Spreadsheet: paul_lucci__28471__October 22 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.485 | 0.305 | 2.681 | 0.195 | 9204.1 | 40.89999999999964
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
3.355 | 0.26 | 2.315 | -0.07500000000000018 | 1.5758 | -0.000199999999999978
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-22 00:00:00
-0.06857699550380181 | 0.2528135270199812 | 22.30949999999996 | 0.6868999999989285 | 6911 | 11.04
3.18 | -0.321390522523783 | 21.62260000000104 | 9163.2 | 1.576 | 6899.96
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) |  | 2.305 | 2.325 | 3.345 | 3.365 |  |  |  |  |  |  | 2.98 | 3 | 2.515 | 2.535 | 2.485 | 2.505
ROM (fixed price) |  | 2.57 | 2.59 | 3.345 | 3.365 |  |  | 0.005 | 0.025 |  |  | 3.375 | 3.395 | 2.68 | 2.7 | 2.7 | 2.72
Prompt |  | 2.671 | 2.691 | 3.470065145819442 | 3.499934854180557 | -0.3575322889212371 | -0.337532288921237 | 0.16 | 0.17 | -0.3190317456251022 | -0.2990317456251022 | 3.5325 | 3.5525 | 0.19 | 0.21 | 0.345 | 0.365
Nov-01-Mar-02 |  | 3.017204434908375 | 3.037204434908375 | 3.895580754816633 | 3.925477190285431 | -0.4211541190556554 | -0.4011541190556553 | 0.138 | 0.158 | -0.2993719509005097 | -0.2793719509005097 | 4.082669357133147 | 4.102669357133147 | 0.1841549489629616 | 0.2041549489629617 | 0.3391549489629617 | 0.3591549489629617
Apr-02-Oct-02 |  | 3.125217993429066 | 3.145217993429066 | 3.946182580637215 | 3.976132152858391 | -0.5 | -0.48 | 0.1375 | 0.1575 | -0.4265431753695197 | -0.4065431753695197 | 4.061202459814571 | 4.081202459814571 | 0.12 | 0.14 | 0.165 | 0.185
Nov-01-Oct-02 |  | 3.080219580783482 | 3.100219580783481 | 3.925083042359001 | 3.955010477826765 | -0.4671528321561725 | -0.4471528321561725 | 0.137708299834122 | 0.157708299834122 | -0.3735636854455347 | -0.3535636854455347 | 4.07014556211572 | 4.09014556211572 | 0.1467269304541867 | 0.1667269304541868 | 0.2375528939610373 | 0.2575528939610373
Nov-02-Mar-03 |  | 3.567333959106917 | 3.587333959106917 | 4.73259178992655 | 4.762570194816385 | -0.42 | -0.4 | 0.13 | 0.15 | -0.1350998049787203 | -0.1150998049787203 | 5.164636860906259 | 5.184636860906259 | 0.2099001950212797 | 0.2299001950212797 | 0.3699001950212796 | 0.3899001950212796
Apr-03-Oct-03 |  | 3.449505405970227 | 3.469505405970227 | 4.521383073380906 | 4.551380585174557 | -0.445 | -0.425 | 0.13 | 0.15 | -0.3649933621580209 | -0.3449933621580209 | 4.646390906230896 | 4.666390906230895 | 0.125 | 0.145 | 0.16 | 0.18
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 | -0.01 | 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) |  | 2.05 | 2.07 | 1.815 | 1.835 | 1.975 | 1.995 | 2.16 | 2.18 | 1.92 | 1.94 | 2.235 | 2.255 | 2.34 | 2.36 | 2.56 | 2.58
ROM (fixed price) |  | 2.297000000000001 | 2.317 | 2.19 | 2.21 | 2.39 | 2.41 | 2.48 | 2.5 | 2.29 | 2.31 | 2.46 | 2.48 | 2.585 | 2.605 | 2.865 | 2.885
Prompt |  | -0.115 | -0.095 | -0.37 | -0.35 | -0.11 | -0.09 | -0.03 | -0.01 | -0.295 | -0.275 | -0.02 | 0 | 0.065 | 0.085 | 0.485 | 0.505
Nov-01-Mar-02 |  | -0.0102876515110136 | 0.009712348488986396 | -0.3241686615502756 | -0.3041686615502756 | -0.02836325410937422 | -0.00836325410937422 | -0.002566189215752766 | 0.01743381078424723 | -0.2590400943956367 | -0.2390400943956367 | -0.01003324633235599 | 0.009966753667644013 | 0.1195850390125671 | 0.1395850390125671 | 1.347924902747011 | 1.367924902747011
Apr-02-Oct-02 |  | -0.3299407118791431 | -0.3099407118791431 | -0.535 | -0.515 | -0.08695940861205499 | -0.066959408612055 | 0.09860916371767994 | 0.1186091637176799 | -0.3299501789730933 | -0.3099501789730932 | -0.085 | -0.065 | 0.025 | 0.045 | 0.3729845416079853 | 0.3929845416079853
Nov-01-Oct-02 |  | -0.1967733529765703 | -0.1767733529765703 | -0.4471677343463861 | -0.4271677343463861 | -0.06254827008585837 | -0.04254827008585837 | 0.05645954525113251 | 0.07645954525113251 | -0.300409061262964 | -0.280409061262964 | -0.05376887529272261 | -0.03376887529272261 | 0.06440409587349034 | 0.08440409587349033 | 0.7791443726162829 | 0.7991443726162829
Nov-02-Mar-03 |  | 0.06222094388539932 | 0.08222094388539931 | -0.27 | -0.25 | 0.06 | 0.08 | 0.1010851691445517 | 0.1210851691445517 | -0.205 | -0.185 | 0.004860128299714672 | 0.02486012829971467 | 0.1149001950212796 | 0.1349001950212796 | 1.17017884553335 | 1.19017884553335
Apr-03-Oct-03 |  | -0.275 | -0.255 | -0.43 | -0.41 | 0.025 | 0.045 | 0.21 | 0.23 | -0.295 | -0.275 | -0.08999999999999996 | -0.07 | 0.02499999999999994 | 0.04499999999999994 | 0.3700591300724247 | 0.3900591300724248
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1885567424981138 | 0.2385567424981138 | Apr-02-Oct-02 | 0.3332876601012849 | 0.3832876601012848 | Apr-02-Oct-02 | 2.961202459814571 | 5.674525057060173 | Apr-02-Oct-02 | 0.06118016542882204 | 0.111180165428822 | Apr-02-Oct-02 | 0.1732886636544105 | 0.2232886636544105 | Apr-02-Oct-02 | 2.135217993429066 | 4.878976040616766
Nov-01-Oct-02 | 0.1355013333683828 | 0.1855013333683828 | Nov-01-Oct-02 | 0.2825356184033475 | 0.3325356184033475 | Nov-01-Oct-02 | 2.92414078175204 | 5.756689547156951 | Nov-01-Oct-02 | 0.03687392135369096 | 0.08687392135369096 | Nov-01-Oct-02 | 0.1435050130204084 | 0.1935050130204085 | Nov-01-Oct-02 | 2.090219580783482 | 4.908582779954699
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12739.73933857442 | 12291.31219100534 | Yesterday |  |  |  | 1 month | 22.30949999999996 | 0.6868999999989285
 |  |  |  |  |  |  |  | BC | 1955.883959044369 | 1742.207482993198 | Prompt | 41.71 -  45.65 | 51.17 - 54.82 | 33.44 - 37.63 | 2 month | 22.37223554642632 | 0.6547210367826146
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 42.02 -  46.17 | 50.89 - 54.68 | 35.12 - 39.56 | 3 month | 22.41511881051078 | 0.6296367293063874
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 39.62 -  51.65 | 51.80 - 61.92 | 29.58 - 43.18 | 6 month | 22.48241664474699 | 0.5712208128350795
 |  |  |  |  |  |  |  | US | 0.92 | 0.78 | Q2 2002 | 37.28 -  46.89 | 48.14 - 57.85 | 27.68 - 37.21 | Rest of Cal  01 | 22.37223554642632 | 0.6547210367826146
 |  |  |  |  |  |  |  | Canada | 0.809 | 0.793 | Q3 2002 | 38.34 -  45.65 | 48.30 - 55.33 | 29.96 - 37.51 | Cal 02 | 22.38607388586241 | 0.4803025888010843
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
 |  |  | 2001-10-12 00:00:00 | 63 | 29 | 2001-10-12 00:00:00 | 3.180000000000007 | 7.64700000000002
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-10-05 00:00:00 | 6.769434514091017 | 10.23099999999999