Spreadsheet: robin_rodrigue__33265__CAN$1100
Sheet: PriceAlberta

 |  |  |  |  |  | 95 Year End Bal:
Roll Forward Schedule |  |  |  |  |  | 32097078
Book: | Canadian Gas (C4) - AB & BC | Canadian $
Accounting Month:
Date:
Current Day Post ID: |  |  |  |  |  |  |  |  |  | NOTIONAL VOLUMES |  |  |  |  |  |  |  | CALCULATED LONG/SHORT |  |  | Permanent Volume Adjustment
 |  |  |  |  |  |  |  |  |  |  | Price Position | Basis Position | Currency Position |  |  |  | TOTAL | Long | Short |  | When system was changed over from Lotus to Oracle, a discrepancy
[NAME] MTM Gain (Losses) |  |  | Prior | Today |  | Source |  |  |  | Current Day |  |  |  |  |  |  |  |  |  |  | between the Oracle volumes and Lotus volumes was discovered
Mid P/L Swaps |  |  | 212650419 | 211043009 | [NAME] | (Oracle  - P&L Top Page) |  | 95161869 |  | Long | 0 | 0 | 0 | 0 | 0 | 0
Mid P/L Options |  |  | 3296993 | 3297306 | [NAME] | (Oracle  - P&L Top Page) |  | 1117818 |  | Short | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | An assumption was made the Lotus volumes (which were higher)  were more accurate;
NYMEX Options MTM Value |  |  |  |  | [NAME] | (Oracle - Rpt RSX0280 - Options daily P/(L) [NAME]) |  |  |  | Options | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | therefore adjustment to Oracle volumes is as follows:
NYMEX Futures MTM Value |  |  | 0 | 0 | [NAME] | (Oracle - NYMEX Accounting Summary Schedule) |  |  |  | Futures | 0 | 0 | 0 | 0 | 0 | 0
Foreign Currency |  |  | 37550235 | 37707303 | [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Use March 1995 as basis for adjustment |  |  | PERMANENT
Rho/Drift  Adjustments - Schedule A |  |  |  |  | Cell Ref |  |  |  |  | Net Notional |  |  |  |  |  |  |  |  |  |  |  |  |  | ADJUSTMENT
Transactions ex Oracle - Schedule B |  |  |  |  | Cell Ref |  |  |  |  | Volatility | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  | PER ORACLE | PER ROLL | (/1,000,000)
Perm Book Adjustments - Schedule C |  |  |  |  | Cell Ref |  |  |  |  | Net PV | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | Purchase Position | 0 | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Sales Position | 0 | 0
 |  |  |  |  |  |  |  |  |  | Prior Month |  |  |  |  |  |  |  |  |  |  | Net Position
Gross Book Balance |  |  |  |  |  |  |  |  |  | Long | 0 | 0 | 0 | 0 | 0 | 0
 |  |  |  |  |  |  |  |  |  | Short | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | Current Month Gross Book Balance with Current Month Rho/Drift Impact)
II. Prudency |  |  |  |  |  |  |  |  |  | Options | 0 | 0 | 0 | 0 | 0 | 0
Prior Month Prudency Balance |  |  |  | 0.6739131677895784 | [NAME] |  |  |  |  | Futures | 0 | 0 | 0 | 0 | 0 | 0
Current Month Prudency |  |  |  |  | Cell Ref
Current Month Prudency Balance |  |  |  |  | Cell Ref |  |  |  |  | Net Notional
Accounting Adjustments - Schedule D
Total Prudency
III. [NAME] (Losses) |  |  |  |  |  |  |  |  |  | ROLL TESTS |  | Book Balance | Prudency
Prior Month LTD Liquidations |  |  |  | 66473906.39500001 | [NAME] |  |  |  |  | Prior Month
Current Month Swap/Options Liquidations |  |  |  |  | Cell Ref |  |  |  |  | Gross Book Balance |  | 189743238.366 |  | [NAME]
Current Month NYMEX Futures Liquidations |  |  |  |  | Cell Ref |  |  |  |  | Prudency |  | 0.6739131677895784 |  | [NAME]
Current Month NYMEX Option Premiums |  |  |  |  | Cell Ref |  |  |  |  | LTD Liquidations |  | 66473906.39500001 |  | [NAME]
Current Month Broker Fees |  |  |  |  | Cell Ref
Current Month Liquidation Adjustments (Book/Acct Recon) |  |  |  |  | Cell Ref |  |  |  |  | Current MTD Daily |  |  |  | Daily Total Below
Prior Period Liquidations Adjustment - Sched E |  |  |  |  | Cell Ref
Current Month LTD Liquidations |  |  |  |  |  |  |  |  |  | Total
IV. [NAME] |  |  |  |  |  |  |  |  |  |  | Difference
OTC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DO NOT REMOVE
 | Ttl [NAME] => |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Value | Day of the Week
SENSITIVITY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1 | S
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2 | M
 | MTD Cumulative |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3 | T
Price [NAME] |  |  |  |  |  |  |  | 798534 | 756249 | 236639 | -30013 |  |  | 983468 | 2349054 | 659451 | -2623412 | 1032482 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 4 | W
Basis Curve Shift |  | -1030640 | 220044 | 158617 |  |  | 378831 | -440456 | -1364183 | -867092 | 290069 |  |  | -1632330 |  | 1005747 | -438493 | -3250089 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 5 | R
Index [NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 6 | F
Gas Daily Curve Shift |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7 | S
FX Curve Shift |  | 192737 | -243371 | -866583 |  |  | -229422 | -370132 | 770 | -190882 | -556003 |  |  | 478426 | -51714 | 539765 | -121909 | -225353
[NAME]
New Deals |  |  |  |  |  |  | -229264 |  |  |  |  |  |  | 87531
Foreign Currency-FX Book |  | -431352 | 171985 | 1013735 |  |  | 324552 | 294002 | -307232 | 79332 | 629367 |  |  | -600775 | 150029 | -806187 | 137672 | 165854
Gamma |  | -4675 | -877 | -1762 |  |  | -204 | -3418 | -2093 | -52 | -242 |  |  | -474 | -1154 | -533 | -2202
Vega |  | -12185 | -4375 | -3834 |  |  |  | -7186 | 2698 | 948 |  |  |  | -4340 | -4464 | -744 |  | -8678
Theta |  | 2513 | 1983 | 1837 |  |  | 4748 | 1634 | 1371 | 1015 | 939 |  |  | 2925 | 915 | 814 | 697 | 973
Rho |  | 183038 | -9565 | -131412 |  |  | -185081 | 50100 | -248948 | 281715 | 100997 |  |  | 2912 | 257515 | 178641 | 429470 | -88972
Drift |  | 35880 | 34392 | 34529 |  |  | 103489 | 34541 | 34587 | 34731 | 34600 |  |  | 103670 | 34543 | 34058 | 34356 | 33609
Origination |  |  | 15151 | 74566 |  |  |  |  |  |  |  |  |  |  |  | 35658 |  | 5742
Liquidations - Book |  | 210423 |  | 61920 |  |  | -1844
2nd Order
Prudency
FX Rho |  | 30196 | -11728 | -21534 |  |  | -23540 | 6955 | -47813 | 29149 | 9554 |  |  | 422 | 35331 | 15098 | 51693 | -17701
FX Drift |  | 6253 | 3188 | 5537 |  |  | 20123 | 5455 | 1683 | 5095 | 6161 |  |  | 19009 | 6604 | 3741 | 5451 | 3230
Prepaid Amortization
Broker Fees (s/b negative) |  |  |  |  |  |  |  |  | -30000 | -5000 |  |  |  | -10000 | -5000 | -5000 | -5000 | -5000
Spot Liquidations
Book/Act Recon Liquid
Other (See schedule E)
"Other" Note reference | Sched E Ref:
Total Monthly Change
EXCHANGE  (hidden) | Ttl [NAME] =>
FUTURES
 | MTD Cumulative
2 Year Bonds |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
5 Year Bonds |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
10 Year Bonds |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
30 Year Bonds |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Canadian Dollars |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Crude |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Eurodallars |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Gas |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Gas Crack |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Heat Crack |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Heat Oil |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Propane |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Unleaded |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Tot MTD Futures Liquid.
 | Ttl [NAME] =>
OPTION PREMIUMS
 | MTD Cumulative
Crude |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Gas |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Gas Crack |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Heat Crack |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Heat Oil |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Unleaded |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Tot MTD Opt.[NAME].
SUPPORTING SCHEDULES
Schedule A: Rho & Drift Adjustments |  |  |  |  |  | Schedule B: Transactions Ex Oracle
Date | Description |  |  | Amount |  | Description |  |  |  |  | Amount
LTD Through 1995 | LTD Rho/Drift Adjustment through December 1996 |  |  | -22228677
1997 | Adj. Drift & Rho-1997 |  |  | -11878542
1998 | Adj. Drift & Rho-1998 |  |  | -19377663 |  | Nov-17-2000 | Exotics Option P&L |  |  |  | 12746
1999-01-01 00:00:00 | Adj. Drift & Rho-01/99
1999-02-01 00:00:00 | Adj. Drift & Rho-02/99
[NAME] | Cosolidation of East with Alberta
1999-03-01 00:00:00 | Adj. Drift & Rho-03/99
1999-04-01 00:00:00 | Adj. Drift & Rho-04/99
1999-05-01 00:00:00 | Adj. Drift & Rho-05/99
1999-06-01 00:00:00 | Adj. Drift & Rho-06/99
1999-07-01 00:00:00 | Adj. Drift & Rho-07/99
1999-08-01 00:00:00 | Adj. Drift & Rho-08/99
1999-09-01 00:00:00 | Adj. Drift & Rho-09/99
1999-10-01 00:00:00 | Adj. Drift & Rho-10/99
1999-11-01 00:00:00 | Adj. Drift & Rho-11/99 |  |  | -236248
1999-12-01 00:00:00 | Adj. Drift & Rho-12/99 |  |  | -519336
2000-01-01 00:00:00 | Adj. Drift & Rho-01/00
2000-02-01 00:00:00 | Adj. Drift & Rho-02/00 |  |  | -5098547
2000-03-01 00:00:00 | Adj. Drift & Rho-03/00 |  |  | -1836616
BC MIGRATION |  |  |  | 7993
2000-04-01 00:00:00 | Adj. Drift & Rho-04/00 |  |  | 606571
2000-05-01 00:00:00 | Adj. Drift & Rho-05/00 |  |  | -2115594
Straddle Migration |  |  |  | -242536
2000-06-01 00:00:00 | Adj. Drift & Rho-06/00 |  |  | -3155226
2000-07-01 00:00:00 | Adj. Drift & Rho-07/00 |  |  | -979663
2000-08-01 00:00:00 | Adj. Drift & Rho-08/00 |  |  | -3151686
2000-09-01 00:00:00 | Adj. Drift & Rho-09/00 |  |  | -1573086
2000-10-01 00:00:00 | Adj. Drift & Rho-10/00 |  |  | -202851
 |  |  |  |  |  |  |  |  |  | Total [NAME]
 |  |  | Total Rho & Drift Adjustments
Schedule C: Perm Book Adjustments
Date | Description |  |  | Amount
1995-03-01 00:00:00 | FX Adjustment - CNR Deal |  | Prior (<1/1/96) |  | To be written off by Dec 2009
1994-10-07 00:00:00 | FX Swap |  | US$ Adjustmnts
00/00/1994 | Options not valued in Oracle |  | converted 12/31/
1995-05-16 00:00:00 | Basis swap Adj |  | 94 spot-1.3645
1996-04-30 00:00:00 | 1995 Adj: (1)Rho/drift reclass 344,142 (2) NXProm correction 572,282 (3) '95 P7 P&L 1,356,433. |  |  | 2272857
1998 | Write off (over 10 yrs) FX Adjustment CNR Deal (Dec98)
1999 | Write off (over 10 yrs) FX Adjustment CNR Deal (Jan 99-Dec99)
April 14/99 | Reversed  Annuity regarding Utility Bond Prepaid Deal deal (EV7251) |  |  | -353764
1999-05-28 00:00:00 | Blue Range MSA - to reverse P&L impact - amount to be set up as a separate receivable |  |  | 7259178
1999-07-22 00:00:00 | To Provide for changes in toll rates
1999-07-27 00:00:00 | Back out MSA -Blue Range& put into Orig. schedule |  |  | -7259178
2000-03-30 00:00:00 | To zero out P7 Book Schedule C adjustments
2000-05-25 00:00:00 | For Gas Alberta storage deal -NJ9955 |  |  | -140000 | To be written off my March 2001
 |  |  | Total Perm Book Adjustments
Schedule D: Accounting Adjustments (Prudency) |  |  |  |  |  |  |  |  |  |  |  | Amount
Number | Date | Deal Number | Counterparty | Description
 |  |  |  |  |  |  |  |  |  |  | Total Accounting Adjustments (Prudency)
Scedule E: Prior Period Liquidation Adjustments
Number | Date | Deal Number | Counterparty |  | Amount
 |  |  |  | Total Prior Period Liquidation Adjustments