Spreadsheet: paul_lucci__28478__October 23 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.76 | 0.2750000000000008 | 2.807 | 0.1260000000000003 | 9377 | 172.9
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
3.74 | 0.385 | 2.625 | 0.04499999999999993 | 1.5783 | 0.002499999999999947
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-23 00:00:00
-0.1255406403484267 | 0.2080363551553752 | 22.31939999999839 | 0.009899999998424391 | 6905.21 | -5.789999999999964
3.485 | -0.3335769955038019 | 22.30949999999996 | 9204.1 | 1.5758 | 6911
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) |  | 2.615 | 2.635 | 3.73 | 3.75 |  |  |  |  |  |  | 3.615 | 3.635 | 2.785 | 2.805 | 2.795 | 2.815
ROM (fixed price) |  | 2.755 | 2.775 | 3.73 | 3.75 |  |  | 0.005 | 0.025 |  |  | 3.857 | 3.877 | 2.865 | 2.885 | 2.885 | 2.905
Prompt |  | 2.797000000000001 | 2.817 | 3.745036764108374 | 3.774963235891627 | -0.3041745475160654 | -0.2841745475160654 | 0.16 | 0.17 | -0.3442728260131493 | -0.3242728260131493 | 3.69 | 3.71 | 0.215 | 0.235 | 0.37 | 0.39
Nov-01-Mar-02 |  | 3.11205432649398 | 3.13205432649398 | 4.079266419959608 | 4.10921952986283 | -0.3982861213629499 | -0.3782861213629499 | 0.138 | 0.158 | -0.2923948933118641 | -0.2723948933118641 | 4.242918637705774 | 4.262918637705774 | 0.2091548497012691 | 0.2291548497012691 | 0.364154849701269 | 0.3841548497012691
Apr-02-Oct-02 |  | 3.1957822280462 | 3.215782228046199 | 4.08240819176188 | 4.112417268928586 | -0.485 | -0.465 | 0.1375 | 0.1575 | -0.4183534841488421 | -0.3983534841488421 | 4.187457364399839 | 4.207457364399839 | 0.125 | 0.145 | 0.17 | 0.19
Nov-01-Oct-02 |  | 3.16090085526027 | 3.180900855260269 | 4.081101348131769 | 4.111087109116591 | -0.4488746574274717 | -0.4288746574274717 | 0.1377083019646932 | 0.1577083019646932 | -0.3658786402661863 | -0.3458786402661863 | 4.210562748787863 | 4.230562748787863 | 0.1600592410624686 | 0.1800592410624686 | 0.2508856732949699 | 0.2708856732949699
Nov-02-Mar-03 |  | 3.631732734456886 | 3.651732734456886 | 4.846090590228351 | 4.87612772679364 | -0.415 | -0.395 | 0.13 | 0.15 | -0.1201001159699097 | -0.1001001159699097 | 5.294018486626479 | 5.314018486626479 | 0.2248998840300903 | 0.2448998840300903 | 0.3848998840300903 | 0.4048998840300903
Apr-03-Oct-03 |  | 3.502783280759354 | 3.522783280759354 | 4.616870589464358 | 4.646920678700221 | -0.44 | -0.42 | 0.13 | 0.15 | -0.3601333481560533 | -0.3401333481560533 | 4.741899510187358 | 4.761899510187358 | 0.13 | 0.15 | 0.165 | 0.185
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) |  | 2.475 | 2.495 | 2.275 | 2.295 | 2.53 | 2.55 | 2.58 | 2.6 | 2.31 | 2.33 | 2.6 | 2.62 | 2.65 | 2.67 | 2.83 | 2.85
ROM (fixed price) |  | 2.615 | 2.635 | 2.455 | 2.475 | 2.675 | 2.695 | 2.705 | 2.725 | 2.535 | 2.555 | 2.645 | 2.665 | 2.77 | 2.79 | 3.065 | 3.085
Prompt |  | -0.04 | -0.02 | -0.33 | -0.31 | -0.04 | -0.02 | 0.015 | 0.035 | -0.26 | -0.24 | 0.02 | 0.04 | 0.1 | 0.12 | 0.52 | 0.54
Nov-01-Mar-02 |  | 0.0397800788619691 | 0.05978007886196911 | -0.3143516554903459 | -0.2943516554903459 | 0.023173880259381 | 0.043173880259381 | 0.04816651853923201 | 0.06816651853923202 | -0.2510307932230639 | -0.2310307932230639 | 0.02996679501464423 | 0.04996679501464423 | 0.1449590688025215 | 0.1649590688025215 | 1.492263603168837 | 1.512263603168837
Apr-02-Oct-02 |  | -0.2899407730125341 | -0.2699407730125341 | -0.52 | -0.5 | -0.049082308347348 | -0.02908230834734799 | 0.1464864642222958 | 0.1664864642222958 | -0.3142309411012965 | -0.2942309411012965 | -0.085 | -0.065 | 0.035 | 0.055 | 0.4029845046296721 | 0.4229845046296721
Nov-01-Oct-02 |  | -0.152577770520993 | -0.132577770520993 | -0.4343260916054751 | -0.4143260916054751 | -0.01898009625130163 | 0.001019903748698366 | 0.1055259885136764 | 0.1255259885136764 | -0.2879015111574248 | -0.2679015111574248 | -0.03710438144794125 | -0.01710438144794124 | 0.08080938013479727 | 0.1008093801347973 | 0.8567824572795372 | 0.8767824572795372
Nov-02-Mar-03 |  | 0.1101636782558942 | 0.1301636782558942 | -0.275 | -0.255 | 0.09 | 0.11 | 0.1390568568077532 | 0.1590568568077532 | -0.205 | -0.185 | 0.00986008821568181 | 0.02986008821568181 | 0.1298998840300904 | 0.1498998840300904 | 1.220176345454125 | 1.240176345454125
Apr-03-Oct-03 |  | -0.25 | -0.23 | -0.44 | -0.42 | 0.025 | 0.045 | 0.21 | 0.23 | -0.2925 | -0.2725 | -0.09 | -0.07 | 0.03 | 0.05 | 0.37005877497408 | 0.39005877497408
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.2044702733134362 | 0.2544702733134362 | Apr-02-Oct-02 | 0.3496232663072073 | 0.3996232663072073 | Apr-02-Oct-02 | 3.09745736439984 | 5.795305656554218 | Apr-02-Oct-02 | 0.06658355164606936 | 0.1165835516460694 | Apr-02-Oct-02 | 0.179186985813438 | 0.229186985813438 | Apr-02-Oct-02 | 2.205782228046199 | 4.927765801022933
Nov-01-Oct-02 | 0.153642704788175 | 0.203642704788175 | Nov-01-Oct-02 | 0.3008347485678189 | 0.3508347485678189 | Nov-01-Oct-02 | 3.070391627772691 | 5.872016728201924 | Nov-01-Oct-02 | 0.04430666938490876 | 0.09430666938490875 | Nov-01-Oct-02 | 0.1516587546464641 | 0.201658754646464 | Nov-01-Oct-02 | 2.170900855260269 | 4.957668607754246
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12739.77819614018 | 12291.31113273075 | Yesterday | 97.93 |  |  | 1 month | 22.31939999999839 | 0.009899999998424391
 |  |  |  |  |  |  |  | BC | 1956.360544217687 | 1742.532203389831 | Prompt | 43.75 -  47.79 | 53.66 - 57.39 | 35.08 - 39.38 | 2 month | 22.39233797799119 | 0.02010243156486524
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 44.18 -  48.44 | 53.49 - 57.37 | 36.95 - 41.51 | 3 month | 22.43743904962538 | 0.02232023911459535
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 42.13 -  54.49 | 55.80 - 66.22 | 30.86 - 44.82 | 6 month | 22.50084257525218 | 0.01842593050518815
 |  |  |  |  |  |  |  | US | 0.92 | 0.78 | Q2 2002 | 39.11 -  49.00 | 50.90 - 60.88 | 28.71 - 38.51 | Rest of Cal  01 | 22.39233797799119 | 0.02010243156486524
 |  |  |  |  |  |  |  | Canada | 0.809 | 0.793 | Q3 2002 | 39.65 -  47.13 | 49.95 - 57.14 | 30.99 - 38.72 | Cal 02 | 22.39191335913129 | 0.005839473268888895
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
 |  |  | 2001-10-12 00:00:00 | 63 | 29 | 2001-10-12 00:00:00 | 3.180000000000007 | 7.64700000000002
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-10-05 00:00:00 | 6.769434514091017 | 10.23099999999999