Spreadsheet: paul_lucci__28467__October 19 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.18 | 0.0900000000000003 | 2.486 | 0.06800000000000006 | 9163.2 | -69.76999999999862
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
3.018 | 0.003000000000000114 | 2.39 | 0.06000000000000005 | 1.576 | 0.007500000000000062
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-19 00:00:00
-0.3728551201863577 | -0.06941316598704983 | 21.62260000000104 | -0.526899999997319 | 6899.96 | -56.84000000000015
3.09 | -0.3034419541993079 | 22.14949999999835 | 9232.97 | 1.5685 | 6956.8
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | Nymex |  | Aeco (CAD/GJ) |  | Aeco Basis |  | Aeco/Empress Transport (CAD/GJ) |  | Station 2 Basis |  | Station 2 Fixed Price (CAD/GJ) |  | [NAME] |  | [NAME]
 |  | Nymex | Nymex | FX | FX | AecoB | AecoB | ETransport | ETransport | Station2B | Station2B | Station2 | Station2 | DawnB | DawnB | NiagaraB | NiagaraB
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 2.38 | 2.4 | 3.008 | 3.028 |  |  |  |  |  |  | 3.045 | 3.065 | 2.54 | 2.56 | 2.57 | 2.59
ROM (fixed price) |  | 2.38 | 2.4 | 3.085 | 3.105 |  |  | 0.005 | 0.03 |  |  | 3.115 | 3.135 | 2.49 | 2.51 | 2.51 | 2.53
Prompt |  | 2.476 | 2.496 | 3.165038258628806 | 3.194961741371194 | -0.3705789536754865 | -0.3505789536754865 | 0.15 | 0.16 | -0.2552848874833551 | -0.2352848874833551 | 3.3425 | 3.3625 | 0.175 | 0.195 | 0.33 | 0.35
Nov-01-Mar-02 |  | 2.836573861640939 | 2.856573861640939 | 3.619203485222253 | 3.649154377129686 | -0.4298154583133463 | -0.4098154583133463 | 0.138 | 0.158 | -0.2929231160900466 | -0.2729231160900465 | 3.829272256048147 | 3.849272256048147 | 0.169155077703331 | 0.189155077703331 | 0.324155077703331 | 0.344155077703331
Apr-02-Oct-02 |  | 2.987378013231051 | 3.007378013231051 | 3.735260963128825 | 3.765270555430805 | -0.508 | -0.488 | 0.1375 | 0.1575 | -0.4346900870927127 | -0.4146900870927127 | 3.850320732194385 | 3.870320732194385 | 0.1175 | 0.1375 | 0.1625 | 0.1825
Nov-01-Oct-02 |  | 2.9245544735214 | 2.9445544735214 | 3.686860746867931 | 3.716845885157678 | -0.4754290819745947 | -0.4554290819745946 | 0.1377082951266501 | 0.1577082951266501 | -0.3756313487331059 | -0.3556313487331059 | 3.84155214218504 | 3.861552142185039 | 0.1390190019046736 | 0.1590190019046737 | 0.2298439297676988 | 0.2498439297676988
Nov-02-Mar-03 |  | 3.437762525500143 | 3.457762525500142 | 4.54044830626089 | 4.570490019878533 | -0.425 | -0.405 | 0.13 | 0.15 | -0.1350999076429561 | -0.1150999076429561 | 4.980939157355786 | 5.000939157355785 | 0.2099000923570436 | 0.2299000923570436 | 0.3699000923570437 | 0.3899000923570437
Apr-03-Oct-03 |  | 3.341780723442398 | 3.361780723442398 | 4.361765971864815 | 4.391828656730201 | -0.45 | -0.43 | 0.13 | 0.15 | -0.3701668085244148 | -0.3501668085244148 | 4.486808929281733 | 4.506808929281733 | 0.125 | 0.145 | 0.16 | 0.18
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | [NAME] |  | Rockies Basis |  | [NAME] |  | Socal Basis |  | San Juan Basis |  | Ventura Basis |  | Chicago City Gate Basis |  | TZ6
 |  | SumasB | SumasB | RockiesB | RockiesB | MalinB | MalinB | SocalB | SocalB | San Juan | San Juan | [NAME] | [NAME] | ChicagoB | ChicagoB | TZ6B | TZ6B
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 2.075 | 2.095 | 1.995 | 2.015 | 2.24 | 2.26 | 2.33 | 2.35 |  |  | 2.31 | 2.33 | 2.405 | 2.425 | 2.675 | 2.695
ROM (fixed price) |  | 2.119 | 2.139 | 2 | 2.02 | 2.22 | 2.24 | 2.35 | 2.37 | 2.1 | 2.12 | 2.27 | 2.29 | 2.395 | 2.415 | 2.675 | 2.695
Prompt |  | -0.125 | -0.105 | -0.355 | -0.335 | -0.125 | -0.105 | -0.035 | -0.015 | -0.265 | -0.245 | -0.02 | 0 | 0.05 | 0.07 | 0.47 | 0.49
Nov-01-Mar-02 |  | -0.02521543160104681 | -0.005215431601046809 | -0.3182027980767679 | -0.2982027980767679 | -0.03730395364767578 | -0.01730395364767578 | -0.01351473406904849 | 0.006485265930951511 | -0.2530565474215091 | -0.2330565474215091 | -0.01003330724871508 | 0.009966692751284917 | 0.1045845127986717 | 0.1245845127986717 | 1.244998925195681 | 1.264998925195681
Apr-02-Oct-02 |  | -0.3399409090795427 | -0.3199409090795427 | -0.535 | -0.515 | -0.0919588284761245 | -0.0719588284761245 | 0.09215088841870338 | 0.1121508884187034 | -0.3249499792383339 | -0.3049499792383339 | -0.09 | -0.07 | 0.0225 | 0.0425 | 0.372984591478096 | 0.392984591478096
Nov-01-Oct-02 |  | -0.2088293426967407 | -0.1888293426967407 | -0.4446843987360199 | -0.4246843987360199 | -0.06919014032724875 | -0.04919014032724876 | 0.04813161998140448 | 0.06813161998140448 | -0.2949998762671401 | -0.2749998762671401 | -0.05668665521116066 | -0.03668665521116066 | 0.05669560797882451 | 0.0766956079788245 | 0.7362572636429348 | 0.7562572636429348
Nov-02-Mar-03 |  | 0.06222153551558329 | 0.08222153551558328 | -0.27 | -0.25 | 0.07 | 0.09 | 0.1010852076215327 | 0.1210852076215327 | -0.205 | -0.185 | 0.004860115127033923 | 0.02486011512703392 | 0.1149000923570437 | 0.1349000923570436 | 1.130585490471564 | 1.150585490471564
Apr-03-Oct-03 |  | -0.275 | -0.255 | -0.43 | -0.41 | 0.025 | 0.045 | 0.21 | 0.23 | -0.295 | -0.275 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700591402677462 | 0.3900591402677462
STRUCTURES
$1.00 OTM Aeco Floors (C$[NAME]) |  |  | $1.00 OTM Aeco Caps (C$[NAME]) |  |  | Aeco Costless Collar (C$[NAME]) |  |  | $1.00 OTM Nymex Floors (US$/MMbtu) |  |  | $1.00 OTM Nymex Caps (US$/MMbtu) |  |  | Nymex Costless Collar (US$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1676841790416926 | 0.2176841790416926 | Apr-02-Oct-02 | 0.3130747822391262 | 0.3630747822391262 | Apr-02-Oct-02 | 2.750320732194387 | 5.505406221434541 | Apr-02-Oct-02 | 0.04991462519536091 | 0.0999146251953609 | Apr-02-Oct-02 | 0.1600355004623873 | 0.2100355004623873 | Apr-02-Oct-02 | 1.997378013231051 | 4.771395725275428
Nov-01-Oct-02 | 0.1152786661404488 | 0.1652786661404488 | Nov-01-Oct-02 | 0.2607088245987435 | 0.3107088245987435 | Nov-01-Oct-02 | 2.695548209802643 | 5.57459622889542 | Nov-01-Oct-02 | 0.02647693588101851 | 0.0764769358810185 | Nov-01-Oct-02 | 0.131331639237757 | 0.181331639237757 | Nov-01-Oct-02 | 1.9345544735214 | 4.79703845005222
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12736.7463287731 | 12292.65066337874 | Yesterday | 53.51 |  |  | 1 month | 21.62260000000104 | -0.526899999997319
 |  |  |  |  |  |  |  | BC | 1954.934482758621 | 1742.18556701031 | Prompt | 33.65 -  37.61 | 39.49 - 43.04 | 28.54 - 32.86 | 2 month | 21.71751450964371 | -0.4963943438882978
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 36.35 -  40.43 | 42.86 - 46.53 | 31.29 - 35.68 | 3 month | 21.7854820812044 | -0.4752178114121968
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 37.03 -  49.12 | 48.43 - 58.04 | 27.64 - 41.77 | 6 month | 21.91119583191191 | -0.4249713709020924
 |  |  |  |  |  |  |  | US | 0.92 | 0.78 | Q2 2002 | 35.10 -  44.88 | 45.34 - 54.61 | 26.05 - 36.30 | Rest of Cal  01 | 21.71751450964371 | -0.4963943438882978
 |  |  |  |  |  |  |  | Canada | 0.809 | 0.793 | Q3 2002 | 36.32 -  44.00 | 45.78 - 52.55 | 28.38 - 36.81 | Cal 02 | 21.90577129706132 | -0.3067259766337891
6-10 DAY WEATHER OUTLOOK |  |  | AGA STORAGE |  |  | CGA STORAGE |  |  | ENRONONLINE PROMPT AECO (NIT) |  |  | HENRY HUB CASH |  |  | FORWARD GAS CURVES
 |  |  |  | This Year | Last Year |  | This Year | Last Year
 |  |  | 2001-10-12 00:00:00 | 63 | 29 | 2001-10-12 00:00:00 | 3.180000000000007 | 7.64700000000002
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-10-05 00:00:00 | 6.769434514091017 | 10.23099999999999