Spreadsheet: louise_kitchen__22778__N-DPR Skeleton
Sheet: Sheet1

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY POSITION REPORT
 |  | Position |  |  | Maturity / Gap Risk |  |  | Value-at-Risk |  |  |  | P&L ($000)
Business Unit - Commodity Group |  | Net Open | Limit |  | Sensitivity | Limit |  | 1-Day |  | Limit |  | Today | 5 Day Rolling | MTD | QTD | YTD |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] hidden AH:AJ |  |  | 5 Day | 1 | -2 | -3 | -4 | -5
ENRON WHOLESALE SERVICES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 38738.76529999999 | 613654.56366 | 613654.56366 |  |  |  |  |  |  |  |  |  |  |  | 20813.93215 | 9919.90712 | -16318.07216 | 83025.69579000003
ENRON AMERICAS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 44301.87740999999 | 591879.8781199999 | 591879.8781199999 |  |  |  |  |  |  |  |  |  |  |  | 16003.00062 | -3000.516509999999 | -13939.99663 | 87728.30315000002
NA POWER |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -4191.555210000013 | 386721.17519 | 386721.17519 |  |  |  |  |  | AGG-PWR-II |  |  |  |  |  | 3148.45924 | -11002.24137 | 3357.726920000001 | 19188.00031
POWER EAST |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 14543.05186 | 6549.607660000001 | 6549.607660000001 |  |  |  |  |  |  |  |  |  |  |  | -2069.32816 | -4489.210410000001 | 2799.57241 | -807.17825
POWER WEST |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 9376.74986 | 263099.7182 | 263099.7182 |  |  |  |  |  | [NAME] |  |  |  |  |  | 5159.14387 | -7845.05129 | 625.5155 | 19526.16908
POWER CANADA |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1451.28946 | 102484.34499 | 102484.34499 |  |  |  |  |  |  |  |  |  |  |  | -33.97047 | 1012.73033 | 38.79001 | 403.51748
POWER PORTFOLIO MGMT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 8660.775 | 7356.925 | 7356.925
POWER ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 5590.56 | 7180.3 | 7180.3 |  |  |  |  |  |  |  |  |  |  |  | 0 | 313.6
ENA-CAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -40911.40247000001 | 50.27933999999914 | 50.27933999999914 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
NA NATURAL GAS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 47274.06907000001 | 205218.17008 | 205218.17008 |  |  |  |  |  | AGG-GAS |  |  |  |  |  | 12774.71074 | 7922.955730000001 | -18875.94487 | 68592.66703000001
US NATURAL GAS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 45213.40779 | 179124.37141 | 179124.37141 |  |  |  |  |  |  |  |  |  |  |  | 13063.52799 | 8180.076830000001 | -18907.69462 | 71574.78467000001
CANADA NATURAL GAS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 618.09328 | 16871.02776 | 16871.02776 |  |  |  |  |  |  |  |  |  |  |  | -678.35125 | -257.1211 | 31.74975 | -2982.11764
NATURAL GAS ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1442.568 | 9222.77091 | 9222.77091 |  |  |  |  |  |  |  |  |  |  |  | 389.534 | 0
SA GAS TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -311.10532 | -1639.38407 | -1639.38407 |  |  |  |  |  | SC-GAS |  |  |  |  |  | 78.04133999999999 | 75.07135 | 7.128289999999993 | -53.00669000000001
SA POWER TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1530.46887 | 1579.91692 | 1579.91692 |  |  |  |  |  | SC-POWER |  |  |  |  |  | 1.7893 | 3.69778 | 1571.09303 | 0.6425
MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
OTHER |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
ENRON EUROPE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -20038.81244999999 | -10666.98793 | -10666.98793 |  |  |  |  |  |  |  |  |  |  |  | -3231.351949999999 | 12585.38139 | -3209.593600000002 | -3306.328249999999
ENRON METALS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -8168.23355 | 157.4731300000003 | 157.4731300000003 |  |  |  |  |  |  |  |  |  |  |  | 278 | -3898 | 4718.26833 | -2267.57256
EUROPEAN GAS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -24205.51966 | -39933.07853 | -39933.07853 |  |  |  |  |  |  |  |  |  |  |  | 488 | -3520 | 6574.81592 | -6214.107410000001
U.K. ELECTRICITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 14152.5658 | 42509.34303 | 42509.34303 |  |  |  |  |  |  |  |  |  |  |  | 3912 | 2329 | 2167.72129 | 269.7753
CONTINENTAL ELECTRICITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1230.65554 | -3957.1583 | -3957.1583 |  |  |  |  |  |  |  |  |  |  |  | 641 | -620 | -338.92576 | -2167.05819
NORDIC ELECTRICITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -6074.41815 | -18789.22279 | -18789.22279 |  |  |  |  |  |  |  |  |  |  |  | -52 | -1431 | 114.23873 | -66.72846000000001
AUSTRALIAN ELECTRICITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | POWER TRADING | 2580.02859 | 7994.18304 | 7994.18304 |  |  |  |  |  |  |  |  |  |  |  | 160 | 0 | 133.80336 | -80.68177
JAPANESE ELECTRICITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -10.87648 | 104.09606 | 104.09606 |  |  |  |  |  |  |  |  |  |  |  | -1 | -2 | 2.41708 | -0.65852
STRUCTURED  DERIVATIVES UK |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3770.41586 | 3193.64845 | 3193.64845 |  |  |  |  |  |  |  |  |  |  |  | -47 | -513 | -42.85471 | 7975.06585
EES EUROPE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 402.1749 | 2934.35935 | 2934.35935 |  |  |  |  |  |  |  |  |  |  |  | -123 | 3 | -134.13806 | -14.09854
MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2900.09837 | 900.3452399999999 | 900.3452399999999 |  |  |  |  |  |  |  |  |  |  |  | -162 | -144 | -1074.91147 | -127.20184
OTHER. |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2900.09837 | 900.3452399999999 | 900.3452399999999 |  |  |  |  |  |  |  |  |  |  |  | -162 | -144 | -1074.91147 | -127.20184
ENRON CREDIT TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -815.50693 | -5780.97661 | -5780.97661 |  |  |  |  |  |  |  |  |  |  |  | -417 | -113 | 464.94668 | -516.32746
ENRON GLOBAL MARKETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 10898.43934 | 28638.93747 | 28638.93747 |  |  |  |  |  |  |  |  |  |  |  | 7162.89948 | 318.6372399999999 | 792.73907 | -1357.33311
GLOBAL PRODUCTS (Inc. 24/7 Trading) |  |  |  |  |  |  |  |  |  |  | C |  |  |  |  |  |  |  |  |  |  |  |  |  | 1510.09557 | -16355.40922 | -16355.40922 |  |  |  |  |  | AGG-LIQUIDS |  |  |  |  |  | 3382.93503 | 1884.46613 | 1765.77839 | -2432.91554
GLOBAL PRODUCTS ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 2 | 2 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0
LNG |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 1043.49533 | 1043.49533 |  |  |  |  |  | AGG-LIQUIDS |  |  |  |  |  | 0 | 0 | 0 | 0
WEATHER |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 343.501 | 2362.95984 | 2362.95984 |  |  |  |  |  |  |  |  |  |  |  | -47.07648 | 347.02074 | -891.30008 | 1963.28577
COAL TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3956.11612 | 393.3680000000002 | 393.3680000000002 |  |  |  |  |  | COAL |  |  |  |  |  | 2516.62268 | -1717.45141 | -534.8263458000006 | -1853.95856
FREIGHT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -320.13387 | 1080.52638 | 1080.52638 |  |  |  |  |  |  |  |  |  |  |  | -107.1892 | 7.14797 | -222.9520741999995
EMISSIONS ALLOWANCES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -862.70983 | -4729.26564 | -4729.26564 |  |  |  |  |  | EMISSIONS |  |  |  |  |  | 357.22077 | -606.4533399999999 | 313.71616 | 114.31525
MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -862.70983 | -4729.26564 | -4729.26564 |  |  |  |  |  | EMISSIONS |  |  |  |  |  | 357.22077 | -606.4533399999999 | 313.71616 | 114.31525
FINANCIAL TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 14183.80259 | 44841.26278 | 44841.26278 |  |  |  |  |  |  |  |  |  |  |  | 1060.38668 | 403.90715 | 362.32302 | 851.93997
EQUITY TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1830.04983 | 1368.93483 | 1368.93483 |  |  |  |  |  |  |  |  |  |  |  | -79.6014 | 138.98812 | -304.4648 | 42.29968
CONVERTIBLE ARBITRAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 823.8170600000001 | 2399.87653 | 2399.87653
FX / INT RATE TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 702.043 | 3100.382 | 3100.382 |  |  |  |  |  |  |  |  |  |  |  | 262.601 | -440.591 | -81.851 | 86.636
SOFT COMMODITIES TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -5.29 | -10.883 | -10.883 |  |  |  |  |  | SOFT |  |  |  |  |  | -4.445 | -0.845 | 0 | 0
GRAIN TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | AGRICULTURE |  |  |  |  |  | 0 | 0 | 0 | 0
MEAT TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  | MEATS |  |  |  |  |  | 0 | 0 | 0 | 0
U.S. DRIFT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7959 | 28910 | 28910 |  |  |  |  |  |  |  |  |  |  |  | 495 | 422 | 469 | 525
U.K. DRIFT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2874.1827 | 9072.95242 | 9072.95242 |  |  |  |  |  |  |  |  |  |  |  | 349.04169 | 150.22933 | 119.38915 | 169.17405
ENRON INDUSTRIAL MARKETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3577.261 | 3802.736 | 3802.736
PULP & PAPER |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 127.158 | 1702.046 | 1702.046 |  |  |  |  |  | PAPER |  |  |  |  |  | 188.895 | -8.277 | 45.75 | -42.245
LUMBER |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 242.242 | 75.046 | 75.046 |  |  |  |  |  | LUMBER |  |  |  |  |  | 2.475 | 2.255 | -3.795 | 3.3
STEEL TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3207.861 | 2025.644 | 2025.644 |  |  |  |  |  |  |  |  |  |  |  | 688.014 | 22.427 | -3.176 | -0.001
MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3207.861 | 2025.644 | 2025.644 |  |  |  |  |  |  |  |  |  |  |  | 688.014 | 22.427 | -3.176 | -0.001
ENRON BROADBAND SERVICES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2920.02651 | -3631.4373 | -3631.4373 |  |  |  |  |  |  |  |  |  |  |  | -277.71646 | -349.45269 | -94.82372 | -157.29049
BANDWIDTH TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3088.57905 | -4202.27246 | -4202.27246 |  |  |  |  |  | BANDWIDTH |  |  |  |  |  | -274.89749 | -488.09308 | -92.53106 | -157.15885
BANDWIDTH ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 54.4259 | 54.4259 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
ADVERTISING TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 202.39207 | 525.8180600000001 | 525.8180600000001 |  |  |  |  |  | ADVERTISING |  |  |  |  |  | 1.42796 | 141.13729 | 0.20511 | -0.13313
DRAM CHIPS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -33.83953 | -9.4088 | -9.4088 |  |  |  |  |  | ADVERTISING |  |  |  |  |  | -4.24693 | -2.4969 | -2.49777 | 0.00149
MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -33.83953 | -9.4088 | -9.4088 |  |  |  |  |  | ADVERTISING |  |  |  |  |  | -4.24693 | -2.4969 | -2.49777 | 0.00149
ENRON ENERGY SERVICES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -32616.69537999999 | -40705.09347417272 | -40705.09347417272 |  |  |  |  |  | EES |  |  |  |  |  | 2296.0832 | 7146.556 | -846.2735600000001 | -2014.11202
GAS TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | GAS TRADING | -696.5813799999997 | 9261.234620000001 | 9261.234620000001 |  |  |  |  |  | BURNER-TIP-SVCS |  |  |  |  |  | -28.2518 | 544.184 | 259.84844 | 189.6969799999999
POWER TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | POWER TRADING | -34071.13599999999 | -85092.77009417272 | -85092.77009417272 |  |  |  |  |  | EES-POWER |  |  |  |  |  | 1982.827 | 6480.058 | -1177.72 | -2249.639
EES ORIGINATION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2151.022 | 35126.442 | 35126.442 |  |  |  |  |  |  |  |  |  |  |  | 341.508 | 122.314 | 71.598 | 45.83
MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2151.022 | 35126.442 | 35126.442 |  |  |  |  |  |  |  |  |  |  |  | 341.508 | 122.314 | 71.598 | 45.83
CROSS PORTFOLIO DIVERSIFICATION EFFECT
LESS: MERCHANT ASSETS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2151.022 | 35126.442 | 35126.442 |  |  |  |  |  |  |  |  |  |  |  | 341.508 | 122.314 | 71.598 | 45.83
TOTAL TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3202.043409999995 | 569318.0328858272 | 569318.0328858272 |  |  |  |  |  |  |  |  |  |  |  | 22832.29889 | 16717.01043 | -17259.16944 | 80854.29328000003
ORIGINATIONS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
U.S. |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
INTERNATIONAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
MERCHANT PORTFOLIO |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 52.62442000000044 | 10204.97583 | 10204.97583 |  |  |  |  |  |  |  |  |  |  |  | -445.14253 | -148.45684 | -1783.04415 | -351.31227
CAPITAL PORTFOLIO |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | -3246.75 | -3246.75 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0
TOTAL P&L |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3254.667829999995 | 576276.2587158273 | 576276.2587158273 |  |  |  |  |  |  |  |  |  |  |  | 22387.15636 | 16568.55359 | -19042.21359 | 80502.98101000003
*         Includes Diversification Effect.
A         Indicates prior day VaR
B         Temporary Limit Increase
C         Gobal Products Includes the 24/7 EOL Crude Trading VaR of $3 Million
CONSOLIDATED BY COMMODITY GROUP
TOTAL NA GAS TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 45101.52160000001 | 227734.24708 | 227734.24708
TOTAL NA POWER TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -35798.91613000001 | 326124.4091758272 | 326124.4091758272
TOTAL LIQUIDS TRADING |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2673.30858 | -18977.81368 | -18977.81368