Spreadsheet: larry_campbell__21464__Gas022400
Sheet: SummaryMTM

 |  | .
 |  |  | Summary of Changes in Retail Gas Positions
 |  |  | Report Date: | 2000-02-25 00:00:00
 |  |  | Current Curve : | 2000-02-24 00:00:00 |  | Run Type: | Daily Run |  |  |  |  | 5. |  |  |  |  |  | Sales Origination (Contract-to-Offer) ($)
 |  |  | Prior Curve : | 2000-02-23 00:00:00 |  | Portfolio: | Total Gas Portfolio |  |  | Region |  | Comm/Ind |  | Major Accounts |  | Solution Sales |  | Daily Total |  | Month-to-Date |  | Quarter-to-Date |  | Year-to-Date
 |  |  |  |  |  |  |  |  |  | Central |  | 601.545851 |  | 0 |  | 0 |  | 601.545851 |  | 52404.198625 |  | 106587.318421 |  | 106587.318421
 |  |  |  |  |  |  |  |  |  | East |  | 10848.382907 |  | 0 |  | 0 |  | 10848.382907 |  | 176122.104787 |  | 382732.160045 |  | 382732.160045
 |  |  |  |  |  |  |  |  |  | West |  | 3388.59177 |  | 0 |  | 0 |  | 3388.59177 |  | 121295.23103 |  | 195369.233903 |  | 195369.233903
 |  |  |  |  |  |  |  |  |  | Other |  | 599.51 |  | 0 |  | 0 |  | 599.51 |  | 3737.09 |  | 48474.24 |  | 48474.24
 |  |  |  |  |  |  |  |  |  | Total |  | 15438.030528 |  | 0 |  | 0 |  | 15438.030528 |  | 353558.624442 |  | 733162.9523690001 |  | 733162.9523690001
 |  |  |  | 1.        Summary of Changes in Portfolio :  Mid Market ($) |  |  |  |  |  |  |  | 3 a. |  |  | Theoretical Sensitivity (Positions) |  |  |  |  |  |  |  |  | 4. Value-at-Risk ($)
 |  |  |  | Current |  | Prior |  | Change |  |  |  |  | Current |  |  |  | Prior
 |  |  | Gas Book |  |  |  |  |  |  | Curve Change |  | Swap |  | Option |  | Swap |  | Option |  | Change |  | Current Day |  | -125901.3154002134
 |  |  | Nymex Swaps | 1281504.95038 |  | 1266516.826747 |  | 14988.12363300007 |  | Nymex ($1/MMBtu) |  | -1920433.717798 |  | -93977.182915 |  | -1844042.122044 |  | -89007.709903 |  | -81361.06876599991 |  | Prior Day |  | -132426.690100797
 |  |  | Nymex Options | 34903.763129 |  | 38441.009054 |  | -3537.245925000003 |  | Basis ($1/MMBtu) |  | -4339199.756719 |  | 0 |  | -4325344.427329 |  | 0 |  | -13855.32938999962 |  | Change |  | 6525.374700583605
 |  |  | Basis | 2046642.648744 |  | 2040802.494081 |  | 5840.15466299979 |  | Index ($1/MMBtu) |  | -128171137.378824 |  | 0 |  | -128070640.956665 |  | 0 |  | -100496.4221590012
 |  |  | Premium | 922537.392301 |  | 925333.904108 |  | -2796.511807000032 |  | Fuel (+1%) |  | -3392543.95313781 |  | 0 |  | -3386206.19461989 |  | 0 |  | -6337.758517920505
 |  |  | Transport | 124793.597726 |  | 125988.422667 |  | -1194.824940999999 |  | Transport ($1/MMBtu) |  | -124590581.712979 |  | 0 |  | -124498136.331631 |  | 0 |  | -92445.38134799898
 |  |  | Special | -606156.576274 |  | -604909.926791 |  | -1246.649483000045 |  | Special ($1/MMBtu) |  | -158275528.663305 |  | 0 |  | -158059598.233142 |  | 0 |  | -215930.4301630259
 |  |  | Fuel Crv & % | -271346.869079 |  | -264641.194628 |  | -6705.674450999999 |  | Gamma |  | 0 |  | 292862.879153 |  | 0 |  | 103675.365077 |  | 189187.514076
 |  |  | Distriibution | -1392.513038 |  | -1297.653928 |  | -94.8591100000001 |  | Vega (+1%) |  | 0 |  | 33996.365908 |  | 0 |  | 26452.579434 |  | 7543.786474
 |  |  | Margin | 26641262.359976 |  | 26557632.191775 |  | 83630.1682009995 |  | Theta (+1 Day) |  | 5503.345615 |  | -406.704042 |  | 5540.58306 |  | -287.335602 |  | -156.6058850000001
 |  |  | Totals | 30172748.753865 |  | 30083866.073085 |  | 88882.68077999928 |  | Rho (+1%) |  | -724238.6184703701 |  | -94.63347734000001 |  | -721639.9531420401 |  | -97.69389675000001 |  | -2595.604908919998
 |  |  |  |  |  |  |  |  |  |  |  | 3 b. |  |  | LDC Tariff Sensitivity (Positions)
 |  |  | Transaction Charges |  |  |  |  |  |  |  |  |  | Current |  |  |  | Prior
 |  |  | Suspensed | 0 |  | 0 |  | 0 |  |  |  | Swap |  | Option |  | Swap |  | Option |  | Change
 |  |  | Metering | 0 |  | 0 |  | 0
 |  |  | Operations | 0 |  | 0 |  | 0 |  | Distribution ($1/Mmbtu) |  | -32290714.07776 |  | 0 |  | -32168111.860547 |  | 0 |  | -122602.2172130011
 |  |  | Projects (EAM) | 0 |  | 0 |  | 0 |  | IntraST Trans ($1/Mmbtu) |  | -29497124.242004 |  | 0 |  | -29385086.331291 |  | 0 |  | -112037.9107129984
 |  |  | Services (FM) | 0 |  | 0 |  | 0 |  | CTC ($1/MMBtu) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  | Structured Finance | 0 |  | 0 |  | 0
 |  |  | [NAME] | 0 |  | 0 |  | 0
 |  |  | Credit | 0 |  | 0 |  | 0
 |  |  | Consumption | 0 |  | 0 |  | 0
 |  |  | Gas MTM | 30172748.753865 |  | 30083866.073085 |  | 88882.68077999726
 |  |  | Price Prudency | -718944.4396264174 |  | -715837.9258388375 |  | -3106.513787579839
 |  |  | Regulatory Prudency | -578739.71 |  | -578739.71 |  | 0
 |  |  | System Conversion Reserve | -3.825552994385362e-06 |  | -3.825552994385362e-06 |  | 0
 |  |  | Net Gas Book Value | 28875064.60423476 |  | 28789288.43724234 |  | 85776.16699241944
 |  |  |  | 2. | Summary of Prior-to-Current Mid-Market Changes ($)
 |  |  |  | 2 a. |  | Delta (Curve Shift) |  |  |  | 2 b. | Other Changes
 |  |  |  | Swap |  | Option |  | Total |  | Gamma |  | Vega |  | Theta |  | Rho |  | New Deals |  | Liquidations |  | 2nd Order
 |  |  | Nymex | 5090.427955 |  | -1164.750461 |  | 3925.677494 |  | 13.883409 |  |  |  | - |  | - |  | -668.832473 |  | 0 |  | -
 |  |  | Basis | 3495.207266 |  | 0 |  | 3495.207266 |  | 0 |  |  |  | - |  | - |  | -520.736352 |  | 0 |  | -
 |  |  | Index | -3779.120597 |  | 0 |  | -3779.120597 |  | 0 |  |  |  | - |  | - |  | -1.670252 |  | 0 |  | -
 |  |  | Transport | -7.4e-05 |  | 0 |  | -7.4e-05 |  | 0 |  |  |  | - |  | - |  | 9.800452 |  | 0 |  | -
 |  |  | Fuel % | -7.4e-05 |  | 0 |  | -7.4e-05 |  | 0 |  |  |  | - |  | - |  | -0.223824 |  | 0 |  | -
 |  |  | Special | 29.461635 |  | 0 |  | 29.461635 |  | 0 |  |  |  | - |  | - |  | 402.418506 |  | 0 |  | -
 |  |  |  | 4835.976111000001 |  | -1164.750461 |  | 3671.225650000001 |  | 13.883409 |  |  |  | - |  | - |  | -779.243943 |  | 0 |  | -
 |  |  | LDC Changes
 |  |  | Distribution ($1/Mmbtu) | -7.4e-05 |  | 0 |  | -7.4e-05 |  |  |  |  |  | - |  | - |  |  |  |  |  | -
 |  |  | IntraST Trans ($1/Mmbtu) | -7.4e-05 |  | 0 |  | -7.4e-05 |  |  |  |  |  | - |  | - |  |  |  |  |  | -
 |  |  |  | -0.000148 |  | 0 |  | -0.000148 |  |  |  |  |  | - |  | - |  |  |  |  |  | -
 |  |  |  |  |  | Total Change |  | Delta |  | Gamma |  | Vega |  | Theta |  | Rho |  | New Deals |  | Liquidations |  | 2nd Order
 |  |  |  |  |  | 88882.68077999928 |  | 3671.225502000001 |  | 13.883409 |  | -1868.127785 |  | 5225.555017 |  | 59898.079191 |  | 22181.647733 |  | 0 |  | -239.582287000725
 |  |  |  | 2 c. |  | Summary of Transaction Changes ($)
 |  |  |  | Totals |  | Rho |  | New Deals |  | Liquidations |  | 2nd Order
 |  |  | Suspensed | 0 |  | 0 |  |  |  | 0
 |  |  | Metering | 0 |  | 0 |  |  |  | 0
 |  |  | Operations | 0 |  | 0 |  |  |  | 0
 |  |  | Projects (EAM) | 0 |  | 0 |  |  |  | 0
 |  |  | Services (FM) | 0 |  | 0 |  |  |  | 0
 |  |  | Structured Finance | 0 |  | 0 |  |  |  | 0
 |  |  | [NAME] | 0 |  | 0 |  |  |  | 0
 |  |  | Credit | 0 |  | 0 |  |  |  | 0
 |  |  | Consumption | 0 |  | 0 |  |  |  | 0
 |  |  | Totals | 0 |  | 0 |  | 0 |  | 0 |  | 0