Spreadsheet: sally_beck__35395__9-28 DPR
Sheet: Bus. Unit DPR

DAILY POSITION REPORT
by BUSINESS UNIT - DESK
AS OF 9/28/01
FINAL
 |  |  |  | Net Open Position |  |  |  | Maturity Gap Risk |  |  | Value At Risk |  |  | Profit & Loss |  |  |  |  |  |  |  |  |  |  |  | YESTERDAY'S |  |  |  | MTD | QTD | YTD |  | TODAY'S |  | Roll |  | Today | Today | Today | Today
 |  |  |  | Overall | Limit | Limit |  | Sensitivity | Limit |  | One Day | Limit |  | Daily | 5 Day | MTD | QTD | YTD |  |  |  |  |  |  |  | MTD | QTD | YTD |  | ROLL | ROLL | ROLL |  | 5 DAY |  | Sum | 2001-09-28 00:00:00 | -1 | -2 | -3 | -4
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NOP Limit |  | [NAME] |  | [NAME]
ENRON AMERICA |  |  |  |  |  |  |  |  |  |  | 50654.47602 | 100000 |  | -41341.79343000001 | 122681.50269 | 686598.1081899999 | 857686.6863599998 | 3670489.63817 |  |  |  |  | ENRON AMERICAS |  |  | 728075.20777 | 899163.7859400001 | 3711966.73775 |  | 135.3061500000767 | 135.3061500003096 | 135.3061500000767 |  | 122681.50269 |  | 123895.20968 | -41341.79343000001 | 39063.62732 | 49348.9361 | -19828.81435 | 96653.25404 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 100000
 | N America Natural Gas |  |  | -181.22 | BCF | 500 |  | -490.46 | BCF |  | 16673.16314 | 61000 |  | -3431.92788 | 88193.41857 | 588271.8121900001 | 576619.3915799999 | 1241908.03399 |  |  |  |  |  | N America Natural Gas |  | 591703.7400699999 | 580051.31946 | 1245339.96187 |  | 0 | 0 | 0 |  | 88193.41857 |  | 88146.06778 | -3431.92788 | 10442.61386 | 31708.55486 | -16313.38928 | 65740.21622 |  |  |  |  |  |  |  |  |  |  | 500 |  | 200 |  | 61000
 |  | U.S. |  | -177.32 |  |  |  |  |  |  | 16541.70825 |  |  | -3491.08371 | 86127.69661 | 586896.0289400001 | 574091.94794 | 1246461.60321 |  |  |  |  |  |  | U.S. | 590387.1126499999 | 577583.03165 | 1249952.68692 |  | 0 | 0 | 0 |  | 86127.69661 |  | 86080.34581999999 | -3491.08371 | 9821.864550000002 | 29502.98615 | -16564.03447 | 66810.6133
 |  | Canada |  | 7.76 |  |  |  |  |  |  | 901.8198000000001 |  |  | 59.15583 | 2065.72196 | 1375.78325 | 2527.44364 | -4553.569219999999 |  |  |  |  |  |  | Canada | 1316.62742 | 2468.28781 | -4612.72505 |  | 0 | 0 | 0 |  | 2065.72196 |  | 2065.72196 | 59.15583 | 620.74931 | 2205.56871 | 250.64519 | -1070.39708
 | N America Electricity |  |  | -3.93149983 | TWH | 90 |  | -13.62503223 | TWH |  | 27829.28031 | 54000 |  | -10068.65556 | 58031.10674 | 129331.76782 | 281783.49203 | 1526527.36295 |  |  |  |  |  | N America Electricity |  | 139535.72953 | 291987.45374 | 1536731.32466 |  | 135.3061500000185 | 135.3061500000767 | 135.3061500003096 |  | 58031.10674 |  | 58260.02317 | -10068.65556 | 29038.89409 | 18399.464 | -4102.41426 | 24992.7349 |  |  |  |  |  |  |  |  |  |  | 90 |  | 25 |  | 54000
 |  | East |  | -10.58056373 | TWH |  |  |  |  |  | 12812.61279 |  |  | -2570.13517 | 24300.95133 | -19191.41016 | -7220.218969999998 | 416469.68168 |  |  |  |  |  |  | East | -16621.27499 | -4650.0838 | 419039.81685 |  | 0 | 0 | 0 |  | 24300.95133 |  | 24300.95133 | -2570.13517 | 5149.167740000001 | 9433.52714 | -2046.62533 | 14335.01695
 |  | West |  | -7.8249466 | TWH |  |  |  |  |  | 11635.66991 |  |  | -7538.165189999999 | 32252.78551 | 47358.70855 | 171037.12933 | 793171.2954299999 |  |  |  |  |  |  | West | 54896.87374 | 178575.29452 | 800709.46062 |  | 0 | 0 | 0 |  | 32252.78551 |  | 32252.78551 | -7538.165189999999 | 23166.83256 | 9279.93915 | -3066.05665 | 10410.23564
 |  | Canada |  | 48.47493523 | TWH |  |  |  |  |  | 11445.13848 |  |  | 10005.79955 | -3259.07033 | 75278.41431 | 49280.2412 | 80391.11237 |  |  |  |  |  |  | Canada | 101260.13078 | 118062.24302 | 316982.04719 |  | 35987.51602000001 | 78787.80137 | 246596.73437 |  | -3259.07033 |  | 11672.44108 | 10005.79955 | 722.89379 | -314.00229 | 1010.26772 | 247.48231
 |  | Canada Power-Gas |  | -214.3 | BCF |  |  |  |  |  | 12119.90347 |  |  | -9966.15475 | 4736.44023 | 25886.05512 | 68686.34047 | 236495.27347 |  |  |  |  |  |  | Canada | 35900.25371 | 78700.53906 | 246509.47206 |  | 48.04384000000209 | 48.04383999999845 | 48.04384000002756 |  | 4736.44023 |  | 4806.94184 | -9966.15475 | 946.9274399999999 | 8924.68124 | -16585.62743 | 21487.11534
 | Cross Commodity |  |  |  |  |  |  |  |  |  | 11551.14458 |  |  | -2750.70899 | 1547.47838 | -5914.970819999999 | 19978.67225 | 59957.34773 |  |  |  |  |  | N America Electricity |  | -3164.261830000001 | 22729.38124 | 62708.05672 |  | 0 | 0 | 0 |  | 1547.47838 |  | 2579.61973 | -2750.70899 | -417.88063 | -759.0827599999998 | 586.9891899999998 | 5920.30292
 |  | N. America Gas |  |  |  |  |  |  |  |  | 11158.66315 |  |  | -1332.32488 | 1304.22102 | -3825.4259 | 22800.61468 | 40701.01668 |  |  |  |  |  |  | East | -2493.10102 | 24132.93956 | 42033.34156 |  | 0 | 0 | 0 |  | 1304.22102 |  | 1304.22102 | -1332.32488 | 414.00713 | 1396.46536 | -996.10805 | 1822.18146
 |  | Power - East |  |  |  |  |  |  |  |  | 0 |  |  | -0.066 | -398.788 | -2090.407 | -1317.564 | 846.202 |  |  |  |  |  |  | West | -2090.341 | -1317.498 | 846.268 |  | 0 | 0 | 0 |  | -398.788 |  | -398.788 | -0.066 | -37.816 | -81.319 | -93.278 | -186.309
 |  | Power - West |  |  |  |  |  |  |  |  | 0 |  |  | -98.916 | -103.082 | -449.945 | 144.125 | 24919.202 |  |  |  |  |  |  | West | -351.029 | 243.041 | 25018.118 |  | 0 | 0 | 0 |  | -103.082 |  | -103.082 | -98.916 | 37.012 | -120.008 | 120.06 | -41.23
 |  | Power - Canada |  |  |  |  |  |  |  |  | 0 |  |  | 9.686 | -222.75 | -383.756 | -814.811 | -7517.742 |  |  |  |  |  |  | West | -393.442 | -824.497 | -7527.428 |  | 0 | 0 | 0 |  | -222.75 |  | -222.75 | 9.686 | 5.135 | -99.827 | 146.244 | -283.988
 |  | Global Products |  |  |  |  |  |  |  |  | 11158.66315 |  |  | -1367.01711 | 1356.37695 | 1223.06267 | -445.19284 | 1387.46446 |  |  |  |  |  |  | Canada | 2590.07978 | 921.8242700000001 | 2754.48157 |  | 0 | 0 | 0 |  | 1356.37695 |  | 1356.37695 | -1367.01711 | -1060.46412 | -1042.61428 | 216.824 | 4609.64846
 |  | Coal |  |  |  |  |  |  |  |  | #REF! |  |  | 0 | 0 | 0 | 0 | 9.704180000000001 |  |  |  |  |  |  | Canada | 0 | 0 | 9.704180000000001 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | MPR & Other |  |  |  |  |  |  |  |  |  |  |  |  | -33638 | -33638 | -33638 | -52446 | 720721 |  |  |  |  |  | Americas Other |  | 0 | -18808 | 754359 |  | 0 | 0 | 0 |  | -33638 |  | -33638 | -33638 | 0 | 0 | 0 | 0
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  | 8547.499 | 8547.499 | 8547.499 | 31751.1305 | 121375.8935 |  |  |  |  |  | Drift |  | 0 | 23203.6315 | 112828.3945 |  | 0 | 0 | 0 |  | 8547.499 |  | 8547.499 | 8547.499 | 0 | 0 | 0 | 0
[NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  | 9419.305999999999 | -11415.685 | 128578.37915 | 198589.33851 | -520967.66868 |  |  |  |  | [NAME] |  |  | 119159.07315 | 189170.03251 | -530386.97468 |  | 0 | 0 | 0 |  | -11415.685 |  | -11415.685 | 9419.305999999999 | -32039.63 | 6664.143 | -7250.744 | 11791.24
 | EES Natural Gas |  |  | -2.74 | BCF | BCF |  | -1.62 | BCF |  | 321.44149 |  |  | 26.387 | 1425.607 | -2003.16516 | -3972.8732 | -14567.0082 |  |  |  |  |  | EES Natural Gas |  | -2029.55216 | -3999.2602 | -14593.3952 |  | 0 | 0 | 0 |  | 1425.607 |  | 1425.607 | 26.387 | 56.898 | 877.39 | -374.16 | 839.092
 | EES Power |  |  | -8.79340328 | TWH | TWH |  |  |  |  | 5307.95917 |  |  | 5101.985 | -18011.113 | 159452.40031 | 206011.07196 | -124447.75866 |  |  |  |  |  | EES Power |  | 154350.41531 | 200909.08696 | -129549.74366 |  | 0 | 0 | 0 |  | -18011.113 |  | -18011.113 | 5101.985 | -32963.078 | 5093.849 | -6966.278 | 11722.409
 | EES Tariff Management |  |  |  |  |  |  |  |  |  |  |  |  | -1132.81 | -253.923 | -1233.856 | 15620.69425 | -376817.84829 |  |  |  |  |  | EES Tariff Management |  | -101.046 | 16753.50425 | -375685.03829 |  | 0 | 0 | 0 |  | -253.923 |  | -253.923 | -1132.81 | 866.55 | 692.904 | 89.694 | -770.261
 | EES Drift |  |  |  |  |  |  |  |  |  |  |  |  | 5423.744 | 5423.744 | 5423.744 | 13991.1895 | 27925.69047 |  |  |  |  |  | EES Drift |  | 0 | 8567.4455 | 22501.94647 |  | 0 | 0 | 0 |  | 5423.744 |  | 5423.744 | 5423.744 | 0 | 0 | 0 | 0
 | EES Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -33060.744 | -33060.744 | -33060.744 |  |  |  |  |  | EES Drift |  | -33060.744 | -33060.744 | -33060.744 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
ENRON GLOBAL ASSETS |  |  |  |  |  |  |  |  |  |  | 195.48529 |  |  | -7.750710000000005 | -1710.07592 | -3446.92758 | -3145.9434 | -3199.90019 |  |  |  |  | ENRON GLOBAL ASSETS |  |  | -3439.17687 | -3138.19269 | -3192.14948 |  | 0 | 0 | 0 |  | -1710.07592 |  | -1710.07592 | -7.750710000000005 | -2019.41704 | 134.64259 | 207.07924 | -24.63
 | S America Natural Gas |  |  | -16.81 | 35 BCF | 35 |  | -4.48 | 20 BCF |  | 60.24472 | 2000 |  | -50.19454 | -41.49346 | 76.38714 | -127.23371 | -743.14659 |  |  |  |  |  | S America Natural Gas |  | 126.58168 | -77.03917 | -692.9520500000001 |  | 0 | 0 | 0 |  | -41.49346 |  | -41.49346 | -50.19454 | -0.0544 | 0.64877 | 8.23564 | -0.12893 |  |  |  |  |  |  |  |  |  |  | 35 |  | 20 |  | 2000
 | S America Electricity |  |  | -0.00023952 | 3.5 TWH | 3.5 |  | 0.4469173400000001 | 3.5 TWH |  | 196.86832 | 5000 |  | 42.44383 | -1668.58246 | -3523.31472 | -3018.70969 | 22226.2464 |  |  |  |  |  | S America Electricity |  | -3565.75855 | -3061.15352 | 22183.80257 |  | 0 | 0 | 0 |  | -1668.58246 |  | -1668.58246 | 42.44383 | -2019.36264 | 133.99382 | 198.8436 | -24.50107 |  |  |  |  |  |  |  |  |  |  | 3.5 |  | 3.5 |  | 5000
 | Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -24683 |  |  |  |  |  | Other |  | 0 | 0 | -24683 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
EWS OFFICE OF THE CHAIR |  |  |  |  |  |  |  |  |  |  | 0 | 3000 |  | 0 | 0 | 5308.06412 | -1491.53287 | -29933.05672 |  |  |  |  | ENRON WHOLESALE OFFICE OF THE CHAIR |  |  | 5308.06412 | -1491.53287 | -29933.05672 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 3000
 | EOL Crude 24/7 Trading |  |  | 0 | 2 MM BBLS WTI | MM BBLS WTI |  | 0 | 3 MM BBLS WTI |  | 0 | 3000 |  | 0 | 0 | 5308.06412 | -1491.53287 | -29933.05672 |  |  |  |  |  | EOL Crude 24/7 Trading |  | 5308.06412 | -1491.53287 | -29933.05672 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 2 |  | 3 |  | 3000
ENRON EUROPE |  |  |  |  |  |  |  |  |  |  | 12563.7367766699 | 34000 |  | 48449.31488999999 | 90141.60203999998 | 161684.63601 | 174684.64811 | 622819.1331200001 |  |  |  |  | ENRON EUROPE |  |  | 120319.40462 | 133319.41672 | 581453.9017300002 |  | 7084.083500000037 | 7084.08349999995 | 7084.083500000066 |  | 90141.60203999998 |  | 96216.67646999999 | 48449.31488999999 | 5240.532720000001 | 16243.34002 | 2996.72419 | 23286.76465 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 34000
 | Metals & Minerals |  |  | -238780.44 | 375,000 Met Tons | 375000 |  | 1125938.27 | 2,000,000 Met Tons |  | 5505.53897 | 8000 |  | 3436.74748 | 4227.62587 | 26856.61532 | 43252.5719 | 71856.16708 |  |  |  |  |  | Metals & Minerals |  | 30619.86782 | 47015.8244 | 75619.41958 |  | 7199.999979999997 | 7199.999980000001 | 7199.999980000008 |  | 4227.62587 |  | 11427.62585 | 3436.74748 | 2572.95857 | 705.45275 | 3209.69792 | 1502.76913 |  |  |  |  |  |  |  |  |  |  | 375000 |  | 1200000 |  | 8000
 |  |  |  |  |  |  |  |  | (375,000) Met Tons
 | European Natural Gas |  |  | -59.97 | 200 BCF | 200 |  | 98.28 | 100 BCF |  | 7664.903 | 10000 |  | 1195.19998 | 60729.5084 | 45566.26192 | 36004.71954999999 | 108471.16515 |  |  |  |  |  | European Natural Gas |  | 44311.34873 | 34749.80636 | 107216.25196 |  | -59.71321000000898 | -59.71320999999443 | -59.71321000000171 |  | 60729.5084 |  | 60459.4461 | 1195.19998 | 12038.84881 | 19573.52566 | 1521.7321 | 26130.13955 |  |  |  |  |  |  |  |  |  |  | 200 |  | 100 |  | 10000
 | UK Electricity |  |  | -68.01510978 | 75 TWH | 75 |  | 16.59970937 | 20 TWH |  | 6055.714 | 30000 |  | 26484.70077 | 11846.28958 | 64682.0956 | 56189.96866 | 282001.98911 |  |  |  |  |  | UK Electricity |  | 38142.09798 | 29649.97104 | 255461.99149 |  | -55.29684999999881 | -55.29684999999881 | -55.29684999998426 |  | 11846.28958 |  | 10933.47499 | 26484.70077 | -8392.51588 | -3032.30723 | -201.43377 | -3924.9689 |  |  |  |  |  |  |  |  |  |  | 75 |  | 20 |  | 30000
 | Continental Electricity |  |  | -6.02478272 | 25 TWH | 25 |  | 16.53889536 | 25 TWH |  | 2846.71 | 5000 |  | 2916.69764 | 6573.72347 | 7501.15905 | 9153.82103 | 32962.41246 |  |  |  |  |  | Continental Electricity |  | 4579.86521 | 6232.527190000001 | 30041.11862 |  | -4.596199999999953 | -4.596199999998134 | -4.596199999999953 |  | 6573.72347 |  | 6557.01752 | 2916.69764 | 742.9758499999999 | 2670.41699 | 0 | 226.92704 |  |  |  |  |  |  |  |  |  |  | 25 |  | 25 |  | 5000
 | Nordic Electricity |  |  | 6.2278901 | 20 TWH | 20 |  | 2.83585687 | 20 TWH |  | 2148.717 | 5000 |  | 1021.12117 | -2828.93033 | -2075.69129 | -10074.84041 | -24446.19233 |  |  |  |  |  | Nordic Electricity |  | -3102.75179 | -11101.90091 | -25473.25283 |  | -5.939330000000155 | -5.939329999999245 | -5.939330000001064 |  | -2828.93033 |  | -2822.88617 | 1021.12117 | -838.57944 | -1677.76972 | -644.77498 | -682.8832 |  |  |  |  |  |  |  |  |  |  | 20 |  | 20 |  | 5000
 | Australian Electricity |  |  | 6e-08 | 3 TWH | 3 |  | 7.8e-07 | 6 TWH |  | 0.36847 | 3000 |  | 57.59751 | -87.26702 | 2106.2297 | 3240.03455 | 11554.50572 |  |  |  |  |  | Australian Electricity |  | 2059.79351 | 3193.59836 | 11508.06953 |  | 11.16131999999971 | 11.16132000000016 | 11.16131999999925 |  | -87.26702 |  | 1.48625000000002 | 57.59751 | -177.7818 | 129.69868 | 45.07687 | -53.10501 |  |  |  |  |  |  |  |  |  |  | 3 |  | 6 |  | 3000
 | Japanese Electricity |  |  | -1.5e-07 | 4 TWH | 4 |  | 4e-08 | 4 TWH |  | 0.03593 | 4000 |  | -0.84538 | -7.86779 | -22.88122 | -15.48354 | 76.94509 |  |  |  |  |  | Japanese Electricity |  | -22.03584 | -14.63816 | 77.79047 |  | 0 | 0 | 0 |  | -7.86779 |  | -7.86779 | -0.84538 | -0.8300599999999999 | -4.11374 | 0 | -2.07861 |  |  |  |  |  |  |  |  |  |  | 4 |  | 4 |  | 4000
 | Credit Trading : Total |  |  | 376934.34 | 750,000 Basis Pts | 750000 |  |  |  |  | 2608.41469 | 5000 |  | -29.26658 | -3698.98258 | 2579.28267 | -1501.59105 | 23378.33861 |  |  |  |  |  | Credit Trading |  | 2608.54925 | -1472.32447 | 23407.60519 |  | 0 | 0 | 0 |  | -3698.98258 |  | -3698.98258 | -29.26658 | -704.54333 | -2121.56337 | -933.57395 | 89.96464999999999 |  |  |  |  |  |  |  |  |  |  | 750000 |  |  |  | 5000
 | Credit Trading : Individual |  |  | 14.65 | 50,000 Basis Pts | 50000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Credit Trading |  |  |  |  |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 50000
 | Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  | Other |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  | 6855.383 | 6855.383 | 6855.383 | 21693.1405 | 58363.5027 |  |  |  |  |  | Drift |  | 0 | 14837.7575 | 51508.1197 |  | 0 | 0 | 0 |  | 6855.383 |  | 6855.383 | 6855.383 | 0 | 0 | 0 | 0
 | EES Europe |  |  |  |  |  |  |  |  |  |  |  |  | 6511.9793 | 6532.11944 | 7636.181259999999 | 16742.30608 | 57186.57021 |  |  |  |  |  | EES Europe |  | 1122.66975 | 10228.79457 | 50673.0587 |  | -1.532209999999395 | -1.532209999997576 | -1.532209999997576 |  | 6532.11944 |  | 6511.9793 | 6511.9793 | 0 | 0 | 0 | 0
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0.0008399999999999999 | 1413.72932 |  |  |  |  |  | Merchant Portfolio |  | 0 | 0.0008399999999999999 | 1413.72932 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
ENRON GLOBAL MARKETS |  |  |  |  |  |  |  |  |  |  | 13946.66559092355 | 23000 |  | 106282.46893 | 120628.04441 | 115284.09573 | 82694.25875000002 | 271495.34368 |  |  |  |  | ENRON GLOBAL MARKETS |  |  | 9578.626620000001 | -23011.21036 | 161582.03185 |  | 576.9998199999827 | 576.9998199999682 | -3630.842900000047 |  | 120628.04441 |  | 121205.04423 | 106282.46893 | 14215.54333 | 4896.193369999999 | 6151.45865 | -10340.62005 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 23000
 | Global Products |  |  | 3.90887412 | 16 MM BBLS WTI | 16 |  | -9.479482410000001 | 16 MM BBLS WTI |  | 13913.0081 | 15000 |  | 95700.52463999999 | 87677.35889 | 79134.47685 | 29218.96475 | 117646.30122 |  |  |  |  |  | Global Products |  | -16566.04779 | -66481.55988999999 | 21945.77658 |  | 0 | 0 | 0 |  | 87677.35889 |  | 87677.35889 | 95700.52463999999 | 1716.23333 | 1829.31944 | 3100.20939 | -14668.92791 |  |  |  |  |  |  |  |  |  |  | 16 |  | 16 |  | 15000
 |  | Global Products |  |  |  |  |  |  |  |  |  |  |  | 81313.4778 | 72615.92853 | 63361.50633 | 15187.61674 | -64240.37691 |  |  |  |  |  |  | Global Products | -17951.97147 | -66125.86106 | -145553.85471 |  | 0 | 0 | 0 |  | 72615.92853 |  | 72615.92852999999 | 81313.4778 | 1877.58426 | 1830.25198 | 3163.31666 | -15568.70217
 |  | Origination |  |  |  |  |  |  |  |  |  |  |  | 14122.856 | 14122.856 | 14122.856 | 14104.856 | 159274.84405 |  |  |  |  |  |  | Origination | 0 | -18 | 145151.98805 |  | 0 | 0 | 0 |  | 14122.856 |  | 14122.856 | 14122.856 | 0 | 0 | 0 | 0
 |  | N America Natural Gas |  | -0.34 |  |  |  |  |  |  | 213.25279 | 0 |  | 264.19084 | 938.57436 | 1650.11452 | -73.50799 | 22611.83408 |  |  |  |  |  |  | Natural Gas | 1385.92368 | -337.69883 | 22347.64324 |  | 0 | 0 | 0 |  | 938.57436 |  | 938.5743600000001 | 264.19084 | -161.35093 | -0.9325399999999999 | -63.10727 | 899.77426
 | LNG |  |  | -0.0073 | 9 BCF | 9 |  | -0.0073 | 12 BCF |  | 1.08728 | 5000 |  | 0.01135 | -4.13137 | -569.21124 | 1701.7309 | 3208.32171 |  |  |  |  |  | LNG |  | -569.22259 | 1701.71955 | 3385.46764 |  | 0 | 0 | 177.1572800000004 |  | -4.13137 |  | -4.13137 | 0.01135 | 0.02594 | -2.27622 | -1.72541 | -0.16703 |  |  |  |  |  |  |  |  |  |  | 9 |  | 12 |  | 5000
 | Weather Derivatives |  |  | 1981.96 | 40,000 EOL EQ. Cont | 40000 |  |  |  |  | 267.87303 | 4500 |  | 380.502 | 3185.65414 | 6088.19163 | 8925.97442 | 26509.75129 |  |  |  |  |  | Weather Derivatives |  | 5707.68963 | 8545.47242 | 26129.24929 |  | 0 | 0 | 0 |  | 3185.65414 |  | 3185.65414 | 380.502 | -107.34745 | 407.26 | 1320.14902 | 1185.09057 |  |  |  |  |  |  |  |  |  |  | 40000 |  |  |  | 4500
 | Coal |  |  | -3.56445419 | 30 MM Tons | 30 |  | -2.86635258 | 30 MM Tons |  | 2759.94552 | 7000 |  | 6644.625179999999 | 18479.13647 | 23372.74923 | 26751.10755 | 60945.08907000001 |  |  |  |  |  | Coal |  | 16728.12405 | 20106.48237 | 54300.46389 |  | 0 | 0 | 0 |  | 18479.13647 |  | 18479.13647 | 6644.625179999999 | 10058.36054 | 87.55390000000001 | 137.60752 | 1550.98933 |  |  |  |  |  |  |  |  |  |  | 30 |  | 30 |  | 7000
 | Vessel Trading |  |  | 2.90077048 |  |  |  |  |  |  | 457.87457 | 2000 |  | 2144.22032 | 4591.35704 | 3434.44532 | 3421.69884 | 10466.11133 |  |  |  |  |  | Vessel Trading |  | 1290.225 | 1277.47852 | 8321.89101 |  | 0 | 0 | 0 |  | 4591.35704 |  | 4591.357039999999 | 2144.22032 | 1066.6449 | 756.84451 | 575.78526 | 47.86205 |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 |  | 2000
 | Freight Markets |  |  | 0 | 83,000 FTL | 83000 |  | 0 | 103,750 FTL |  | 706.19827 | 2000 |  | 1628.31595 | 1534.33209 | 1510.40382 | 1294.81325 | 2892.57323 |  |  |  |  |  | Freight Markets |  | -117.91213 | -333.5027 | 1264.25728 |  | 0 | 0 | 0 |  | 1534.33209 |  | 1534.33209 | 1628.31595 | 1.02123 | -98.49337000000001 | 5.44246 | -1.95418 |  |  |  |  |  |  |  |  |  |  | 83000 |  | 103750 |  | 2000
 | Emissions |  |  | 207109.32 | 1,000,000 Credits | 1000000 |  | 441601.82 | 1,000,000 Credits |  | 1177.34707 | 3000 |  | 83.99557 | -258.23775 | 144.40118 | 2924.2673 | 410.84593 |  |  |  |  |  | Emissions |  | 60.40561 | 2840.27173 | 326.85036 |  | 0 | 0 | 0 |  | -258.23775 |  | -258.23775 | 83.99557 | -291.53599 | -12.17706 | -16.75541 | -21.76486 |  |  |  |  |  |  |  |  |  |  | 1000000 |  | 1000000 |  | 3000
 | Global Risk Markets Trading |  |  | -16.14342 | 300 K MWH | 300 |  |  |  |  | 118.91698 | 3000 |  | -25.06732 | 443.5605 | 441.454 | -1272.28951 | 2784.45713 |  |  |  |  |  | Global Risk Markets Trading |  | 481.52114 | -1232.22237 | 2824.52427 |  | 14.99982 | 14.99981999999977 | 14.99982 |  | 443.5605 |  | 458.56032 | -25.06732 | 6.674 | 515.729 | 2.29644 | -41.0718 |  |  |  |  |  |  |  |  |  |  | 300 |  |  |  | 3000
 |  | P95 Car |  |  |  |  |  |  |  |  | 1499.69636 |  |  |  |  |  |  |  |  |  |  |  |  |  | P95 Car |  |  |  |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 |  | P99 Notional |  |  |  |  |  |  |  |  | 1948.88975 |  |  |  |  |  |  |  |  |  |  |  |  |  | P99 Notional |  |  |  |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | -562 | -562 | -562 | 3823 |  |  |  |  |  | Other |  | 0 | 0 | 0 |  | 562 | 562 | -3823 |  | -562 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  | 623.924 | 623.924 | 623.924 | 2542.2365 | 4502.6545 |  |  |  |  |  | Drift |  | 0 | 1918.3125 | 3878.7305 |  | 0 | 0 | 0 |  | 623.924 |  | 623.924 | 623.924 | 0 | 0 | 0 | 0
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  | -1502.19669 | -1200.9671 | -1706.80499 | 2016.15154 | 2118.16993 |  |  |  |  |  | Merchant Portfolio |  | -204.6083 | 3518.34823 | 3620.36662 |  | 0 | 0 | 0 |  | -1200.9671 |  | -1200.9671 | -1502.19669 | 159.3114 | -2.774030000000001 | 31.07675 | 113.61547
 | Financial Trading |  |  |  |  |  |  |  |  |  |  |  |  | 603.61393 | 6118.0575 | 3372.06593 | 5731.60321 | 36188.06834 |  |  |  |  |  | Financial Trading |  | 2768.452 | 5127.98928 | 35584.45441 |  | 0 | 0 | 0 |  | 6118.0575 |  | 6118.0575 | 603.61393 | 1606.15543 | 1415.2072 | 997.3726300000001 | 1495.70831
 |  | Equity Trading |  | 8.08991572 | $200 MM | 200 |  |  |  |  | 640.525 | 10000 |  | -446.26945 | 2859.79479 | 1927.2613 | 4.0857 | 10476.57106 |  |  |  |  |  |  | Equity Trading | 2373.53075 | 450.35515 | 10922.84051 |  | 0 | 3.108624468950438e-14 | 0 |  | 2859.79479 |  | 2859.79479 | -446.26945 | 324.50871 | 1557.68039 | 580.79915 | 843.07599 |  |  |  |  |  |  |  |  |  |  | 200 |  |  |  | 10000
 |  | Convertible Arbitrage |  | 80.388084 | $150 MM | 150 |  |  |  |  | 266.578 | 2000 |  | 208.60738 | 594.0427099999999 | -2193.69737 | -103.30763 | 7421.0937 |  |  |  |  |  |  | Convertible Arbitrage | -2402.30475 | -311.91501 | 7212.48632 |  | 0 | 0 | 0 |  | 594.0427099999999 |  | 594.04271 | 208.60738 | 46.55172 | -116.24919 | 66.16548 | 388.96732 |  |  |  |  |  |  |  |  |  |  | 150 |  |  |  | 2000
 |  | Interest Rate/FX |  | 14.01084815 | $150 MM | 150 |  |  |  |  | 925.7755 | 5000 |  | 839.376 | 2683.62 | 3652.902 | 5731.649 | 17788.845 |  |  |  |  |  |  | Interest Rate/FX | 2813.526 | 4892.273 | 16949.469 |  | 0 | 0 | 0 |  | 2683.62 |  | 2683.62 | 839.376 | 1235.295 | -27.824 | 347.608 | 289.165 |  |  |  |  |  |  |  |  |  |  | 150 |  |  |  | 5000
 |  | Interest Rate/FX |  | 150.78792 | $250 K Basis Pts | 250 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Interest Rate/FX |  |  |  |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 250
 |  | Soft Commodities |  | 0 |  | 4000 |  |  |  |  | 0 | 2000 |  | 1.9 | -19.4 | -14.4 | 112.67614 | 570.98708 |  |  |  |  |  |  | Soft Commodities | -16.3 | 110.77614 | 569.08708 |  | 0 | 0 | 0 |  | -19.4 |  | -19.4 | 1.9 | -0.2 | 1.6 | 2.8 | -25.5 |  |  |  |  |  |  |  |  |  |  | 4000 |  |  |  | 2000
 |  | Grain Trading |  | 0 |  | 750 |  |  |  |  | 0 | 500 |  | 0 | 0 | 0 | -13.5 | -69.4285 |  |  |  |  |  |  | Grain Trading | 0 | -13.5 | -69.4285 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 750 |  |  |  | 500
 |  | Meat Trading |  | 0 |  | 750 |  |  |  |  | 0 | 500 |  | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  | Meat Trading | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 750 |  |  |  | 500
ENRON INDUSTRIAL MARKETS |  |  |  |  |  |  |  |  |  |  | 5336.574900000001 | 8000 |  | 13595.63812 | 10226.06638 | 20513.35013 | 26893.50813 | 65942.01781 |  |  |  |  | ENRON INDUSTRIAL MARKETS |  |  | 6917.71201 | 13297.87001 | 52346.37969 |  | 0 | 0 | 0 |  | 10226.06638 |  | 10215.05441 | 13595.63812 | -387.3439999999999 | -256.9155499999999 | -3412.56162 | 676.2374599999999 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 8000
 | Pulp & Paper |  |  | 190160.14 | 500,000 Met Tons | 500000 |  | 172065.97 | 500,000 Met Tons |  | 2181.8744 | 5000 |  | 755.95188 | -2428.09883 | 1070.28544 | 34.79043999999999 | 12060.00476 |  |  |  |  |  | Pulp & Paper |  | 314.33356 | -721.1614399999999 | 11304.05288 |  | 0 | 1.13686837721616e-13 | 0 |  | -2428.09883 |  | -2428.09883 | 755.95188 | -1257.22724 | -1236.58564 | -1269.19602 | 578.95819 |  |  |  |  |  |  |  |  |  |  | 500000 |  | 500000 |  | 5000
 | Lumber |  |  | -11.17723 | 44 MM BD FT | 44 |  | -11.17723 | 44 MM BD FT |  | 41.12126 | 500 |  | -30.556 | -118.326 | -432.4 | -1581.46 | -6777.292 |  |  |  |  |  | Lumber |  | -401.844 | -1550.904 | -6746.736 |  | 0 | 0 | 0 |  | -118.326 |  | -118.326 | -30.556 | 49.801 | -97.358 | -92.869 | 52.656 |  |  |  |  |  |  |  |  |  |  | 44 |  | -11.17723 |  | 500
 | Steel |  |  | 2355031.26 | 2,500,000 Met Tons | 2500000 |  | 426765.64 | 2,500,000 Met Tons |  | 4645.45253 | 5000 |  | 12083.14624 | 11985.39521 | 19088.36869 | 26267.40169 | 54229.05269 |  |  |  |  |  | Steel |  | 7005.22245 | 14184.25545 | 42145.90645 |  | 0 | 0 | 0 |  | 11985.39521 |  | 11974.38324 | 12083.14624 | 820.0822400000001 | 1077.02809 | -2050.4966 | 44.62327 |  |  |  |  |  |  |  |  |  |  | 2500000 |  | 2500000 |  | 5000
 | Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  | Other |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  | 787.096 | 787.096 | 787.096 | 2172.776 | 3065.754 |  |  |  |  |  | Drift |  | 0 | 1385.68 | 2278.658 |  | 0 | 0 | 0 |  | 787.096 |  | 787.096 | 787.096 | 0 | 0 | 0 | 0
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 3364.49836 |  |  |  |  |  | Merchant Portfolio |  | 0 | 0 | 3364.49836 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
ENRON BROADBAND SERVICES |  |  |  |  |  |  |  |  |  |  | 256.13472 | 4000 |  | 121.60054 | 1049.02774 | 212.15503 | -7226.938180000001 | -21795.49007 |  |  |  |  | ENRON BROADBAND SERVICES |  |  | 90.55448999999999 | -7348.538719999999 | -22009.95627 |  | 0 | 0 | -92.86565999999948 |  | 1049.02774 |  | 1049.02774 | 121.60054 | 293.62095 | 753.72494 | -73.24351 | -46.67518 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 4000
 | Bandwidth |  |  | 1951.06 | LA-NY TDM DS3 |  |  | -2180.24 | LA-NY TDM DS3 |  | 188.99917 | 2000 |  | -27.74613 | 899.74193 | 62.39616 | -7961.312730000001 | -17848.67034 |  |  |  |  |  | Bandwidth |  | 90.14228999999999 | -7933.566599999999 | -17913.78987 |  | 0 | 0 | -92.86565999999948 |  | 899.74193 |  | 899.74193 | -27.74613 | 293.63157 | 753.73564 | -73.23275 | -46.6464 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000
 |  | Origination |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 19 | 90.4259 |  |  |  |  |  | Bandwidth |  | 0 | 19 | 90.4259 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Advertising |  |  | 2896 | 28,000 CPP | 28000 |  | 2697 | 56,000 CPP |  | 163.68009 | 2000 |  | -0.00733 | -0.06819 | -0.39492 | -13.93489 | 620.27648 |  |  |  |  |  | Advertising |  | -0.38759 | -13.92756 | 620.28381 |  | 0 | 0 | 0 |  | -0.06819 |  | -0.06819 | -0.00733 | -0.01062 | -0.0107 | -0.01076 | -0.02878 |  |  |  |  |  |  |  |  |  |  | 28000 |  | 56000 |  | 2000
 | DRAM |  |  | -0.69 | 2 MM 128 M-SDRAM | 2 |  | -0.69 | 2 MM 128 M-SDRAM |  | 0 | 1000 |  | 0 | 0 | 0.79979 | 224.65844 | 42.30845 |  |  |  |  |  | DRAM |  | 0.79979 | 224.65844 | 42.30845 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  |  |  |  |  |  | 2 |  | 1.5 |  | 1000
 | Voice Minutes |  |  | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  | Voice Minutes |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 |  |  |  |  |  | Other |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  | 149.354 | 149.354 | 149.354 | 504.651 | 510.074 |  |  |  |  |  | Drift |  | 0 | 355.297 | 360.72 |  | 0 | 0 | 0 |  | 149.354 |  | 149.354 | 149.354 | 0 | 0 | 0 | 0
 | Merchant Portfolio |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -5209.90456 |  |  |  |  |  | Merchant Portfolio |  | 0 | 0 | -5209.90456 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0
ENRON ENERGY SERVICES |  |  |  |  |  |  |  |  |  |  |  |  |  | 90091.79663 | 98953.75107000001 | 112175.27862 | 175532.2185 | 494378.95556 |  |  |  |  | ENRON ENERGY SERVICES |  |  | 22083.48199 | 85440.42187 | 404287.15893 |  | 0 | 0 | 0 |  | 98953.75107000001 |  | 98953.75106999998 | 90091.79663 | 3491.5774 | 1324.27833 | 3914.82371 | 131.275
 | EES Origination |  |  |  |  |  |  |  |  |  |  |  |  | 89805.53 | 98645.27462000001 | 111694.17862 | 174647.41812 | 491245.972 |  |  |  |  |  | EES Origination |  | 21888.64862 | 84841.88812 | 401440.442 |  | 0 | 0 | 0 |  | 98645.27462000001 |  | 98645.27462 | 89805.53 | 3490.298 | 1321.844 | 3912.91 | 114.69262
 | Enron Direct Canada Power |  |  |  |  |  |  |  |  |  |  |  |  | 127.42425 | 148.27944 | 261.01462 | 503.76599 | 2421.62623 |  |  |  |  |  | Enron Direct Canada Power |  | 133.59037 | 376.34174 | 2294.20198 |  | 0 | 0 | 0 |  | 148.27944 |  | 148.27944 | 127.42425 | 1.04039 | 1.78164 | 1.45718 | 16.57598
 | Enron Direct Canada Gas |  |  |  |  |  |  |  |  |  |  |  |  | 158.84238 | 160.19701 | 220.08538 | 381.03439 | 711.3573299999999 |  |  |  |  |  | Enron Direct Canada Gas |  | 61.243 | 222.19201 | 552.51495 |  | 0 | 0 | 0 |  | 160.19701 |  | 160.19701 | 158.84238 | 0.23901 | 0.6526900000000001 | 0.45653 | 0.0064
PORTLAND GENERAL ELECTRIC |  |  |  |  |  |  |  |  |  |  | 0 | 4000 |  | 465.471 | 683.3 | 1268.649 | 1382.367 | -9220.244 |  |  |  |  | PORTLAND GENERAL ELECTRIC |  |  | 803.178 | 916.896 | -9685.715 |  | 0 | 0 | 0 |  | 683.3 |  | 683.3 | 465.471 | 87.954 | 6.887 | -349.976 | 472.964 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 4000
 | N American Natural Gas |  |  |  |  |  |  |  |  |  | 0 | 0 |  | 49.796 | 228.274 | 440.069 | 1556.759 | 4922.026 |  |  |  |  |  | N American Natural Gas |  | 390.273 | 1506.963 | 4872.23 |  | 0 | 0 | 0 |  | 228.274 |  | 228.274 | 49.796 | 65.472 | 1.003 | -320.385 | 432.388
 | N American Electricity |  |  |  |  |  |  |  |  |  | 0 | 0 |  | 415.675 | 455.026 | 828.58 | -174.392 | -14142.27 |  |  |  |  |  | N American Electricity |  | 412.905 | -590.067 | -14557.945 |  | 0 | 0 | 0 |  | 455.026 |  | 455.0260000000001 | 415.675 | 22.482 | 5.884 | -29.591 | 40.576
ENRON TRANSPORTATION & SERVICES   * See Below |  |  |  |  |  |  |  |  |  |  | 243.65605 | 1000 |  | -62.32116000000001 | 411.56856 | 1229.48662 | 3026.57935 | 0 |  |  |  |  | ENRON TRANSPORTATION & SERIVCES |  |  | 1291.80778 | 3088.90051 | 0 |  | 0 | 0 | -62.32116000000001 |  | 411.56856 |  | 411.5685599999999 | -62.32116000000001 | 140.5099 | 146.89172 | -117.88583 | 304.37393 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1000
 | N American Natural Gas |  |  |  |  |  |  |  |  |  | 0 | 0 |  | -62.32116000000001 | 411.56856 | 1229.48662 | 3026.57935 | 0 |  |  |  |  |  | N American Natural Gas |  | 1291.80778 | 3088.90051 | 0 |  | 0 | 0 | -62.32116000000001 |  | 411.56856 |  | 411.5685599999999 | -62.32116000000001 | 140.5099 | 146.89172 | -117.88583 | 304.37393
Intramonth Allocation Drift |  |  |  |  |  |  |  |  |  |  |  |  |  | -21910 | -17309 | 0 | 0 | 0 |  |  |  |  | Intramonth Allocation Drift |  |  | 21910 | 21910 | 21910 |  | 0 | 0 | 0 |  | -17309 |  | -17309 | -21910 | 688 | 777 | 827 | 2309
Less:  Merchant Portfolio Items |  |  |  |  |  |  |  |  |  |  |  |  |  | -1502.19669 | -1200.9671 | -1706.80499 | 2016.15238 | 1686.493050000001 |  |  |  |  | Less:  Merchant Portfolio Items |  |  | -204.6083 | 3518.34907 | 3188.689740000001 |  | 0 | 0 | 0 |  | -1200.9671 |  | -1200.9671 | -1502.19669 | 159.3114 | -2.774030000000001 | 31.07675 | 113.61547
TOTAL TRADING |  |  |  |  |  |  |  |  |  |  | 57533.56479272186 | 100000 |  | 206605.9275 | 415541.0690699999 | 1231112.08001 | 1506609.03788 | 4538322.235630001 |  |  |  |  | TOTAL TRADING |  |  | 1032302.54198 | 1307799.49985 | 4335149.66806 |  | 7796.38946999982 | 7796.389470000286 | 3433.359929999337 |  | 415541.0690699999 |  | 423395.83834 | 206605.9275 | 28615.66318 | 80041.89555 | -16967.21627 | 125099.56838 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 100000
NON TRADING ACTIVITY |  |  |  |  |  |  |  |  |  |  |  |  |  | -41204.06859999999 | -45951.36851 | -59078.9776 | -98639.73297000001 | -40056.11381 |  |  |  |  | MPR SUBSECTION |  |  | -17874.909 | -57435.66437 | 1147.954789999985 |  | 0 | 0 | 0 |  | -45951.36851 |  | -45951.36850999999 | -41204.06859999999 | 488.64598 | -1808.81911 | -583.08494 | -2844.04184
 | Merchant Portfolio |  |  | 1902.9703526 |  |  |  |  |  |  | 52217.24419 |  |  | -41994.04885999999 | -45509.23036 | -55918.425 | -79015.07906 | -15653.79157 |  |  |  |  |  | Merchant Portfolio |  | -13924.37614 | -37021.03019999999 | 26340.25728999999 |  | 0 | 0 | 0 |  | -45509.23036 |  | -45509.23035999999 | -41994.04885999999 | 450.66571 | -1066.79937 | -581.0652 | -2317.98264
 | Capital Portfolio |  |  | 10.892 | $300 MM | 300 |  |  |  |  | 365.63102 | 10000 |  | 789.98026 | -442.13815 | -3160.5526 | -19624.65391 | -24402.32224 |  |  |  |  |  | Capital Portfolio |  | -3950.53286 | -20414.63417 | -25192.3025 |  | 0 | 0 | 0 |  | -442.13815 |  | -442.1381499999998 | 789.98026 | 37.98027 | -742.01974 | -2.01974 | -526.0591999999999 |  |  |  |  |  |  |  |  |  |  | 300 |  |  |  | 10000
Cross Portfolio Diversion Effect |  |  |  |  |  |  |  |  |  |  | #N/A |  |  |  |  |  |  |  |  |  |  |  | Cross Portfolio Diversion Effect
TOTAL PROFIT & LOSS |  |  |  |  |  |  |  |  |  |  |  |  |  | 165401.8589 | 369589.7005599999 | 1172033.10241 | 1407969.30491 | 4498266.121820001 |  |  |  |  | TOTAL PROFIT & LOSS |  |  | 1014427.63298 | 1250363.83548 | 4336297.62285 |  | 7796.389470000053 | 7796.389470000518 | 3433.359929999337 |  | 369589.7005599999 |  | 377444.46983 | 165401.8589 | 29104.30916 | 78233.07644 | -17550.30121 | 122255.52654
* | Due To UK Holiday, Aug. 27 & Aug. 28 Info. Is Reported on Aug. 28 DPR |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0
* | YTD P&L Not Available Due To System Valuation Issues
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