Spreadsheet: mike_grigsby__27699__MikeP&L_05_09
Sheet: Sheet1

ENRON CAPITAL AND TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2001-05-09 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | SUBTOTAL |  | GRAND  TOTAL
 |  | GD New Swaps |  | Price |  | Basis |  | Basis Option |  | GD New Swaps - JR |  | Price - JR |  | Basis - JR |  | Swaps |  | Gas Daily New
Post ID |  | 1133317 |  | 1133320 |  | 1133319 |  |  |  | 1133322 |  | 1133325 |  | 1133324
[NAME])  (Million MMbtu)
2001-05-09 00:00:00
Volatility Factor (d) |  | 1 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1 |  | 1
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Through May 31, 1999
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Change since May 31, 1999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
[NAME]  (in thousands)
2001-05-09 00:00:00
Gross Book Balance |  | 7119058.955800001 |  | -352677569.8062 |  | 331656198.4080001 |  | 0 |  | -201936.7587 |  | 466608.4647 |  | -10022786.9238 |  | -23660427.66019998 |  | -23660427.66019998 |  |  | GD-NEW and GD-NEW JR FINANCIAL: MTD and YTD |  |  |  | TOTAL | NYMEX
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | GD Swaps | Basis | Price | Total | Overage Granted | Overage
Liquidated |  | 154495201.8269 |  | 19694853.453 |  | 247516347.2859001 |  | 0 |  | -2113668.7917 |  | -1231748.6704 |  | 17442173.2945 |  | 435803158.3982 |  | 435803158.3982 |  | 2001-01-01 00:00:00 | 26991883.9793 | -1159961.996500001 | -53470.50050000002 | 25778451.4823 | 1263208 | ?
LTD Gross Recognized Balance |  | 161614260.7827 |  | -332982716.3532 |  | 579172545.6939001 |  | 0 |  | -2315605.5504 |  | -765140.2056999999 |  | 7419386.3707 |  | 412142730.7380001 |  | 412142730.738 |  | 2001-02-01 00:00:00 | -21104867 | 516722998 | -349735363 | 145882768 | 2583578.2 | ?
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-01 00:00:00 | -7794738.4579 | 60684374.54550005 | 13758758.54460001 | 66648394.63220005 | 16698 | ?
2001-05-09 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-04-01 00:00:00 | 1849931.113900003 | -229148534.4526 | -10757906.5357 | -238056509.8744 | 28178023.25 | 0
Originated Transactions |  | 0 |  | 0 |  | 6780 |  | 0 |  | 0 |  | 0 |  | 339 |  | 7119 | 6.78 | 7119 |  | 2001-05-01 00:00:00 | -16818656.2801 | -89504432.2021 | 2973917.1692 | -103349171.313 | 7118.7 | 0
Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-06-01 00:00:00
New Deals |  | -176891.5725 |  | 1851170.435 |  | 1594595.177 |  | -2012327 |  | 117575 |  | -19637.7836 |  | -90390.8804 |  | 3276420.3755 |  | 1264093.3755 |  | 2001-07-01 00:00:00
Change in Price |  | -15554077.5905 |  | 285287.1009 |  | 440786.36 |  | 329870 |  | 0 |  | 854803.3327000001 |  | 14315.45 |  | -13958885.3469 |  | -13629015.3469 |  | 2001-08-01 00:00:00
Change in Basis Price |  | 0 |  | 0 |  | -90735760.7749 |  | 0 |  | 0 |  | 0 |  | -682024.3621000005 |  | -91417785.13700001 |  | -91417785.13700001 |  | 2001-09-01 00:00:00
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -1205262.1171 |  | 0 |  | 0 |  | -1205262.1171 |  | -1205262.1171 |  | 2001-10-01 00:00:00
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-11-01 00:00:00
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-12-01 00:00:00
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -16876446.6448 | 257594443.8943 | -343814064.3224 | -103096067.0728999 | 32048626.15
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Total Hedge Management |  | -15730969.163 |  | 2136457.5359 |  | -88700379.2379 |  | -1682457 |  | -1087687.1171 |  | 835165.5491000002 |  | -758099.7925000004 |  | -103305512.2255 |  | -104987969.2255 |  | Daily - Financial | 7001759.112299995 |  | Daily - Financial | 1454976.8246
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -2248370.85340952 |  | Daily - Physical | 0
Other Changes |  | 0 |  | 2294.0842 |  | -53151.3896 |  | 0 |  | 0 |  | 0 |  | 79.21789999999993 |  | -50778.0875 |  | -50778.0875 |  | Total Daily P&L | 4753388.258890475 |  | Total Daily P&L | 1454976.8246
MTD Income (Loss) |  | -15730969.163 |  | 2138751.6201 |  | -88746750.6275 |  | -1682457 |  | -1087687.1171 |  | 835165.5491000002 |  | -757681.5746000004 |  | -103349171.313 |  | -105031628.313 | -105038747.013
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Financial | -104021425.1704 |  | Monthly - Financial | -1010203.1426
2001-05-09 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Physical | -29598212.37911183 |  | Monthly - Physical | 0
Gross Book Balance (including Current Month Rho & Drift) |  | -2947528.6014 |  | -353003182.3516 |  | 245169563.3305 |  | -1682457 |  | -960425 |  | 1303787.925 |  | -10787876.6399 |  | -121225661.3374 |  | -122908118.3374 |  | Total Monthly P&L | -133619637.5495118 | -133626756.2495118 | Total Monthly P&L | -1010203.1426
Current Month: Rho |  | 7849.442300000001 |  | -2042157.7325 |  | 1706007.2812 |  | 0 |  | -0.3128 |  | 690.1287000000001 |  | 1613.3969 |  | -325997.7962000001 |  | -325997.7962000001
Drift |  | 9349.4115 |  | -422206.909 |  | 554108.2502 |  | 0 |  | -25.8114 |  | 1323.7825 |  | -9021.6137 |  | 133527.1101 |  | 133527.1101 |  | YTD - Financial | -161525208.8003999 |  | YTD - Financial | -8672845.4527
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YTD - Physical | 81719284.62088817 |  | YTD - Physical | 0
Gross Book Balance (excluding Current Month Rho & Drift) |  | -2947528.6014 |  | -353003182.3516 |  | 245169563.3305 |  | -1682457 |  | -960425 |  | 1303787.925 |  | -10787876.6399 |  | -121225661.3374 |  | -122908118.3374 |  | Total YTD P&L | -79805924.17951176 | -111854550.3295118 | Total YTD P&L | -8672845.4527
Prudence |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  | .
Liquidated |  | 148830819.9731 |  | 22159218.0945 |  | 245256231.7545001 |  | 0 |  | -2442867.6675 |  | -1233762.5816 |  | 17449581.5113 |  | 430019221.0843 |  | 430019221.0843 |  | 2001-02-23 00:00:00 | Socal Transport Prudency (Physical) |  | -100000000
Gross Recognized Balance |  | 145883291.6197 | -0.4760000109672546 | -330843964.7331 | -0.01859992742538452 | 490425795.0664001 | 0 | -1682457 | 0 | -3403292.6675 | 1.164153218269348e-10 | 70025.34340000025 | -0.07530000060796738 | 6661704.7961 |  | 308793559.4250001 | -0.321899950504303 | 307111102.4250001 |  | 2001-02-26 00:00:00 | Socal Transport Prudency (Physical) |  | 100000000
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-28 00:00:00 | Socal Liquidity |  | -75000000
LTD Through December 31, 2000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-30 00:00:00 | Socal Liquidity |  | -75000000
Gross Recognized Balance | -0.4493999999249354 | 163874974 |  | 21045961 | 0 | 280386939 | 0 | 0 | 0 | 3271138 | 0 | -967532 | 0 | 9697676 |  | 477309156 |  | 477309156
 | -0.2479999959468842 |  | 0.4760000109672546 |  | 0.0185999870300293 |  | 0 |  | 0 |  | 0 |  | -0.9246999993920326 |  |  |  | -0.6780999898910522
2001-05-09 00:00:00
Gross Book Balance |  | -2488283.6014 |  | -361672534.3516 |  | 155774994.3305 |  | -1682457 |  | -1369964 |  | 2471256.925 |  | -11514490.6399 |  | -218799021.3374 |  | -220481478.3374
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | -15503399.02690002 |  | 9782609.094500002 |  | 54263861.75450006 |  | 0 |  | -5304466.6675 |  | -1433699.5816 |  | 8478518.511300001 |  | 50283424.08430004 |  | 50283424.08430004
Gross Recognized Balance |  | -17991682.62830002 |  | -351889925.2571 |  | 210038856.0850001 |  | -1682457 |  | -6674430.6675 |  | 1037557.3434 |  | -3035972.128599999 |  | -168515597.2530999 |  | -170198054.2530999 |  | TOTAL SCHEDULE C ADJUSTMENT: |  |  | -150000000
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | -8900 |  | 0 |  | 0 |  | 0 |  | 0 |  | -4340.858199999999 |  | -90547.7052 |  | -103788.5634 |  | -103788.5634
Change in Price |  | -1211761.5 |  | 105319.243 |  | -14311.99999999994 |  | 7815 |  | 0 |  | 161236.7795000001 |  | 11029 |  | -948488.4774999999 |  | -940673.4774999999
Change in Basis Price |  | 0 |  | 0 |  | 8122254.931099996 |  | 0 |  | 0 |  | 0 |  | 1698725.4817 |  | 9820980.412799995 |  | 9820980.412799995
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -321525 |  | 0 |  | 0 |  | -321525 |  | -321525
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | -1220661.5 |  | 105319.243 |  | 8107942.931099996 |  | 7815 |  | -321525 |  | 156895.9213000001 |  | 1619206.7765 |  | 8447178.371899996 |  | 8454993.371899996
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 0 |  | 210.7361999999998 |  | 1132.701999999997 |  | 0 |  | 0 |  | 0 |  | 399.1268 |  | 1742.565 |  | 1742.565
Total Daily Income (Loss) |  | -1220661.5 |  | 105529.9792 |  | 8109075.633099996 |  | 7815 |  | -321525 |  | 156895.9213000001 |  | 1619605.9033 |  | 8448920.936899995 |  | 8456735.936899995
LTD Gross recognized as of prior day |  | 147103953.1197 | -0.4760000109672546 | -330949494.7123 | 0.3147001266479492 | 482316719.4333001 | 0 | -1690272 | 0 | -3081767.6675 | 1.164153218269348e-10 | -86870.5778999998 | 0.004499999806284904 | 5042098.8928 |  | 300344638.4881001 | 0.1192000508308411 | 298654366.4881001 |  | 36948 | Socal Transport Prudency (Physical) |  | 100000000
Prior Day Origination |  | 0 |  | 0 |  | 6780 |  | 0 |  | 0 |  | 0 |  | 339 |  | 7119 | 6.78 | 7119 |  | 37012 | -15276469.7801 | -99233113.7385 | 2711491.2687 | -111798092.2499 | 7118.7 | 0
Prior Day Hedge Management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 37043
Prior Day New Deals |  | -167991.5725 |  | 1851170.435 |  | 1594595.177 |  | -2012327 |  | 117575 |  | -15296.9254 |  | 156.8248000000021 |  | 3380208.9389 |  | 1367881.9389 |  | 37073
Prior Day Change in Price |  | -14342316.0905 |  | 179967.8579 |  | 455098.36 |  | 322055 |  | 0 |  | 693566.5532000001 |  | 3286.45 |  | -13010396.8694 |  | -12688341.8694 |  | 37104
Prior Day Change in Basis Price |  | 0 |  | 0 |  | -98858015.706 |  | 0 |  | 0 |  | 0 |  | -2380749.8438 |  | -101238765.5498 |  | -101238765.5498 |  | 37135
Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | -883737.1170999999 |  | 0 |  | 0 |  | -883737.1170999999 |  | -883737.1170999999 |  | 37165
Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37196
Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37226
Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -15334260.1448 | 247865762.3579 | -344076490.2229 | -111544988.0097999 | 32048626.15
Prior Day Change in time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Prior Day Hedge Management - Total |  | -14510307.663 |  | 2031138.2929 |  | -96808322.169 |  | -1690272 |  | -766162.1170999999 |  | 678269.6278000001 |  | -2377306.569000001 |  | -111752690.5974 |  | -113442962.5974 |  | Daily - Financial | -52550764.39910001 |  | Daily - Financial | -1611507.7795
Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -9659423.378440242 |  | Daily - Physical | 0
Prior Day Other |  | 0 |  | 2083.348 |  | -54284.0916 |  | 0 |  | 0 |  | 0 |  | -319.9089000000001 |  | -52520.6525 |  | -52520.6525 |  | Total Daily P&L | -62210187.77754025 |  | Total Daily P&L | -1611507.7795
Zero Out-LTD Gross recognized as of prior day | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  | -1.164153218269348e-10 | 0
Zero Out-Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management
Zero Out-Prior Day Change in New Deals |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management - Total |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Other |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0