Spreadsheet: larry_campbell__21462__Gas021800
Sheet: SummaryMTM

 |  | .
 |  |  | Summary of Changes in Retail Gas Positions
 |  |  | Report Date: | 2000-02-22 00:00:00
 |  |  | Current Curve : | 2000-02-18 00:00:00 |  | Run Type: | Daily Run |  |  |  |  | 5. |  |  |  |  |  | Sales Origination (Contract-to-Offer) ($)
 |  |  | Prior Curve : | 2000-02-17 00:00:00 |  | Portfolio: | Total Gas Portfolio |  |  | Region |  | Comm/Ind |  | Major Accounts |  | Solution Sales |  | Daily Total |  | Month-to-Date |  | Quarter-to-Date |  | Year-to-Date
 |  |  |  |  |  |  |  |  |  | Central |  | 0 |  | 0 |  | 0 |  | 0 |  | 21409.297775 |  | 75592.417571 |  | 75592.417571
 |  |  |  |  |  |  |  |  |  | East |  | -47578.58 |  | 0 |  | 0 |  | -47578.58 |  | 112490.98559 |  | 319101.040848 |  | 319101.040848
 |  |  |  |  |  |  |  |  |  | West |  | 0 |  | 0 |  | 0 |  | 0 |  | 100302.895797 |  | 174376.89867 |  | 174376.89867
 |  |  |  |  |  |  |  |  |  | Other |  | 0 |  | 0 |  | 0 |  | 0 |  | 3137.58 |  | 47874.73 |  | 47874.73
 |  |  |  |  |  |  |  |  |  | Total |  | -47578.58 |  | 0 |  | 0 |  | -47578.58 |  | 237340.759162 |  | 616945.0870889999 |  | 616945.0870889999
 |  |  |  | 1.        Summary of Changes in Portfolio :  Mid Market ($) |  |  |  |  |  |  |  | 3 a. |  |  | Theoretical Sensitivity (Positions) |  |  |  |  |  |  |  |  | 4. Value-at-Risk ($)
 |  |  |  | Current |  | Prior |  | Change |  |  |  |  | Current |  |  |  | Prior
 |  |  | Gas Book |  |  |  |  |  |  | Curve Change |  | Swap |  | Option |  | Swap |  | Option |  | Change |  | Current Day |  | -216760
 |  |  | Nymex Swaps | 1362262.549381 |  | 1366993.902476 |  | -4731.353094999911 |  | Nymex ($1/MMBtu) |  | -2289412.98807 |  | -74373.289978 |  | -2387936.428551 |  | -69772.05926 |  | 93922.20976300024 |  | Prior Day |  | -216760.0378081097
 |  |  | Nymex Options | 30776.666036 |  | 29156.258429 |  | 1620.407606999997 |  | Basis ($1/MMBtu) |  | -2774999.440912 |  | 0 |  | -3045852.503416 |  | 0 |  | 270853.062504 |  | Change |  | 0
 |  |  | Basis | 2033522.581067 |  | 2027629.058818 |  | 5893.522249000147 |  | Index ($1/MMBtu) |  | -127197520.732726 |  | 0 |  | -126195795.47194 |  | 0 |  | -1001725.260785997
 |  |  | Premium | 913703.653905 |  | 913962.933031 |  | -259.2791260000085 |  | Fuel (+1%) |  | -3400844.61759008 |  | 0 |  | -3385890.33490999 |  | 0 |  | -14954.28268009005
 |  |  | Transport | 126702.217676 |  | 127570.177126 |  | -867.9594499999948 |  | Transport ($1/MMBtu) |  | -123633265.329862 |  | 0 |  | -122639424.58651 |  | 0 |  | -993840.743351996
 |  |  | Special | -604648.048503 |  | -593553.128826 |  | -11094.91967700003 |  | Special ($1/MMBtu) |  | -157081695.376331 |  | 0 |  | -156012810.288662 |  | 0 |  | -1068885.087669015
 |  |  | Fuel Crv & % | -336521.805542 |  | -360505.330413 |  | 23983.52487100003 |  | Gamma |  | 0 |  | 170948.691153 |  | 0 |  | 146764.013646 |  | 24184.67750699999
 |  |  | Distriibution | -1206.696394 |  | -1114.717687 |  | -91.97870699999999 |  | Vega (+1%) |  | 0 |  | 43586.473313 |  | 0 |  | 46997.968217 |  | -3411.494903999999
 |  |  | Margin | 26276482.502021 |  | 26280617.678617 |  | -4135.176596000791 |  | Theta (+1 Day) |  | 5514.604718 |  | -251.380391 |  | 5525.88478 |  | -248.461704 |  | -14.19874900000042
 |  |  | Totals | 29801073.619647 |  | 29790756.831571 |  | 10316.78807599944 |  | Rho (+1%) |  | -715955.32235449 |  | -91.01485733 |  | -714094.19041894 |  | -87.60220414999999 |  | -1864.544588730027
 |  |  |  |  |  |  |  |  |  |  |  | 3 b. |  |  | LDC Tariff Sensitivity (Positions)
 |  |  | Transaction Charges |  |  |  |  |  |  |  |  |  | Current |  |  |  | Prior
 |  |  | Suspensed | 0 |  | 0 |  | 0 |  |  |  | Swap |  | Option |  | Swap |  | Option |  | Change
 |  |  | Metering | 0 |  | 0 |  | 0
 |  |  | Operations | 0 |  | 0 |  | 0 |  | Distribution ($1/Mmbtu) |  | -32056527.658595 |  | 0 |  | -31985542.091655 |  | 0 |  | -70985.56693999842
 |  |  | Projects (EAM) | 0 |  | 0 |  | 0 |  | IntraST Trans ($1/Mmbtu) |  | -29283137.015204 |  | 0 |  | -29218314.000302 |  | 0 |  | -64823.01490199938
 |  |  | Services (FM) | 0 |  | 0 |  | 0 |  | CTC ($1/MMBtu) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  | Structured Finance | 0 |  | 0 |  | 0
 |  |  | [NAME] | 0 |  | 0 |  | 0
 |  |  | Credit | 0 |  | 0 |  | 0
 |  |  | Consumption | 0 |  | 0 |  | 0
 |  |  | Gas MTM | 29801073.619647 |  | 29790756.831571 |  | 10316.78807600215
 |  |  | Price Prudency | -705656.0864567757 |  | -707136.9360453007 |  | 1480.849588525016
 |  |  | Regulatory Prudency | -578739.71 |  | -578739.71 |  | 0
 |  |  | System Conversion Reserve | -3.825552994385362e-06 |  | -3.825552994385362e-06 |  | 0
 |  |  | Net Gas Book Value | 28516677.8231864 |  | 28504880.18552187 |  | 11797.63766452446
 |  |  |  | 2. | Summary of Prior-to-Current Mid-Market Changes ($)
 |  |  |  | 2 a. |  | Delta (Curve Shift) |  |  |  | 2 b. | Other Changes
 |  |  |  | Swap |  | Option |  | Total |  | Gamma |  | Vega |  | Theta |  | Rho |  | New Deals |  | Liquidations |  | 2nd Order
 |  |  | Nymex | 14265.138238 |  | 2158.420377 |  | 16423.558615 |  | 80.803167 |  |  |  | - |  | - |  | 2027.345345 |  | 0 |  | -
 |  |  | Basis | 3216.747609 |  | 0 |  | 3216.747609 |  | 0 |  |  |  | - |  | - |  | 47.249258 |  | 0 |  | -
 |  |  | Index | -118.570121 |  | 0 |  | -118.570121 |  | 0 |  |  |  | - |  | - |  | -0.559369 |  | 0 |  | -
 |  |  | Transport | -0.000277 |  | 0 |  | -0.000277 |  | 0 |  |  |  | - |  | - |  | 0 |  | 0 |  | -
 |  |  | Fuel % | -0.000277 |  | 0 |  | -0.000277 |  | 0 |  |  |  | - |  | - |  | 2.533205 |  | 0 |  | -
 |  |  | Special | -10395.848463 |  | 0 |  | -10395.848463 |  | 0 |  |  |  | - |  | - |  | -4.232172 |  | 0 |  | -
 |  |  |  | 6967.466708999998 |  | 2158.420377 |  | 9125.887085999999 |  | 80.803167 |  |  |  | - |  | - |  | 2072.336267 |  | 0 |  | -
 |  |  | LDC Changes
 |  |  | Distribution ($1/Mmbtu) | -0.000277 |  | 0 |  | -0.000277 |  |  |  |  |  | - |  | - |  |  |  |  |  | -
 |  |  | IntraST Trans ($1/Mmbtu) | -0.000277 |  | 0 |  | -0.000277 |  |  |  |  |  | - |  | - |  |  |  |  |  | -
 |  |  |  | -0.000554 |  | 0 |  | -0.000554 |  |  |  |  |  | - |  | - |  |  |  |  |  | -
 |  |  |  |  |  | Total Change |  | Delta |  | Gamma |  | Vega |  | Theta |  | Rho |  | New Deals |  | Liquidations |  | 2nd Order
 |  |  |  |  |  | 10316.78807599944 |  | 9125.886531999999 |  | 80.803167 |  | -353.85942 |  | 5272.027806999999 |  | 28964.080768 |  | -32775.081699 |  | 0 |  | 2.9309209994517
 |  |  |  | 2 c. |  | Summary of Transaction Changes ($)
 |  |  |  | Totals |  | Rho |  | New Deals |  | Liquidations |  | 2nd Order
 |  |  | Suspensed | 0 |  | 0 |  |  |  | 0
 |  |  | Metering | 0 |  | 0 |  |  |  | 0
 |  |  | Operations | 0 |  | 0 |  |  |  | 0
 |  |  | Projects (EAM) | 0 |  | 0 |  |  |  | 0
 |  |  | Services (FM) | 0 |  | 0 |  |  |  | 0
 |  |  | Structured Finance | 0 |  | 0 |  |  |  | 0
 |  |  | [NAME] | 0 |  | 0 |  |  |  | 0
 |  |  | Credit | 0 |  | 0 |  |  |  | 0
 |  |  | Consumption | 0 |  | 0 |  |  |  | 0
 |  |  | Totals | 0 |  | 0 |  | 0 |  | 0 |  | 0