Spreadsheet: mary_fischer__25748__13134_EPMI-SO2-INV_SO2_swp_dtl
Sheet: 13134_EPMI-SO2-INV_SO2_swp_dtl

Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
AESPOWERIN | 780200.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
AESPOWERIN | 780200.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 210 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 525000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 525000
AMERELECPO | 729055.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 208.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -521250
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -521250
AMERELECPO | 737291.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 207.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -518750
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -518750
AMERELECPO | 741592.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 209 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -522500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -522500
AMERELECPO | 743315.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
AMERELECPO | 743315.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 210 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -525000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -525000
AMERELECPO | 744341.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 209 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -522500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -522500
AMERELECPO | 760878.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
AMERELECPO | 760878.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 217 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -542500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -542500
AMERELECPO | 768953.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
AMERELECPO | 768953.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 212 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -530000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -530000
AMERELECPO | 768978.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
AMERELECPO | 768978.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 210 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -525000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -525000
[NAME] | 350040.01 | 2005-01-01 00:00:00 | 0 | 2005-01-01 00:00:00 | 100 | 2005 |  | 25000 | P | 25000 | 0 | 189.14 | 188.99 | 0 | 0 | 0 | 0 | 189.14 | 0.0409 | 1 | 25000 | 0 | 4728477 | 4724727 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 25000 |  |  |  |  |  |  |  |  |  |  | 25000 | 0 | 4728477 | 4724727 | 0
[NAME] | 393540.01 | 2005-01-15 00:00:00 | 0 | 2005-01-15 00:00:00 | 100 | 2005 |  | 30000 | P | 30000 | 0 | 189.14 | 188.99 | 0 | 0 | 0 | 0 | 189.14 | 0.0409 | 1 | 30000 | 0 | 5674173 | 5669673 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 30000 |  |  |  |  |  |  |  |  |  |  | 30000 | 0 | 5674173 | 5669673 | 0
[NAME] | 558058.02 | 2006-01-01 00:00:00 | 0 | 2006-01-01 00:00:00 | 100 | 2006 |  | -7000 | P | -7000 | 0 | 177.22 | 177.37 | 0 | 0 | 0 | 0 | 177.22 | 0.0444 | 1 | -7000 | 0 | -1240519 | -1241569 | 0
[NAME] | 558058.02 | 2007-01-01 00:00:00 | 0 | 2007-01-01 00:00:00 | 100 | 2007 |  | -7000 | P | -7000 | 0 | 151.67 | 151.82 | 0 | 0 | 0 | 0 | 151.67 | 0.0472 | 1 | -7000 | 0 | -1061710 | -1062760 | 0
[NAME] | 558058.02 | 2008-01-01 00:00:00 | 0 | 2008-01-01 00:00:00 | 100 | 2008 |  | -7000 | P | -7000 | 0 | 128.92 | 129.07 | 0 | 0 | 0 | 0 | 128.92 | 0.0493 | 1 | -7000 | 0 | -902453 | -903503 | 0
[NAME] | 558058.02 | 2009-01-01 00:00:00 | 0 | 2009-01-01 00:00:00 | 100 | 2009 |  | -7000 | P | -7000 | 0 | 113.75 | 113.9 | 0 | 0 | 0 | 0 | 113.75 | 0.0511 | 1 | -7000 | 0 | -796282 | -797332 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -28000 |  |  |  |  |  |  |  |  |  |  | -28000 | 0 | -4000965 | -4005165 | 0
[NAME] | 687996.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P |  | 195 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -1950000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 2
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1950000
[NAME] | 775506.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P | 10000 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 10000 | 0 | 2040000 | 2038500 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 10000 |  |  |  |  |  |  |  |  |  |  | 10000 | 0 | 2040000 | 2038500 | 0
[NAME] | 775506.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P |  | 195 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -1950000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1950000
APS | 272884.01 | 2002-03-15 00:00:00 | 0 | 2002-03-15 00:00:00 | 100 | 2002 |  | 7500 | P | 7500 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.026 | 1 | 7500 | 0 | 1524933 | 1523808 | 0
APS | 272884.01 | 2003-03-15 00:00:00 | 0 | 2003-03-15 00:00:00 | 100 | 2003 |  | 7500 | P | 7500 | 0 | 201.97 | 201.82 | 0 | 0 | 0 | 0 | 201.97 | 0.0304 | 1 | 7500 | 0 | 1514801 | 1513676 | 0
APS | 272884.01 | 2005-03-15 00:00:00 | 0 | 2005-03-15 00:00:00 | 100 | 2005 |  | 10300 | P | 10300 | 0 | 189.14 | 188.99 | 0 | 0 | 0 | 0 | 189.14 | 0.0416 | 1 | 10300 | 0 | 1948132 | 1946587 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 25300 |  |  |  |  |  |  |  |  |  |  | 25300 | 0 | 4987866 | 4984071 | 0
APS | 370553.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 2500 | P | 2500 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 2500 | 0 | 508311 | 507936 | 0
APS | 370553.01 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | 2500 | P | 2500 | 0 | 201.97 | 201.82 | 0 | 0 | 0 | 0 | 201.97 | 0.0293 | 1 | 2500 | 0 | 504934 | 504559 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 5000 |  |  |  |  |  |  |  |  |  |  | 5000 | 0 | 1013245 | 1012495 | 0
APS | 400793.01 | 2002-01-01 00:00:00 | 0 | 2002-01-01 00:00:00 | 100 | 2002 |  | 5000 | P | 5000 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 5000 | 0 | 1016623 | 1015873 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 5000 |  |  |  |  |  |  |  |  |  |  | 5000 | 0 | 1016623 | 1015873 | 0
APS | 409704.01 | 2002-01-01 00:00:00 | 0 | 2002-01-01 00:00:00 | 100 | 2002 |  | 2500 | P | 2500 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 2500 | 0 | 508311 | 507936 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 508311 | 507936 | 0
APS | 411826.01 | 2005-01-01 00:00:00 | 0 | 2005-01-01 00:00:00 | 100 | 2005 |  | 2500 | P | 2500 | 0 | 189.14 | 188.99 | 0 | 0 | 0 | 0 | 189.14 | 0.0409 | 1 | 2500 | 0 | 472848 | 472473 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 472848 | 472473 | 0
APS | 411830.01 | 2006-01-01 00:00:00 | 0 | 2006-01-01 00:00:00 | 100 | 2006 |  | 2500 | P | 2500 | 0 | 177.22 | 177.07 | 0 | 0 | 0 | 0 | 177.22 | 0.0444 | 1 | 2500 | 0 | 443043 | 442668 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 443043 | 442668 | 0
APS | 688016.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P | 10000 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 10000 | 0 | 2040000 | 2038500 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 10000 |  |  |  |  |  |  |  |  |  |  | 10000 | 0 | 2040000 | 2038500 | 0
APS | 688016.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P |  | 200 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -2000000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2000000
APS | 688025.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P | 10000 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 10000 | 0 | 2040000 | 2038500 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 10000 |  |  |  |  |  |  |  |  |  |  | 10000 | 0 | 2040000 | 2038500 | 0
APS | 688025.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 10000 | P |  | 202 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -2020000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2020000
APS | 688031.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -10000 | P | -10000 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -10000 | 0 | -2040000 | -2041500 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -10000 | 0 | -2040000 | -2041500 | 0
APS | 688031.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -10000 | P |  | 202 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 2020000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2020000
APS | 688037.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -10000 | P | -10000 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -10000 | 0 | -2040000 | -2041500 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -10000 | 0 | -2040000 | -2041500 | 0
APS | 688037.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -10000 | P |  | 203 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 2030000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2030000
APS | 789140.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 5000 | P | 5000 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 5000 | 0 | 1020000 | 1019250 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 5000 |  |  |  |  |  |  |  |  |  |  | 5000 | 0 | 1020000 | 1019250 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 3
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
APS | 789140.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 5000 | P |  | 186 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -930000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -930000
AQUILA | 779286.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
AQUILA | 779286.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 214.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 536250
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 536250
AQUILA | 779937.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
AQUILA | 779937.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 211.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -528750
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -528750
AQUILA | 786884.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
AQUILA | 786884.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 197 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -492500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -492500
BECO | 273024.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 3000 | P | 3000 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 3000 | 0 | 609973 | 609523 | 0
BECO | 273024.01 | 2006-01-15 00:00:00 | 0 | 2006-01-15 00:00:00 | 100 | 2006 |  | 3000 | P | 3000 | 0 | 177.22 | 177.07 | 0 | 0 | 0 | 0 | 177.22 | 0.0444 | 1 | 3000 | 0 | 531651 | 531201 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 6000 |  |  |  |  |  |  |  |  |  |  | 6000 | 0 | 1141624 | 1140724 | 0
CENTRALILL | 796126.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
CENTRALILL | 796126.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 210 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 525000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 525000
CINERGYSER | 360888.01 | 2005-01-01 00:00:00 | 0 | 2005-01-01 00:00:00 | 100 | 2005 |  | 1950 | P | 1950 | 0 | 189.14 | 188.99 | 0 | 0 | 0 | 0 | 189.14 | 0.0409 | 1 | 1950 | 0 | 368821 | 368529 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 1950 |  |  |  |  |  |  |  |  |  |  | 1950 | 0 | 368821 | 368529 | 0
COAL-SO2-I | 288179.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 2500 | P | 2500 | 0.01 | 204 | 203.85 | 0 | 0 | 0 | 0.01 | 204 | 0.0354 | 1 | 2500 | 0 | 509975 | 509600 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 509975 | 509600 | 0
COAL-SO2-I | 288179.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 2500 | P |  | 126.71 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -316775
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -316775
COAL-SO2-I | 293032.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
COAL-SO2-I | 293032.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 2500 | P |  | 137 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -342500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -342500
COAL-SO2-I | 305114.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
COAL-SO2-I | 305114.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2000 |  | 2500 | P |  | 137.25 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -343125
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -343125
CONECTIVEN | 744411.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 4
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
CONECTIVEN | 744411.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 212 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -530000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -530000
CONECTIVEN | 759453.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONECTIVEN | 759453.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 218 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -545000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -545000
CONSOLIDED | 567195.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSOLIDED | 567195.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 192 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -480000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -480000
CONSTELLPO | 687905.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 206 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -515000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -515000
CONSTELLPO | 721531.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 202 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -505000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -505000
CONSTELLPO | 742403.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 210 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -525000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -525000
CONSTELLPO | 780992.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSTELLPO | 780992.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 209 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -522500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -522500
CONSTELLPO | 781870.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSTELLPO | 781870.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 207.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -518750
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -518750
CONSTELLPO | 781980.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSTELLPO | 781980.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 209 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -522500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -522500
CONSTELLPO | 783128.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSTELLPO | 783128.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 203.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -508750
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -508750
CONSTELLPO | 783137.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSTELLPO | 783137.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 200.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -501250
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -501250
CONSTELLPO | 786897.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 5
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
CONSTELLPO | 786897.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 193 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -482500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -482500
DYNEGYMARA | 557639.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
DYNEGYMARA | 557639.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 184 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 460000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 460000
DYNEGYMARA | 681907.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
DYNEGYMARA | 681907.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 201.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -503750
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -503750
DYNEGYMARA | 721885.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 202 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -505000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -505000
DYNEGYMARA | 768844.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 216 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -540000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -540000
DYNEGYMARA | 779248.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
DYNEGYMARA | 779248.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 214 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 535000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 535000
DYNEGYMARA | 779956.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
DYNEGYMARA | 779956.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 211.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -528750
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -528750
DYNEGYMARA | 781589.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
DYNEGYMARA | 781589.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 209 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -522500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -522500
DYNEGYMARA | 783122.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
DYNEGYMARA | 783122.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 204 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 510000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 510000
EASTKENPOW | 787910.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -5000 | P | -5000 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -5000 | 0 | -1020000 | -1020750 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -5000 | 0 | -1020000 | -1020750 | 0
EASTKENPOW | 787910.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -5000 | P |  | 188.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 942500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 942500
ENTERGYKOC | 650365.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 6
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
ENTERGYKOC | 741319.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
ENTERGYKOC | 741319.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 209 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 522500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 522500
ENTERGYKOC | 768915.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
ENTERGYKOC | 787915.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
ENTERGYKOC | 787915.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 190 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 475000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 475000
EPA | 273219.01 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | 21000 | P | 21000 | 0 | 201.97 | 201.82 | 0 | 0 | 0 | 0 | 201.97 | 0.0293 | 1 | 21000 | 0 | 4241442 | 4238292 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 21000 |  |  |  |  |  |  |  |  |  |  | 21000 | 0 | 4241442 | 4238292 | 0
EPA | 273220.01 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | 28000 | P | 28000 | 0 | 197.92 | 197.77 | 0 | 0 | 0 | 0 | 197.92 | 0.036 | 1 | 28000 | 0 | 5541777 | 5537577 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 28000 |  |  |  |  |  |  |  |  |  |  | 28000 | 0 | 5541777 | 5537577 | 0
EPA | 566274.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 34229 | P | 34229 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 34229 | 0 | 6982716 | 6977582 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 34229 |  |  |  |  |  |  |  |  |  |  | 34229 | 0 | 6982716 | 6977582 | 0
EXELONGENC | 614682.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
EXELONGENC | 615451.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
EXELONGENC | 751922.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
EXELONGENC | 751922.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 216.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 541250
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 541250
EXELONGENC | 757564.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 5000 | P |  | 215.5 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -1077500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -1077500
EXELONGENC | 780216.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
EXELONGENC | 780216.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 211 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -527500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -527500
EXELONGENC | 780219.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
EXELONGENC | 780219.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 212 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -530000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -530000
JACKSONVIL | 556867.01 | 2005-01-01 00:00:00 | 0 | 2005-01-01 00:00:00 | 100 | 2005 |  | 7000 | P | 7000 | 0 | 189.14 | 188.99 | 0 | 0 | 0 | 0 | 189.14 | 0.0409 | 1 | 7000 | 0 | 1323974 | 1322924 | 0
JACKSONVIL | 556867.01 | 2006-01-01 00:00:00 | 0 | 2006-01-01 00:00:00 | 100 | 2006 |  | 7000 | P | 7000 | 0 | 177.22 | 177.07 | 0 | 0 | 0 | 0 | 177.22 | 0.0444 | 1 | 7000 | 0 | 1240519 | 1239469 | 0
JACKSONVIL | 556867.01 | 2007-01-01 00:00:00 | 0 | 2007-01-01 00:00:00 | 100 | 2007 |  | 7000 | P | 7000 | 0 | 151.67 | 151.52 | 0 | 0 | 0 | 0 | 151.67 | 0.0472 | 1 | 7000 | 0 | 1061710 | 1060660 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 7
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
JACKSONVIL | 556867.01 | 2008-01-01 00:00:00 | 0 | 2008-01-01 00:00:00 | 100 | 2008 |  | 7000 | P | 7000 | 0 | 128.92 | 128.77 | 0 | 0 | 0 | 0 | 128.92 | 0.0493 | 1 | 7000 | 0 | 902453 | 901403 | 0
JACKSONVIL | 556867.01 | 2009-01-01 00:00:00 | 0 | 2009-01-01 00:00:00 | 100 | 2009 |  | 7000 | P | 7000 | 0 | 113.75 | 113.6 | 0 | 0 | 0 | 0 | 113.75 | 0.0511 | 1 | 7000 | 0 | 796282 | 795232 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 35000 |  |  |  |  |  |  |  |  |  |  | 35000 | 0 | 5324939 | 5319689 | 0
LGEENEMAR | 273341.01 | 2001-12-15 00:00:00 | 0 | 2001-12-15 00:00:00 | 100 | 2001 |  | -6250 | P | -6250 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0267 | 1 | -6250 | 0 | -1274999 | -1275937 | 0
LGEENEMAR | 273341.01 | 2002-12-15 00:00:00 | 0 | 2002-12-15 00:00:00 | 100 | 2002 |  | -6250 | P | -6250 | 0 | 203.32 | 203.47 | 0 | 0 | 0 | 0 | 203.32 | 0.0287 | 1 | -6250 | 0 | -1270778 | -1271715 | 0
LGEENEMAR | 273341.01 | 2003-12-15 00:00:00 | 0 | 2003-12-15 00:00:00 | 100 | 2003 |  | -8000 | P | -8000 | 0 | 201.97 | 202.12 | 0 | 0 | 0 | 0 | 201.97 | 0.0355 | 1 | -8000 | 0 | -1615787 | -1616987 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -20500 |  |  |  |  |  |  |  |  |  |  | -20500 | 0 | -4161565 | -4164640 | 0
LOSANGELWA | 330320.01 | 2003-01-01 00:00:00 | 0 | 2003-01-01 00:00:00 | 100 | 2003 |  | 2500 | P | 2500 | 0 | 201.97 | 201.82 | 0 | 0 | 0 | 0 | 201.97 | 0.0293 | 1 | 2500 | 0 | 504934 | 504559 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 504934 | 504559 | 0
MANNAPROCO | 727249.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 221 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -552500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -552500
MINNESOTPO | 469658.01 | 2002-01-01 00:00:00 | 0 | 2002-01-01 00:00:00 | 100 | 2002 |  | 2500 | P | 2500 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 2500 | 0 | 508311 | 507936 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 508311 | 507936 | 0
MIRANTAMEE | 786906.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
MIRANTAMEE | 786906.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 190 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -475000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -475000
MIRANTAMEE | 786907.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
MIRANTAMEE | 786907.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 189 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -472500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -472500
N-IN-PUBSE | 273373.01 | 2005-11-15 00:00:00 | 0 | 2005-11-15 00:00:00 | 100 | 2005 |  | -55000 | P | -55000 | 0 | 189.14 | 189.29 | 0 | 0 | 0 | 0 | 189.14 | 0.0439 | 1 | -55000 | 0 | -10402645 | -10410895 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -55000 |  |  |  |  |  |  |  |  |  |  | -55000 | 0 | -10402645 | -10410895 | 0
N-IN-PUBSE | 273374.01 | 2002-12-15 00:00:00 | 0 | 2002-12-15 00:00:00 | 100 | 2002 |  | -8000 | P | -8000 | 0 | 203.32 | 203.47 | 0 | 0 | 0 | 0 | 203.32 | 0.0287 | 1 | -8000 | 0 | -1626596 | -1627796 | 0
N-IN-PUBSE | 273374.01 | 2003-12-15 00:00:00 | 0 | 2003-12-15 00:00:00 | 100 | 2003 |  | -8000 | P | -8000 | 0 | 201.97 | 202.12 | 0 | 0 | 0 | 0 | 201.97 | 0.0355 | 1 | -8000 | 0 | -1615787 | -1616987 | 0
N-IN-PUBSE | 273374.01 | 2004-12-15 00:00:00 | 0 | 2004-12-15 00:00:00 | 100 | 2004 |  | -8000 | P | -8000 | 0 | 197.92 | 198.07 | 0 | 0 | 0 | 0 | 197.92 | 0.0405 | 1 | -8000 | 0 | -1583364 | -1584564 | 0
N-IN-PUBSE | 273374.01 | 2005-12-15 00:00:00 | 0 | 2005-12-15 00:00:00 | 100 | 2005 |  | -8000 | P | -8000 | 0 | 189.14 | 189.29 | 0 | 0 | 0 | 0 | 189.14 | 0.0442 | 1 | -8000 | 0 | -1513112 | -1514312 | 0
N-IN-PUBSE | 273374.01 | 2006-12-15 00:00:00 | 0 | 2006-12-15 00:00:00 | 100 | 2006 |  | -8000 | P | -8000 | 0 | 177.22 | 177.37 | 0 | 0 | 0 | 0 | 177.22 | 0.0471 | 1 | -8000 | 0 | -1417735 | -1418935 | 0
N-IN-PUBSE | 273374.01 | 2007-12-15 00:00:00 | 0 | 2007-12-15 00:00:00 | 100 | 2007 |  | -3200 | P | -3200 | 0 | 151.67 | 151.82 | 0 | 0 | 0 | 0 | 151.67 | 0.0492 | 1 | -3200 | 0 | -485353 | -485833 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -43200 |  |  |  |  |  |  |  |  |  |  | -43200 | 0 | -8241947 | -8248427 | 0
N-IN-PUBSE | 273375.01 | 2001-10-15 00:00:00 | 0 | 2001-10-15 00:00:00 | 100 | 2001 |  | -15000 | P | -15000 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0278 | 1 | -15000 | 0 | -3059999 | -3062249 | 0
N-IN-PUBSE | 273375.01 | 2002-10-15 00:00:00 | 0 | 2002-10-15 00:00:00 | 100 | 2002 |  | -15000 | P | -15000 | 0 | 203.32 | 203.47 | 0 | 0 | 0 | 0 | 203.32 | 0.0277 | 1 | -15000 | 0 | -3049867 | -3052117 | 0
N-IN-PUBSE | 273375.01 | 2003-10-15 00:00:00 | 0 | 2003-10-15 00:00:00 | 100 | 2003 |  | -15000 | P | -15000 | 0 | 201.97 | 202.12 | 0 | 0 | 0 | 0 | 201.97 | 0.0344 | 1 | -15000 | 0 | -3029601 | -3031851 | 0
N-IN-PUBSE | 273375.01 | 2004-10-15 00:00:00 | 0 | 2004-10-15 00:00:00 | 100 | 2004 |  | -15000 | P | -15000 | 0 | 197.92 | 198.07 | 0 | 0 | 0 | 0 | 197.92 | 0.0398 | 1 | -15000 | 0 | -2968807 | -2971057 | 0
N-IN-PUBSE | 273375.01 | 2005-10-15 00:00:00 | 0 | 2005-10-15 00:00:00 | 100 | 2005 |  | -11250 | P | -11250 | 0 | 189.14 | 189.29 | 0 | 0 | 0 | 0 | 189.14 | 0.0436 | 1 | -11250 | 0 | -2127814 | -2129501 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -71250 |  |  |  |  |  |  |  |  |  |  | -71250 | 0 | -14236088 | -14246775 | 0
NEW | 498057.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 20000 | P | 20000 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 20000 | 0 | 4080000 | 4077000 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 20000 |  |  |  |  |  |  |  |  |  |  | 20000 | 0 | 4080000 | 4077000 | 0
NEW | 498057.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 20000 | P |  | 145 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -2900000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -2900000
NEW | 498057.03 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -20000 | P | -20000 | 179 | 204 | 204.15 | 0 | 0 | 0 | 179 | 204 | 0.0354 | 1 | -20000 | 0 | -500000 | -503000 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -20000 |  |  |  |  |  |  |  |  |  |  | -20000 | 0 | -500000 | -503000 | 0
NEW | 727253.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 700 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 1750000
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 8
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1750000
NEW | 792085.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 432420 | P | 432420 | 197 | 204 | 203.85 | 0 | 0 | 0 | 197 | 204 | 0.0354 | 1 | 432420 | 0 | 3026940 | 2962077 | 0
NEW | 792085.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 13726 | P | 13726 | 196.5 | 203.32 | 203.17 | 0 | 0 | 0 | 196.5 | 203.32 | 0.0264 | 1 | 13726 | 0 | 93674 | 91615 | 0
NEW | 792085.01 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | 44110 | P | 44110 | 195.25 | 201.97 | 201.82 | 0 | 0 | 0 | 195.25 | 201.97 | 0.0293 | 1 | 44110 | 0 | 296575 | 289958 | 0
NEW | 792085.01 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | 47052 | P | 47052 | 192.75 | 197.92 | 197.77 | 0 | 0 | 0 | 192.75 | 197.92 | 0.036 | 1 | 47052 | 0 | 243287 | 236229 | 0
NEW | 792085.01 | 2005-01-15 00:00:00 | 0 | 2005-01-15 00:00:00 | 100 | 2005 |  | 57448 | P | 57448 | 184 | 189.14 | 188.99 | 0 | 0 | 0 | 184 | 189.14 | 0.0409 | 1 | 57448 | 0 | 295231 | 286614 | 0
NEW | 792085.01 | 2006-01-15 00:00:00 | 0 | 2006-01-15 00:00:00 | 100 | 2006 |  | 53523 | P | 53523 | 167 | 177.22 | 177.07 | 0 | 0 | 0 | 167 | 177.22 | 0.0444 | 1 | 53523 | 0 | 546845 | 538817 | 0
NEW | 792085.01 | 2007-01-15 00:00:00 | 0 | 2007-01-15 00:00:00 | 100 | 2007 |  | 33432 | P | 33432 | 145.5 | 151.67 | 151.52 | 0 | 0 | 0 | 145.5 | 151.67 | 0.0472 | 1 | 33432 | 0 | 206372 | 201357 | 0
NEW | 792085.01 | 2008-01-15 00:00:00 | 0 | 2008-01-15 00:00:00 | 100 | 2008 |  | 34357 | P | 34357 | 122.75 | 128.92 | 128.77 | 0 | 0 | 0 | 122.75 | 128.92 | 0.0493 | 1 | 34357 | 0 | 212049 | 206895 | 0
NEW | 792085.01 | 2009-01-15 00:00:00 | 0 | 2009-01-15 00:00:00 | 100 | 2009 |  | 28857 | P | 28857 | 107.75 | 113.75 | 113.6 | 0 | 0 | 0 | 107.75 | 113.75 | 0.0511 | 1 | 28857 | 0 | 173275 | 168947 | 0
NEW | 792085.01 | 2010-01-15 00:00:00 | 0 | 2010-01-15 00:00:00 | 100 | 2010 |  | 13050 | P | 13050 | 92.75 | 83.42 | 83.27 | 0 | 0 | 0 | 92.75 | 83.42 | 0.0524 | 1 | 13050 | 0 | -121756 | -123713 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 757975 |  |  |  |  |  |  |  |  |  |  | 757975 | 0 | 4972491 | 4858795 | 0
NRGPOWMAR | 652076.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 8539 | P | 8539 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 8539 | 0 | 1741956 | 1740675 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 8539 |  |  |  |  |  |  |  |  |  |  | 8539 | 0 | 1741956 | 1740675 | 0
OILSPEC-SO | 639945.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
OILSPEC-SO | 639945.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 200 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 500000
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 500000
OILSPEC-SO | 674005.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
OILSPEC-SO | 674005.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 201 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -502500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -502500
PACIFICOR | 273379.01 | 2006-01-15 00:00:00 | 0 | 2006-01-15 00:00:00 | 100 | 2006 |  | 5000 | P | 5000 | 0 | 177.22 | 177.07 | 0 | 0 | 0 | 0 | 177.22 | 0.0444 | 1 | 5000 | 0 | 886085 | 885335 | 0
PACIFICOR | 273379.01 | 2007-01-15 00:00:00 | 0 | 2007-01-15 00:00:00 | 100 | 2007 |  | 3825 | P | 3825 | 0 | 151.67 | 151.52 | 0 | 0 | 0 | 0 | 151.67 | 0.0472 | 1 | 3825 | 0 | 580149 | 579575 | 0
PACIFICOR | 273379.01 | 2008-01-15 00:00:00 | 0 | 2008-01-15 00:00:00 | 100 | 2008 |  | 625 | P | 625 | 0 | 128.92 | 128.77 | 0 | 0 | 0 | 0 | 128.92 | 0.0493 | 1 | 625 | 0 | 80576 | 80482 | 0
PACIFICOR | 273379.01 | 2009-01-15 00:00:00 | 0 | 2009-01-15 00:00:00 | 100 | 2009 |  | 625 | P | 625 | 0 | 113.75 | 113.6 | 0 | 0 | 0 | 0 | 113.75 | 0.0511 | 1 | 625 | 0 | 71097 | 71003 | 0
PACIFICOR | 273379.01 | 2010-01-15 00:00:00 | 0 | 2010-01-15 00:00:00 | 100 | 2010 |  | 625 | P | 625 | 0 | 83.42 | 83.27 | 0 | 0 | 0 | 0 | 83.42 | 0.0524 | 1 | 625 | 0 | 52138 | 52044 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 10700 |  |  |  |  |  |  |  |  |  |  | 10700 | 0 | 1670044 | 1668439 | 0
PG&E | 273390.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 4750 | P | 4750 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 4750 | 0 | 965791 | 965079 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 4750 |  |  |  |  |  |  |  |  |  |  | 4750 | 0 | 965791 | 965079 | 0
PG&E | 273391.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 2566 | P | 2566 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 2566 | 0 | 521731 | 521346 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2566 |  |  |  |  |  |  |  |  |  |  | 2566 | 0 | 521731 | 521346 | 0
PGEENEPOWL | 786893.01 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P | 2500 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 2500 | 0 | 510000 | 509625 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 510000 | 509625 | 0
PGEENEPOWL | 786893.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 2500 | P |  | 195 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | -487500
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -487500
PHIBROINC | 272657.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | 211 | P | 211 | 0 | 204 | 203.85 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | 211 | 0 | 43044 | 43012 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 211 |  |  |  |  |  |  |  |  |  |  | 211 | 0 | 43044 | 43012 | 0
PPLELEUTI | 316376.01 | 2003-01-01 00:00:00 | 0 | 2003-01-01 00:00:00 | 100 | 2003 |  | 2500 | P | 2500 | 0 | 201.97 | 201.82 | 0 | 0 | 0 | 0 | 201.97 | 0.0293 | 1 | 2500 | 0 | 504934 | 504559 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 504934 | 504559 | 0
PSEGENERES | 463230.01 | 2002-01-01 00:00:00 | 0 | 2002-01-01 00:00:00 | 100 | 2002 |  | 2500 | P | 2500 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 2500 | 0 | 508311 | 507936 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 2500 |  |  |  |  |  |  |  |  |  |  | 2500 | 0 | 508311 | 507936 | 0
PSEGENERES | 780206.02 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P |  | 214 |  |  |  |  |  |  |  | 0.0354 | 1 |  |  |  |  |  | 535000
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 9
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI | -SO2-INV, | Region: S | O2 |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:57:00 | :43
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 535000
PSEGENERES | 780206.03 | 2001-09-28 00:00:00 | 0 | 2001-09-28 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 0 | 204 | 204.15 | 0 | 0 | 0 | 0 | 204 | 0.0354 | 1 | -2500 | 0 | -510000 | -510375 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2500 | 0 | -510000 | -510375 | 0
SANDIEGO | 273473.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | 6434 | P | 6434 | 0 | 203.32 | 203.17 | 0 | 0 | 0 | 0 | 203.32 | 0.0264 | 1 | 6434 | 0 | 1308190 | 1307225 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 6434 |  |  |  |  |  |  |  |  |  |  | 6434 | 0 | 1308190 | 1307225 | 0
---------- | ---------- | --------- | ------- | --------- | ------- | ------------------------------ | ------ | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | Gr | and [NAME] | l: | 862204 |  |  |  |  |  |  |  |  |  |  | 862204 | 0 | 29452408 | 29235192 | 0 | -18954900