Spreadsheet: stacey_white__39149__ena-cal roll 1231
Sheet: Sheet7

 |  |  |  | Adjustments to come out the next day
Roll Forward Schedule |  |  |  | [NAME]
Book: | EXTRA6 |  |  | Links
Accounting Month: |  |  |  | Check Figures
Date:
 |  |  | Current Book Balance |  | Daily Liquidations | Current Day P&L Breakout |  | Yesterdays P&L |  |  |  |  | Prior Month | Current YTD | Prior Year LTD |  |  |  | Daily P&L | Daily P&L | Buy | Sell | NPV | Physical | Financial | Actual | Prudency | Prudency | Annuity | Transmission | Today | Prior Day | Today | Prior Day | Upfront
[NAME] MTM Gain (Losses) |  |  | New Value | Adjustments |  | Today | Prior Day | Today | Diff |  |  |  | LTD Balance |  |  |  |  |  | Swaps | Options | [NAME] | [NAME] |  | Liquidations | Liquidations |  | Change |  |  |  | Physical | Physical | Financial | Financial | Opt Premiums
Mid P/L Swaps |  |  |  |  | Physical |  |  |  |  |  |  |  | 0 |  | 0
Mid P/L Options |  |  |  |  | Financial |  |  |  |  |  |  |  | 0 |  | 0
NYMEX Options MTM Value |  |  | 0 |  | Total |  |  | 0 |  |  |  |  | 0 |  | 0
NYMEX Futures MTM Value |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
Foreign Currency |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
Rho/Drift  Adjustments - (Schedule C) |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
Perm Book Adjustments - (Schedule D) |  |  |  |  | [NAME] |  |  |  |  |  |  |  | 0 |  | 0
Gross Book Balance |  |  |  |  | Current Month | Factor | Postion From Roll | Total |  |  |  |  | 0 |  | 0
II. Prudency |  |  |  |  | Net NPV Position (MW) | 1
Current Prudency Balance |  |  |  |  | Net  NPV Position (mmbtu) | 8.57 |  |  |  |  |  |  | 0 |  | 0
Accounting Adjustments - (Schedule E) |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
 |  |  |  |  | Gross Purchase Position
 |  |  |  |  | Gross Sales Position
 |  |  |  |  | Net Notional Position
Total Prudency |  |  |  |  | Through December 31, 1996 |  |  |  |  |  |  |  | 0 |  | 0
 |  |  |  |  | Gross Purchase Position |  |  | 0
 |  |  |  |  | Gross Sales Position |  |  | 0
III. [NAME] (Losses) |  |  |  |  | Net Notional Position |  |  | 0
Prior Month LTD Liquidations |  |  |  |  |  |  |  |  |  |  |  |  | 15520 |  | 15520
Current Month Swap/Option Financial Liquidaitons (Schedule B) |  |  |  |  | Changes since: December 31, 1996 |  |  |  |  |  |  |  | 0 |  | 0
Current Month Swap/Option Physical Liquidations (Schedule B) |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Current Month Estimated Physical Liquidaions (Schedule B) |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Current Month Estimated Financial Liquidaions (Schedule B) |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Current Month Exchange Futures Liquidations (Schedule B) |  |  | 0 |  |  |  |  |  | Origination |  | Prior Month |  | 0 |  | 0
Current Month Exchange Options Liquidations Schedule B) |  |  | 0 |  | ROLL TESTS |  | Book Balance | Prudency | Credit Reserve | Liquidations | Adjustments |  | 0 |  | 0
Current Month Broker Fees (Schedule A) |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Current Month Liquidation Adjustments (Book/Acct Recon, Schedule B) |  |  |  |  | Prior Month LTD |  |  |  |  |  |  |  | 0 |  | 0
Current Month Rho & Drift |  |  |  |  | Gross Book Balance |  |  |  |  |  |  |  | 0 |  | 0
Current Month LTD Liquidations |  |  |  |  | Prudency |  |  |  |  |  |  |  | 15520 |  | 15520
 |  |  |  |  | LTD Liquidations
IV. [NAME] |  |  |  |  |  |  |  |  |  |  |  |  | 15520 |  | 15520
 |  |  |  |  | Current MTD
 |  |  |  |  | Gross Book Balance
V. Origination and Credit Reserve |  |  |  |  | Prudency
Prior Month Term Origination |  |  |  |  | Liquidations |  |  |  |  |  |  |  | 0 |  | 0
Prior Month Middle Market Origination |  |  | 0 |  | Total |  |  |  |  |  |  |  | 0 |  | 0
Current Month Term Origination |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Current Month Middle Market Origination |  |  |  |  |  | Difference |  |  |  |  |  |  | 0 |  | 0
Current Month Credit Reserve |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Accounting Adjustments - Schedule |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 | 0 | 0
Total Origination / Credit Reserve |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
VI.  PRIOR YEAR LTD RECOGNIZED |  |  | 15520
 |  |  |  |  |  |  | Liquidations
 |  |  |  |  |  | Fin & Phy Est Liq
VII. DAILY CHANGE IN P&L |  |  |  | Month to Date Changes |  | Enter Fin P/D  (J9)
Book Balance |  |  | Previous | Total | Daily | Should tie to B Bal
Prudency |  |  | MTD | MTD | Change |  | Daily Changes
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Total
Term Originated Transactions |  |  | 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
Middle Market Orginated Transactions |  |  | 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
Credit Reserve |  |  | 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
Hedge management
Swaps:
Change in Price |  |  | 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
Change in Futures |  |  | 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
Change in Basis Price |  |  | 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
Index Curve Shift |  |  | 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
Gas Daily Curve Shift |  |  | 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
FX Curve Shift |  |  | 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
New Deals |  |  | 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
Change in existing deals |  |  | 0 |  |  | Enter Phy P/ D (J8)
EXTRA ROW |  |  | 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
EXTRA ROW |  |  | 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
EXTRA ROW |  |  | 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
Drift |  |  | 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
Change in Interest Rates |  |  | 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
Change in FX Rho |  |  | 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
Change in FX Drift |  |  | 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
Options: |  |  | 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
Change in OTC Price |  |  | 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
Change in EXG Price |  |  | 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
New Deals |  |  | 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
Change in existing deals |  |  | 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
Gamma |  |  | 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
Vega |  |  | 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
Theta |  |  | 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
Rho |  |  | 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
EXTRA ROW |  |  | 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
EXTRA ROW |  |  | 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
Broker Fees:  Exchange |  |  | 0
Broker Fees:  OTC |  |  | 0
Broker Fees:  Intra Month Book |  |  | 0
EXTRA ROW |  |  | 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
Adjustments:  (See [NAME]) |  |  | 0
Total  Hedge Management |  |  | 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
Change in Price prudence |  |  | 0 |  |  |  | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30
EXTRA ROW |  |  | 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
EXTRA ROW |  |  | 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
EXTRA ROW |  |  | 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
Financial Liquidations |  |  | 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
Physical Liquidations |  |  | 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 |  |  | 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
EXTRA ROW |  |  | 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
EXTRA ROW |  |  | 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
Daily Change in Income (Loss) |  |  | 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
Transmission |  |  | 0 |  |  |  | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30
SUPPORTING SCHEDULES
Broker Fees YTD/LTD
Month | Prior Month LTD | Current Month | Current LTD
OTC Term Broker Fees | 0
Exchange Broker Fees | 0
OTC Intra Month Fees | 0
Total Fee | 0
Schedule A:  Daily Liquidations
 |  | PHYSICAL |  | FINANCIAL |  |  | PMAs | Balance
Financial Liquidations |  | Actual | Estimate | Actual | Estimate |  | Prior Period
Physical Estimate to Actual |  |  |  |  |  |  | Adjustment
Adjustments |  | Estimate | Daily | Estimate | Daily | Annuity | ([NAME])
 |  | vs. Actual | Estimate | vs. Actual | Estimate | Deals |  | Total
Prior Day YTD |  | -22926 | 22926 | 0 | 0 | 0 | 0 | 0
Current Day
Current YTD
[NAME] (Daily)
[NAME] (MTD)
Month-end true-up
0
 | Current MTD
 | Prior Day
[NAME] |  |  | Schedule C: Non-Standard Adjustments
Month | Amount |  | Date | Description |  |  |  |  | Amount
Prior 18 Month LTD Balance
1996-01-15 00:00:00
1996-02-16 00:00:00
1996-03-19 00:00:00
1996-04-20 00:00:00
1996-05-22 00:00:00
1996-06-23 00:00:00
1996-07-25 00:00:00
1996-08-26 00:00:00
1996-09-27 00:00:00
1996-10-29 00:00:00
1996-11-30 00:00:00
1996-12-31 00:00:00
1997-01-01 00:00:00
1997-02-01 00:00:00
1997-03-01 00:00:00
1997-04-01 00:00:00
1997-05-01 00:00:00
1997-06-01 00:00:00
1997-07-01 00:00:00
1997-08-01 00:00:00
1997-09-01 00:00:00
1997-10-01 00:00:00
1997-11-01 00:00:00
1997-12-01 00:00:00
1998-01-01 00:00:00
1998-02-01 00:00:00
1998-03-01 00:00:00
1998-04-01 00:00:00
1998-05-01 00:00:00
1998-06-01 00:00:00
LTD Rho & Drift |  |  |  |  |  |  |  | Total Perm Book Adjustments
Schedule D: Accounting Adjustments (Prudency)
Date | Deal Number | Counterparty | Description |  |  |  |  |  |  |  |  | Amount
 |  |  |  |  |  |  |  |  |  |  | Total Accounting Adjustments (Prudency)
Schedule E: Prior Period Liquidation Adjustments
Number | Date | Deal Number | Counterparty |  | Amount
 |  |  |  | Total Prior Period Liquidation Adjustments