Spreadsheet: sara_shackleton__36501__ENE MTM 0630 revised 2
Sheet: Outstanding

Open Positions
 |  | Trade |  |  | Fixed/ | Strike |  | Expiration
Counterparty | MTM | Date | # Contracts |  | Floating | Price | Value | Date | Notes
UBS-Warburg Dillon Read | No | 1999-06-30 00:00:00 |  | Forward | Floating | 70.5 |  | 2001-04-12 00:00:00 | Interest Rate Reset the 12th of each month.  Enron may settle any time.  Settlement in cash or stock.  Had 6,703,300.  Assigned 2,888,249 to LJM Cayman on 6/30/99.  Stock split took shares from 3,815,051 to 7,630,102.  Assigned 3,224,795 to Talon I LLC on April 24, 2000.
Talon I LLC | No | 2000-04-24 00:00:00 | 3224795 | Forward | Fixed | 50.080232 |  | 2001-04-12 00:00:00
UBS-Warburg Dillon Read | No | 1999-12-13 00:00:00 |  | Forward | Fixed | 41.0449 |  | 2000-12-13 00:00:00 | Reset every six months
Talon I LLC | No | 2000-04-24 00:00:00 | 514376 | Forward | Fixed
[NAME] | No | 3/24/99-4/15/99 | 6400000 |  |  | 19.5938 |  |  | EOG sold to third party.  Enron can purchase 6.4mm at $19.5938
[NAME] | Yes | 2000-01-01 00:00:00 | 12012804 | Swap | Fixed | 61 |  | ????
Credit Suisse | No | 2000-06-27 00:00:00 | 750000 | Forward | Fixed | 68.4743 |  | 2000-09-27 00:00:00
Credit Suisse | No | 2000-05-08 00:00:00 | 790000 | Forward | Fixed | 76.125 |  |  | Early termination 5/8/00 - converted to forward
Credit Suisse | No | 2000-05-08 00:00:00 | 460000 | Forward | Fixed | 76.125 |  |  | Early termination 5/8/00 - converted to forward
Credit Suisse | No | 2000-05-08 00:00:00 | 511200 | Forward | Fixed | 76.125 |  |  | Early termination 5/8/00 - converted to forward
MLCO | Yes | 2000-06-28 00:00:00 | 110100 | Swap | Floating | 68.5 |  | 2001-06-28 00:00:00
MLCO | Yes | 2000-06-29 00:00:00 | 150000 | Swap | Floating | 68.5 |  | 2001-06-29 00:00:00
MLCO | Yes | 2000-06-30 00:00:00 | 636700 | Swap | Floating |  |  | 2001-06-30 00:00:00
Warburg Dillon Read | Yes | 2000-04-24 00:00:00 | 1061000 | Swap | Fixed | 70.5 |  | 2000-10-24 00:00:00 | Phantom Stock Plan
Warburg Dillon Read | Yes | 1999-12-16 00:00:00 |  | Swap | Fixed | 36.9128 |  | 2000-12-18 00:00:00 | 6-23 split       Income goes to ENA
Warburg Dillon Read | Yes | 1999-11-15 00:00:00 | 378000 | Swap | Fixed | 68.9375 |  | 2000-11-15 00:00:00 | Phantom Stock Plan
Credit Suisse | No | 2000-05-08 00:00:00 |  | Swap | Fixed | 76.125 |  | 2001-05-08 00:00:00 | Share settle only
Average Strike
Closed Positions - 2000
Warburg Dillon Read | Yes | 2000-01-21 00:00:00 | 15000 | Swap | Fixed | 55.9375 |  | 2000-02-23 00:00:00 | Terminated
Credit Suisse | Yes | 2000-04-05 00:00:00 | 790000 | Swap | Fixed | 66.8865 |  | 2000-05-08 00:00:00 | Early termination
Credit Suisse | Yes | 2000-04-06 00:00:00 | 460000 | Swap | Fixed | 67.5829 |  | 2000-05-08 00:00:00 | Early termination
Credit Suisse | Yes | 2000-04-17 00:00:00 | 511200 | Swap | Fixed | 64.7681 |  | 2000-05-08 00:00:00 | Early termination
Warburg Dillon Read | Yes | 2000-01-24 00:00:00 | 1061000 | Swap | Fixed | 65 |  | 2000-04-24 00:00:00 | Phantom Stock Plan
Warburg Dillon Read | Yes | 1999-12-16 00:00:00 | 280000 | Swap | Fixed | 69.4375 |  | 2000-12-18 00:00:00 | Income goes to ENA
Warburg Dillon Read | Yes | 1999-12-16 00:00:00 | 75000 | Swap | Fixed | 36.9128 |  | 2000-12-18 00:00:00 | 6-23 split       from the orig 280,000