Spreadsheet: sandra_brawner__36280__P&L
Sheet: Sheet1

ENRON CAPITAL & TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2000-07-25 00:00:00
 |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | Transport |  | LT-Transport |  | LT-Transport |  | Transport |  | Transport |  | LT-Transport
META ID |  | Price - LVP |  | Basis - LVD |  | Gas Daily - LVM |  | Index - LVI |  | Transport Spreads |  | Basis Options |  | Exotics |  | Crude |  | POWER |  | Kansas City - GXP |  | 0 |  | 0 |  | TOTAL
 | Post ID: | 844154 |  | 844157 |  | 844159 |  | 0 |  | Ex-Oracle |  | Ex-Oracle |  | Ex-Oracle |  | 602566 |  | 0 |  | 605254 |  | 0 |  | 0
[NAME])  (Million MMbtu)
2000-07-25 00:00:00
Volatility Factor (d) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
2000-06-30 00:00:00
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
2000-06-30 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
[NAME]  (in thousands)
2000-06-30 00:00:00
Gross Book Balance |  | 209327.4649 |  | 1317472.3524 |  | 0 |  | 0 |  | -107911 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1418888.8173
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | 6844493.3492 |  | -669485.324 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 876947.5087000001
LTD Gross Recognized Balance |  | 7053820.8141 |  | 647987.0284000002 |  | -421021.0165 |  | 0 |  | -4424273.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2295836.326
2000-07-25 00:00:00
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | -10508.1014 |  | 387.0063 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -10121.0951
Change in Price |  | 121697.2581 |  | 0 |  | 0 |  | 0 |  | 897739 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1019436.2581
Change in Basis Price |  | 0 |  | 477843.1191 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 477843.1191
Change in Index Price |  | 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
Change in Implied Volatility (Vega) |  | 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
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | 111189.1567 |  | 478230.1254 |  | 0 |  | 0 |  | 897739 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1487158.2821
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | -4.151400000000001 |  | 121.8532 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 117.7018
MTD Income (Loss) |  | 111185.0053 |  | 478351.9786 |  | 0 |  | 0 |  | 897739 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1487275.9839
2000-07-25 00:00:00
Gross Book Balance (including Current Month Rho & Drift) |  | 321972.8541 |  | 1808797.8678 |  | 0 |  | 0 |  | 789828 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2920598.7219
Current Month: Rho |  | 481.8313000000001 |  | 4995.608499999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 5477.439799999998
Drift |  | 978.5526 |  | 7977.977500000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8956.5301
Gross Book Balance (excluding Current Month Rho & Drift) |  | 321972.8541 |  | 1808797.8678 |  | 0 |  | 0 |  | 789828 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2920598.7219
Prudence | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0
Liquidated |  | 6843032.9653 |  | -682458.91 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 862513.5388000002
Gross Recognized Balance | 0 | 7165005.8194 | 0.04920000024139881 | 1126339.007 | 0 | -421021.0165 | 0 | 0 | 0 | -3526534.5 | 0 | -553120 | 0 | -7557 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0.04920000024139881 | 3783112.309900001
LTD Through December 31, 1999
Gross Recognized Balance |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 | 0 |  | -0.04920000024139881 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.04920000024139881
2000-07-25 00:00:00
Gross Book Balance |  | 321972.8541 |  | 1808797.8678 |  | 0 |  | 0 |  | 789828 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2920598.7219
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | 6843032.9653 |  | -682458.91 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 862513.5388000002
Gross Recognized Balance |  | 7165005.8194 |  | 1126338.9578 |  | -421021.0165 |  | 0 |  | -3526534.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3783112.2607
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 0 |  | 387.0063 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 387.0063
Change in Price |  | -28367.7426 |  | 0 |  | 0 |  | 0 |  | -494753 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -523120.7426
Change in Basis Price |  | 0 |  | 37568.9595 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37568.9595
Change in Index Price |  | 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
Change in Implied Volatility (Vega) |  | 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
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | -28367.7426 |  | 37955.9658 |  | 0 |  | 0 |  | -494753 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -485164.7768
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | -5.434 |  | 7.055199999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.621199999999999
Total Income (Loss) | -1.091393642127514e-10 | -28373.17659999989 | -1.818989403545856e-10 | 37963.02100000018 | 0 | 0 | 0 | 0 | 0 | -494753 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -485163.1556