Spreadsheet: sara_shackleton__36582__121201_Counterparty Exposure
Sheet: DETAILS BY INTERCOMPANY

 |  |  |  |  |  |  |  | CONFIDENTIAL
DETAIL INTERNAL COUNTERPARTY EXPOSURE REPORT
COUNTERPARTY SUMMARY IN EQUIVALENT USD
2001-12-12 00:00:00
RATE AND CURRENCY - INTERCOMPANY
Book Type | Non Base Cpty | Sec Type Code | Native Currency Code | Short Assets | Short Liabilities | Long Assets | Long Liabilities | Total
IR HEDGE | [NAME] | SWAP_LEG | USD | 3339143.85 | -1114984.59 | 2619683.03 | -1832945.12 | 3010897.17
IR HEDGE | BRAZOS | SWAP_LEG | USD | 3713220.37 | -1975903.58 | 1960111.26 | -1712166.02 | 1985262.03
FX HEDGE | CASH6 | FX | GBP | 7214751.9837435 | 0 | 38949582.577274 | 0 | 46164334.5610175
FX HEDGE | CASH6 | FX | USD | 0 | -7998852.08 | 0 | -44010600.64 | -52009452.72
IR HEDGE | DAKOTA | SWAP_LEG | USD | 221214.07 | -95589.96 | 188375.01 | -160378.8 | 153620.32
FX HEDGE | ECC-CANADA-POWER | FX | CAD | 472263798.301622 | -495264312.82084 | 50782005.4846124 | -174873970.412463 | -147092479.447069
FX HEDGE | ECC-CANADA-POWER | FX | USD | 499985786.52 | -474496390.8 | 169997706.99 | -48741402.55 | 146745700.16
FX EOL | ECC-CANADA-POWER | FX | CAD | 0 | -24376097.4013536 | 0 | 0 | -24376097.4013536
FX EOL | ECC-CANADA-POWER | FX | USD | 24975535.28 | 0 | 0 | 0 | 24975535.28
IR HEDGE | ECHO | SWAP_LEG | USD | 315628.5 | -131347.44 | 731872.97 | -566981.65 | 349172.38
IR HEDGE | ECR | SWAP_LEG | USD | 846537.49 | -839817.39 | 433475.48 | -435969.85 | 4225.73
FX HEDGE | ECT CAD (PAPERCHASE) | FX | CAD | 0 | -96644241.2016345 | 0 | -326849950.919423 | -423494192.121057
FX HEDGE | ECT CAD (PAPERCHASE) | FX | USD | 99025626.05 | 0 | 332500168.38 | 0 | 431525794.43
FX HEDGE | ECT CAD C4 | FX | CAD | 480549282.109565 | -641164159.443238 | 258530646.641553 | -627839748.167539 | -529923978.85966
FX HEDGE | ECT CAD C4 | FX | USD | 658793873.45 | -502907052.06 | 642725073.04 | -277884641.74 | 520727252.69
FX EOL | ECT CAD C4 | FX | CAD | 17684867.1689439 | -2897630.06640276 | 0 | 0 | 14787237.1025412
FX EOL | ECT CAD C4 | FX | USD | 2992218.93 | -17952995.16 | 0 | 0 | -14960776.23
FX HEDGE | ECT CAD C5 | FX | CAD | 0 | -13995602.0112374 | 0 | -39649000.0063849 | -53644602.0176223
FX HEDGE | ECT CAD C5 | FX | USD | 15211517.88 | 0 | 42914524.95 | 0 | 58126042.83
FX HEDGE | ECT CAD P# | FX | CAD | 0 | -22286929.0959009 | 0 | -4824594.02375176 | -27111523.1196527
FX HEDGE | ECT CAD P# | FX | USD | 22808731.1 | 0 | 4933520.87 | 0 | 27742251.97
FX HEDGE | ECT CAD-EOL | FX | CAD | 37698253.6266122 | -37653372.8770272 | 0 | 0 | 44880.7495849828
FX HEDGE | ECT CAD-EOL | FX | USD | 37910241.82 | -37910241.82 | 0 | 0 | 0
FX HEDGE | ECT CAD-OPTIONS | FX | CAD | 64312389.8544247 | -21845145.8753671 | 41344560.2924275 | -64587277.8827736 | 19224526.3887115
FX HEDGE | ECT CAD-OPTIONS | FX | USD | 21932033.07 | -64848292.87 | 65302894.19 | -40937843.19 | -18551208.8
FX EOL | ECT CAD-OPTIONS | FX | CAD | 16225684.2931937 | -24943733.5461627 | 0 | 0 | -8718049.25296897
FX EOL | ECT CAD-OPTIONS | FX | USD | 24743401.73 | -15979444.19 | 0 | 0 | 8763957.54
FX HEDGE | ECT CANADA | FX | CAD | 0 | -6416108.95160261 | 0 | -45150616.792236 | -51566725.7438386
FX HEDGE | ECT CANADA | FX | USD | 7305968.56 | 0 | 51076344.84 | 0 | 58382313.4
FX HEDGE | ECT EUROPE ACCTING | FX | EUR | 54494906.2190805 | 0 | 0 | 0 | 54494906.2190805
FX HEDGE | ECT EUROPE ACCTING | FX | USD | 0 | -53663043.78 | 0 | 0 | -53663043.78
FX HEDGE | ECT EUROPE INC | FX | GBP | 0 | 0 | 0 | 0 | 0
FX HEDGE | ECT EUROPE INC | FX | USD | 0 | 0 | 0 | 0 | 0
IR HEDGE | ECT MERCHANT ASSETS | SWAP_LEG | USD | 10246990.49 | -4004686.26 | 25310645.48 | -23488244.93 | 8064704.78
FX HEDGE | ECT OSLO | FX | DKK | 29280268.3320671 | -14777012.9119786 | 229320.049925835 | -682165.086887836 | 14050410.3831265
FX HEDGE | ECT OSLO | FX | EUR | 47098211.4848685 | -20160367.682223 | 37416789.02049 | -6845775.4969155 | 57508857.32622
FX HEDGE | ECT OSLO | FX | NOK | 36179560.8172592 | -104990697.554719 | 13817002.4004749 | -77365617.0912024 | -132359751.428187
FX HEDGE | ECT OSLO | FX | SEK | 29190597.6434583 | -2041740.47149962 | 30784140.17215 | -5455086.98163734 | 52477910.3624713
FX HEDGE | ECTRIC | FX | GBP | 0 | 0 | 0 | 0 | 0
FX HEDGE | ECTRIC | FX | SEK | 0 | 0 | 0 | 0 | 0
FX HEDGE | ECTRIC | FX | USD | 0 | 0 | 0 | 0 | 0
IR HEDGE | ECTRIC | SWAP_LEG | GBP | 37592828.5849515 | -37508815.637551 | 446773541.696666 | -450516208.232699 | -3658653.5886325
IR HEDGE | ECTRIC | SWAP_LEG | USD | 2987317.49 | -1262848.87 | 5159862.83 | -4487237.79 | 2397093.66
FX HEDGE | ECTRIC  CRUDE | FX | EUR | 0 | -941840.614761 | 0 | 0 | -941840.614761
FX HEDGE | ECTRIC  CRUDE | FX | USD | 929655.67 | 0 | 0 | 0 | 929655.67
FX HEDGE | ECTRIC FREIGHT | FX | EUR | 0 | -317375.55612 | 0 | 0 | -317375.55612
FX HEDGE | ECTRIC FREIGHT | FX | USD | 325700.57 | 0 | 0 | 0 | 325700.57
FX HEDGE | ECTRIC PLASTICS | FX | EUR | 234850.052763 | 0 | 0 | 0 | 234850.052763
FX HEDGE | ECTRIC PLASTICS | FX | USD | 0 | -239522.95 | 0 | 0 | -239522.95
FX HEDGE | ECTRIC-COAL | FX | EUR | 21555964.630446 | -10849741.884378 | 691210.487271 | -405296.3070225 | 10992136.9263165
FX HEDGE | ECTRIC-COAL | FX | GBP | 60430687.3295355 | -48527671.014811 | 7632500.8900155 | -7923362.4686815 | 11612154.7360585
FX HEDGE | ECTRIC-COAL | FX | NOK | 0 | 0 | 0 | 0 | 0
FX HEDGE | ECTRIC-COAL | FX | SEK | 0 | 0 | 0 | 0 | 0
FX HEDGE | ECTRIC-COAL | FX | USD | 57807278.95 | -82814164.55 | 8171373.04 | -8460194.59 | -25295707.15
FX HEDGE | ECTRIC-OIL | FX | GBP | 46332112.0380495 | -16668451.757336 | 116524629.662094 | -59114996.6091935 | 87073293.333614
FX HEDGE | ECTRIC-OIL | FX | USD | 16819474.8 | -51723494.69 | 61275382.64 | -132389955.38 | -106018592.63
FX HEDGE | ECTRL-CONTL POWER | FX | CHF | 13079930.4257782 | -7963296.35743437 | 0 | 0 | 5116634.06834379
FX HEDGE | ECTRL-CONTL POWER | FX | DKK | 0 | -5986879.39413673 | 137122.661987627 | 0 | -5849756.7321491
FX HEDGE | ECTRL-CONTL POWER | FX | EUR | 61802505.1336395 | -39090964.2228615 | 3202968.268203 | -7852781.0192505 | 18061728.1597305
FX HEDGE | ECTRL-CONTL POWER | FX | NOK | 0 | -670789.754015727 | 0 | 0 | -670789.754015727
FX HEDGE | ECTRL-CONTL POWER | FX | USD | 31992342.48 | -49546496.94 | 2870300.32 | -1156629.56 | -15840483.7
FX HEDGE | ECTRL-CONTNL GAS | FX | CHF | 7129.17707254675 | -302942.181884632 | 0 | 0 | -295813.004812085
FX HEDGE | ECTRL-CONTNL GAS | FX | EUR | 63338491.2250365 | -88715743.21962 | 720344.5976325 | -1299190.9581645 | -25956098.3551155
FX HEDGE | ECTRL-CONTNL GAS | FX | GBP | 89226879.446734 | -99167886.2885815 | 1324772.252281 | -716873.4364795 | -9333108.026046
FX HEDGE | ECTRL-CONTNL GAS | FX | USD | 54058144.49 | -19116066.05 | 0 | 0 | 34942078.44
FX HEDGE | ECTRL-CSS | FX | EUR | 1635559.6994895 | -1635559.6994895 | 0 | 0 | -2.1e-33
FX HEDGE | ECTRL-CSS | FX | GBP | 1642053.5946785 | -1638087.636689 | 0 | 0 | 3965.9579895
FX HEDGE | ECTRL-EIM PAPER | FX | EUR | 236247.36432 | 0 | 110668.976223 | 0 | 346916.340543
FX HEDGE | ECTRL-EIM PAPER | FX | SEK | 0 | -435818.5979342 | 0 | 0 | -435818.5979342
FX HEDGE | ECTRL-EIM PAPER | FX | USD | 429890.99 | -226072.75 | 0 | -106475.88 | 97342.36
FX HEDGE | ECTRL-EIM STEEL | FX | EUR | 21964763.1908775 | -17582850.7801095 | 0 | 0 | 4381912.410768
FX HEDGE | ECTRL-EIM STEEL | FX | GBP | 418102.821276 | 0 | 0 | 0 | 418102.821276
FX HEDGE | ECTRL-EIM STEEL | FX | USD | 17413031.93 | -21747114.95 | 0 | 0 | -4334083.02
FX HEDGE | ECTRL-UK POWER | FX | EUR | 66269352.17991 | -65268363.284832 | 5906808.137844 | -5817586.656993 | 1090210.37592899
FX HEDGE | ECTRL-UK POWER | FX | GBP | 64498946.885048 | -66264086.5784275 | 5730987.019319 | -5887826.6906355 | -1921979.364696
FX HEDGE | ECTRL-UKFRIC | FX | EUR | 0 | -6557317.387104 | 0 | 0 | -6557317.387104
FX HEDGE | ECTRL-UKFRIC | FX | GBP | 6478306.9578195 | 0 | 0 | 0 | 6478306.9578195
IR HEDGE | EES | SWAP_LEG | USD | 3810566.82 | -1652518.16 | 80560427.26 | -76940901.26 | 5777574.66
IR HEDGE | EGSC | SWAP_LEG | CAD | 44493.0660196654 | -14026.9122717405 | 20363.4146341463 | -11861.2884689056 | 38968.2799131656
IR HEDGE | ENA POWER EAST | SWAP_LEG | USD | 5785134.29 | -2241789.79 | 18379883.32 | -15849312.3 | 6073915.52
FX HEDGE | [NAME] | FX | BRL | 12269368.7988178 | -13194004.6442896 | 2222386.57800296 | -2066641.72683133 | -768890.99430019
FX HEDGE | [NAME] | FX | USD | 9845972.55 | -9845972.55 | 0 | 0 | 0
IR HEDGE | ENEE - CREDIT | BOND | USD | 5668199.64 | -5668199.65 | 101253996.64 | -101253996.62 | 0.01
FX HEDGE | ENEE-PZ | FX | EUR | 0 | -8675523.5655075 | 0 | -157160147.414151 | -165835670.979658
FX HEDGE | ENEE-PZ | FX | GBP | 0 | -308758398.086668 | 0 | -160052415.935954 | -468810814.022622
FX HEDGE | ENEE-PZ | FX | USD | 311581001.93 | 0 | 322854852.74 | 0 | 634435854.67
FX HEDGE | ENRON CORP | FX | EUR | 0 | -17938529.4109485 | 0 | -290000321.6301 | -307938851.041048
FX HEDGE | ENRON CORP | FX | GBP | 105583766.248888 | 0 | 0 | 0 | 105583766.248888
FX HEDGE | ENRON CORP | FX | USD | 21450292.99 | -124968326.99 | 296739299.79 | 0 | 193221265.79
FX HEDGE | ENRON CORP | SWAP_LEG | GBP | 12381198.33524 | -12759907.6062055 | 234545292.821111 | -231504325.499989 | 2662258.0501565
FX HEDGE | ENRON CORP | SWAP_LEG | [NAME] | 0 | -199021726.324631 | 0 | 0 | -199021726.324631
FX HEDGE | ENRON CORP | SWAP_LEG | USD | 211781482.66 | -5464656.09 | 232735678.58 | -235441335.38 | 203611169.77
IR HEDGE | ENRON CORP | SWAP_LEG | GBP | 0 | -42167922.0233425 | 42580853.757995 | 0 | 412931.7346525
IR HEDGE | ENRON CORP | SWAP_LEG | USD | 13794648.9 | -9880576.16 | 36513451.65 | -34624855.32 | 5802669.07
FX HEDGE | ENRON JAPAN | FX | [NAME] | 221058.879125233 | -238344.135810784 | 19.3436076225189 | -17.9408105859514 | -17283.8538885147
FX HEDGE | ENRON JAPAN | FX | USD | 251514.34 | -229643.53 | 0 | 0 | 21870.81
FX HEDGE | ENRON METALS | FX | AUD | 341517.750288 | -3071689.1011245 | 6546.795039 | -12973.219305 | -2736597.7751025
FX HEDGE | ENRON METALS | FX | CAD | 11359735.7617163 | -5284191.69327034 | 0 | 0 | 6075544.06844592
FX HEDGE | ENRON METALS | FX | CHF | 6143964.88396175 | -14343025.2055796 | 0 | 0 | -8199060.32161784
FX HEDGE | ENRON METALS | FX | EUR | 179020159.437562 | -186422441.154161 | 10377852.75144 | -217663832.79683 | -214688261.761988
FX HEDGE | ENRON METALS | FX | GBP | 25977116.0450895 | -983303.3026695 | 0 | 0 | 24993812.74242
FX HEDGE | ENRON METALS | FX | [NAME] | 226296141.576483 | -49140668.5211362 | 54091804.1550652 | -2384837.77282992 | 228862439.437582
FX HEDGE | ENRON METALS | FX | USD | 251747721.59 | -459130233.02 | 229313843.11 | -74376128.49 | -52444796.81
FX HEDGE | ENRON METALS | FX | ZAR | 201545.686433064 | 0 | 0 | 0 | 201545.686433064
FX HEDGE | ENRON MTL RECYC | FX | EUR | 12613070.050446 | -4828610.5430325 | 0 | 0 | 7784459.5074135
FX HEDGE | ENRON MTL RECYC | FX | USD | 4736821.82 | -12458143.62 | 0 | 0 | -7721321.8
FX HEDGE | ENRON WIND | FX | EUR | 0 | -4484833.495548 | 0 | 0 | -4484833.495548
FX HEDGE | ENRON WIND | FX | USD | 4398037.76 | 0 | 0 | 0 | 4398037.76
FX HEDGE | ENRON_EUROPE_LMT. | FX | EUR | 0 | -5650890.2054685 | 0 | 0 | -5650890.2054685
FX HEDGE | ENRON_EUROPE_LMT. | FX | GBP | 5680832.4616085 | 0 | 0 | 0 | 5680832.4616085
FX HEDGE | ENRONCAPTRA | FX | CAD | 0 | 0 | 0 | 0 | 0
FX HEDGE | ENRONCAPTRA | FX | USD | 3291.58 | 0 | 2138.77 | 0 | 5430.35
FX HEDGE | EPMI | FX | CAD | 32560631.5093858 | 0 | 164577718.113906 | 0 | 197138349.623292
FX HEDGE | EPMI | FX | USD | 0 | -36699139.44 | 0 | -184285373.75 | -220984513.19
FX HEDGE | ERMS AFF | FX | CAD | 16592872.4683948 | -13995602.0112374 | 0 | -39648914.0275827 | -37051643.5704252
FX HEDGE | ERMS AFF | FX | EUR | 84161591.654613 | 0 | 0 | 0 | 84161591.654613
FX HEDGE | ERMS AFF | FX | GBP | 1077444809.21607 | 0 | 0 | 0 | 1077444809.21607
FX HEDGE | ERMS AFF | FX | USD | 18490503.38 | -1184160266.54 | 42914429.48 | 0 | -1122755333.68
IR HEDGE | ERMS AFF | BOND | USD | 14570434.89 | -14570434.89 | 247614550.75 | -247614550.76 | -0.01000001
IR HEDGE | ERMS AFF | SWAP_LEG | USD | 15037532.31 | -10246791.39 | 43941245.84 | -40446600.04 | 8285386.72
FX HEDGE | ERMS EOL | FX | CAD | 0 | -967911.269314264 | 0 | 0 | -967911.269314264
FX HEDGE | ERMS EOL | FX | USD | 998915.41 | 0 | 0 | 0 | 998915.41
FX HEDGE | ERMS NONAFF | FX | CAD | 13995602.0112374 | 0 | 39648914.0275827 | 0 | 53644516.0388201
FX HEDGE | ERMS NONAFF | FX | GBP | 0 | -105583766.248888 | 0 | 0 | -105583766.248888
FX HEDGE | ERMS NONAFF | FX | USD | 124968326.99 | -18490503.38 | 0 | -42914429.48 | 63563394.13
FX PROP | ERMS NONAFF | FX | BRL | 12269368.7988178 | 0 | 0 | -2066641.72683133 | 10202727.0719865
FX PROP | ERMS NONAFF | FX | USD | 0 | -9845972.55 | 0 | 0 | -9845972.55
FX EOL | ERMS NONAFF | FX | CAD | 967911.269314264 | 0 | 0 | 0 | 967911.269314264
FX EOL | ERMS NONAFF | FX | USD | 0 | -998915.41 | 0 | 0 | -998915.41
IR HEDGE | ERMS NONAFF | SWAP_LEG | USD | 10245549.27 | -15033996.15 | 40446600.04 | -43941245.84 | -8283092.68
IR PROP | ERMS NONAFF | SWAP_LEG | EUR | 954041.267814 | -598137.762003 | 6798948.8953635 | -6317276.0481795 | 837576.352995
FX HEDGE | ERMS PAPER | FX | EUR | 31384.917303 | -27326056.3943385 | 0 | -27526274.79408 | -54820946.2711155
FX HEDGE | ERMS PAPER | FX | SEK | 0 | -35893238.8771997 | 0 | -92418172.5497322 | -128311411.426932
FX HEDGE | ERMS PAPER | FX | USD | 70669490.19 | -31867.78 | 135097451.05 | 0 | 205735073.46
FX HEDGE | ERMS PROP | FX | BRL | 0 | -12269368.7988178 | 2066641.72683133 | 0 | -10202727.0719865
FX HEDGE | ERMS PROP | FX | USD | 9845972.55 | 0 | 0 | 0 | 9845972.55
IR HEDGE | ERMS PROP | SWAP_LEG | EUR | 598137.762003 | -954041.267814 | 6317276.0481795 | -6798948.8953635 | -837576.352995
IR HEDGE | ETOL | SWAPTION | GBP | 0 | 0 | 0 | -1.0853625 | -1.0853625
IR HEDGE | ETOL | SWAP_LEG | GBP | 8263320.333206 | -6831749.9883185 | 22996348.8904755 | -22687087.3205335 | 1740831.9148295
FX EOL | IMWEST-CAD | FX | CAD | 10152445.2879581 | -3046804.92274294 | 0 | 0 | 7105640.36521517
FX EOL | IMWEST-CAD | FX | USD | 2997064.23 | -9990214.11 | 0 | 0 | -6993149.88
IR HEDGE | [NAME] | SWAP_LEG | USD | 11742094.84 | -4541409.64 | 38183404.26 | -35286454.98 | 10097634.48
FX HEDGE | NEPCO | FX | EUR | 0 | -5241990.9130515 | 0 | -319538.6122335 | -5561529.525285
FX HEDGE | NEPCO | FX | GBP | 14948935.8699755 | 0 | 913693.4484885 | 0 | 15862629.318464
FX HEDGE | NEPCO | FX | USD | 0 | -9806425.59 | 0 | -601366.02 | -10407791.61
IR HEDGE | STAR VPP | SWAP_LEG | USD | 126071.03 | -51287.07 | 283136.39 | -276649.88 | 81270.47
FX HEDGE | SUTTON BRIDGE | FX | GBP | 11297088.083078 | 0 | 81181752.0404725 | 0 | 92478840.1235505
FX HEDGE | SUTTON BRIDGE | FX | USD | 0 | -12021006.91 | 0 | -86564373.85 | -98585380.76
FX HEDGE | SUTTON BRIDGE | SWAP_LEG | GBP | 14824515.600275 | 0 | 151410670.016597 | 0 | 166235185.616872
FX HEDGE | SUTTON BRIDGE | SWAP_LEG | USD | 0 | -16125431.08 | 0 | -163210540.45 | -179335971.53
FX HEDGE | TEESIDE POWER | SWAP_LEG | GBP | 19171959.521917 | 0 | 100681802.073339 | 0 | 119853761.595256
FX HEDGE | TEESIDE POWER | SWAP_LEG | USD | 0 | -21119632.8 | 0 | -114873537.27 | -135993170.07
FX HEDGE | TP-WEST | FX | CAD | 1744787.22385391 | -1744787.22385391 | 8928637.0323075 | -8928637.0323075 | 0
FX HEDGE | TP-WEST | FX | USD | 2037814.52 | -2037814.52 | 10348431.43 | -10348431.43 | 0
FX HEDGE | WILTON TRUST | SWAP_LEG | GBP | 10245535.377471 | 0 | 127865915.978198 | 0 | 138111451.355669
FX HEDGE | WILTON TRUST | SWAP_LEG | USD | 0 | -11322236.79 | 0 | -140779738.34 | -152101975.13