Spreadsheet: robin_rodrigue__33239__Phillip e-mail
Sheet: Report

ENRON CAPITAL & TRADE RESOURCES
DAILY POSITION STATEMENT
RISK BOOKS
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL
 | Post ID:
[NAME])  (Million MMbtu)
Volatility Factor (d)
Net NPV Position
Price Equivalent Net NPV Position
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position
Gross Sales Position
Net Notional Position
Gross Purchases Position
Gross Sales Position
Net Notional Position
[NAME]  (in thousands)
Gross Book Balance
Prudence
Liquidated
LTD Gross Recognized Balance
Originated Transactions
Hedge management
New Deals
Change in Price
Change in Basis Price
Change in Index Price
Gamma
Change in Implied Volatility (Vega)
Theta
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees
Total Hedge Management
Change in Price Prudence
Other Changes
MTD Income (Loss)
Month to Date
Gross Book Balance (including Current Month Rho & Drift)
Current Month: Rho
Drift
Gross Book Balance (excluding Current Month Rho & Drift)
Prudence
Liquidated
Gross Recognized Balance
LTD Through December 31, 1999
Gross Recognized Balance |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Book Balance
Prudence
Liquidated
Gross Recognized Balance
Income (Loss) from Today's....
Originated Transactions
Hedge management
New Deals
Change in Price
Change in Basis Price
Change in Index Price
Gamma
Change in Implied Volatility (Vega)
Theta
Change in Time
Broker Fees
Total Hedge Management
Change in Price Prudence
Other Changes
Total Income (Loss)
LTD Gross recognized as of prior day |  | -94104681.6411 | 0.07770003378391266 | 81342809.33940002 | -0.02019999991171062 | -1332957.6406 | 0 | -1077281.5664 | -0.05189999984577298 | 2720471.1786 | 0 | -71632.5795 | 5.820766091346741e-11 | -436200.7457 | -9.313225746154785e-10 | 7454303.0944 | 0.01139999995939434 | -185705.6173 | 0 | -529745.3933 | 4.656612873077393e-10 | 1886154.638 |  | -49675 | -5.820766091346741e-11 | -288244.9566 | -9.313225746154785e-10 | 3123709.8143 | 0 | 116900 |  | 116619.5715
Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Hedge Management
Prior Day New Deals |  | 144620.2543 |  | 586477.1059 |  | -103074 |  | 0 |  | -102060.5403 |  | 0 |  | 0 |  | -43706.1971 |  | -7625 |  | -52054.18870000001 |  | 122270.0692 |  | 0 |  | 32408.2585 |  | 43854.7124 |  | -1450 |  | 0
Prior Day Change in Price |  | 17617978.3969 |  | 0 |  | 2900825.4764 |  | 0.0019 |  | 0 |  | 0 |  | 0.0001 |  | 0 |  | 319661.015 |  | 150486.9983 |  | 0 |  | 0 |  | 0.0001 |  | 0 |  | 1725 |  | 0
Prior Day Change in Basis Price |  | 0 |  | -44152353.0447 |  | 0 |  | 0 |  | -1408940.8086 |  | 0 |  | 0 |  | -5932345.1728 |  | 0 |  | 0 |  | -963708.9448999998 |  | 0 |  | 0 |  | -2404732.0272 |  | 0 |  | 0
Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Hedge Management - Total |  | 17762598.6512 |  | -43565875.9388 |  | 2797751.4764 |  | 0.0019 |  | -1511001.3489 |  | 0 |  | 0.0001 |  | -5976051.3699 |  | 312036.015 |  | 98432.80960000004 |  | -841438.8756999997 |  | 0 |  | 32408.2586 |  | -2360877.3148 |  | 275 |  | 0
Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day Other |  | 1189.9743 |  | -18987.1902 |  | 229.9994 |  | 1.8941 |  | -743.9879000000001 |  | 0 |  | -0.045 |  | -3585.4272 |  | 27 |  | 88.66140000000001 |  | -133.0359 |  | 0 |  | -0.04270000000000001 |  | -1262.7575 |  | 0 |  | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0
Zero Out-LTD Gross recognized as of prior day |  | 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
Zero Out-Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Hedge Management
Zero Out-Prior Day Change in New Deals |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Hedge Management - Total |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Other |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 | DO NOT REMOVE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DO NOT REMOVE
 | Intra Month Fees |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Intra Month Fees
 | Curr MTD |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Curr MTD
 | Curr Day |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Curr Day
 | Prio MTD | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Prio MTD | 0