Spreadsheet: scott_neal__37824__historical info 10-3-00
Sheet: Historical Information

 |  |  |  |  |  |  |  |  |  |  |  | Value on 11/03/1999 |  |  | Value on 2/29/2000 |  |  | Additions after Initial Book |  |  |  | Value on 09/18/2000
 |  |  | Footnotes | Deal # | Pipeline | Receipt | Delivery | Volume | Start | End |  | Intrinsic | Extrinsic |  | Intrinsic | Extrinsic |  | Added | Initial Intrinsic | Initial Extrinsic |  | Intrinsic | Extrinsic
 |  | CENTRAL | (1) | 1 | NB | Ventura | Chicago | 40000 | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 |  | 19396824 | 3382526 |  | 114910 | 1057
 |  |  |  |  |  |  |  | 60000 | 2000-04-01 00:00:00 | 2009-05-22 00:00:00 |  |  |  |  | 18339633 | 3703732 |  |  |  |  |  | 20422711 | 4699573
 |  |  | (2) | 2 | NB | Moncy | Chicago | 15000 | 1999-12-01 00:00:00 | 2009-05-22 00:00:00 |  | 10657113 | 287644 |  | 8769749 | 377850 |  |  |  |  |  | 592213 | 431131
 |  |  |  | 25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 6046710 | 142543
 |  |  |  | 26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 428632 | 2
 |  |  | (3) | 3 | NGPL | NGPL/TX OK | NGPL/LA | 50000 | 1999-12-01 00:00:00 | 2001-02-28 00:00:00 |  | 0 | 346873 |  | 0 | 407640 |  |  |  |  |  | 0 | 728800
 |  |  | (4), (5) | 4 | ANR | WLA | Consumers | 5000 | 2000-01-01 00:00:00 | 2001-03-31 00:00:00 |  |  |  |  | 0 | 4161 |  |  |  |  |  | 59703 | 113732
 |  |  | (4) | 5 | NGPL | NGPL/TX OK | NGPL/LA | 20000 | 2000-01-01 00:00:00 | 2000-10-31 00:00:00 |  | 0 | 346879 |  | 0 | 64720 |  |  |  |  |  | 0 | 18409
 |  |  | (4) | 6 | NGPL | [NAME] | Perryville | 10000 | 2000-01-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  | 92249 | 44127 |  |  |  |  |  | 1690 | 20942
 |  |  | (4), (5), (6) | 7 | NGPL | ELA | Consumers | 25000 | 2000-01-01 00:00:00 | 2001-03-31 00:00:00 |  |  |  |  | 45070 | 7713 |  |  |  |  |  | 811447 | 369640
 |  |  | (4) | 8 | Crossroads | Chicago | Columbia Gas | 15000 | 2000-01-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  | 0 | 120632 |  |  |  |  |  | 0 | 34296
 | WEST |  |  | 9 | PGT | [NAME] | Malin | 67500 | 2008-11-01 00:00:00 | 2023-10-31 00:00:00 |  | 11157227 | 7947216 |  | 10714928 | 11949350 |  |  |  |  |  | 11439890 | 13377642
 |  |  |  | 10 | EPNG | SJ/Permian | Valero | 16495 | 1998-09-01 00:00:00 | 2002-07-31 00:00:00 |  | 251653 | 729697 |  | 3920 | 879062 |  |  |  |  |  | 377581 | 1254158
 |  |  |  | 11 | EPNG | El Paso | SoCal/Topock | 60000 | 1999-11-01 00:00:00 | 2000-10-31 00:00:00 |  | 2716993 | 161932 |  | 1943955 | 26825 |  |  |  |  |  | 2109068 | 0
 |  |  |  | 12 | EPNG | El Paso | California Border | 15000 | 1999-11-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  | 485988 | 6706 |  |  |  |  |  | 527267 | 0
 |  |  | (7) | 13 | EPNG | ELPO/SJ | California Border | 15000 | 2000-07-01 00:00:00 | 2000-09-30 00:00:00 |  |  |  |  | 0 | 0
 |  |  | (7) | 14 | NWPL | Stanfield | Kern | 15000 | 2000-07-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  | 0 | 0
 |  |  | (7) | 15 | PGEN | Stanfield | Malin | 5000 | 2000-07-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  | 0 | 0
 |  |  | (7) | 16 | PGE | Topock | CG | 15000 | 2000-06-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  | 0 | 0
 |  |  | (11) | 27 | PGEN | Stanfield | Malin | 4950 | 2001-04-01 00:00:00 | 2001-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-06-14 00:00:00 |  |  |  | 591140 | 0
 | EAST |  | (8) | 17 | CGT | Rayne | Leach | 15000 | 1998-04-01 00:00:00 | 2009-10-31 00:00:00 |  | 2041604 | 1067794 |  | 1913465 | 1237522 |  |  |  |  |  | 2737117 | 1620848
 |  |  |  | 19 |  | Onshore | Rayne | 40000 | 2000-01-01 00:00:00 | 2003-11-30 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 1119461 | 1687278 |  | 1010145 | 2124456
 |  |  |  | 20 |  | Onshore | Rayne | 25654 | 2000-01-01 00:00:00 | 2004-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 914676 | 1250716 |  | 856312 | 1567493
 |  |  |  | 21 |  | Rayne | Leach | 15000 | 2000-01-01 00:00:00 | 2005-03-31 00:00:00 |  |  |  |  | 997962 | 744720 |  |  |  |  |  | 1669643 | 1159807
 |  |  |  | 22 |  | Onshore | Rayne | 30000 | 2000-01-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 55745 | 127537 |  | 13047 | 43574
 |  |  |  | 23 |  | Onshore | Rayne | 20000 | 2000-04-02 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 37163 | 85025 |  | 8698 | 29049
 |  |  |  | 24 |  | Rayne | Leach | 30000 | 2000-01-01 00:00:00 | 2002-03-31 00:00:00 |  |  |  |  | 770006 | 748511 |  |  |  |  |  | 1465496 | 1288235
 |  |  |  | 28 |  | Rayne | Leach | 25000 | 2000-11-01 00:00:00 | 2001-03-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 752819 | 282062 |  | 661814 | 453887
 |  |  |  | 29 |  | Zone 3 | Zone 6 | 15000 | 2000-08-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 391501 | 10344 |  | 90554 | 14332
 |  |  |  | 37 |  | Zone 1 | Zone 6 | 3400 | 2000-05-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 96716 | 1799 |  | 21697 | 3010
 |  |  |  | 38 |  | Zone 2 | Zone 6 | 5000 | 2000-05-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 134314 | 3169 |  | 31961 | 4406
 |  |  |  | 39 |  | Zone 3 | Zone 6 | 11600 | 2000-05-01 00:00:00 | 2000-10-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-07 00:00:00 | 302760 | 8000 |  | 70028 | 11083
 |  |  |  | 43 |  | Onshore | Rayne | 20000 | 1993-11-01 00:00:00 | 2001-03-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-24 00:00:00 | 140397 | 288927 |  | 83137 | 385179
 |  |  | (9) | 44 |  | Rayne | Leach | 50000 | 2000-11-01 00:00:00 | 2001-03-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-28 00:00:00 | 140022 | 152586 |  | 1242283 | 937529
 |  |  | (10) | 45 |  | Rayne | Leach | 142 | 2000-08-08 00:00:00 | 2001-07-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-31 00:00:00 | 142712 | 149530 |  | 7074 | 2584
 |  |  |  | 46 |  | Rayne | Leach | 30000 | 2000-11-01 00:00:00 | 2001-03-31 00:00:00 |  |  |  |  |  |  |  | 2000-07-31 00:00:00 | 425425 | 449672
 |  |  | (1) | This leg, on 11/99, had a volume of 60,000/day.  On 02/2000, it appears split into two legs;  one of 40,000 (until 04/2000) and one of 60,000 (from 4/2000)
 |  |  | (2) | This leg was one leg on 10/99 and 02/00 with a volume of 15,000/day.  However, the new model splits it into three legs (#2,25,26) with volumes of 10,000 (01/99-02/02),
 |  |  |  | 9,300/day (03/02-02/09) and 15,000/day (03/09-05/09).   Fuel and demand rates vary slightly from old model to new also.
 |  |  | (3) | Deal has same volume in all three models.  Fuel rates are the same in the current model and the 10/99 model, but the 02/00 model contains no fuel rate.
 |  |  |  | In addition, the 10/99 model contains a delivery point of ColGulf/LA instead of NGPL/LA and is marked against IF-Col/Gulf-LA instead of IF-NGPL/LA.
 |  |  | (4) | CES Deal.  Not in 11/99 model and unable to determine when leg added to option model.
 |  |  | (5) | 02/00 model has termination date of 03/00.  New model has termination date of 03/01.
 |  |  | (6) | 02/00 model has flat demand of $0.2963.  New model has seasonal demand of $0.2963 winter and $0.0792 summer.
 |  |  | (7) | Not valued prior to 02/00
 |  |  | (8) | Fuel rate is 2.988% in 10/99 and 02/00 models, 2.82% in current model.  Demand in $0.1048 in 10/99 and 02/00 models, $0.1035 in current model.
 |  |  | (9) | Deal originially entered 07/28/2000 with volume of 10,000.  Volume changed to 50,000 on 08/10/2000 when consolidated deal #46 and a portion of #45.
 |  |  | (10) | Deal originally entered on 07/31/2000 with volume of 10,000 and expiration of Mar-01.  Volume changed to 142 and expiration changed to 07/31/2000 on 08/10/2000.
 |  |  | (11) | Deal originally booked on 06/14/2000.  Model and P&L report not available to reconstruct Intrinsic/Extrinsic values.