Spreadsheet: sally_beck__35682__Prudency 2-24-00
Sheet: 2-24

CONFIDENTIAL
 |  |  |  |  |  |  |  |  |  | PRUDENCY DETAIL
 |  |  |  |  |  |  |  |  |  | As of  February 24, 2000
Enron North America: |  | VAR Limits |  | 1999-12-31 00:00:00 |  | 1999-12-21 00:00:00 |  | 2000-02-24 00:00:00 |  | (Inc)/Decr |  | 3/31/00 Estimate |  | (Inc)/Decr
Gas Trading
Canadian Gas |  |  |  | -6512852 |  | -7066522 |  | -2236105 |  |  |  | 0
Canada Index |  |  |  | -88018 |  | -88018 |  | -88018 |  |  |  | 0
Ontario - Central Gas |  |  |  | 0 |  | 0 |  | 0 |  |  |  | 0
West Gas |  |  |  | -95753 |  | -95753 |  | -95753 |  |  |  | 0
New York Gas |  |  |  | -4900 |  | -4900 |  | -4900 |  |  |  | 0
Southeast Gas |  |  |  | -265000 |  | -265000 |  | -265000 |  |  |  | 0
Storage |  |  |  | -4573700 |  | -2215384 |  | 0 |  |  |  | 0
Subtotal Gas |  | 40000
Power Trading
Power West |  |  |  | -308146 |  | -308146 |  | -308146
Power East |  |  |  | -8298592 |  | -8298592 |  | -8298592
Power GENCO |  |  |  | -32639994 |  | -32802323 |  | -12639994
Subtotal Power |  | 40000
Emerging Businesses:
Coal |  | 2000 |  | -3169056 |  | -4291827 |  | -2798951 |  |  |  | 0
Weather |  | 3000 |  | -200000 |  | -2000000 |  | -1000000 |  |  |  | 0
Paper |  | 1500 |  | -336308 |  | -336308 |  | -336308 |  |  |  | 0
SO2 |  |  |  | -85805 |  | -85805 |  | -85805 |  |  |  | 0
NOX |  | 3000 |  | -139999 |  | -139999 |  | -139999 |  |  |  | 0
Lumber |  | 250 |  | 0 |  |  |  | 0 |  |  |  | 0
Subtotal Emerging Businesses |  | -
Subtotal North America
Enron Europe:
Global Products
Crude Oil |  | ? |  | -146000 |  | -146000 |  | -146000 |  |  |  | 0
Oil Basis |  |  |  | -128000 |  | -80000 |  | -90000 |  |  |  | 0
EGLI |  |  |  | -10000 |  | -61000 |  | -148077 |  |  |  | 0
Residuals |  |  |  | -461332 |  | -478069 |  | -446312 |  |  |  | 0
Natural Gas Liquids |  |  |  | -731000 |  | -753000 |  | -262000 |  |  |  | 0
Clean Fuels |  |  |  | -500345 |  | -500345 |  | -500345 |  |  |  | 0
BTX |  |  |  | -871020 |  | -871020 |  | -871020 |  |  |  | 0
London Crude
London Refined
London NGL
London Residuals
Singapore |  |  |  | -114000 |  | -150000 |  | -211000 |  |  |  | 0
Subtotal Global Products |  | 8000
European Trading
European Trading - Non-Affiliate Gas |  | 7500 |  | -13127000 |  | -14871000 |  | -10701000 |  |  |  | -10701000
European Trading - Continental Gas |  |  |  | -883000 |  | -561000 |  | -709000 |  |  |  | -709000
European Trading - UK Power |  | 10000 |  | -35239000 |  | -37464000 |  | -35109000 |  |  |  | -20000000
European Trading - Continental Power |  | 3000 |  | -2044000 |  | -1734000 |  | -1510000 |  |  |  | 0
European Trading - Nordic Power |  | 3000 |  | -1324000 |  | -1333000 |  | -683000 |  |  |  | 0
European Trading - Spread Option |  |  |  | -1211000 |  | -1199000 |  | -2173000 |  |  |  | 0
European Trading - Eastern 2 |  |  |  |  |  |  |  |  | *
European Trading - Inflation |  |  |  | -3484000 |  | -3450000 |  | -3485000 |  |  |  | 0
European Trading - EES |  |  |  | 0 |  | 0 |  | 0 |  |  |  | 0
Subtotal European Trading |  | -
Subtotal Enron Europe
Enron South America, TBS |  |  |  | -1000000 |  | -1000000 |  | -1000000 |  |  |  | 0
Enron Asia, Africa - Australia |  |  |  | -346867 |  | -327046 |  | -226855 |  |  |  | 0
EES:
EES - Gas |  |  |  | -759026 |  | -708134 |  | -759026 | * |  |  | 0
EES - Power |  |  |  | -961456 |  | -806940 |  | -961456 | * |  |  | -1000000
Subtotal EES
Executive Trading |  |  |  | 6000000 |  |  |  | 6000000 |  |  |  | 0
TOTAL
* Not updated