Spreadsheet: robin_rodrigue__33289__ngpl_0112
Sheet: Daily

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENRON CAPITAL & TRADE RESOURCES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY NATURAL GAS P&L STATEMENT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ($ in Thousands)
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-01-12 00:00:00
 |  |  |  |  |  |  |  |  |  | HIDE |  | HIDE |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE | HIDE | HIDE |  |  |  |  |  | HIDE | HIDE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Firm Trading | Firm Trading |  |  |  |  |  |  | US |  |  |  | Hub | Texas | East | West | Pipe |  |  |  | US | US TOTAL | Canadian | Canadian Gas | Canadian Gas | Canadian | Canadian | Canadian | Canada | Denver | Denver |  | Gas | Other
 |  |  |  |  |  | EAST | VNG | CENT | CHICAGO | ARUBA | TEXAS | WEST |  | Transport |  | TRANSPORT | TOTAL |  | EAST | NY | CENT | CENT | TEXAS | TEXAS | GD OPTION | WEST | FT-Nwest | MGMT-West | TOTAL | Natural Gas | NYMEX | MGMT. | Gas | Gas | Gas | Gas | Options | Storage | Exec Spec | ST-Upstream | TOTAL | CASH, FIRM | Gas (C4) | (C4) | (C4) | Gas | GAu | Gas | Short Term | Firm | Cash | CCT | Exec. | TOTAL |  | TOTAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cash |  |  |  |  |  |  |  |  |  |  |  | Firm | Price |  |  | Daily | Daily | Daily | Daily |  |  |  |  | FINANCIAL | FINANCIAL | (Can$) | (US$) | (US$) | Firm | Total (US$) | Total (US$) |  |  |  |  |  |  |  | GAS (in US$)
TRADER |  |  |  |  |  | [NAME] | Hendrickson | Shively | [NAME] |  | Martin | [NAME] |  |  |  | [NAME] |  |  | Brawner | McKay | Sturm | Menear | McClendon | Richardson | Keavey | Holst | Ermis | [NAME] |  |  | [NAME] | [NAME] | Keavey | Metz | Mullholland | [NAME] | May | Schwieger | Shankman |  |  |  | Mckay |  | McKay & Lambie |  | Mckay | Disturnal | Mckay | Lucci | Lucci | [NAME] | Hannon
ORIGINATIONS |  |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
PHYSICAL TRADING:
 |  | INTRAMONTH HEDGE MANAGEMENT |  |  |  | #REF! |  | #REF! |  |  | -1694.043838709678 | 7348.057870000001 |  |  |  |  | #REF!
 |  | TRANSPORT |  |  |  | -1160.866 |  | 3182.859093438741 |  |  | 0 | -25408.44282 |  | 0 |  |  | -23386.44972656126
 |  | OMICRON |  |  |  | 7.35 |  | -2.836 |  |  | 0 | 0 |  |  |  |  | 4.513999999999999
 |  | STORAGE |  |  |  | 63.87800480000302 |  | 0 |  |  | 0 | 0 |  |  |  |  | 63.87800480000302
 |  | CASH DESK RESERVE |  |  |  | #REF! |  | 0 |  |  | 120 | 0 |  |  |  |  | #REF!
 |  | MID-MKT ORIGINATIONS |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 35.46450000000001
 |  | AFFILIATE DEMAND CHARGE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | TOTAL PHYSICAL TRADING P/L |  |  |  |  | #REF! |  | #REF! |  |  | -1574.043838709678 | -18060.38495 |  | 0 |  |  | #REF!
FINANCIAL TRADING:
 |  | OPTIONS [NAME]
 |  | FINANCIAL HEDGE MANAGEMENT |  |  |  | -21.48153 |  | #REF! |  |  | 1425.121 | 2977.183 |  | 0 |  |  | #REF! |  | -24.22424020002074
 |  | CHANGE IN PRICE PRUDENCE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN OTHER |  |  |  | -0.03023319999999999 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | -0.03023319999999999 |  | -5.176659100000001
 | TOTAL FINANCIAL TRADING P/L |  |  |  |  | -21.5117632 |  | #REF! |  |  | 1425.121 | 2977.183 |  | 0 |  |  | #REF! |  | -29.40089930002074
CANADIAN P/L W/O TRANS SHIFT IN US$
TRANSLATION SHIFT IN US$ (memo)
CANADIAN P/L NET OF TRANS SHIFT IN US$
TOTAL MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -148.9228387096775 | -15083.20195 |  | 0 |  |  | #REF! |  | 6.063600699979268
 | ABOVE MKT ASSET TRANSFER |  |  |  |  | #REF! |  | 0 |  |  | 0 | 0 |  | 0 |  |  | #REF!
 | ENTEX OVERBURN/UNDERBURN |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 | AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
NET MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -148.9228387096775 | -15083.20195 |  | 0 |  |  | #REF! |  | 6.063600699979268
NET MTD GAS TRADING |  |  |  |  |  | #REF! |  | #REF! |  |  | -148.9228387096775 | -15083.20195 |  | 0 | 0 |  | #REF! |  | -29.40089930002074
DAILY CHANGE
PHYSICAL TRADING
 |  | CHANGE IN ACCRUED |  |  |  | -494.9219365000003 | 0 | -356.9096529965374 | -45.69025 | 0 | 89.44932943505049 | 0 |  |  |  |  | -808.0725100614873 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -171.6931242901944 |  |  |  |  | -171.6931242901944 | -979.7656343516817 |  |  |  |  |  |  | 599.2344012179216 |  | 55.83841688799556 |  |  | 655.0728181059171 |  | -324.6928162457646
 |  | CHANGE IN AFF DEMAN CHARGE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN MTM |  |  |  | -460.698 | 0 | -1960.344196507232 | -430.92 | 0 | 26.22219354838692 | 0 |  |  |  |  | -2825.740002958845 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1648.529008299761 |  |  |  |  | -1648.529008299761 | -4474.269011258606 |  |  |  |  |  |  | 1206.773938415983 |  | 617.839 |  |  | 1824.612938415983 |  | -2649.656072842623
 |  | OTHER CHANGES |  |  |  | 0 | 0 | 0 | 5.4845 | 0 | 0 | 0 |  | 0 |  |  | 5.4845 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 5.4845 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 5.4845
 |  | PHYSICAL TRADING P/L |  |  |  | -955.6199365000002 | 0 | -2317.253849503769 | -471.12575 | 0 | 115.6715229834374 | 0 |  | 0 |  |  | -3628.328013020332 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1820.222132589956 |  |  |  |  | -1820.222132589956 | -5448.550145610288 |  |  |  |  |  |  | 1806.008339633905 |  | 673.6774168879956 |  |  | 2479.6857565219 |  | -2968.864389088387
TRANSPORT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 207.145 | 0 | 684.8574171922619 | 13.385 | 0 | 150.083064516129 | 0 |  |  |  |  | 1055.470481708391 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 371.3198949999884 |  |  |  |  | 371.3198949999884 | 1426.790376708379 |  |  |  |  |  |  | 0 |  | 29.615 |  |  | 29.615 |  | 1456.405376708379
 |  | TRANSPORT EXPENSE/REV. |  |  |  | -152.412 | 0 | -179.3336825088151 | -8.615 | 0 | -152.8498709677419 | 0 |  |  |  |  | -493.210553476557 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -124.30945193 |  |  |  |  | -124.30945193 | -617.520005406557 |  |  |  |  |  |  | 0 |  | 2.518387096774197 |  |  | 2.518387096774197 |  | -615.0016183097828
 |  | DEMAND CHARGES/REIMBURSEMENTS |  |  |  | -66.87348387096765 | 0 | -35.45024161290315 | -9.04 | 0 | 0 | 0 |  |  |  |  | -111.3637254838708 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -38.7430587096775 |  |  |  |  | -38.7430587096775 | -150.1067841935483 |  |  |  |  |  |  | 0 |  | 1.491571310907602e-13 |  |  | 1.491571310907602e-13 |  | -150.1067841935481
 |  | NET ACCRUAL |  |  |  | -12.14048387096764 | 0 | 470.0734930705436 | -4.27 | 0 | -2.766806451612894 | 0 |  |  |  |  | 450.8962027479632 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 208.2673843603109 |  |  |  |  | 208.2673843603109 | 659.1635871082741 |  |  |  |  |  |  | 0 |  | 32.13338709677434 |  |  | 32.13338709677434 |  | 691.2969742050485
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 629.755 | 0 | 1426.965821922548 | -51.173 | 0 | 194.4489354838709 | 0 |  |  |  |  | 2199.996757406419 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 178.0769750000029 |  |  |  |  | 178.0769750000029 | 2378.073732406421 |  |  |  |  |  |  | 0 |  | -251.708 |  |  | -251.708 |  | 2126.365732406421
 |  | CONTRACTED TRANSPORT EXP/REV. |  |  |  | -60.083 | 0 | 213.8836286027329 | 26.845 | 0 | -179.6931290322578 | 0 |  |  |  |  | 0.9524995704750836 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 98.0049856000001 |  |  |  |  | 98.0049856000001 | 98.95748517047518 |  |  |  |  |  |  | 0 |  | 25.82761290322582 |  |  | 25.82761290322582 |  | 124.785098073701
 |  | EST. RESIDUAL TRANSPORT EXP/REV. |  |  |  | 66.87348387096822 | 0 | 35.45024161290367 | 9.04 | 0 | 0 | 0 |  |  |  |  | 111.3637254838719 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 44.68505870967755 |  |  |  |  | 44.68505870967755 | 156.0487841935494 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 156.0487841935494
 |  | CAPACITY HEDGES - PRICE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - BASIS |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - INDEX |  |  |  | 0 | 0 | 0 |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -41.248 |  |  |  |  | -41.248
 |  | LONG-TERM TRANSPORT |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | LONG-TERM TRANSPORT HEDGES |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | LONG-TERM TRANSPORT MANAGED BY INTRAMONTH |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -2844.517 |  |  |  |  | -2844.517 | -2844.517 |  |  |  |  |  |  |  |  |  |  |  | 0 |  | -2844.517
 |  | INTRA-MONTH TRANSPORT HEDGES |  |  |  | 0 | 0 | 17.255 | 0 |  |  | 0 |  |  |  |  | 17.255 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 17.255 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 17.255
 |  | NET MTM |  |  |  | 636.5454838709683 | 0 | 1693.554692138184 | -15.288 | 0 | 14.7558064516131 | 0 |  | 0 |  |  | 2329.567982460766 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -2564.997980690319 |  |  |  |  | -2564.997980690319 | -235.4299982295538 |  |  |  |  |  |  | 0 |  | -225.8803870967742 |  |  | -225.8803870967742 |  | -420.0623853263279
 |  | DAILY TRANSPORT P/L |  |  |  | 624.4050000000007 | 0 | 2163.628185208728 | -19.558 | 0 | 11.9890000000002 | 0 |  | 0 |  |  | 2780.464185208729 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -2356.730596330009 |  |  |  |  | -2356.730596330009 | 423.7335888787202 |  |  |  |  |  |  | 0 |  | -193.7469999999998 |  |  | -193.7469999999998 |  | 229.9865888787203
OMICRON |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  | 0
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE (In CPR) |  |  |  | 0 | 0 | 15.997 | 0 | 0 | 0 | 0 |  |  |  |  | 15.997 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 15.997 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 15.997
 |  | OPTION MTM VALUE (In CPR) |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET PHYSICAL P&L |  |  |  | 0 | 0 | 15.997 | 0 | 0 | 0 | 0 |  |  |  |  | 15.997 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 15.997 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 15.997
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE |  |  |  | 0 | 0 | -15.975 | 0 | 0 | 0 | 0 |  |  |  |  | -15.975 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -15.975 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -15.975
 |  | OPTION MTM VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET FINANCIAL P&L |  |  |  | 0 | 0 | -15.975 | 0 | 0 | 0 | 0 |  |  |  |  | -15.975 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -15.975 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -15.975
 |  | NET OMICRON P/L |  |  |  | 0 | 0 | 0.02200000000000024 | 0 | 0 | 0 | 0 |  |  |  |  | 0.02200000000000024 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0.02200000000000024 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0.02200000000000024
STORAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | [NAME], FUEL, AND ROYALTIES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | NET ACCRUAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | PRICE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | BASIS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | DEMAND CHARGES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | 3RD PARTY REVENUE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  | PHYSICAL COMMITMENT INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
DAILY STORAGE P/L |  |  |  |  |  | -5.997063099995255 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | -5.997063099995255 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | -5.997063099995255 |  |  |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -5.997063099995255
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | #REF! | #REF!
CASH DESK RESERVE |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
ENTEX OVERBURN/UNDERBURN |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
FINANCIAL HEDGE MANAGEMENT
 |  | HEDGE MANAGEMENT:
 |  | NEW DEALS |  |  |  | -428.1854524 | 0 | -30.86671999999979 | -0.1599999999998545 | 0 | -237.9140276 | 0 |  | 0 |  | 8.2726488 | -688.8535511999997 |  | -117.1749979 | 105.9742645 | 0 | 23.1 | 54.03766220000001 | 0 |  | 7871.132000000001 | 0 | -235.3626691000001 | 7701.7062597 | 3287.62794 | 3287.62794 | 0 | 718.0619952999998 | 366.7772993 | 0 | -802.6622841 | -8.754486000000062 | -124.4662424999999 | 0 | 0 | 3436.584221999999 | 10449.4369305 | 355.957 | 237.3613534874995 | -117.9488352981467 | 0 | -117.9488352981467 | 355.3101887856461 |  | -1.674433799999999 | 0 | 0 |  | 235.6869196874995 |  | 10685.1238501875
 |  | CHANGE IN PRICE |  |  |  | -1126.149173 | 0 | 2533.103843500008 | 405.6732322000016 | 0 | 106.4419146000145 | 0 |  | 0 |  | -159.752957 | 1759.316860300024 |  | 38.94565299999994 | -151.1113971999998 | 0 | 16.3 | 249.1928634 | 0 |  | 1369.4347879 | 584.0364109999999 | -136.2125598999999 | 1970.5857582 | 8315.583929999997 | 8315.583929999997 | 0 | -23.80358050000016 | 984.781343899997 | 0 | -657.9085453000004 | -6302.548874199998 | 131.7002457000007 | 0 | 0 | 2447.804519599996 | 6177.707138100021 | 3385.029 | 2257.475118843277 | 467.9542438899825 | -0.001 | 467.9532438899825 | 1789.520874953294 | -341.5973125878689 | 42.64873669999998 | 0 | 0 |  | 1958.525542955408 |  | 8136.232681055429
 |  | CHANGE IN BASIS PRICE |  |  |  | -116.2926938999999 | 0 | -604.7553142000013 | 28.73323060000001 | 0 | -234.2638339 | 0 |  | 0 |  | -52.46322399999999 | -979.0418354000011 |  | 143.1076994000004 | 1183.7117838 | 0 | 19.291 | -9.5316109 | 2.4e-06 |  | -8376.789604000001 | -4364.5107564 | -6588.9086512 | -17993.6301369 | 0 | 0 | 0 | -56.09749510000024 | 465.2798013 | 0 | -10233.32178619999 | 4782.852708599998 | -0.07609470000002076 | 0 | 0 | -5041.362866099997 | -24014.0348384 | -1594.667 | -1063.370629902121 | 128.8314147700365 | 0 | 128.8314147700365 | -1192.202044672157 | 0 | -114.3881318999995 | 0 | 0 |  | -1177.75876180212 |  | -25191.79360020212
 |  | CHANGE IN INDEX PRICE |  |  |  | 263.3772287000003 | 0 | 57.60349750000126 | 0.7667623000000604 | 0 | -41.3125 |  |  | 0 |  | 0 | 280.4349885000016 |  | 0 | -0.4581625000000058 | 0 | -69.811 | 0 | 0 |  | 0 | 0 | 0 | -70.26916250000001 | 0 | 0 | 0 | 0 | 0 | 0 | -344.8975 | 0 | 0 | 0 | 0 | -344.8975 | -134.7316739999982 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | -134.7316739999982
 |  | CHANGE IN GAS DAILY PRICE |  |  |  | 1170.587730599999 | 0 | 565.4404322000004 | 55.26596500000031 | 0 | 94.015 |  |  | 0 |  | 0 | 1885.3091278 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 112.3549918999998 | 161.1690020000003 | 0 | 0 | 0 | 0 | 0 | 0 | 273.5239939000001 | 2158.8331217 | 0 | 0 | 0 | 0 | 0 | 0 | -595.7070947630035 | 0 | 57.953 | 0 |  | -537.7540947630035 |  | 1621.079026936997
 |  | CHANGE IN WEATHER HEDGE MANAGEMENT |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
 |  | CHANGE IN FOREIGN CURRENCY |  |  |  |  |  |  | 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 | -1223.97 | -816.1073138398234 | 170.8133137736104 | 0 | 170.8133137736104 | -986.9206276134338 |  | 0 |  | 0 |  | -816.1073138398234 |  | -816.1073138398234
 |  | GAMMA |  |  |  | 0 | 0 | -9.2850535 | 0 |  | 0.0217636 | 0 |  | 0 |  | -0.3223508999999994 | -9.5856408 |  | 0 | 1.080000000001746e-05 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 1.080000000001746e-05 | -1191.68605 | -1191.68605 | 0 | 10.70137230000005 | 0 | 0 | 0 | -240.6977382000001 | 0.008585599999999886 | 0 | 0 | -1421.6738303 | -1431.2594603 | -70.705 | -47.14081010465385 | -0.001333450536868789 | 0 | -0.001333450536868789 | -47.13947665411698 |  | 0 |  | 0 |  | -47.14081010465385 |  | -1478.400270404654
 |  | VEGA |  |  |  | 0 | 0 | -42.534384 | 0 |  | -0.0382032 | 0 |  | 0 |  | 6.396204100000002 | -36.1763831 |  | 0 | 0.0302722 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.0302722 | -341.06565 | -341.06565 | 0 | -110.7504916 | 0 | 0 | 0 | 1043.3678704 | 0 | 0 | 0 | 591.5517287999999 | 555.4056178999999 | 127.658 | 85.14802843779701 | 0.001334002231553009 | 0 | 0.001334002231553009 | 85.14669443556545 |  | 0 |  | 0 |  | 85.14802843779701 |  | 640.553646337797
 |  | THETA |  |  |  | 0 | 0 | -0.7233326 | 0 |  | 0.004199400000000001 | 0 |  | 0 |  | 0.8903630999999986 | 0.1712298999999986 |  | 0 | 0.02829079999999999 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.02829079999999999 | -125.91866 | -125.91866 | 0 | -71.62841750000007 | 0 | 0 | 0 | -168.2400207999999 | 0 | 0 | 0 | -365.7870983 | -365.5875776 | 47.721 | 31.83028263911122 | 0.008004094458819696 | 0 | 0.008004094458819696 | 31.8222785446524 |  | 0 |  | 0 |  | 31.83028263911122 |  | -333.7572949608888
 |  | OPTIONS VARIANCE |  |  |  | 0 |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 14.6654019 | 0 | 0 | 0 | 0 | 0 | 0 |  | 14.6654019 | 14.6654019 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  | 14.6654019
 |  | BROKER  FEES |  |  |  | 0 | 0 | -1 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | -1 |  | -0.038 | -1.338 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -1.376 | -38.946 | -38.946 | 0 | 0 | 0 | 0 | 0 | -6 | 0 | 0 | 0 | -44.946 | -47.322 | 0 | -0.0009925401209020493 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | -47.322
 |  | TOTAL HEDGE MANAGEMENT |  |  |  | -236.6623600000003 | 0 | 2466.982968900009 | 490.2791901000022 | 0 | -313.0456870999855 | 0 |  | 0 |  | -196.9793159 | 2210.574796000025 |  | 64.84035450000037 | 1136.8370624 | 0 | -11.12 | 293.6989147 | 2.4e-06 | 0 | 863.7771838999979 | -3780.4743454 | -6960.4838802 | -8392.924707699998 | 9905.595509999997 | 9905.595509999997 | 0 | 593.503776699999 | 1978.007446499997 | 0 | -12038.79011559999 | -900.0205402000001 | 7.166494100000736 | 0 | 0 | -454.537428499998 | -6636.887340199973 | 1027.023 | 685.1950370209657 | 649.6581417816362 | -0.001 | 649.6571417816363 | 35.53788777945034 | -937.3044073508725 | -73.41382899999947 | 57.953 | 0 | 0 | -267.5702067897856 |  | -6904.457546989759
CHANGE IN PRICE PRUDENCE |  |  |  |  |  | 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 | 0 |  | 0 |  | 0 | 0 | 0 |  | 0
OTHER CHANGES |  |  |  |  |  | 0.002623099999999999 | 0 | -6.933861499999986 | -0.03919979999999997 | 0 | 0.1132357000000005 | 0 |  | 0 |  | -0.06246810000000004 | -6.919670599999985 |  | 0.3456925999999999 | -0.4692932999999999 | 0 | -0.01898040000000002 | -0.01632970000000022 | 0 |  | 6.722 | -2.8069708 | -0.08824289999999968 | 3.667875500000001 | 0 | 0 | 0 | 0 | -0.2758572000000002 | 2.8e-06 | 0.3773025000000002 | 0 | 0 | 0 | 0 | 0.1014481 | -3.150346999999984 | 66.526 | 44.40547019300062 | 12.56417288643314 | 0.062 | 12.62617288643314 | 31.84129730656749 | -231.6489497063431 | 0.0180132999999999 |  | 0 | 0 | -187.1634662133424 |  | -190.3138132133424
CHANGE IN CASH ORIGINATIONS |  |  |  |  |  | 0 | 0 | 6.97 | 0 | 0 | 0 | 0 |  | 0 |  |  | 6.97 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 | 6.97 |  |  |  |  |  |  |  |  | 0 |  |  | 0 |  | 6.97
DAILY TRADING P/L & CASH ORIG |  |  |  |  |  | -573.8717364999951 | 0 | 2313.415443104967 | -0.443759699997821 | 0 | -185.2719284165479 | 0 | 0 | 0 | 0 | -197.041784 | 1356.786234488427 |  | 65.18604710000038 | 1136.3677691 | 0 | -11.1389804 | 293.682585 | 2.4e-06 | 0 | 870.4991838999979 | -3783.2813162 | -6960.572123100001 | -8389.256832199999 | 9905.595509999997 | 9905.595509999997 | 0 | 593.503776699999 | 1977.731589299997 | 2.8e-06 | -16215.36554201996 | -900.0205402000001 | 7.166494100000736 | 0 | 0 | -4631.388709319963 | -11663.85930703154 | 1093.549 | 729.6005072139664 | 662.2223146680693 | 0.061 | 662.2833146680694 | 67.37918508601783 | 637.0549825766891 | -73.39581569999946 | 537.8834168879957 | 0 | 0 | 1831.205083518772 |  | -9832.654223512765
AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 |  | 0
CHANGE IN ABOVE MARKET ASSET TRANSFER |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  | 0 | 0 |  |  |  |  |  |  | 0 | 0 |  |  |  | 0 |  | 0
DAILY TRADING P/L (excl. MM Orig.) |  |  |  |  |  | -573.8717364999951 | 0 | 2306.445443104968 | -0.443759699997821 | 0 | -185.2719284165479 | 0 | 0 | 0 | 0 | -197.041784 | 1349.816234488427 |  | 65.18604710000038 | 1136.3677691 | 0 | -11.1389804 | 293.682585 | 2.4e-06 | 0 | 870.4991838999979 | -3783.2813162 | -6960.572123100001 | -8389.256832199999 | 9905.595509999997 | 9905.595509999997 | 0 | 593.503776699999 | 1977.731589299997 | 2.8e-06 | -16215.36554201996 | -900.0205402000001 | 7.166494100000736 | 0 | 0 | -4631.388709319963 | -11663.85930703154 | 1093.549 | 729.6005072139664 | 662.2223146680693 | 0.061 | 662.2833146680694 | 67.37918508601783 | 637.0549825766891 | -73.39581569999946 | 537.8834168879957 | 0 | 0 | 1831.205083518772 |  | -9832.654223512765
CHANGE IN MM ORIG |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 80.62349999999998 |  | 0 | 0 |  | 0 | 0 | 0 |  |  | 80.62349999999998 | 80.62349999999998 | 0 | 0 | 0 |  | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 80.62349999999998
DAILY TRADING P/L and MM Orig |  |  |  |  |  | -573.8717364999951 | 0 | 2313.415443104967 | -0.443759699997821 | 0 | -185.2719284165479 | 0 | 0 | 0 | 0 | -197.041784 | 1356.786234488427 |  | 65.18604710000038 | 1136.3677691 | 0 | -11.1389804 | 293.682585 | 2.4e-06 | 0 | 870.4991838999979 | -3783.2813162 | -6960.572123100001 | -8389.256832199999 | 9905.595509999997 | 9986.219009999997 | 0 | 593.503776699999 | 1977.731589299997 | 2.8e-06 | -16215.36554201996 | -900.0205402000001 | 7.166494100000736 | 0 | 0 | -4550.765209319963 | -11583.23580703154 | 1093.549 | 729.6005072139664 | 662.2223146680693 | 0.061 | 662.2833146680694 | 67.37918508601783 | 637.0549825766891 | -73.39581569999946 | 537.8834168879957 | 0 | 0 | 1831.205083518772 |  | -9752.030723512766
TRANSLATION SHIFT IN US$
CANADIAN P/L NET OF TRANS SHIFT IN US$
CHANGE IN ORIGINATION |  |  |  |  |  |  | 0 |  | 0 | 0 |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 |  | 8.6 |  | 0 | 0 |  | 0 | 0 | 0 |  |  | 8.6 | 8.6 | 0 | 0 | 3.484615898017864 |  | 3.484615898017864 |  |  | 0 | 0 | 0 | 0 | 3.484615898017864 |  | 12.08461589801786
DAILY P/L |  |  |  |  |  | -573.8717364999951 | 0 | 2313.415443104967 | -0.443759699997821 | 0 | -185.2719284165479 | 0 | 0 | 0 | 0 | -197.041784 | 1356.786234488427 |  | 65.18604710000038 | 1136.3677691 | 0 | -11.1389804 | 293.682585 | 2.4e-06 | 0 | 870.4991838999979 | -3783.2813162 | -6960.572123100001 | -8389.256832199999 |  | 9994.819009999997 | 0 | 593.503776699999 | 1977.731589299997 | 2.8e-06 | -16215.36554201996 | -900.0205402000001 | 7.166494100000736 | 0 | 0 | -4542.165209319963 | -11574.63580703154 | 1093.549 | 729.6005072139664 | 665.7069305660872 | 0.061 | 665.7679305660872 | 67.37918508601783 | 637.0549825766891 | -73.39581569999946 | 537.8834168879957 | 0 | 0 | 1834.68969941679 |  | -9739.946107614747
TOTAL DAILY GAS TRADING P/L |  |  |  |  |  | -573.8717364999951 |  | 2313.415443104967 |  |  | -185.2719284165479 | 0 | 0 | 0 | 0 |  | 1356.786234488427 |  | 65.18604710000038 | 1136.3677691 | 0 |  |  |  | 0 | 870.4991838999979 |  | -6960.572123100001 | -8389.256832199999 | 0 | 9994.819009999997 |  | 593.503776699999 |  |  |  | -900.0205402000001 | 7.166494100000736 |  |  | -4542.165209319963 |  | 1093.549 | 729.6005072139664 | 665.7069305660872 | 0.061 | 665.7679305660872 | 67.37918508601783 | 637.0549825766891 |  | 537.8834168879957 |  | 0 | 1834.68969941679 |  | -9739.946107614747