Spreadsheet: sara_shackleton__36883__ENE MTM 1222
Sheet: Sheet1

Open Positions
2000-12-13 00:00:00
 | EITF 00 19 |  | Trade | Expiration |  |  | Fixed/ | Strike
Counterparty | Conforming | MTM | Date | Date | # Contracts |  | Floating | Price | Value | Notes
MTM
[NAME] | N/A | Yes | 2000-01-01 00:00:00 | 2001-06-29 00:00:00 | 12012804 | Swap | Fixed | 71 | 852909084 | Share settle
Lehman Brothers | N/A | Yes | 2000-12-06 00:00:00 | 2001-12-11 00:00:00 | 456000 | Swap | Fixed | 70.178 | 32001168 | Cash settle
Lehman Brothers | N/A | Yes | 2000-12-08 00:00:00 | 2001-12-13 00:00:00 | 543000 | Swap | Fixed | 71.77 | 38971110 | Cash settle
Warburg Dillon Read | N/A | Yes | 2000-04-24 00:00:00 | 2001-04-25 00:00:00 | 1061000 | Swap | Fixed | 70.5 | 74800500 | Phantom Stock Plan
Warburg Dillon Read | N/A | Yes | 2000-12-18 00:00:00 | 2001-06-18 00:00:00 | 205000 | Swap | Fixed | 79.5625 | 16310312.5 | 6-23 split       Phantom Stock Plan
Warburg Dillon Read | N/A | Yes | 2000-11-15 00:00:00 | 2001-02-15 00:00:00 | 378000 | Swap | Fixed | 80.375 | 30381750 | Phantom Stock Plan
 |  |  | MTM Exposure |  | 14655804 |  |  |  | 1045373924.5
 |  |  |  |  |  |  |  | Avg.Price | 71.32832320219347
Non-MTM
Bear Stearns | No | No | 2000-05-24 00:00:00 | 2001-05-24 00:00:00 | 323000 | Forward | Fixed | 79.415 | 25651045 | Converted to Forward 5/24
Credit Suisse | No | No | 2000-06-27 00:00:00 | 2001-06-29 00:00:00 | 750000 | Forward | Fixed | 68.4743 | 51355725 | waiting answer 12-13-00  still In nego
Credit Suisse | No | No | 2000-05-08 00:00:00 | 2001-05-08 00:00:00 | 1761200 | Forward | Fixed | 76.125 | 134071350 | Share settle only, pay interest quarterly
Lehman Brothers | Yes | No | 2000-08-04 00:00:00 | 2001-08-07 00:00:00 | 1388100 | Forward | Fixed | 79.125 | 109833412.5 | Converted to Forward 08/04/00  @ 79.125  Moved fr ML to Lehman into one deal @ 1,833,100 shares. Waiting on contract
Lehman Brothers | Yes | No | 2000-11-29 00:00:00 | 2001-02-28 00:00:00 | 1000000 | Forward | Fixed | 73.956 | 73956000 | Cash or shares 3 days after expiration
Lehman Brothers | Yes | No | 2000-11-30 00:00:00 | 2001-02-28 00:00:00 | 850000 | Forward | Fixed | 71.0981 | 60433385 | Cash or shares 3 days after expiration
UBS-Warburg Dillon Read | No | No | 1999-06-30 00:00:00 | 2001-04-12 00:00:00 | 4405307 | Forward | Floating | 73.5941 | 324204603.8887 | 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.
UBS-Warburg Dillon Read | No | No | 2000-12-13 00:00:00 | 2001-06-13 00:00:00 | 706274 | Forward | Fixed | 76.1256 | 53765532.01440001 | Reset every six months
 |  |  | Non-MTM Forwards |  | 11183881 |  |  |  | 833271124.7314231
 |  |  |  |  |  |  |  | Avg.Price | 74.50643696328879
[NAME] |  | No | 3/24/99-4/15/99 |  | -6400000 | Calls |  | 19.5938 | -125400320 | EOG sold to third party.  BoA can purchase 6.4mm at $19.5938
 |  |  | Non-MTM Options |  | -6400000 |  |  |  | -125400320
 |  |  | Non-MTM Exposure |  | 4783881 |  |  |  | 707870804.7314231
 |  |  | Total Exposure |  | 19439685 |  |  |  | 1753244729.231423
Closed Positions - 2000
Warburg Dillon Read |  | Yes | 2000-01-21 00:00:00 | 2000-02-23 00:00:00 | 15000 | Swap | Fixed | 55.9375 | 839062.5 | Terminated
Credit Suisse |  | Yes | 2000-04-05 00:00:00 | 2000-05-08 00:00:00 | 790000 | Swap | Fixed | 66.8865 | 52840335 | Early termination
Credit Suisse |  | Yes | 2000-04-06 00:00:00 | 2000-05-08 00:00:00 | 460000 | Swap | Fixed | 67.5829 | 31088134 | Early termination
Credit Suisse |  | Yes | 2000-04-17 00:00:00 | 2000-05-08 00:00:00 | 511200 | Swap | Fixed | 64.7681 | 33109452.72 | Early termination
Warburg Dillon Read |  | Yes | 2000-01-24 00:00:00 | 2000-04-24 00:00:00 | 1061000 | Swap | Fixed | 65 | 68965000 | Phantom Stock Plan
Warburg Dillon Read |  | Yes | 1999-12-16 00:00:00 | 2000-12-18 00:00:00 | 280000 | Swap | Fixed | 69.4375 | 19442500 | Income goes to ENA
Talon I LLC |  | No | 2000-04-24 00:00:00 | 2001-04-12 00:00:00 | 3224795 | Forward | Fixed | 50.080232 | 161498481.75244 | Never happened
Talon I LLC |  | No | 2000-04-24 00:00:00 |  | 514376 | Forward | Fixed |  | 0 | Never happened
Warburg Dillon Read |  | Yes | 1999-12-16 00:00:00 | 2000-12-18 00:00:00 | 75000 | Swap | Fixed | 36.9128 | 2768460 | Expired 6/23/00
Warburg Dillon Read |  | Yes | 1999-11-15 00:00:00 | 2000-11-15 00:00:00 | 378000 | Swap | Fixed | 68.9375 | 26058375 | Phantom Stock Plan
Talon I LLC |  |  | 2000-09-30 00:00:00 | 2000-10-18 00:00:00 | 7171418 | Puts |  | 57.5 | 412356535 | Expired
Talon I LLC |  |  | 2000-09-30 00:00:00 | 2000-12-09 00:00:00 | 7427536 | Puts |  | 57.5 | 427083320 | Expired
UBS-Warburg Dillon Read | No | No | 1999-12-13 00:00:00 | 2001-06-13 00:00:00 | 706274 | Forward | Fixed | 76.1256 | 53765532.01440001 | Reset every six months
Open Positions
2000-12-21 00:00:00
 |  | Trade |  |  | Fixed/ | Strike |  | Expiration |  | Enron
Counterparty | MTM | Date | # Contracts |  | Floating | Price | Value | Date |  | Settlement |  | Notes
UBS-Warburg Dillon Read | No | 1999-06-30 00:00:00 | 4405307 | Forward | Floating | 73.5941 | 324204603.8887 | 2001-04-12 00:00:00 |  | Enron choose-Net cash or Net share |  | 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.
UBS-Warburg Dillon Read | No | 1999-12-13 00:00:00 | 706274 | Forward | Fixed | 76.1256 | 53765532.01440001 | 2001-06-13 00:00:00 |  | Enron choose-Gross Physical or net share |  | Reset every six months
Warburg Dillon Read | Yes | 2000-04-24 00:00:00 | 1061000 | Swap | Fixed | 70.5 | 74800500 | 2001-04-25 00:00:00 |  |  |  | Phantom Stock Plan
Warburg Dillon Read | Yes | 1999-12-16 00:00:00 | 205000 | Swap | Fixed | 36.9128 | 7567123.999999999 | 2000-12-18 00:00:00 |  |  |  | 6-23 split       Phantom Stock Plan
Warburg Dillon Read | Yes | 2000-11-15 00:00:00 | 378000 | Swap | Fixed | 80.375 | 30381750 | 2001-02-15 00:00:00 |  |  |  | Phantom Stock Plan
[NAME] | No | 3/24/99-4/15/99 | -6400000 | Calls |  | 19.5938 |  |  |  |  |  | EOG sold to third party.  BoA can purchase 6.4mm at $19.5938
[NAME] | Yes | 2000-01-01 00:00:00 | 12012804 | Swap | Fixed | 71 | 852909084 | 2001-06-29 00:00:00 |  | Net share |  | Share settle
Lehman Brothers | No | 2000-08-04 00:00:00 | 1388100 | Forward | Fixed | 79.125 | 109833412.5 | 2001-08-07 00:00:00 |  |  |  | Converted to Forward 08/04/00  @ 79.125  Moved fr ML to Lehman into one deal @ 1,338,100 shares. Waiting on contract
Lehman Brothers | No | 2000-11-29 00:00:00 | 1000000 | Forward | Fixed | 73.956 | 73956000 | 2001-02-28 00:00:00 |  | Enron choose-Gross physical or net cash or net shares |  | Monthly interest settlement
Lehman Brothers | No | 2000-11-30 00:00:00 | 850000 | Forward | Fixed | 71.0981 | 60433385 | 2001-02-28 00:00:00 |  | Enron choose -Gross physical or net cash or net shares |  | Monthly interest settlement
Lehman Brothers | Yes | 2000-12-06 00:00:00 | 456000 | Swap | Fixed | 70.178 | 32001168 | 2001-12-11 00:00:00 |  | Cash |  | Monthly interest settlement
Lehman Brothers | Yes | 2000-12-08 00:00:00 | 543000 | Swap | Fixed | 71.77 | 38971110 | 2001-12-13 00:00:00 |  | Cash |  | Monthly interest settlement
Bear Stearns | No | 2000-05-24 00:00:00 | 323000 | Forward | Fixed | 79.415 | 25651045 | 2001-05-24 00:00:00 |  | Cash-net |  | Converted to Forward 5/24
Credit Suisse | No | 2000-06-27 00:00:00 | 750000 | Forward | Fixed | 68.4743 | 51355725 | 2001-06-29 00:00:00 |  | Enron choose-Gross physical, net share or net cash |  | need final confirm
Credit Suisse | No | 2000-05-08 00:00:00 | 1761200 | Forward | Fixed | 76.125 | 134071350 | 2001-05-08 00:00:00 |  | Enron choose-Gross physical, net share or net cash |  | pay interest quarterly
 |  |  | 25839685 |  |  |  | 1869901789.4031
Average Strike |  |  |  |  |  |  | 72.36550249753819
Closed Positions - 2000
Warburg Dillon Read | Yes | 2000-01-21 00:00:00 | 15000 | Swap | Fixed | 55.9375 | 839062.5 | 2000-02-23 00:00:00 |  |  |  | Terminated
Credit Suisse | Yes | 2000-04-05 00:00:00 | 790000 | Swap | Fixed | 66.8865 | 52840335 | 2000-05-08 00:00:00 |  |  |  | Early termination
Credit Suisse | Yes | 2000-04-06 00:00:00 | 460000 | Swap | Fixed | 67.5829 | 31088134 | 2000-05-08 00:00:00 |  |  |  | Early termination
Credit Suisse | Yes | 2000-04-17 00:00:00 | 511200 | Swap | Fixed | 64.7681 | 33109452.72 | 2000-05-08 00:00:00 |  |  |  | Early termination
Warburg Dillon Read | Yes | 2000-01-24 00:00:00 | 1061000 | Swap | Fixed | 65 | 68965000 | 2000-04-24 00:00:00 |  |  |  | Phantom Stock Plan
Warburg Dillon Read | Yes | 1999-12-16 00:00:00 | 280000 | Swap | Fixed | 69.4375 | 19442500 | 2000-12-18 00:00:00 |  |  |  | Income goes to ENA
Talon I LLC | No | 2000-04-24 00:00:00 | 3224795 | Forward | Fixed | 50.080232 | 161498481.75244 | 2001-04-12 00:00:00 |  |  |  | Never happened
Talon I LLC | No | 2000-04-24 00:00:00 | 514376 | Forward | Fixed |  | 0 |  |  |  |  | Never happened
Warburg Dillon Read | Yes | 1999-12-16 00:00:00 | 75000 | Swap | Fixed | 36.9128 | 2768460 | 2000-12-18 00:00:00 |  |  |  | Expired 6/23/00
Warburg Dillon Read | Yes | 1999-11-15 00:00:00 | 378000 | Swap | Fixed | 68.9375 | 26058375 | 2000-11-15 00:00:00 |  |  |  | Phantom Stock Plan
Talon I LLC |  | 2000-09-30 00:00:00 | 7171418 | Puts |  | 57.5 | 412356535 | 2000-10-18 00:00:00 |  |  |  | Expired
Talon I LLC |  | 2000-09-30 00:00:00 | 7427536 | Puts |  | 57.5 | 427083320 | 2000-12-09 00:00:00 |  |  |  | Expired
MLCO | No | 2000-08-04 00:00:00 | 110100 | Forward | Fixed | 79.125 | 8711662.5 | 2001-08-07 00:00:00 |  |  |  | Converted to Forward 08/04/00  @ 79.125   moved to Lehman Brothers
MLCO | No | 2000-08-04 00:00:00 | 150000 | Forward | Fixed | 79.125 | 11868750 | 2001-08-07 00:00:00 |  |  |  | Converted to Forward 08/04/00  @ 79.125   moved to Lehman Brothers
MLCO | No | 2000-08-04 00:00:00 | 636700 | Forward | Fixed | 79.125 | 50378887.5 | 2001-08-07 00:00:00 |  |  |  | Converted to Forward 08/04/00  @ 79.125   moved to Lehman Brothers
MLCO | No | 2000-08-04 00:00:00 | 61100 | Forward | Fixed | 79.125 | 4834537.5 | 2001-08-07 00:00:00 |  |  |  | Converted to Forward 08/04/00  @ 79.125   moved to Lehman Brothers
MLCO | No | 2000-08-04 00:00:00 | 430200 | Forward | Fixed | 79.125 | 34039575 | 2001-08-07 00:00:00 |  |  |  | Converted to Forward 08/04/00  @ 79.125   moved to Lehman Brothers