Spreadsheet: mike_grigsby__27706__MikeP&L_05_14
Sheet: Sheet1

ENRON CAPITAL AND TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2001-05-14 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | SUBTOTAL |  | GRAND  TOTAL
 |  | GD New Swaps |  | Price |  | Basis |  | Basis Option |  | GD New Swaps - JR |  | Price - JR |  | Basis - JR |  | Swaps |  | Gas Daily New
Post ID |  | 1137878 |  | 1137882 |  | 1137881 |  |  |  | 1137885 |  | 1137890 |  | 1137889
[NAME])  (Million MMbtu)
2001-05-14 00:00:00
Volatility Factor (d) |  | 1 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1 |  | 1
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Through May 31, 1999
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Change since May 31, 1999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
[NAME]  (in thousands)
2001-05-14 00:00:00
Gross Book Balance |  | 7119058.955800001 |  | -352677569.8062 |  | 331656198.4080001 |  | 0 |  | -201936.7587 |  | 466608.4647 |  | -10022786.9238 |  | -23660427.66019998 |  | -23660427.66019998 |  |  | GD-NEW and GD-NEW JR FINANCIAL: MTD and YTD |  |  |  | TOTAL | NYMEX
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | GD Swaps | Basis | Price | Total | Overage Granted | Overage
Liquidated |  | 154495201.8269 |  | 19694853.453 |  | 247516347.2859001 |  | 0 |  | -2113668.7917 |  | -1231748.6704 |  | 17442173.2945 |  | 435803158.3982 |  | 435803158.3982 |  | 2001-01-01 00:00:00 | 26991883.9793 | -1159961.996500001 | -53470.50050000002 | 25778451.4823 | 1263208 | ?
LTD Gross Recognized Balance |  | 161614260.7827 |  | -332982716.3532 |  | 579172545.6939001 |  | 0 |  | -2315605.5504 |  | -765140.2056999999 |  | 7419386.3707 |  | 412142730.7380001 |  | 412142730.738 |  | 2001-02-01 00:00:00 | -21104867 | 516722998 | -349735363 | 145882768 | 2583578.2 | ?
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-01 00:00:00 | -7794738.4579 | 60684374.54550005 | 13758758.54460001 | 66648394.63220005 | 16698 | ?
2001-05-14 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-04-01 00:00:00 | 1849931.113900003 | -229148534.4526 | -10757906.5357 | -238056509.8744 | 28178023.25 | 0
Originated Transactions |  | 0 |  | 0 |  | 6780 |  | 0 |  | 0 |  | 0 |  | 339 |  | 7119 | 6.78 | 7119 |  | 2001-05-01 00:00:00 | -21205446.2841 | -184535627.9025 | 2365495.4868 | -203375578.6998 | 7118.7 | 0
Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-06-01 00:00:00
New Deals |  | -170907.0765 |  | 1851170.435 |  | 1223836.8718 |  | -2012327 |  | -31725 |  | -122197.0845 |  | -789015.5423999999 |  | 1961162.6034 |  | -51164.39659999998 |  | 2001-07-01 00:00:00
Change in Price |  | -19079077.0905 |  | 92945.85389999987 |  | 455334.03 |  | 1301246 |  | 0 |  | 541946.2066000002 |  | 20992.24 |  | -17967858.76 |  | -16666612.76 |  | 2001-08-01 00:00:00
Change in Basis Price |  | 0 |  | 0 |  | -182512426.0896 |  | 0 |  | 0 |  | 0 |  | -2888995.12 |  | -185401421.2096 |  | -185401421.2096 |  | 2001-09-01 00:00:00
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -1923737.1171 |  | 0 |  | 0 |  | -1923737.1171 |  | -1923737.1171 |  | 2001-10-01 00:00:00
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-11-01 00:00:00
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-12-01 00:00:00
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -21263236.6488 | 162563248.1939 | -344422486.0048 | -203122474.4596999 | 32048626.15
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Total Hedge Management |  | -19249984.167 |  | 1944116.2889 |  | -180833255.1878 |  | -711081 |  | -1955462.1171 |  | 419749.1221000002 |  | -3657018.4224 |  | -203331854.4833 |  | -204042935.4833 |  | Daily - Financial | -26434544.00030001 |  | Daily - Financial | -1494573.7226
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -16887770.55069984 |  | Daily - Physical | 0
Other Changes |  | 0 |  | 1630.0758 |  | -53321.0838 |  | 0 |  | 0 |  | 0 |  | 847.7915 |  | -50843.2165 |  | -50843.2165 |  | Total Daily P&L | -43322314.55099984 |  | Total Daily P&L | -1494573.7226
MTD Income (Loss) |  | -19249984.167 |  | 1945746.3647 |  | -180879796.2716 |  | -711081 |  | -1955462.1171 |  | 419749.1221000002 |  | -3655831.6309 |  | -203375578.6998 |  | -204086659.6998 | -204093778.3998
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Financial | -198895115.0739 |  | Monthly - Financial | -5191544.6259
2001-05-14 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Physical | -66702086.26586075 |  | Monthly - Physical | 0
Gross Book Balance (including Current Month Rho & Drift) |  | -2780846.9392 |  | -351280918.8104 |  | 151920984.9325 |  | -711081 |  | -1404525 |  | 888919.301 |  | -13694034.0406 |  | -216350420.5567 |  | -217061501.5567 |  | Total Monthly P&L | -265597201.3397607 | -265604320.0397607 | Total Monthly P&L | -5191544.6259
Current Month: Rho |  | 5722.4299 |  | 108803.3625 |  | 334856.4411999999 |  | 0 |  | -0.3128 |  | 534.9998 |  | -1278.9385 |  | 448637.9820999999 |  | 448637.9820999999
Drift |  | 15041.4501 |  | -657899.2066 |  | 809726.4307 |  | 0 |  | -25.8114 |  | 2026.7144 |  | -14136.6268 |  | 154732.9504 |  | 154732.9504 |  | YTD - Financial | -256398898.1591 |  | YTD - Financial | -12854186.9319
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YTD - Physical | 44615410.73413925 |  | YTD - Physical | 0
Gross Book Balance (excluding Current Month Rho & Drift) |  | -2780846.9392 |  | -351280918.8104 |  | 151920984.9325 |  | -711081 |  | -1404525 |  | 888919.301 |  | -13694034.0406 |  | -216350420.5567 |  | -217061501.5567 |  | Total YTD P&L | -211783487.4249607 | -243832113.5749607 | Total YTD P&L | -12854186.9319
Prudence |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  | .
Liquidated |  | 145145123.9469 |  | 20243949.2971 |  | 246371764.4140001 |  | 0 |  | -2866542.6675 |  | -1234310.3846 |  | 17457588.8598 |  | 425117573.4657 |  | 425117573.4657 |  | 2001-02-23 00:00:00 | Socal Transport Prudency (Physical) |  | -100000000
Gross Recognized Balance |  | 142364276.6157 | -0.4751999974250793 | -331036969.9885 | 0.07580006122589111 | 398292749.4223001 | 0 | -711081 | 0 | -4271067.6675 | 2.328306436538696e-10 | -345391.0835999998 | -0.07940000016242266 | 3763554.7398 |  | 208767152.0382001 | -0.8707999587059021 | 208056071.0382001 |  | 2001-02-26 00:00:00 | Socal Transport Prudency (Physical) |  | 100000000
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-28 00:00:00 | Socal Liquidity |  | -75000000
LTD Through December 31, 2000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-30 00:00:00 | Socal Liquidity |  | -75000000
Gross Recognized Balance | -0.4493999999249354 | 163874974 |  | 21045961 | 0 | 280386939 | 0 | 0 | 0 | 3271138 | 0 | -967532 | 0 | 9697676 |  | 477309156 |  | 477309156
 | 0.3920000195503235 |  | 0.4751999974250793 |  | -0.07580006122589111 |  | 0 |  | 0 |  | 0 |  | -0.9206000007688999 |  |  |  | -0.1292000412940979
2001-05-14 00:00:00
Gross Book Balance |  | -2321601.9392 |  | -359950270.8104 |  | 62526415.9325 |  | -711081 |  | -1814064 |  | 2056388.301 |  | -14420648.0406 |  | -313923780.5567 |  | -314634861.5567
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | -19189095.05310002 |  | 7867340.2971 |  | 55379394.41400006 |  | 0 |  | -5728141.6675 |  | -1434247.3846 |  | 8486525.8598 |  | 45381776.46570005 |  | 45381776.46570005
Gross Recognized Balance |  | -21510696.99230002 |  | -352082930.5133 |  | 117905810.3465001 |  | -711081 |  | -7542205.6675 |  | 622140.9164 |  | -5934122.1808 |  | -268542004.091 |  | -269253085.091 |  | TOTAL SCHEDULE C ADJUSTMENT: |  |  | -150000000
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 0 |  | 0 |  | -370758.3052000001 |  | 0 |  | 13750 |  | 0 |  | -625961.6336 |  | -982969.9388 |  | -982969.9388
Change in Price |  | -1914294.5 |  | -86685.20399999997 |  | 0 |  | 174054 |  | 0 |  | -307238.0325999999 |  | 0 |  | -2308217.7366 |  | -2134163.7366
Change in Basis Price |  | 0 |  | 0 |  | -24192445.99680001 |  | 0 |  | 0 |  | 0 |  | -356845.7314999998 |  | -24549291.72830001 |  | -24549291.72830001
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -217600 |  | 0 |  | 0 |  | -217600 |  | -217600
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | -1914294.5 |  | -86685.20399999997 |  | -24563204.302 |  | 174054 |  | -203850 |  | -307238.0325999999 |  | -982807.3650999997 |  | -28058079.40370001 |  | -27884025.40370001
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 0 |  | 1357.1256 |  | -45771.1199 |  | 0 |  | 0 |  | 0 |  | -678.3249000000001 |  | -45092.3192 |  | -45092.3192
Total Daily Income (Loss) |  | -1914294.5 |  | -85328.07839999997 |  | -24608975.4219 |  | 174054 |  | -203850 |  | -307238.0325999999 |  | -983485.69 |  | -28103171.72290001 |  | -27929117.72290001
LTD Gross recognized as of prior day |  | 144278571.1157 | -0.4752000570297241 | -330951641.9101 | 0.07580006122589111 | 422901724.8442001 | 0 | -885135 | 0 | -4067217.6675 | 1.164153218269348e-10 | -38153.05099999986 | -0.07939999923110008 | 4747040.4298 |  | 236870323.7611001 | -0.2867998778820038 | 235985188.7611001 |  | 36948 | Socal Transport Prudency (Physical) |  | 100000000
Prior Day Origination |  | 0 |  | 0 |  | 6780 |  | 0 |  | 0 |  | 0 |  | 339 |  | 7119 | 6.78 | 7119 |  | 37012 | -19087301.7841 | -158943166.7906 | 2758061.5978 | -175272406.9769 | 7118.7 | 0
Prior Day Hedge Management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 37043
Prior Day New Deals |  | -170907.0765 |  | 1851170.435 |  | 1594595.177 |  | -2012327 |  | -45475 |  | -122197.0845 |  | -163053.9088 |  | 2944132.5422 |  | 931805.5422000004 |  | 37073
Prior Day Change in Price |  | -17164782.5905 |  | 179631.0578999998 |  | 455334.03 |  | 1127192 |  | 0 |  | 849184.2392000001 |  | 20992.24 |  | -15659641.0234 |  | -14532449.0234 |  | 37104
Prior Day Change in Basis Price |  | 0 |  | 0 |  | -158319980.0928 |  | 0 |  | 0 |  | 0 |  | -2532149.3885 |  | -160852129.4813 |  | -160852129.4813 |  | 37135
Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | -1706137.1171 |  | 0 |  | 0 |  | -1706137.1171 |  | -1706137.1171 |  | 37165
Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37196
Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37226
Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -19145092.1488 | 188155709.3058 | -344029919.8938 | -175019302.7368 | 32048626.15
Prior Day Change in time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Prior Day Hedge Management - Total |  | -17335689.667 |  | 2030801.4929 |  | -156270050.8858 |  | -885135 |  | -1751612.1171 |  | 726987.1547000001 |  | -2674211.0573 |  | -175273775.0796 |  | -176158910.0796 |  | Daily - Financial | -67487023.25299999 |  | Daily - Financial | -1306139.9159
Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -14478279.38816969 |  | Daily - Physical | 0
Prior Day Other |  | 0 |  | 272.9501999999998 |  | -7549.963900000002 |  | 0 |  | 0 |  | 0 |  | 1526.1164 |  | -5750.897300000003 |  | -5750.897300000003 |  | Total Daily P&L | -81965302.64116968 |  | Total Daily P&L | -1306139.9159
Zero Out-LTD Gross recognized as of prior day | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  | -1.164153218269348e-10 | 0
Zero Out-Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management
Zero Out-Prior Day Change in New Deals |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management - Total |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Other |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0