Spreadsheet: danny_mccarty__4643__PRM MTM as of 12-10-2001
Sheet: ENA Reserve 12102001

Page: 1 |  |  | VSMTMACCT |  |  | 2001-12-11 08:34:00
ZAI*NET v6.02 |  |  | Database: zainet_adhoc_prod |  |  | a/o 10DEC01
ETS MTM Financial Position and P&L report
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
NNG | NTHE | 00002 | Base Gas |  | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 3825000 | 2.972 | 3.1 | 0 | -482437.52 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas |  | 2001-10-30 00:00:00 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 316667 | 2.91 | 3.275 | 0 | -114519.86 | YF5420.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas |  | 2001-10-30 00:00:00 | 2002-07-01 00:00:00 | 2002-07-31 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 825000 | 2.955 | 3.275 | 0 | -261131.28 | YF5420.2 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas |  | 2001-10-30 00:00:00 | 2002-08-01 00:00:00 | 2002-08-31 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 825000 | 3 | 3.275 | 0 | -223917.93 | YF5420.3 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas |  | 2001-10-30 00:00:00 | 2002-09-01 00:00:00 | 2002-09-30 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 850000 | 2.99 | 3.275 | 0 | -238587.91 | YF5420.4 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas |  | 2001-10-30 00:00:00 | 2002-10-01 00:00:00 | 2002-10-31 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 1358333 | 3.005 | 3.275 | 0 | -360409.61 | YF5420.5 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OCI reduction
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | RMTC Total
NNG | NTHE | 00002 | Base Gas |  | 2000-05-31 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 |  | IFERC | [NAME] | S | 0 | FIXED SWAP | -15000000 | 2.882 | 3.3 | 0 | 6089974.65 | NK7775.1 | ENA | SPEC
NNG | NTHS | 00008 | Basis Back to Back |  | 2001-01-10 00:00:00 | 2002-04-01 00:00:00 | 2002-04-30 00:00:00 |  | NYMEX | NG | B | 0 | BASIS SWAP | 0 | 2.707 | 2.797 | 0.01 | -49701.37 | QK7503.1 | RMTC | SPEC
NNG | NTHS | 0000P | Basis Back to Back |  | 2001-06-25 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 |  | NYMEX | NG | S | 0 | BASIS SWAP | 0 | 2.34 | 2.316 | -0.0125 | 0 | VJ5699.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Income hit
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Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM -- A/R | cpty_xref | Cpty | hedge_spec | A/R
TW | TTFW | 00009 | [NAME] |  | 2000-05-18 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -305000 | 2.57 | 3.23 | 0 |  | [NAME] | ENA | HEDGE
TW | TTFW | 00009 | [NAME] |  | 2000-05-30 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -305000 | 2.57 | 3.74 | 0 |  | NK4742.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] |  | 2000-08-02 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -305000 | 2.57 | 3.63 | 0 |  | NT6154.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] |  | 2000-08-16 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -305000 | 2.57 | 3.585 | 0 |  | NV5358.1 | ENA | HEDGE
TW | TTTW | 00004 | Transport Hedge |  | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | SJUAN | B | 0 | BASIS SWAP | 0 | 2.65525 | 2.955249999999999 | -0.27 | -300362.42 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge |  | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | NGI | SOCAL | S | 0 | BASIS SWAP | 0 | 2.991916666666667 | 2.955249999999999 | 1.05 | 10054807.55 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge |  | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 |  | NGI | SOCAL | S | 0 | BASIS SWAP | 0 | 3.43625 | 3.292083333333334 | 1.03 | 11579182.16 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge |  | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 |  | IFERC | SJUAN | B | 0 | BASIS SWAP | 0 | 3.04125 | 3.292083333333334 | -0.15 | -1321177.45 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge |  | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 |  | IFERC | SJUAN | B | 0 | BASIS SWAP | 0 | 2.09 | 2.316 | -0.21 |  | QL5363.1 | RMTC | HEDGE | -6696
TW | TTTW | 00006 | Transport Hedge |  | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 |  | NGI | SOCAL | S | 0 | BASIS SWAP | 0 | 2.225 | 2.316 | 0.9 |  | QL5365.1 | RMTC | HEDGE | 395901
TW | TTTW | 00005 | Transport Hedge |  | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 |  | NGI | SOCAL | S | 0 | BASIS SWAP | 0 | 3.3475 | 3.2775 | 0.85 | 1000824.88 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge |  | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | SJUAN | B | 0 | BASIS SWAP | 0 | 3.0475 | 3.2775 | -0.15 | -102648.7 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge |  | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 |  | NGI | SOCAL | S | 0 | BASIS SWAP | 0 | 3.43625 | 3.292083333333334 | 1.16 | 4072003.28 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge |  | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 |  | IFERC | SJUAN | B | 0 | BASIS SWAP | 0 | 3.04125 | 3.292083333333334 | -0.14 | -445242.17 | QL9273.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -1825000 | 2.802708333333333 | 5.05 | 0 | 4056095.38 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -1825000 | 2.802708333333333 | 3.46 | 0 | 1186520.46 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -1825000 | 2.802708333333333 | 3.3625 | 0 | 1010555.94 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | FIXED SWAP | -1825000 | 2.802708333333333 | 3.145 | 0 | 618019.75 | Y37193.2 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OCI reduction
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | PERMEP | S | 0 | BASIS SWAP | 0 | 2.802708333333334 | 2.955249999999999 | 0.03 | 329329.36 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | NYMEX | NG | S | 0 | FIXED SWAP | -1825000 | 2.955250000000001 | 4.47 | 0 | 2734960.61 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | NYMEX | NG | B | 0 | FIXED SWAP | 1825000 | 2.955250000000001 | 4.39 | 0 | -2590535.44 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 |  | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 |  | IFERC | PERMEP | B | 0 | BASIS SWAP | 0 | 2.802708333333334 | 2.955249999999999 | 0.04 | -347376.99 | QF5953.1 | ENA | SPEC
 |  |  |  | Grand Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Income hit