Spreadsheet: stacey_white__39149__ena-cal roll 1231
Sheet: Report

ENRON CAPITAL & TRADE RESOURCES
DAILY POSITION STATEMENT
RISK BOOKS
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | REGIONAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL
[NAME])  (Million MMbtu)
Net NPV Position (MWH)
Net NPV Position (MMBtu)
Net NPV Position (MM Bbls)
Gross Purchases Position
Gross Sales Position
Net Notional Position
As of December 31, 1996
Gross Purchases Position
Gross Sales Position
Net Notional Position
Change Since December 31, 1996
[NAME]  (in thousands)
Through November 30, 1997
Gross Book Balance
Prudence
Liquidated
LTD Gross Recognized Balance
Originated Transactions / Credit Reserve
Hedge management
New Deals
Change in Price
Change in Basis Price
Change in Index Price
Gamma
Change in Implied Volatility (Vega)
Theta
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Interest Rates |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees
Adjustments
Total Hedge Management
Change in Price Prudence
Financial Liquidations
Physical Liquidations
Other Changes
MTD Income (Loss) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly DPR Information
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Transmission
Gross Book Balance (including Current Month Rho & Drift) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Financial Liquidations
Current Month:        Rho |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Physical Liquidations
Drift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Daily DPR Information
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Transmission
Gross Book Balance (excluding Current Month Rho & Drift)
Prudence |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Financial Liquidations
Liquidated |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Physical Liquidations
Gross Recognized Balance
LTD Through December 31, 1996
Gross Recognized Balance
Originated Transactions / Credit Reserve
Gross Book Balance
Prudence
Liquidated
Gross Recognized Balance
Income (Loss) from Today's....
Originated Transactions / Credit Reserve
Hedge management
New Deals
Change in Price
Change in Basis Price
Change in Index Price
Gamma
Change in Implied Volatility (Vega)
Theta
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees
Adjustments
Total Hedge Management
Change in Price Prudence
Financial Liquidations
Physical Liquidations
Other Changes
Total Income (Loss)
LTD Gross recognized as of prior day |  | 0 |  | 0 |  | 12932676.24 |  | -7549752 |  | -5382922.24 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2
Prior Day Origination
Prior Day Hedge Management
Prior Day New Deals
Prior Day Change in Price
Prior Day Change in Basis Price
Prior Day Change in Index Price
Prior Day Gamma
Prior Day Change in Implied Volatility
Prior Day Theta
Prior Day Change in Time
Change in Interest Rates
Prior Day  Broker Fees
Prior Day Adjustments
Prior Day Hedge Management - Total
Prior Day Prudency
Financial Liquidations
Physical Liquidations
Prior Day Other
Gross Book Balance
LTD Rho & Drift
Gross Book Balance (Including LTD Rho & Drift)