Spreadsheet: stacey_white__39143__VPSSA as of 12-2-2001
Sheet: _tmp_16245_EPMI-EAST-BANK_R1B_p

ENRON POW | ER TRADING & | TRANSMISSIO | N |  |  |  | Post ID: | 1624 | 5
DAILY POS | ITION REPORT |  |  |  |  |  | Report D | ate:    11/3 | 0/01
Desk: EPM | I-EAST-BANK, | REGION R1B |  |  |  |  | Run Date | :       01/2 | 37501
 |  |  |  |  |  |  | Run Time | :       17:0 | 0.2986111111111111
 | SWAP | [NAME] | SUB TOTAL | OPTION | [NAME] | SUB TOTAL | TOTAL | MW HOURS | TOTAL |  | OPTION | GAMMA/VEGA
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Del Month | Peak | [NAME] | MW Hours | Peak | [NAME] | MW Hours | Peak | [NAME] | MW Hours | Peak | [NAME] | Total | Peak | [NAME] | Total | Price | Price | Basis | Basis | Total | Total
MM/DD/YY | [NAME] | [NAME] | [NAME] | [NAME] | [NAME] | [NAME] | [NAME] | [NAME] | [NAME] | Gamma | Gamma | Gamma | Vega | Vega | Vega | MTM P/L | DlyChange | MTM P/L | DlyChange | MTM P/L | DlyChange
--------- | ----------- | ----------- | ------------ | ------------- | ----------- | ------------ | ------------- | ----------- | ------------- | ------------ | --------- | ----------- | ----------- | --------- | ----------- | ------------- | ---------- | ------------ | ---------- | ------------- | -----------
2001-12-01 00:00:00 | -3191 | -3749 | -6939 | -3764 | -920 | -4685 | -6955 | -4669 | -11624 | -243 | -325 | -568 | -3729 | -6179 | -9909 | -33316 | -2905 | 0 | 0 | -33316 | -2905
2002-01-01 00:00:00 | 0 | 0 | 0 | -4893 | -3827 | -8720 | -4893 | -3827 | -8720 | -10 | -413 | -423 | -940 | -16121 | -17062 | -83669 | 2209 | 0 | 0 | -83669 | 2209
2002-02-01 00:00:00 | 0 | 0 | 0 | -4403 | -3505 | -7908 | -4403 | -3505 | -7908 | -20 | -348 | -367 | -2773 | -20406 | -23179 | -77608 | 1970 | 0 | 0 | -77608 | 1970
2002-03-01 00:00:00 | 0 | 0 | 0 | -2942 | -1718 | -4659 | -2942 | -1718 | -4659 | -75 | -355 | -431 | -12643 | -21085 | -33728 | -35683 | 1437 | 0 | 0 | -35683 | 1437
2002-04-01 00:00:00 | 0 | 0 | 0 | -3091 | -1300 | -4391 | -3091 | -1300 | -4391 | -79 | -291 | -369 | -14642 | -18946 | -33589 | -35390 | 1525 | 0 | 0 | -35390 | 1525
2002-05-01 00:00:00 | 0 | 0 | 0 | -3116 | -1466 | -4582 | -3116 | -1466 | -4582 | -70 | -269 | -338 | -15663 | -20769 | -36431 | -39361 | 4057 | 0 | 0 | -39361 | 4057
2002-06-01 00:00:00 | 0 | 0 | 0 | -2980 | -1626 | -4606 | -2980 | -1626 | -4606 | -29 | -216 | -245 | -11367 | -21774 | -33142 | -57051 | 1440 | 0 | 0 | -57051 | 1440
2002-07-01 00:00:00 | 0 | 0 | 0 | -3453 | -2062 | -5516 | -3453 | -2062 | -5516 | -4 | -206 | -210 | -2573 | -25134 | -27707 | -105512 | -204 | 0 | 0 | -105512 | -204
2002-08-01 00:00:00 | 0 | 0 | 0 | -3438 | -2338 | -5776 | -3438 | -2338 | -5776 | -5 | -180 | -185 | -3607 | -27281 | -30888 | -111101 | -228 | 0 | 0 | -111101 | -228
2002-09-01 00:00:00 | 0 | 0 | 0 | -2665 | -1309 | -3973 | -2665 | -1309 | -3973 | -73 | -261 | -334 | -23263 | -27753 | -51016 | -33103 | 626 | 0 | 0 | -33103 | 626
2002-10-01 00:00:00 | 0 | 0 | 0 | -3119 | -1143 | -4262 | -3119 | -1143 | -4262 | -85 | -297 | -382 | -25874 | -28989 | -54863 | -34650 | 733 | 0 | 0 | -34650 | 733
2002-11-01 00:00:00 | 0 | 0 | 0 | -4610 | -2408 | -7018 | -4610 | -2408 | -7018 | -142 | -440 | -583 | -51235 | -57159 | -108394 | -57579 | 1080 | 0 | 0 | -57579 | 1080
2002-12-01 00:00:00 | 0 | 0 | 0 | -4792 | -2121 | -6913 | -4792 | -2121 | -6913 | -147 | -455 | -602 | -57085 | -58680 | -115765 | -57391 | 1120 | 0 | 0 | -57391 | 1120
2003-01-01 00:00:00 | 0 | 0 | 0 | -5451 | -4213 | -9664 | -5451 | -4213 | -9664 | -77 | -366 | -443 | -52492 | -74408 | -126899 | -114774 | 1364 | 0 | 0 | -114774 | 1364
2003-02-01 00:00:00 | 0 | 0 | 0 | -4907 | -3879 | -8786 | -4907 | -3879 | -8786 | -69 | -328 | -398 | -51073 | -72089 | -123162 | -105787 | 1221 | 0 | 0 | -105787 | 1221
2003-03-01 00:00:00 | 0 | 0 | 0 | -3339 | -2874 | -6213 | -3339 | -2874 | -6213 | -107 | -355 | -461 | -47855 | -64765 | -112619 | -47959 | 842 | 0 | 0 | -47959 | 842
2003-04-01 00:00:00 | 0 | 0 | 0 | -3448 | -1768 | -5216 | -3448 | -1768 | -5216 | -107 | -309 | -417 | -52789 | -51365 | -104154 | -44789 | 866 | 0 | 0 | -44789 | 866
2003-05-01 00:00:00 | 0 | 0 | 0 | -3315 | -2036 | -5351 | -3315 | -2036 | -5351 | -96 | -302 | -398 | -51271 | -55676 | -106947 | -47755 | 827 | 0 | 0 | -47755 | 827
2003-06-01 00:00:00 | 0 | 0 | 0 | -3596 | -2202 | -5798 | -3596 | -2202 | -5798 | -66 | -271 | -336 | -44837 | -54780 | -99617 | -63670 | -23 | 0 | 0 | -63670 | -23
2003-07-01 00:00:00 | 0 | 0 | 0 | -4170 | -2775 | -6945 | -4170 | -2775 | -6945 | -24 | -272 | -296 | -24764 | -56481 | -81245 | -109505 | -68 | 0 | 0 | -109505 | -68
2003-08-01 00:00:00 | 0 | 0 | 0 | -3952 | -2994 | -6946 | -3952 | -2994 | -6946 | -24 | -255 | -278 | -25505 | -58340 | -83844 | -110867 | -75 | 0 | 0 | -110867 | -75
2003-09-01 00:00:00 | 0 | 0 | 0 | -3246 | -1436 | -4682 | -3246 | -1436 | -4682 | -114 | -291 | -405 | -55130 | -50022 | -105152 | -37031 | -16 | 0 | 0 | -37031 | -16
2003-10-01 00:00:00 | 0 | 0 | 0 | -3673 | -1084 | -4757 | -3673 | -1084 | -4757 | -108 | -264 | -372 | -58395 | -43036 | -101431 | -42805 | -24 | 0 | 0 | -42805 | -24
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Total: | -3191 | -3749 | -6939 | -86361 | -51005 | -137366 | -89552 | -54754 | -144305 | -1772 | -7068 | -8840 | -689503 | -931238 | -1620742 | -1486356 | 17773 | 0 | 0 | -1486356 | 17773
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