Spreadsheet: paul_lucci__28449__October 12 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.19 | 0.12 | 2.531 | 0.05099999999999971 | 9410.4 | 169.6
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
2.965 | 0.185 | 2.405 | 0.105 | 1.5684 | 0.0004999999999999449
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-12 00:00:00
-0.4082313985777017 | 0.02176825995477372 | 23.7196999999998 | 0.7134999999984686 | 7060.11 | 107.8399999999992
3.07 | -0.4299996585324755 | 23.00620000000134 | 9240.8 | 1.5679 | 6952.27
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) |  | 2.395 | 2.415 | 2.955 | 2.975 |  |  |  |  |  |  | 3.02 | 3.04 | 2.485 | 2.505 | 2.52 | 2.54
ROM (fixed price) |  | 2.4 | 2.42 | 2.99 | 3.01 |  |  | 0.005 | 0.03 |  |  | 3.017 | 3.037 | 2.5 | 2.52 | 2.52 | 2.54
Prompt |  | 2.521 | 2.540999999999999 | 3.175151008494984 | 3.204848991505014 | -0.3927059566485224 | -0.3727059566485224 | 0.15 | 0.16 | -0.3320957798768507 | -0.3120957798768507 | 3.27 | 3.29 | 0.16 | 0.18 | 0.315 | 0.335
Nov-01-Mar-02 |  | 2.850708488063396 | 2.870708488063396 | 3.581141214743879 | 3.610866926065289 | -0.4512514520162289 | -0.4312514520162289 | 0.138 | 0.158 | -0.3049993985427442 | -0.2849993985427441 | 3.803451658084165 | 3.823451658084165 | 0.1602107868548261 | 0.1802107868548261 | 0.3152107868548261 | 0.3352107868548261
Apr-02-Oct-02 |  | 2.911068197529412 | 2.931068197529411 | 3.575400873049905 | 3.605182624994551 | -0.52 | -0.5 | 0.1375 | 0.1575 | -0.45284477098903 | -0.43284477098903 | 3.680328424928629 | 3.700328424928628 | 0.115 | 0.135 | 0.16 | 0.18
Nov-01-Oct-02 |  | 2.885912715185662 | 2.905912715185661 | 3.577798928560326 | 3.607557325042846 | -0.4913483895090991 | -0.4713483895090991 | 0.1377083797500542 | 0.1577083797500542 | -0.3912288074749625 | -0.3712288074749625 | 3.731641202030271 | 3.751641202030271 | 0.1338420249291288 | 0.1538420249291288 | 0.2246855699410626 | 0.2446855699410626
Nov-02-Mar-03 |  | 3.341948557545826 | 3.361948557545825 | 4.339568611857309 | 4.369373867864405 | -0.44 | -0.42 | 0.13 | 0.15 | -0.1351029588807546 | -0.1151029588807546 | 4.798855836269091 | 4.818855836269091 | 0.2098970411192453 | 0.2298970411192453 | 0.3698970411192453 | 0.3898970411192453
Apr-03-Oct-03 |  | 3.207776122507284 | 3.227776122507284 | 4.110849198291429 | 4.140661982329561 | -0.46 | -0.44 | 0.13 | 0.15 | -0.3929146852029536 | -0.3729146852029536 | 4.215755687159804 | 4.235755687159804 | 0.125 | 0.145 | 0.16 | 0.18
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 | -0.015 | 0.015 | -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) |  | 2.105 | 2.125 | 2.065 | 2.085 | 2.19 | 2.22 | 2.3 | 2.32 | 2.05 | 2.07 | 2.275 | 2.295 | 2.395 | 2.415 | 2.63 | 2.65
ROM (fixed price) |  | 2.07 | 2.09 | 1.957 | 1.977 | 2.105 | 2.135 | 2.33 | 2.35 | 2.05 | 2.07 | 2.265 | 2.285 | 2.42 | 2.44 | 2.695 | 2.715
Prompt |  | -0.115 | -0.095 | -0.36 | -0.34 | -0.125 | -0.095 | 0 | 0.02 | -0.275 | -0.255 | -0.02 | 0 | 0.045 | 0.065 | 0.495 | 0.515
Nov-01-Mar-02 |  | -0.01046790046821915 | 0.009532099531780849 | -0.3331585529210523 | -0.3131585529210523 | -0.02220388247683104 | 0.007796117523168959 | 0.02539402554739107 | 0.04539402554739107 | -0.251063564673139 | -0.231063564673139 | -0.01003309536769217 | 0.009966904632307835 | 0.09958271183585096 | 0.119582711835851 | 1.187746180385141 | 1.207746180385141
Apr-02-Oct-02 |  | -0.35 | -0.33 | -0.57 | -0.55 | -0.1298813657434917 | -0.09988136574349168 | 0.08574504824530725 | 0.1057450482453072 | -0.3556826855448522 | -0.3356826855448522 | -0.09 | -0.07 | 0.02 | 0.04 | 0.372984116699383 | 0.392984116699383
Nov-01-Oct-02 |  | -0.2084967719283492 | -0.1884967719283492 | -0.4712940769104065 | -0.4512940769104065 | -0.08500575164433796 | -0.05500575164433796 | 0.0605931861946876 | 0.0805931861946876 | -0.3120816730285674 | -0.2920816730285674 | -0.05667303280021615 | -0.03667303280021614 | 0.05316685120198721 | 0.07316685120198721 | 0.7125439470684208 | 0.7325439470684209
Nov-02-Mar-03 |  | 0.04461965235776073 | 0.06461965235776074 | -0.285 | -0.265 | 0.03 | 0.06 | 0.07108636183374645 | 0.09108636183374644 | -0.215 | -0.195 | 0.004859741733566932 | 0.02485974173356693 | 0.1148970411192454 | 0.1348970411192454 | 1.15076408117328 | 1.17076408117328
Apr-03-Oct-03 |  | -0.29 | -0.27 | -0.46 | -0.44 | 0.02 | 0.05 | 0.21 | 0.23 | -0.31 | -0.29 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700558963039735 | 0.3900558963039735
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1443288051578148 | 0.1943288051578149 | Apr-02-Oct-02 | 0.2856079036508543 | 0.3356079036508542 | Apr-02-Oct-02 | 2.590328424928628 | 5.366447553930029 | Apr-02-Oct-02 | 0.04624267379667022 | 0.09624267379667023 | Apr-02-Oct-02 | 0.1564014693570363 | 0.2064014693570363 | Apr-02-Oct-02 | 1.921068197529411 | 4.706704681261445
Nov-01-Oct-02 | 0.1058507285640548 | 0.1558507285640548 | Nov-01-Oct-02 | 0.2370347528969266 | 0.2870347528969266 | Nov-01-Oct-02 | 2.58774594488026 | 5.386922481902412 | Nov-01-Oct-02 | 0.02563902910422134 | 0.07563902910422135 | Nov-01-Oct-02 | 0.1245697208284507 | 0.1745697208284507 | Nov-01-Oct-02 | 1.895912715185661 | 4.69938104262876
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12746.89448268923 | 12292.60409255962 | Yesterday | 33.57 |  |  | 1 month | 23.7196999999998 | 0.7134999999984686
 |  |  |  |  |  |  |  | BC | 1954.572438162544 | 1739.422535211268 | Prompt | 34.23 -  37.91 | 39.85 - 43.41 | 29.32 - 33.09 | 2 month | 23.75700567564758 | 0.6830968415305456
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 36.88 -  40.61 | 43.10 - 46.77 | 32.04 - 35.83 | 3 month | 23.77818260185525 | 0.6485043921186495
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 36.13 -  40.56 | 45.67 - 50.10 | 28.27 - 32.70 | 6 month | 23.76339442644207 | 0.5644369155386393
 |  |  |  |  |  |  |  | US | 0.9 | 0.77 | Q2 2002 | 33.11 -  38.02 | 41.83 - 46.10 | 25.41 - 30.88 | Rest of Cal  01 | 23.75700567564758 | 0.6830968415305456
 |  |  |  |  |  |  |  | Canada | 0.79 | 0.76 | Q3 2002 | 36.35 -  40.72 | 45.49 - 49.86 | 28.68 - 33.05 | Cal 02 | 23.38805496280927 | 0.3849340146614715
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
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-09-28 00:00:00 | 14.32456548590898 | 12.68700000000001
 |  |  | 2001-09-28 00:00:00 | 66 | 78 | 2001-09-21 00:00:00 | 12.25100000000003 | 10.735