Spreadsheet: sara_shackleton__36582__121201_Counterparty Exposure
Sheet: OVERVIEW EXTERNAL

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TOTAL THIRD PARTY COUNTERPARTY EXPOSURE REPORT
COUNTERPARTY SUMMARY IN EQUIVALENT USD
MTM VALUATION OF THE RATE AND CURRENCY BOOKS AS OF
2001-12-12 00:00:00
(NOTE:  DOES NOT INCLUDE LIQUIDATIONS NOT SETTLED PRIOR TO 12/12/2001)
RATE AND CURRENCY - 3RD PARTY
Full Cpty Name | Short Cpty Name | Short Assets | Short Liabilities | Long Assets | Long Liabilities | Total
National Westminster Bank PLC | NATWEST Total | 191106598.1684141 | -205933689.5483788 | 1334062732.978585 | -1375611831.177375 | -56376189.57875473
Merrill Lynch Capital Services Inc. | MERRILL CAPITAL Total | 379477490.1379834 | -402764747.5554916 | 1356710601.023169 | -1381205575.888615 | -47782232.28295432
General Re Financial Products Corp | GENERAL_RE Total | 9554294.552043166 | -18638485.03269825 | 132678305.4923662 | -160121144.0965407 | -36527029.0848295
Bank of Montreal | BK MONTREAL CAN Total | 531694973.1952872 | -548161037.9039168 | 400921343.7690046 | -417461686.1878066 | -33006407.12743192
DPLP Asset Monetization Trust 1 | DPLP Total | 0 | -2707681.78 | 0 | -21108002.61 | -23815684.39
JP Morgan & Company Inc. | JP MORGAN Total | 15067602.32604646 | -16332785.64566084 | 91862160.44683315 | -94193558.73835526 | -3596581.611136561
Banque National de Paris | BNP,NY Total | 571132.45 | -1707691.51 | 4751297.74 | -5897216.72 | -2282478.04
Citibank | CITIBANK Total | 123253809.8966562 | -125392962.1758646 | 75045199.29432474 | -75045194.1171923 | -2139147.10207599
Bank of America National Trust and Savings | BOFA Total | 22156890.46817671 | -22101211.0394235 | 137020403.893794 | -138558462.54365 | -1482379.221102491
Deutsche Bank AG | DEUTSCHE BANK AG Total | 37851227.58268417 | -38966625.64 | 0 | 0 | -1115398.057315825
National Australia Bank Limited | NAT AUST BK LMTD Total | 248766.94547312 | -582286.744987869 | 1274522.47477972 | -1611849.36151194 | -670846.686246967
National Australia Bank London | NAB LONDON Total | 2923033.2540165 | -2989862.38 | 0 | 0 | -66829.12598349992
Northern Natural Gas | NNG Total | 747395.632741668 | -767818.97 | 0 | 0 | -20423.33725833194
European Powere Holdings | EUROPEAN POWER Total | 0 | 0 | 0 | 0 | 0
TMG Financial Products Inc. | TMG Total | 19072134.391342 | -19072134.391342 | 239948109.316557 | -239948109.302085 | 0.0144715
[NAME] | NESBITT BURNS - BMO Total | 633024051.444013 | -633024051.3901639 | 1031730203.115776 | -1031730203.146855 | 0.0227697484357043
Goldman Sachs & Co. | GOLDMAN SACHS Total | 299907457.7352629 | -299954608.3941227 | 2433421307.047714 | -2433350513.011903 | 23643.37695137739
Christiania Bank Og kreditkasse | CHRISTIANIA, OSLO Total | 1769767.466451599 | -1709069.162272064 | 140408.610569707 | -136574.767041 | 64532.14770824465
Merrill Lynch International | MERRILL LYNCH Total | 141502181.7696339 | -142260424.0342008 | 318486544.5522643 | -316996627.6872585 | 731674.6004388332
Royal Bank of Scotland | [NAME] SCOT Total | 7581898.6295805 | -7599058.958794 | 29239575.9573155 | -28268178.3109495 | 954237.317152501
Barclays Bank PLC | BARCLAYS Total | 689615019.5030761 | -679714707.2200192 | 528262258.327603 | -536892381.8329315 | 1270188.777728238
Canadian Imperial Bank of Commerce | CIBC Total | 151594313.7813316 | -151523733.614271 | 37529228.29472991 | -36205116.4630111 | 1394691.998779364
Toronto Dominion Bank | TORDOM,NY Total | 212878340.5890742 | -211228825.871484 | 0 | 0 | 1649514.717590004
UBS AG | UBS Total | 200668833.8679134 | -203388828.3582185 | 303628707.5250393 | -299253330.0663771 | 1655382.968357133
Credit Suisse First Boston | CSFB Total | 47450959.52229179 | -43142808.43416131 | 7322099.07931391 | -9724410.0736141 | 1905840.09383043
Swiss Re Financial Products Corp. | SWISS RE Total | 5561036.43 | -2215934.33 | 5489920.32 | -4864535.97 | 3970486.45
Skandinaviska [NAME] | SEB Total | 146031539.0459302 | -144225152.842374 | 16756941.70967764 | -13626958.80863586 | 4936369.104597964
J. Aron & Co. | J. ARON & CO. Total | 379613902.3032964 | -376254742.7712448 | 149967059.6782966 | -148340226.3598009 | 4985992.85054782
Royal Bank of Canada | ROYALBANKCAN Total | 134006287.0788124 | -125769725.7528222 | 299112109.7446737 | -295166744.9431564 | 12181926.1275074
Westdeutsche Landesbank Girozentrale | WEST LB Total | 58689691.01696 | -63960849.01680051 | 1092212267.944094 | -1073909499.909516 | 13031610.034737
Goldman Sachs Capital Markets, L.P | GOLDMAN CAPTL MRKTS Total | 361658561.2739864 | -341705136.0085591 | 1998943619.021538 | -1975141831.77436 | 43755212.51260564
Chase Manhattan Bank | CHASE Total | 2007497035.678458 | -1991244709.678876 | 1176525802.45087 | -1139044165.159614 | 53733963.29083777
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