Spreadsheet: john_lavorato__16481__DPR 0118
Sheet: Summary

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y
y
y |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY POSITION REPORT
y
y
y
y | 2001-01-18 00:00:00
y |  |  | Position |  |  | Maturity / Gap Risk |  |  | Value-at-Risk |  |  |  | P&L ($000)
y | Business Unit - Commodity Group |  | Net Open | Limit |  | Sensitivity | Limit |  | 1-Day |  | Limit |  | Today | 5 Day Rolling | MTD | QTD | YTD
y
y | ENRON SOUTH AMERICA |  |  |  |  |  |  |  | 481.97 |  |  |  | -31.01119 | -211.3899804036566 | -1278.70717 | -1278.70717 | -1278.70717
y
y | POWER TRADING |  | 0.08374899999999999 | 3.5 Mil MWH |  | 0.052126 | 2.0 Mil MWH |  | 296.788 |  | 5000 |  | 8.832809999999997 | -67.05479000000003 | -7.545170000000013 | -7.545170000000013 | -7.545170000000013
y | GAS TRADING |  | 33.45225093442419 | 35.0 Bcf |  | 4.097458479273871 | 20.0 Bcf |  | 404.656 |  | 2000 |  | 29.879 | -29.5301904036566 | -855.939 | -855.939 | -855.939
y | CRUDE TRADING |  | -0.1613947813372262 | 0.0 MBbl |  | 0 | 0.0 MBbl |  | 0 |  | 0 |  | -69.723 | -114.805 | -415.223 | -415.223 | -415.223
n |  |  |  |  |  |  |  |  |  |  |  | Check | 0 | 0 | 0 | 0 | 0
y
y | ARGENTINA |  |  |  |  |  |  |  | 50.27 |  |  |  | 8.202809999999998 | 64.61001959634339 | -80.53517000000005 | -80.53517000000005 | -80.53517000000005
y
y | POWER TRADING |  | -0.052126 | 0.6 Mil MWH |  | 0.052126 | 0.6 Mil MWH |  | 23.251 |  |  |  | 8.418809999999997 | 91.35920999999999 | 144.16683 | 144.16683 | 144.16683
y
y | GAS TRADING |  | -3.526358862143542 | Bcf |  | 0.7551283338131035 | Bcf |  | 47.456 |  |  |  | -0.216 | -26.74919040365659 | -224.702 | -224.702 | -224.702
n | Intramonth |  | 0.0005112137081446544 |  |  | 0 |  |  | 0 |  |  |  | -0.216 | -26.7501904036566 | -224.711 | -224.711 | -224.711
n | Firm |  | -3.526870075851686 |  |  | 0.7551283338131035 |  |  | 47.456 |  |  |  | 0 | 0.001 | 0.009 | 0.009 | 0.009
y
y | BRAZIL/BOLIVIA |  |  |  |  |  |  |  | 526.708 |  |  |  | -39.214 | -276 | -1198.172 | -1198.172 | -1198.172
y
y | POWER TRADING |  | 0.135875 | 2.9 Mil MWH |  | 0 | 1.4 Mil MWH |  | 313.935 |  |  |  | 0.414 | -158.414 | -151.712 | -151.712 | -151.712
y
y | GAS TRADING |  | 36.97860979656773 | Bcf |  | 4.038672424373958 | Bcf |  | 401.306 |  |  |  | 30.095 | -2.781000000000001 | -631.237 | -631.237 | -631.237
n | GNS Bolv Gas (MTM) |  | 52.88656958080002 |  |  | 4.038672424373958 |  |  | 401.306 |  |  |  | -1.439 | -10.236 | -1107.299 | -1107.299 | -1107.299
n | Southern Cone (MTM) |  | -15.90780878423229 |  |  | 0 |  |  |  |  |  |  | 31.539 | 7.366 | 477.47 | 477.47 | 477.47
n | Southern Cone (Accrual) |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
n | TBS (MTM) |  | -0.000151 |  |  | 0 |  |  |  |  |  |  | -0.005 | 0.08899999999999998 | -1.408 | -1.408 | -1.408
n | TBS (Accrual) |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0
y
y | CRUDE Position in Spread Option |  | 0.1876052186627738 | MBbl |  | 0 | MBbl |  | 0
y
y | CRUDE TRADING |  | -0.349 | MBbl |  | 0 | MBbl |  | 0 |  |  |  | -69.723 | -114.805 | -415.223 | -415.223 | -415.223
n | TBS (MTM) |  | -0.349 |  |  | 0 |  |  | 0 |  |  |  | -69.723 | -114.805 | -415.223 | -415.223 | -415.223
n | TBS (Accrual) |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0