Spreadsheet: john_zufferli__16705__Sisson Casion Deal Calculation
Sheet: Calc. (july 26)

 |  |  |  |  |  |  | ENRON POWER TRADING & TRANSMISSION |  |  |  |  |  |  |  | Run Date | :       07/27 | /01
Report Date: | 2001-07-26 00:00:00 |  |  |  |  |  |  | Deal Summary |  |  |  |  |  |  | Run Time | :       14:46 | :56
Post ID: | 11856
Desk: | HEDGECDN
 |  | Trade | Start | End |  |  |  |  |  |  |  |  |  | Current |  |  |  | Prior Day | Prior
Deal | Counter | Date | Date | Date | Anty | Delivery | PV'd | Swap Vol | PV'd | Option Vol | Notional | Deal Vol |  | Deal | MTM P/L |  | LTD | Hedge | Day
Number | Party | MM/DD/YY | MM/DD/YY | MM/DD/YY | Y/N | Point | Peak | [NAME] | Peak | [NAME] | Peak | [NAME] | Price Mid | Basis Mid | Total Mid | Prudent | Liquidations | Management | Liquidations
--------- | ------------------ | -------- | -------- | -------- | ---- | ------------------------------ | ------------ | ------------ | ------------ | ------------ | ------------ | ------------ | ------------ | ------------ | ------------ | ------------ | ---------------- | --------------- | -------------
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2001-08-01 00:00:00 | 2001-08-31 00:00:00 | No | Alberta Power Pool | -89 | -73 | 0 | 0 | -89 | -74 | 804 | 0 | 804 | 804 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2001-09-01 00:00:00 | 2001-09-30 00:00:00 | No | Alberta Power Pool | -74 | -82 | 0 | 0 | -75 | -83 | 1238 | 0 | 1238 | 1238 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2001-10-01 00:00:00 | 2001-10-31 00:00:00 | No | Alberta Power Pool | -88 | -73 | 0 | 0 | -89 | -74 | 1025 | 0 | 1025 | 1025 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2001-11-01 00:00:00 | 2001-11-30 00:00:00 | No | Alberta Power Pool | -80 | -75 | 0 | 0 | -81 | -76 | 1467 | 0 | 1467 | 1467 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | No | Alberta Power Pool | -77 | -83 | 0 | 0 | -78 | -84 | 716 | 0 | 716 | 716 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-01-01 00:00:00 | 2002-01-31 00:00:00 | No | Alberta Power Pool | -87 | -79 | 0 | 0 | -89 | -81 | 1033 | 0 | 1033 | 1033 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-02-01 00:00:00 | 2002-02-28 00:00:00 | No | Alberta Power Pool | -76 | -67 | 0 | 0 | -78 | -69 | 981 | 0 | 981 | 966 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-03-01 00:00:00 | 2002-03-31 00:00:00 | No | Alberta Power Pool | -80 | -78 | 0 | 0 | -82 | -80 | 1379 | 0 | 1379 | 1363 |  | 0 | 0
705325 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-04-01 00:00:00 | 2002-04-30 00:00:00 | No | Alberta Power Pool | -83 | -70 | 0 | 0 | -85 | -72 | 1651 | 0 | 1651 | 1636 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-05-01 00:00:00 | 2002-05-31 00:00:00 | No | Alberta Power Pool | -82 | -75 | 0 | 0 | -85 | -77 | 1701 | 0 | 1701 | 1685 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 | No | Alberta Power Pool | -75 | -76 | 0 | 0 | -79 | -79 | 1552 | 0 | 1552 | 1537 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-07-01 00:00:00 | 2002-07-31 00:00:00 | No | Alberta Power Pool | -85 | -77 | 0 | 0 | -89 | -81 | 1529 | 0 | 1529 | 1513 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-08-01 00:00:00 | 2002-08-31 00:00:00 | No | Alberta Power Pool | -82 | -73 | 0 | 0 | -86 | -77 | 1352 | 0 | 1352 | 1337 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-09-01 00:00:00 | 2002-09-30 00:00:00 | No | Alberta Power Pool | -74 | -75 | 0 | 0 | -78 | -79 | 1427 | 0 | 1427 | 1412 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-10-01 00:00:00 | 2002-10-31 00:00:00 | No | Alberta Power Pool | -84 | -69 | 0 | 0 | -89 | -74 | 1327 | 0 | 1327 | 1312 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-11-01 00:00:00 | 2002-11-30 00:00:00 | No | Alberta Power Pool | -73 | -75 | 0 | 0 | -78 | -79 | 997 | 0 | 997 | 975 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2002-12-01 00:00:00 | 2002-12-31 00:00:00 | No | Alberta Power Pool | -77 | -76 | 0 | 0 | -82 | -81 | 661 | 0 | 661 | 639 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-01-01 00:00:00 | 2003-01-31 00:00:00 | No | Alberta Power Pool | -83 | -75 | 0 | 0 | -89 | -81 | 1117 | 0 | 1117 | 1093 |  | 0 | 0
705325.1 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-02-01 00:00:00 | 2003-02-28 00:00:00 | No | Alberta Power Pool | -72 | -64 | 0 | 0 | -78 | -69 | 1145 | 0 | 1145 | 1124 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-03-01 00:00:00 | 2003-03-31 00:00:00 | No | Alberta Power Pool | -76 | -74 | 0 | 0 | -82 | -80 | 1542 | 0 | 1542 | 1520 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-04-01 00:00:00 | 2003-04-30 00:00:00 | No | Alberta Power Pool | -79 | -66 | 0 | 0 | -85 | -72 | 1915 | 0 | 1915 | 1893 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-05-01 00:00:00 | 2003-05-31 00:00:00 | No | Alberta Power Pool | -75 | -74 | 0 | 0 | -82 | -81 | 1977 | 0 | 1977 | 1955 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-06-01 00:00:00 | 2003-06-30 00:00:00 | No | Alberta Power Pool | -75 | -69 | 0 | 0 | -82 | -75 | 1790 | 0 | 1790 | 1769 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-07-01 00:00:00 | 2003-07-31 00:00:00 | No | Alberta Power Pool | -81 | -73 | 0 | 0 | -89 | -81 | 1820 | 0 | 1820 | 1797 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-08-01 00:00:00 | 2003-08-31 00:00:00 | No | Alberta Power Pool | -74 | -72 | 0 | 0 | -82 | -80 | 1665 | 0 | 1665 | 1643 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-09-01 00:00:00 | 2003-09-30 00:00:00 | No | Alberta Power Pool | -73 | -68 | 0 | 0 | -81 | -76 | 1602 | 0 | 1602 | 1581 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-10-01 00:00:00 | 2003-10-31 00:00:00 | No | Alberta Power Pool | -80 | -66 | 0 | 0 | -89 | -74 | 1566 | 0 | 1566 | 1545 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-11-01 00:00:00 | 2003-11-30 00:00:00 | No | Alberta Power Pool | -66 | -74 | 0 | 0 | -75 | -83 | 1278 | 0 | 1278 | 1243 |  | 0 | 0
705325.2 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2003-12-01 00:00:00 | 2003-12-31 00:00:00 | No | Alberta Power Pool | -75 | -68 | 0 | 0 | -85 | -77 | 972 | 0 | 972 | 936 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-01-01 00:00:00 | 2004-01-31 00:00:00 | No | Alberta Power Pool | -75 | -74 | 0 | 0 | -86 | -84 | 1514 | 0 | 1514 | 1477 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-02-01 00:00:00 | 2004-02-29 00:00:00 | No | Alberta Power Pool | -66 | -63 | 0 | 0 | -76 | -71 | 1477 | 0 | 1477 | 1444 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-03-01 00:00:00 | 2004-03-31 00:00:00 | No | Alberta Power Pool | -78 | -64 | 0 | 0 | -89 | -74 | 1841 | 0 | 1841 | 1805 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-04-01 00:00:00 | 2004-04-30 00:00:00 | No | Alberta Power Pool | -74 | -62 | 0 | 0 | -85 | -72 | 2222 | 0 | 2222 | 2188 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-05-01 00:00:00 | 2004-05-31 00:00:00 | No | Alberta Power Pool | -68 | -73 | 0 | 0 | -78 | -84 | 2326 | 0 | 2326 | 2291 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-06-01 00:00:00 | 2004-06-30 00:00:00 | No | Alberta Power Pool | -73 | -62 | 0 | 0 | -85 | -72 | 2124 | 0 | 2124 | 2090 |  | 0 | 0
705325.3 | ENRONDIRLIM1 | 2001-07-26 00:00:00 | 2004-07-01 00:00:00 | 2004-07-31 00:00:00 | No | Alberta Power Pool | -73 | -72 | 0 | 0 | -86 | -84 | 2212 | 0 | 2212 | 2176 |  | 0 | 0
 |  |  |  |  |  |  | ------------ | ------------- | ------------- | ------------- | ------------ | ------------- | ------------ | ------------- | ------------- | ------------- | ---------------- | ---------------- | -------------
Total for Region R21 |  |  |  |  |  |  | -2782 | -2590 | 0 | 0 | -2998 | -2790 | 52947 | 0 | 52947 | 52228 |  | 0 | 0
 |  |  |  |  |  |  | ============ | ============= | ============= | ============= | ============ | ============= | ============ | ============= | ============= | ============= | ================ | ================ | =============
Total Power Price Book |  |  |  |  |  |  | -2782 | -2590 | 0 | 0 | -2998 | -2790 | 52947 | 0 | 52947 | 52228 |  | 0 | 0
 |  |  |  |  |  |  | ============ | ============= | ============= | ============= | ============ | ============= | ============ | ============= | ============= | ============= | ================ | ================ | =============
 |  |  |  |  |  | Totals