Spreadsheet: sara_shackleton__36512__Book2
Sheet: Jul 18

 |  |  | Quarter End |  | 1999-12-31 00:00:00 | 2000-03-31 00:00:00 | 2000-06-30 00:00:00 | 2000-09-30 00:00:00 | 2000-12-31 00:00:00
 |  |  | Change dates yearly
 | 2000-07-18 00:00:00
 | ENRON CORP - EGF P&L
 | STOCK BOOK
 |  |  | Shares | Current Open | Available |  |  |  |  |  |  |  | Prior Day
 |  |  | ENE | ENE Shares | Capacity (shares) | 1st Qtr | 2nd Qtr | [NAME] | [NAME] | Daily | YTD |  | YTD
 | Opening Price - BOQ |  |  |  |  | 44.375 | 74.875 | 64.5
 | Closing Price - EOQ |  |  |  |  | 74.875 | 64.5 | 72.5
 | Closing Price - | 2000-07-18 00:00:00
 | OPEN MTM POSITIONS
 |  | CSFB
68.4743 |  | 7-12-00 swap at $68.4743 | 750000 | 750000 |  |  |  | 2931182.13 | 0 | 59380.35000000009 | 2931182.13 | 2931182.13 | 2871801.78
 |  | Merrill Lynch |  |  | 1042100
68.5 |  | 6-28-00 swap at $68.50 | 110100 | 110100 |  |  | -446725.25 | 855199.27 | 0 | 8899.600000000035 | 408474.02 | 408474.02 | 399574.42
68.5 |  | 6-29-00 swap at $68.50 | 150000 | 150000 |  |  | -606601.59 | 1164396 | 0 | 12084.5 | 557794.41 | 557794.41 | 545709.91
68.3358 |  | 6-30-00 swap at $68.3358 | 636700 | 636700 |  |  | -2461354.86 | 4942472.89 | 0 | 51294.67000000086 | 2481118.03 | 2481118.03 | 2429823.36
67 |  | 7-6-00 swap at $67.00 | 61100 | 61100 |  |  |  | 324169.29 | 0 | 4890.81 | 324169.29 | 324169.29 | 319278.48
 |  | Average price of total open shares | 68.37383855026641 | 1707900
 | NON-MTM POSITIONS
 |  | CSFB
 |  | 4-5-00 swap at $66.9165 | 790000 | 790000 |  |  | 6946004 |  |  | 0 | 6946004 | 6946004 | 6946004
 |  | (converted to non-mtm at $76.125)
 |  | 4-6-00 swap at $67.6129 | 460000 | 460000 |  |  | 3728188 |  |  | 0 | 3728188 | 3728188 | 3728188
 |  | (converted to non-mtm at $76.125)
 |  | 4-17-00 swap at $64.7981 | 511200 | 511200 |  |  | 5650377 |  |  | 0 | 5650377 | 5650377 | 5650377
 |  | (converted to non-mtm at $76.125)
 |  |  |  | 0
 |  | Merrill Lynch
 |  | No trades to date
 |  | Bear Stearns
 |  | 5-24-00 swap at $66.8698 | 323000 | 323000 | 677000 |  | 2212160 |  |  | 0 | 2212160 | 2212160 | 2212160
 |  | (converted to non-mtm at $73.75
 |  | 2000-06-01 00:00:00
 |  | Warburg
 |  | 1-21-00 swap at $55.9375 | 15000 |  |  | 137354 |  |  |  | 0 | 137354 | 137354 | 137354
 |  | (closed at $65.4375)
 |  | [NAME] |  |  | NA
 |  | 1-20-00 swap at $61.00 | 12012804 |  |  | 85158000 |  |  |  | 1 | 85158000 | 85158000 | 85157999
 |  | (closed 4-20-00 at $71.00)
 |  | 4-20-00 swap at $71.00 | 12012804 |  |  |  |  |  |  | 0
 | EGF P&L |  |  | 3792100 | 1719100 | 85295354 | 15022047.3 | 10217419.58 | 0 | 136550.930000001 | 110534820.88 | 110534820.88
 |  | NOTES: |  |  |  |  |  | EGF Equity Position Limits
 |  | 1.  Position limits exclude ENA position, which is reflected in ENA equity books position report. |  |  |  |  |  |  |  | V@R | Notional Open
 |  | 2.  Includes 60% of JEDI, if an open position. |  |  |  |  |  | Limit ($[NAME]) |  | 10 | 300
 |  | 3.  P&L includes cost of financing. |  |  |  |  |  | Current Position ($[NAME]) |  | 4.15657711442315 | 123.82275
 |  | CONTACTS:
 |  | CSFB | [NAME] |  | [PHONE]
 |  | Warburg | [NAME] |  | [PHONE]
 |  | Merrill Lynch | [NAME] |  | [PHONE]
 |  | Bear Stearns | [NAME] |  | [PHONE]
 |  | Lehman | [NAME] |  | [PHONE]