | 11007.2101668
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! |  |  | -4090.212 | -59178.077208 |  | 1.6 |  |  | #REF! |  | 11225.8718668
 | ABOVE MKT ASSET TRANSFER |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | ENTEX OVERBURN/UNDERBURN |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 | AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
NET MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -4090.212 | -59178.077208 |  | 1.6 |  |  | #REF! |  | #REF!
NET MTD GAS TRADING |  |  |  |  |  | #REF! |  | #REF! |  |  | -4090.212 | -59178.077208 |  | 1.6 | 0 |  | #REF! |  | #REF!
DAILY CHANGE
PHYSICAL TRADING
 |  | CHANGE IN ACCRUED |  |  |  | 8635.231401469999 | 0 | 14110.12345159297 | -1984.407 | 0 | 4047.35523134099 | 0 |  |  |  |  | 24808.30308440396 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 2207.531328523323 |  |  |  |  | 2207.531328523323 | 27015.83441292728 |  |  |  |  | -2069.224479239177 |  | -424.6746484594466 |  |  | -2493.899127698623 |  | 24521.93528522866
 |  | CHANGE IN AFF DEMAN CHARGE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN MTM |  |  |  | -2830.036 | 0 | -3254.238185365165 | 4704.41 | 0 | -2984.485666666667 | 0 |  |  |  |  | -4364.349852031832 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 2677.455788650002 |  |  |  |  | 2677.455788650002 | -1686.894063381829 |  |  |  |  | 373.9476047309909 |  | -79.673 |  |  | 294.2746047309909 |  | -1392.619458650838
 |  | OTHER CHANGES |  |  |  | -7021.491999999999 | 0 | -1893.978 | 511.238125 | 0 | 0 | 0 |  | 0 |  |  | -8404.231875 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -11605.022 |  |  |  |  | -11605.022 | -20009.253875 |  |  |  |  | 0 |  | -242.863 |  |  | -242.863 |  | -20252.116875
 |  | PHYSICAL TRADING P/L |  |  |  | -1216.296598530001 | 0 | 8961.907266227805 | 3231.241125 | 0 | 1062.869564674323 | 0 |  | 0 |  |  | 12039.72135737213 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -6720.034882826676 |  |  |  |  | -6720.034882826676 | 5319.686474545453 |  |  |  |  | -1695.276874508186 |  | -747.2106484594467 |  |  | -2442.487522967632 |  | 2877.198951577819
TRANSPORT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 1532.694 | 0 | 737.1571520967743 | -189.05 | 0 | 442.7216000000001 | 0 |  |  |  |  | 2523.522752096775 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 2226.137809999935 |  |  |  |  | 2226.137809999935 | 4749.660562096709 |  |  |  |  | 0 |  | 289.23 |  |  | 289.23 |  | 5038.890562096709
 |  | TRANSPORT EXPENSE/REV. |  |  |  | -947.403 | 0 | -687.0377477419354 | -124.074 | 0 | -365.3482666666666 | 0 |  |  |  |  | -2123.863014408602 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -841.6490633899994 |  |  |  |  | -841.6490633899994 | -2965.512077798601 |  |  |  |  | 0 |  | -39.529 |  |  | -39.529 |  | -3005.041077798601
 |  | DEMAND CHARGES/REIMBURSEMENTS |  |  |  | -347.4305525806454 | 0 | -212.3030625806454 | -45.2 | 0 | 0 | 0 |  |  |  |  | -604.9336151612908 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -228.5092441935487 |  |  |  |  | -228.5092441935487 | -833.4428593548396 |  |  |  |  | 0 |  | -90.17599999999995 |  |  | -90.17599999999995 |  | -923.6188593548395
 |  | NET ACCRUAL |  |  |  | 237.8604474193548 | 0 | -162.1836582258064 | -358.324 | 0 | 77.37333333333345 | 0 |  |  |  |  | -205.2738774731181 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 1155.979502416387 |  |  |  |  | 1155.979502416387 | 950.705624943269 |  |  |  |  | 0 |  | 159.525 |  |  | 159.525 |  | 1110.230624943268
 |  | TRANSPORT/BASIS RESERVE |  |  |  | -1391.817 | 0 | -2770.187187096774 | 4.8 | 0 | -437.0856 | 0 |  |  |  |  | -4594.289787096774 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -2467.641885 |  |  |  |  | -2467.641885 | -7061.931672096774 |  |  |  |  | 0 |  | -382.309 |  |  | -382.309 |  | -7444.240672096775
 |  | CONTRACTED TRANSPORT EXP/REV. |  |  |  | 767.607 | 0 | 1073.125012741936 | 103.338 | 0 | 452.6502666666667 | 0 |  |  |  |  | 2396.720279408602 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 813.97632053 |  |  |  |  | 813.97632053 | 3210.696599938603 |  |  |  |  | 0 |  | 50.092 |  |  | 50.092 |  | 3260.788599938603
 |  | EST. RESIDUAL TRANSPORT EXP/REV. |  |  |  | 331.8553225806452 | 0 | 212.3030625806451 | 45.2 | 0 | 0 | 0 |  |  |  |  | 589.3583851612904 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 223.9328741935484 |  |  |  |  | 223.9328741935484 | 813.2912593548388 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 813.2912593548388
 |  | 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 | -34.952 |  |  |  | 0 |  |  |  |  | -34.952 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2095.326 |  |  |  |  | -2095.326
 |  | LONG-TERM TRANSPORT |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 185.875 |  |  |  |  | 185.875 | 185.875 |  |  |  |  |  |  | 0 |  |  | 0 |  | 185.875
 |  | LONG-TERM TRANSPORT HEDGES |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -185.875 |  |  |  |  | -185.875 | -185.875 |  |  |  |  |  |  | 0 |  |  | 0 |  | -185.875
 |  | LONG-TERM TRANSPORT MANAGED BY INTRAMONTH |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1398.29 |  |  |  |  | -1398.29 | -1398.29 |  |  |  |  |  |  |  |  |  | 0 |  | -1398.29
 |  | INTRA-MONTH TRANSPORT HEDGES |  |  |  | 0 | 0 | 202.405 | 0 |  |  | 0 |  |  |  |  | 202.405 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 202.405 |  |  |  |  |  |  | 0 |  |  | 0 |  | 202.405
 |  | NET MTM |  |  |  | -292.3546774193549 | 0 | -1317.306111774194 | 153.338 | 0 | 15.56466666666665 | 0 |  | 0 |  |  | -1440.758122526882 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -4923.348690276453 |  |  |  |  | -4923.348690276453 | -6364.106812803335 |  |  |  |  | 0 |  | -332.217 |  |  | -332.217 |  | -4566.045812803333
 |  | DAILY TRANSPORT P/L |  |  |  | -54.49423000000007 | 0 | -1479.48977 | -204.986 | 0 | 92.9380000000001 | 0 |  | 0 |  |  | -1646.032 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -3767.369187860066 |  |  |  |  | -3767.369187860066 | -5413.401187860066 |  |  |  |  | 0 |  | -172.692 |  |  | -172.692 |  | -5586.093187860066
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 | -27.486 | 0 | 0 | 0 | 0 |  |  |  |  | -27.486 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -27.486 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -27.486
 |  | 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 | -27.486 | 0 | 0 | 0 | 0 |  |  |  |  | -27.486 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -27.486 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -27.486
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE |  |  |  | 0 | 0 | 27.488 | 0 | 0 | 0 | 0 |  |  |  |  | 27.488 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 27.488 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 27.488
 |  | OPTION MTM VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET FINANCIAL P&L |  |  |  | 0 | 0 | 27.488 | 0 | 0 | 0 | 0 |  |  |  |  | 27.488 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 27.488 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 27.488
 |  | NET OMICRON P/L |  |  |  | 0 | 0 | 0.001999999999998892 | 0 | 0 | 0 | 0 |  |  |  |  | 0.001999999999998892 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0.001999999999998892 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0.001999999999998892
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 |  |  |  |  |  | 31.83735570000042 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 31.83735570000042 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 31.83735570000042 |  |  |  |  | 83.9567282970421 |  | 0 |  |  | 83.9567282970421 |  | 115.7940839970425
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF!
CASH DESK RESERVE |  |  |  |  |  | -2014.844 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | -2014.844 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -2014.844 |  |  |  |  |  |  |  |  |  | 0 |  | -2014.844
ENTEX OVERBURN/UNDERBURN |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
FINANCIAL HEDGE MANAGEMENT
 |  | HEDGE MANAGEMENT:
 |  | NEW DEALS |  |  |  | 684.5498482 | 0 | 1333.824482 | -3851.6605266 | 0 | 772.0908043000001 | 0 |  | 0 |  | 0 | -1061.195392099999 |  | -561.1212471000002 | 210.4530733999999 | 0 | 171.3340198 | 126.5317910999999 | 0 |  | 13428.36 | 1845.6297904 | -481.5088749999991 | 14739.6785526 | 542.5445100000001 | 542.5445100000001 | 0 | 0 | 170.3930672 | 0 | -948.6265157999989 | 734.6092410999997 | -279.9922829999998 | 0 | 0 | 218.9280195000011 | 13897.41118 | -4083.538 | -2676.084625859529 | 0 | -2676.084625859529 |  | -4081.515 | 0 | 0 |  | -6757.59962585953 |  | 7139.811554140471
 |  | CHANGE IN PRICE |  |  |  | -2495.962832999998 | 0 | -2020.009662499994 | 4514.162103099998 | 0 | 327.3329048000168 | 0 |  | 0 |  | 641.6718862 | 967.1943986000225 |  | 1332.752610999999 | -7.589289699999616 | 0 | 221.8227049999996 | -3175.450773 | -1e-07 |  | -2177.004819900002 | -563.6610803000005 | -618.0714856999948 | -4987.202132699998 | -1232.20516739126 | -1232.20516739126 | 0 | -369.8393914000005 | -616.5287468000001 | 0 | -3630.5192651 | -306.6234830000047 | 278.2641620999927 | 0 | 0 | -5877.451891591272 | -9897.459625691248 | -7514.525 | -4933.74770440265 | -0.005 | -4933.75270440265 | -835.9048451203134 | -35.76199739999999 | 0 | 0 |  | -5805.419546922963 |  | -15702.87917261421
 |  | CHANGE IN BASIS PRICE |  |  |  | 173.9303962000003 | 0 | -3658.521513599997 | -1753.3491756 | 0 | -276.8835723 | 0 |  | 0 |  | -33.32499949999992 | -5548.148864799997 |  | 11.63676289999951 | -924.9476757999956 | 0 | -19.9846985 | 68.56657720000064 | 2.4e-06 |  | -11029.0462242 | 354.6807634000033 | -1074.100791699993 | -12613.19528429999 | 0 | 0 | 0 | -18.56783459999965 | 681.7469411000013 | 0 | -2268.6886481 | 3016.419827700004 | -74.95509729999955 | 0 | 0 | 1335.955188800006 | -16825.38896029998 | 2153.333 | 1402.798784728065 | 0 | 1402.798784728065 | 0 | 84.65412660000007 | 0 | 0 |  | 1487.452911328065 |  | -15337.93604897191
 |  | CHANGE IN INDEX PRICE |  |  |  | 1856.7675197 | 0 | 1038.824258500001 | -951.7912420999999 | 0 | 112.3074666999998 |  |  | 0 |  | 0 | 2056.108002800001 |  | 0 | 94.46813699999998 | 0 | -974.615 | 0 | 0 |  | 0 | 0 | 0 | -880.146863 | 0 | 0 | 0 | 0 | 0 | 0 | 359.398 | 0 | 0 | 0 | 0 | 359.398 | 1535.359139800001 | 0 | -0.069022814574113 | 0 | -0.069022814574113 |  | 0 | 0 | 0 |  | -0.069022814574113 |  | 1535.290116985428
 |  | CHANGE IN GAS DAILY PRICE |  |  |  | -5470.085415900001 | 0 | -6553.682224500004 | -679.3481599 | 0 | -2031.687 |  |  | 0 |  | 0 | -14734.80280030001 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 2301.82468 | -259.0586957 | 0 | 0 | 0 | 0 | 0 | 0 | 2042.7659843 | -12692.03681600001 | 0 | 0 | 0 | 0 | 1474.835070232249 | 128.5009999999999 | 808.999 | 0 |  | 2412.335070232249 |  | -10279.70174576776
 |  | CHANGE IN WEATHER HEDGE MANAGEMENT |  |  |  |  |  |  |  |  | 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 | 160.933 | 110.237582679309 | 0 | 110.237582679309 |  | 0 |  | 0 |  | 110.237582679309 |  | 110.237582679309
 |  | GAMMA |  |  |  | 0 | 0 | 36.9877273 | 0 |  | -0.0005124000000000103 | 0 |  | 0 |  | 4.763 | 41.7502149 |  | -0.0001823000000000001 | 0.04591219999999999 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.04572989999999998 | -396.2777600000008 | -396.2777600000008 | 0 | -26.5174247 | -6.110000000000002e-05 | 0 | 0 | 121.6054669 | 0.05668389999999977 | 0 | 0 | -301.1330950000008 | -259.3371502000007 | 69.347 | 45.1121006508175 | 0 | 45.1121006508175 |  | 0 |  | 0 |  | 45.1121006508175 |  | -214.2250495491833
 |  | VEGA |  |  |  | 0 | 0 | 38.64103679999999 | 0 |  | 0.01817139999999995 | 0 |  | 0 |  | -7.354 | 31.3052082 |  | 0 | -0.5830517999999992 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.5830517999999992 | -167.3254000000013 | -167.3254000000013 | 0 | 48.72260099999993 | 0 | 0 | 0 | -1686.5275495 | 0 | 0 | 0 | -1805.130348500001 | -1774.408192100001 | 676.129 | 447.2025685671149 | 0 | 447.2025685671149 |  | 0 |  | 0 |  | 447.2025685671149 |  | -1327.205623532886
 |  | THETA |  |  |  | 0 | 0 | -0.09160239999999999 | 0 |  | 0.0006893000000000029 | 0 |  | 0 |  | 0.038 | -0.05291309999999998 |  | 0.0014014 | 0.06657480000000032 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.06797620000000032 | 235.5086600000002 | 235.5086600000002 | 0 | 4.296059800000006 | 0.0011924 | 0 | 0 | -267.2436836000001 | 0 | 0 | 0 | -27.43777139999995 | -27.42270829999995 | -87.912 | -58.22761652109714 | 0 | -58.22761652109714 |  | 0 |  | 0 |  | -58.22761652109714 |  | -85.65032482109709
 |  | OPTIONS VARIANCE |  |  |  | 0 |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 4758.21295 | 4758.21295 | 0 | -15.4690487 | 0 | 0 | 0 | 0 | 0 | 0 |  | 4742.7439013 | 4742.7439013 | 0 | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  | 4742.7439013
 |  | BROKER  FEES |  |  |  | -2.7 | 0 | -28.897 | 0 | 0 | -5.499 | 0 |  | 0 |  | 0 | -37.096 |  | -1.63 | 1.111 | 0 | -2.794 | -14.279 | 0 |  | 0.946 | -2.432 | -3.867 | -22.945 | -10.374 | -10.374 | 0 | 0 | -54.043 | 0 | 20.324 | -16.488 | 0 | 0 | 0 | -60.581 | -120.622 | -27.203 | -17.90673736233782 | 0 | -17.90673736233782 | 0 | 0 | 0 | 0 |  | -17.90673736233782 |  | -138.5287373623378
 |  | TOTAL HEDGE MANAGEMENT |  |  |  | -5253.500484799998 | 0 | -9812.924498399994 | -2721.987001100002 | 0 | -1102.320048199983 | 0 |  | 0 |  | 605.7938867000001 | -18284.93814579998 |  | 781.6393458999985 | -626.9753198999955 | 0 | -604.2369737000002 | -2994.6314047 | 2.3e-06 | 0 | 223.2549558999945 | 1634.217473500003 | -2177.548152399987 | -3764.280073099989 | 3730.083792608739 | 3730.083792608739 | 0 | 1924.449641399999 | -77.48930289999883 | 0 | -6468.112428999999 | 1595.751819599999 | -76.62653430000668 | 0 | 0 | 628.0569874087336 | -21421.16123149123 | -8653.435999999998 | -5680.684670334881 | -0.005 | -5680.68967033488 | 638.9302251119357 | -3904.121870800001 | 808.999 | 0 | 0 | -8136.882316022944 |  | -29558.04354751418
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
OTHER CHANGES |  |  |  |  |  | -0.001411400000000004 | 0 | -2.408958699999997 | -0.2025302 | 0 | -0.1731952000000001 | 0 |  | 0 |  | 0.1056077 | -2.680487799999996 |  | 0.1307584000000001 | -0.1707208000000005 | 0 | -0.0791028 | -0.3067816 | -0.050378 |  | -1.2285771 | 0.1234631000000007 | -1.013518099999999 | -2.594856899999999 | 0 | 0 | 176000 | 0 | -0.02691329999999999 | 2.8e-06 | -1.145669300000002 | 0 | 0 | 0 | 0 | 175998.8274202 | 175993.5520755 | 21.749 | 13.40621291009407 | -0.012 | 13.39421291009407 | -694.8282792860265 | 0.003720399999999984 |  | 0 | 0 | -681.4303459759324 |  | 175312.121729524
CHANGE IN CASH ORIGINATIONS |  |  |  |  |  | 0 | 0 | 1.38 | 0 | 0 | 0 | 0 |  | 0 |  |  | 1.38 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 1.38 |  |  |  |  |  |  | 0 |  |  | 0 |  | 1.38
DAILY TRADING P/L & CASH ORIG |  |  |  |  |  | -8507.299369029999 | 0 | -2331.533960872189 | 304.0655936999976 | 0 | 53.3143212743396 | 0 | 0 | 0 | 0 | 605.8994944000001 | -9875.553920527853 |  | 781.7701042999985 | -627.1460406999955 | 0 | -604.3160765000002 | -2994.938186299999 | -0.0503757 | 0 | 222.0263787999945 | 1634.340936600003 | -2178.561670499987 | -3766.874929999989 | 3730.083792608739 | 3730.083792608739 | 176000 | 1924.449641399999 | -77.51621619999884 | 2.8e-06 | -16956.66216898674 | 1595.751819599999 | -76.62653430000668 | 0 | 0 | 166139.480336922 | 152497.0514863941 | -8631.686999999998 | -5667.278457424787 | -0.017 | -5667.295457424786 | -1667.218200385235 | -3904.118150400001 | -110.9036484594467 | 0 | 0 | -11349.53545666947 |  | 141147.5160297247
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.) |  |  |  |  |  | -8507.299369029999 | 0 | -2332.913960872189 | 304.0655936999976 | 0 | 53.3143212743396 | 0 | 0 | 0 | 0 | 605.8994944000001 | -9876.933920527852 |  | 781.7701042999985 | -627.1460406999955 | 0 | -604.3160765000002 | -2994.938186299999 | -0.0503757 | 0 | 222.0263787999945 | 1634.340936600003 | -2178.561670499987 | -3766.874929999989 | 3730.083792608739 | 3730.083792608739 | 176000 | 1924.449641399999 | -77.51621619999884 | 2.8e-06 | -16956.66216898674 | 1595.751819599999 | -76.62653430000668 | 0 | 0 | 166139.480336922 | 152497.0514863941 | -8631.686999999998 | -5667.278457424787 | -0.017 | -5667.295457424786 | -1667.218200385235 | -3904.118150400001 | -110.9036484594467 | 0 | 0 | -11349.53545666947 |  | 141147.5160297247
CHANGE IN MM ORIG |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 3.097999999999999 | 0 | 0 | 72.507 | 0 | 0 | 0 | 0 | 8.23715 | 0 | 83.84215 | 0 | 440.5932999999999 |  | -14.75 | 0 | 0 | 8.7 | 0 | 0 | 0 |  | 434.5432999999999 | 518.3854499999999 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 518.3854499999999
DAILY TRADING P/L and MM Orig |  |  |  |  |  | -8507.299369029999 | 0 | -2331.533960872189 | 304.0655936999976 | 0 | 53.3143212743396 | 0 | 0 | 0 | 0 | 605.8994944000001 | -9875.553920527853 |  | 784.8681042999984 | -627.1460406999955 | 0 | -531.8090765000002 | -2994.938186299999 | -0.0503757 | 0 | 222.0263787999945 | 1642.578086600003 | -2178.561670499987 | -3683.032779999989 | 3730.083792608739 | 4170.677092608738 | 176000 | 1909.699641399999 | -77.51621619999884 | 2.8e-06 | -16947.96216898674 | 1595.751819599999 | -76.62653430000668 | 0 | 0 | 166574.023636922 | 153015.4369363941 | -8631.686999999998 | -5667.278457424787 | -0.017 | -5667.295457424786 | -1667.218200385235 | -3904.118150400001 | -110.9036484594467 | 0 | 0 | -11349.53545666947 |  | 141665.9014797247
TRANSLATION SHIFT IN US$
CANADIAN P/L NET OF TRANS SHIFT IN US$
CHANGE IN ORIGINATION |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  | 12.227 | 0 | 0 | 1540.757 | 291 | 0 | 0 | 0 | 0 |  | 1843.984 |  | 127.275 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 127.275 | 1971.259 | 0 | 12.96955160237189 |  | 12.96955160237189 | 0 | 4081.514999999999 | 0 | 0 | 0 | 4094.484551602372 |  | 6065.743551602372
DAILY P/L |  |  |  |  |  | -8507.299369029999 | 0 | -2331.533960872189 | 304.0655936999976 | 0 | 53.3143212743396 | 0 | 0 | 0 | 0 | 605.8994944000001 | -9875.553920527853 |  | 797.0951042999984 | -627.1460406999955 | 0 | 1008.9479235 | -2703.938186299999 | -0.0503757 | 0 | 222.0263787999945 | 1642.578086600003 | -2178.561670499987 | -1839.048779999989 |  | 4297.952092608738 | 176000 | 1909.699641399999 | -77.51621619999884 | 2.8e-06 | -16947.96216898674 | 1595.751819599999 | -76.62653430000668 | 0 | 0 | 166701.298636922 | 154986.6959363941 | -8631.686999999998 | -5654.308905822415 | -0.017 | -5654.325905822414 | -1667.218200385235 | 177.3968495999989 | -110.9036484594467 | 0 | 0 | -7255.050905067094 |  | 147731.6450313271
TOTAL DAILY GAS TRADING P/L |  |  |  |  |  | -8507.299369029999 |  | -2331.533960872189 |  |  | 53.3143212743396 | 0 | 0 | 0 | 0 |  | -9875.553920527853 |  | 797.0951042999984 | -627.1460406999955 | 0 |  |  |  | 0 | 222.0263787999945 |  | -2178.561670499987 | -1839.048779999989 | 0 | 4297.952092608738 |  | 1909.699641399999 |  |  |  | 1595.751819599999 | -76.62653430000668 |  |  | 166701.298636922 |  | -8631.686999999998 | -5654.308905822415 | -0.017 | -5654.325905822414 | -1667.218200385235 |  | -110.9036484594467 |  | 0 | -7255.050905067094 |  | 147731.6450313271
 | LESS:  ORIGINATIONS |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0 |  | -12.227 | 0 | 0 |  |  |  | 0 | 0 |  | 0 | -1843.984 |  | -127.275 |  | 0 |  |  |  | 0 | 0 |  |  | #REF! |  | -12.96955160237189 | #REF! | 0 | -12.96955160237189 |  |  |  |  | 0 | #REF! |  | #REF!
DAILY GAS TRADING |  |  |  |  |  | -8507.299369029999 |  | -2331.533960872189 |  |  | 53.3143212743396 | 0 |  | #REF! |  |  | -9875.553920527853 |  | 784.8681042999984 | -627.1460406999955 | 0 |  |  |  | 0 | 222.0263787999945 |  | -2178.561670499987 | -3683.032779999989 |  | 4170.677092608738 |  | 1909.699641399999 |  |  |  | 1595.751819599999 | -76.62653430000668 |  |  | #REF! |  | -8644.65655160237 | #REF! | -0.017 | -5667.295457424786 | -1667.218200385235 |  |  |  | 0 | #REF! |  | #REF!
Canadian Intramonth P&L as of January 11, 2001
FT Prior Day Originations (MTD)
Middle Market Variance Analysis |  |  |  |  |  | From Roll |  | Orig File |  | Vcricnce | [NAME]
 |  | Middle Market - Northeast |  |  |  | 138470 |  | 138470 |  | 0 | 0
 |  | Middle Market - Central |  |  |  | 101087 |  | 101107.76 |  | 20.75999999999476 | 20.75999999999476
 |  | Middle Market - Texas |  |  |  | 6005 |  | 6005.00000000001 |  | 1.000444171950221e-11 | 1.000444171950221e-11
 |  | Middle Market - West |  |  |  | 0 |  | 0 |  | 0 | 0