Spreadsheet: paul_lucci__28351__September 25 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
1.98 | -0.305 | 1.91 | -0.1930000000000003 | 8603.8 | 368
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
1.99 | -0.11 | 1.99 | -0.05 | 1.5692 | -0.001300000000000079
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-09-25 00:00:00
-0.6523986565748485 | -0.02289725013299448 | 22.69080000000086 | -3.549399999998613 | 6661.97 | 148.97
2.285 | -0.629501406441854 | 26.24019999999948 | 8235.8 | 1.5705 | 6513
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) |  | 1.98 | 2 | 1.98 | 2 |  |  |  |  |  |  | 1.8 | 1.82 | 2.13 | 2.15 | 2.145 | 2.165
ROM (fixed price) |  | 1.91 | 1.93 | 1.9 | 1.92 |  |  | -0.01 | 0.01 |  |  | 1.874 | 1.894 | 2.06 | 2.08 | 2.06 | 2.08
Prompt |  | 1.9 | 1.92 | 1.96512262259767 | 1.994877377402331 | -0.5891202713659296 | -0.5691202713659296 | -0.01 | 0.01 | -0.2026274208787631 | -0.182627420878763 | 2.545 | 2.565 | 0.04 | 0.06 | 0.07 | 0.09
Oct-01-Oct-01 |  | 1.9 | 1.92 | 1.96512262259767 | 1.994877377402331 | -0.5891202713659296 | -0.5691202713659296 | -0.01 | 0.01 | -0.2026274208787631 | -0.182627420878763 | 2.545 | 2.565 | 0.04 | 0.06 | 0.07 | 0.09
Nov-01-Mar-02 |  | 2.676268120769235 | 2.696268120769234 | 3.295822914984088 | 3.325619494440878 | -0.4740525073874356 | -0.4540525073874356 | 0.138 | 0.158 | -0.3062479738419082 | -0.2862479738419081 | 3.550854201523908 | 3.570854201523908 | 0.1319430356781084 | 0.1519430356781084 | 0.2869430356781084 | 0.3069430356781084
Apr-02-Oct-02 |  | 2.834312482540128 | 2.854312482540128 | 3.519889761006621 | 3.549728027764885 | -0.485 | -0.465 | 0.1375 | 0.1575 | -0.4112691697433809 | -0.3912691697433809 | 3.634837387065688 | 3.654837387065688 | 0.1025 | 0.1225 | 0.1475 | 0.1675
Nov-01-Oct-02 |  | 2.768423125244254 | 2.788423125244254 | 3.426400819289967 | 3.456221706437399 | -0.4804359444135765 | -0.4604359444135764 | 0.1377084520971125 | 0.1577084520971125 | -0.3674853926895477 | -0.3474853926895477 | 3.599824444768958 | 3.619824444768957 | 0.1147749250649152 | 0.1347749250649152 | 0.2056343864296482 | 0.2256343864296482
Nov-02-Oct-03 |  | 3.092748837753304 | 3.112748837753304 | 3.94170996333017 | 3.9715678520018 | -0.4624349115542841 | -0.4424349115542841 | 0.13 | 0.15 | -0.2979082468021097 | -0.2779082468021097 | 4.192185969841197 | 4.212185969841197 | 0.1513675242701993 | 0.1713675242701993 | 0.2387220594606813 | 0.2587220594606813
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 | -0.015 | 0.015 | -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) |  | 1.245 | 1.265 | 1.14 | 1.16 | 1.46 | 1.49 | 1.835 | 1.855 |  |  | 1.905 | 1.925 | 2.005 | 2.025 | 2.295 | 2.315
ROM (fixed price) |  | 1.31 | 1.33 | 1.06 | 1.08 | 1.405 | 1.435 | 1.83 | 1.85 | 1.26 | 1.28 | 1.87 | 1.89 | 1.915 | 1.935 | 2.19 | 2.21
Prompt |  | -0.565 | -0.545 | -0.7 | -0.68 | -0.425 | -0.395 | -0.12 | -0.1 | -0.14 | -0.12 | -0.08 | -0.06 | 0.005 | 0.025 | 0.28 | 0.3
Oct-01-Oct-01 |  | -0.565 | -0.545 | -0.7 | -0.68 | -0.425 | -0.395 | -0.12 | -0.1 | -0.14 | -0.12 | -0.08 | -0.06 | 0.005 | 0.025 | 0.28 | 0.3
Nov-01-Mar-02 |  | -0.04043729977219596 | -0.02043729977219596 | -0.3731936412041396 | -0.3531936412041395 | -0.04474677882602828 | -0.01474677882602828 | 0.02126106798250786 | 0.04126106798250787 | -0.2702621881225931 | -0.2502621881225931 | -0.01003319730940169 | 0.00996680269059831 | 0.08957748800949904 | 0.109577488009499 | 1.100033478744538 | 1.120033478744538
Apr-02-Oct-02 |  | -0.335 | -0.315 | -0.585 | -0.565 | -0.01560016504560332 | 0.01439983495439667 | 0.1100370785443237 | 0.1300370785443237 | -0.3792761478824232 | -0.3592761478824232 | -0.08 | -0.06 | 0.015 | 0.035 | 0.3715283140882153 | 0.3915283140882153
Nov-01-Oct-02 |  | -0.2121955748128326 | -0.1921955748128326 | -0.4966970406545133 | -0.4766970406545132 | -0.02775151057811418 | 0.002248489421885821 | 0.07302598739455347 | 0.09302598739455346 | -0.3338277708294915 | -0.3138277708294915 | -0.05083054650178736 | -0.03083054650178736 | 0.0460916675459133 | 0.06609166754591331 | 0.6752451727478983 | 0.6952451727478983
Nov-02-Oct-03 |  | -0.1175673412730341 | -0.09756734127303407 | -0.3868740158066577 | -0.3668740158066577 | 0.07094181407619285 | 0.1009418140761928 | 0.1690279470170493 | 0.1890279470170493 | -0.2826454648095179 | -0.2626454648095179 | -0.04736374215460228 | -0.02736374215460227 | 0.05555588708543777 | 0.07555588708543777 | 0.6597112260173585 | 0.6797112260173586
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Nov-01-Mar-02 | 0.03246032344182618 | 0.08246032344182619 | Nov-01-Mar-02 | 0.138248847582291 | 0.188248847582291 | Nov-01-Mar-02 | 2.310854201523909 | 5.115530195903689 | Nov-01-Mar-02 | -0.006510135188385089 | 0.04348986481161492 | Nov-01-Mar-02 | 0.06629205001700109 | 0.1162920500170011 | Nov-01-Mar-02 | 1.686268120769235 | 4.419173457520198
Apr-02-Oct-02 | 0.1224580112828518 | 0.1724580112828518 | Apr-02-Oct-02 | 0.2556508517768904 | 0.3056508517768904 | Apr-02-Oct-02 | 2.534837387065689 | 5.282910516266907 | Apr-02-Oct-02 | 0.0335012850695202 | 0.0835012850695202 | Apr-02-Oct-02 | 0.136250938341425 | 0.186250938341425 | Apr-02-Oct-02 | 1.844312482540128 | 4.627340413053882
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12752.05032327538 | 12300.29600131271 | Yesterday | 27.76 |  |  | 1 month | 22.69080000000086 | -3.549399999998613
 |  |  |  |  |  |  |  | BC | 1952.81954887218 | 1735.786516853934 | Prompt | 21.37 -  31.37 | 24.50 - 34.50 | 18.56 - 28.56 | 2 month | 22.91742218629116 | -3.27054965015083
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 26.35 -  36.35 | 31.68 - 41.68 | 22.01 - 32.01 | 3 month | 22.92413788439426 | -3.179602968401817
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q3 | 31.78 -  41.78 | 40.90 - 50.90 | 24.11 - 34.11 | 6 month | 22.79718826225473 | -2.988472752548002
 |  |  |  |  |  |  |  | US | 0.84 | 0.71 | Q4 | 26.35 -  36.35 | 31.68 - 41.68 | 22.01 - 32.01 | Rest of Cal  01 | 22.91742218629116 | -3.27054965015083
 |  |  |  |  |  |  |  | Canada | 0.744 | 0.72 | Q1 2002 | 31.09 -  41.09 | 40.12 - 50.12 | 23.64 - 33.64 | Cal 02 | 22.20883249245612 | -2.36874782820718
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
 |  |  | 2001-09-14 00:00:00 | 90 | 67 | 2001-09-14 00:00:00 | 12.33799999999997 | 14.982
 |  |  | 2001-09-07 00:00:00 | 95 | 72 | 2001-09-07 00:00:00 | 18.14100000000002 | 11.34800000000001