Spreadsheet: errol_mclaughlin_jr__10708__Rpt PMA Log Risk 0501
Sheet: Sheet1

As of May 2001 Accounting
Resp | Adjustment Requested By | Bookcode | Month | Description | Risk
[NAME] | [NAME] | APEA Prepay (QZ) | 2000 | May 00 MTM Ending Balance on DPR does not = June 00 MTM Beginning Balance on DPR for Price Deals | -77553
[NAME] | [NAME] | APEA Prepay (QZ) | Apr | Mar 01 MTM Ending Balance on DPR does not = Apr 01 MTM Beginning Balance on DPR for Price Deals | -77551
[NAME] | [NAME] | Chase Mahonia IV  (QK) | 2000 | May 00 MTM Ending Balance on DPR does not = June 00 MTM Beginning Balance on DPR for Price Deals | -9678
[NAME] | [NAME] | Chase Mahonia IV  (QK) | Apr | Mar 01 MTM Ending Balance on DPR does not = Apr 01 MTM Beginning Balance on DPR for Price Deals | -9674
[NAME] | [NAME] | Chase Mahonia V (QL) | 2000 | May 00 MTM Ending Balance on DPR does not = June 00 MTM Beginning Balance on DPR for Price Deals | -23607
[NAME] | [NAME] | Chase Mahonia V (QL) | Apr | Mar 01 MTM Ending Balance on DPR does not = Apr 01 MTM Beginning Balance on DPR for Price Deals | -23611.58
[NAME] | [NAME] | Chase-Prepay VIII (Q4) | 2000 | May 00 MTM Ending Balance on DPR does not = June 00 MTM Beginning Balance on DPR for Price Deals | -1605419
[NAME] | [NAME] | Chase-Prepay VIII (Q4) | Apr | Mar 01 MTM Ending Balance on DPR does not = Apr 01 MTM Beginning Balance on DPR for Price Deals | -1605420.58
[NAME] | [NAME] | Chase-Prepay X  (4M) | Feb | Surety Bond Payment Variance | -1968
[NAME] | [NAME] | Chase-Prepay X  (4M) | Mar | Feb 01 Ending Balance on DPR does not = March 01 Beginning Balance on DPR for Price Deals | 2974549.54
[NAME] | [NAME] | Chase-Prepay X  (4M) | Apr | Mar 01 Ending Balance on DPR does not= Apr 01 MTM Beginning Balance on DPR for Price Deals | 2972582.85
[NAME] | [NAME] | Energy America Prepay (QH) | 2000 | May 00 MTM Ending Balance on DPR does not = June 00 MTM Beginning Balance on DPR for Price Deals | -11449.84
[NAME] | [NAME] | Energy America Prepay (QH) | Apr | Mar 01 MTM Ending Balance on DPR does not = Apr 01 MTM Beginning Balance on DPR for Price Deals | -24931.85
[NAME] | [NAME] | FT Enron Online (AA) | 2000 | Rounding | -423
[NAME] | [NAME] | FT Enron Online (AA) | 2000 | Gas Daily Variances | 2095
[NAME] | [NAME] | FT Enron Online (AA) | Mar | Broker Fees | -2365
[NAME] | [NAME] | NG CANADIAN (W*) | Jan | Value of deals changed per Canada; NH6815.3,.4..5 | -96841.34
[NAME] | [NAME] | NG PRICE ( PG ) | Feb | Hess Energy; deal NT1419.1; option liquidated with zero value, but settled | -1000000
[NAME] | [NAME] | NG PRICE ( PG ) | Feb | LGS delete deal QC4893.1; per [NAME] | -769000
[NAME] | [NAME] | NG PRICE ( PG ) | Feb | Bankers Trust deal EH3728.2 did not liquidate, but settled | -1162190
[NAME] | [NAME] | NG PRICE ( PG ) | Feb | WPS; re-value Q04482.1,2.  These are call spread options. S/b: Q04482.1 - <1,026,100> (Fixed .5; Float 3.81); Q04482.2 - <1,010,600> (Fixed .55; Float 3.81). | -2036700
[NAME] | [NAME] | NG PRICE ( PG ) | Feb | Smith Barney deal QK1607.1 did not liquidate; but settled. See comment in TAGG per J. Arnold | -1667490
[NAME] | [NAME] | NG PRICE ( PG ) | Jan | [NAME] Q54217.3. Should be ENA sell not buy per [NAME] | -1753470
[NAME] | [NAME] | NG PRICE ( PG ) | Jan | Petromex; Q54271.2,3 should be ENA sell not buy | 162380
[NAME] | [NAME] | NG PRICE ( PG ) | May | Broker Fees 0501 | -1222765.03
[NAME] | [NAME] | NG PRICE ( PG ) | May | Rounding | -5.639999999999986
[NAME] | [NAME] | NG PRICE ( PG ) | May | Elm Ridge; deal # Q98696.1.1 to offset deal QS8068.1.1 - per risk this trade should not be settled | -83007
[NAME] | [NAME] | NG PRICE ( PG ) | May | Belco; EI9660.6; Partial Termination Agreement | 1106112.5
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | Savannah Foods, partial termination fee for deal N54860.1 | -107500
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | Small Ventures; deal NL0635.1 settled out of the money | 1680000
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | Rounding | -1521
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | ConAgra; Canadian conversion variance | 189.05
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | OGE Energy;  incorrect rate for premium on deal Q18523.1. Rate should be .130 | 2500
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | Vitol; [NAME] to take the hit.  Deal #Q13420.1  (Invoice #00101119), Deal #Q13431.1 and #Q13432.1 (Invoice #00101097) were killed in TAGG. Settlement occurred before deal was killed; Counterparty does not want to refund $$. | -36080
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | Marathon; deal NY5253.1 was killed | 56110
[NAME] | [NAME] | NG PRICE ( PG ) | 2000 | Noble Gas; incorrect premium rate | -1050
[NAME] | [NAME] | NG Price Options (ZH) | May | Rounding | -316.9
[NAME] | [NAME] | NG Price Options (ZH) | May | Statoil; exotic option | 88000
[NAME] | [NAME] | NG Price Options (ZH) | May | Elm Ridge deal # QS8068.1 to offset deal Q98696.1 - per risk this trade should not be settled | 9207
[NAME] | [NAME] | NG Price Options (ZH) | May | QX0898.1 time spread deal liquidated with no value; [NAME] (Canada) | -10000
[NAME] | [NAME] | NG Price Options (ZH) | May | 0501 Broker Fees Variance | 205754.5
[NAME] | [NAME] | Options (GN) | May | Rounding | -184.53
[NAME] | [NAME] | Options (GN) | May | Mexichem; incorrect float rate | -2400
[NAME] | [NAME] | Options (GN) | May | Broker Fees 0501 | -66719
[NAME] | [NAME] | Strategic Energy Prepay (QP) | 2000 | May 00 MTM Ending Balance on DPR does not = June 00 MTM Beginning Balance on DPR for Price Deals | -3905.32
[NAME] | [NAME] | Strategic Energy Prepay (QP) | Apr | March 01 Ending Balance on DPR does not= April 01 MTM Beginning Balance on DPR for Price Deals | -3903.83