Spreadsheet: monique_sanchez__28320__MikeP&L_05_29
Sheet: Sheet1

ENRON CAPITAL AND TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2001-05-29 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | SUBTOTAL |  | GRAND  TOTAL
 |  | GD New Swaps |  | Price |  | Basis |  | Basis Option |  | GD New Swaps - JR |  | Price - JR |  | Basis - JR |  | Swaps |  | Gas Daily New
Post ID |  | 1151716 |  | 1151746 |  | 1151726 |  |  |  | 1151751 |  | 1151813 |  | 1151812
[NAME])  (Million MMbtu)
2001-05-29 00:00:00
Volatility Factor (d) |  | 1 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1 |  | 1
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Through May 31, 1999
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
Change since May 31, 1999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  | #REF!
[NAME]  (in thousands)
2001-05-29 00:00:00
Gross Book Balance |  | 7119058.955800001 |  | -352677569.8062 |  | 331656198.4080001 |  | 0 |  | -201936.7587 |  | 466608.4647 |  | -10022786.9238 |  | -23660427.66019998 |  | -23660427.66019998 |  |  | GD-NEW and GD-NEW JR FINANCIAL: MTD and YTD |  |  |  | TOTAL | NYMEX
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | GD Swaps | Basis | Price | Total | Overage Granted | Overage
Liquidated |  | 154495201.8269 |  | 19694853.453 |  | 247516347.2859001 |  | 0 |  | -2113668.7917 |  | -1231748.6704 |  | 17442173.2945 |  | 435803158.3982 |  | 435803158.3982 |  | 2001-01-01 00:00:00 | 26991883.9793 | -1159961.996500001 | -53470.50050000002 | 25778451.4823 | 1263208 | ?
LTD Gross Recognized Balance |  | 161614260.7827 |  | -332982716.3532 |  | 579172545.6939001 |  | 0 |  | -2315605.5504 |  | -765140.2056999999 |  | 7419386.3707 |  | 412142730.7380001 |  | 412142730.738 |  | 2001-02-01 00:00:00 | -21104867 | 516722998 | -349735363 | 145882768 | 2583578.2 | ?
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-01 00:00:00 | -7794738.4579 | 60684374.54550005 | 13758758.54460001 | 66648394.63220005 | 16698 | ?
2001-05-29 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-04-01 00:00:00 | 1849931.113900003 | -229148534.4526 | -10757906.5357 | -238056509.8744 | 28178023.25 | 0
Originated Transactions |  | 27961 |  | 0 |  | 83739 |  | 0 |  | 0 |  | 0 |  | 1864 |  | 113564 | 33.44899999999998 | 113564 |  | 2001-05-01 00:00:00 | -28341937.7966 | -228458439.1314 | 14530123.2631 | -242270253.6649 | 86894.7 | 0
Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-06-01 00:00:00
New Deals |  | 1426443.2649 |  | 4472175.262399999 |  | -4483790.6088 |  | -2012327 |  | -371038.1432999999 |  | -365851.6896 |  | -250190.5713 |  | 427747.5142999998 |  | -1584579.4857 |  | 2001-07-01 00:00:00
Change in Price |  | -27909166.8011 |  | 8072535.887999998 |  | 535842.03 |  | 1643881 |  | 0 |  | 2347378.1718 |  | 28476.24 |  | -16924934.47130001 |  | -15281053.4713 |  | 2001-08-01 00:00:00
Change in Basis Price |  | 0 |  | 0 |  | -218633695.2024 |  | 0 |  | 0 |  | 0 |  | -5671029.248 |  | -224304724.4504 |  | -224304724.4504 |  | 2001-09-01 00:00:00
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -1516137.1171 |  | 0 |  | 0 |  | -1516137.1171 |  | -1516137.1171 |  | 2001-10-01 00:00:00
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-11-01 00:00:00
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2001-12-01 00:00:00
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -28399728.1613 | 118640436.965 | -332257858.2285 | -242017149.4247999 | 32128402.15
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Total Hedge Management |  | -26482723.5362 |  | 12544711.1504 |  | -222581643.7812 |  | -368446 |  | -1887175.2604 |  | 1981526.4822 |  | -5892743.579299999 |  | -242318048.5245 |  | -242686494.5245 |  | Daily - Financial | -48382461.3037 |  | Daily - Financial | -3241803.6181
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | -16633181.15607073 |  | Daily - Physical | 0
Other Changes |  | 0 |  | 3885.6305 |  | -68354.31779999999 |  | 0 |  | 0 |  | 0 |  | -1300.4531 |  | -65769.14039999999 |  | -65769.14039999999 |  | Total Daily P&L | -65015642.45977073 |  | Total Daily P&L | -3241803.6181
MTD Income (Loss) |  | -26454762.5362 |  | 12548596.7809 |  | -222566259.099 |  | -368446 |  | -1887175.2604 |  | 1981526.4822 |  | -5892180.032399999 |  | -242270253.6649 |  | -242638699.6649 | -242725594.3649
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Financial | -236840870.8543 |  | Monthly - Financial | -5797828.810599999
2001-05-29 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Monthly - Physical | -36494843.18713132 |  | Monthly - Physical | 0
Gross Book Balance (including Current Month Rho & Drift) |  | 1699535.6925 |  | -340947557.2272 |  | 110844633.7296 |  | -368446 |  | -161936.0534 |  | 2453652.1979 |  | -15943523.9011 |  | -242055195.5617 |  | -242423641.5617 |  | Total Monthly P&L | -273335714.0414313 | -273422608.7414313 | Total Monthly P&L | -5797828.810599999
Current Month: Rho |  | 8055.7734 |  | 548104.8213 |  | 217699.0038999998 |  | 0 |  | -0.1982 |  | 734.6351999999999 |  | -755.8790999999999 |  | 773838.1564999997 |  | 773838.1564999997
Drift |  | 25663.9556 |  | -1366688.8029 |  | 1536995.7305 |  | 0 |  | 1.163899999999998 |  | 4783.0152 |  | -27801.3632 |  | 172953.6991000001 |  | 172953.6991000001 |  | YTD - Financial | -294344655.7211 |  | YTD - Financial | -13460471.298
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YTD - Physical | 74822653.81286868 |  | YTD - Physical | 0
Gross Book Balance (excluding Current Month Rho & Drift) |  | 1699535.6925 |  | -340947557.2272 |  | 110844633.7296 |  | -368446 |  | -161936.0534 |  | 2453652.1979 |  | -15943523.9011 |  | -242055195.5617 |  | -242423641.5617 |  | Total YTD P&L | -219522001.9082313 | -251650404.0582313 | Total YTD P&L | -13460471.298
Prudence |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  |  | .
Liquidated |  | 133459962.0979 |  | 20513437.4346 |  | 245761652.5515001 |  | 0 |  | -4040844.7574 |  | -1237266.3208 |  | 17470730.5368 |  | 411927671.5426 |  | 411927671.5426 |  | 2001-02-23 00:00:00 | Socal Transport Prudency (Physical) |  | -100000000
Gross Recognized Balance |  | 135159498.2465 | 0.2202999591827393 | -320434119.5723 | 0.3138000965118408 | 356606286.5949001 | 0 | -368446 | 0 | -4202780.8108 | 0.3993999999947846 | 1216386.2765 | -0.2973999995738268 | 1527206.338300001 |  | 169872477.0731001 | 1.092200011014938 | 169504031.0731001 |  | 2001-02-26 00:00:00 | Socal Transport Prudency (Physical) |  | 100000000
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-28 00:00:00 | Socal Liquidity |  | -75000000
LTD Through December 31, 2000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2001-03-30 00:00:00 | Socal Liquidity |  | -75000000
Gross Recognized Balance | -0.4493999999249354 | 163874974 |  | 21045961 | 0 | 280386939 | 0 | 0 | 0 | 3271138 | 0 | -967532 | 0 | 9697676 |  | 477309156 |  | 477309156
 | -0.4560999870300293 |  | -0.2202999591827393 |  | -0.3138000965118408 |  | 0 |  | 0 |  | -0.3993999999947846 |  | -0.7026000004261732 |  |  |  | -2.092199921607971
2001-05-29 00:00:00
Gross Book Balance |  | 2158780.6925 |  | -349616909.2272 |  | 21450064.72960001 |  | -368446 |  | -571475.0534 |  | 3621121.1979 |  | -16670137.9011 |  | -339628555.5616999 |  | -339997001.5616999
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | -30874256.90210003 |  | 8136828.434600003 |  | 54769282.55150005 |  | 0 |  | -6902443.7574 |  | -1437203.3208 |  | 8499667.5368 |  | 32191874.54260003 |  | 32191874.54260003
Gross Recognized Balance |  | -28715476.20960003 |  | -341480080.7926 |  | 76219347.28110006 |  | -368446 |  | -7473918.8108 |  | 2183917.8771 |  | -8170470.3643 |  | -307436681.0191 |  | -307805127.0191 |  | TOTAL SCHEDULE C ADJUSTMENT: |  |  | -150000000
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 261512.6516 |  | 4858429.1492 |  | -5711528.6174 |  | 0 |  | -89220.26569999999 |  | 36974.32669999998 |  | 78544.3626 |  | -565288.3930000005 |  | -565288.3930000005
Change in Price |  | -433729.1583999991 |  | 6042103.6088 |  | 0 |  | 155050 |  | 0 |  | 760046.0204 |  | 0 |  | 6368420.4708 |  | 6523470.4708
Change in Basis Price |  | 0 |  | 0 |  | -53535531.00130001 |  | 0 |  | 0 |  | 0 |  | -3988273.1686 |  | -57523804.16990001 |  | -57523804.16990001
Change in Index Price/Gas Daily |  | 0 |  | 0 |  | 0 |  | 0 |  | -38150 |  | 0 |  | 0 |  | -38150 |  | -38150
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | -172216.5067999992 |  | 10900532.758 |  | -59247059.61870001 |  | 155050 |  | -127370.2657 |  | 797020.3471 |  | -3909728.806 |  | -51758822.09210001 |  | -51603772.09210001
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 0 |  | 2307.3648 |  | -21075.30099999999 |  | 0 |  | 0 |  | 0 |  | -1724.8935 |  | -20492.82969999999 |  | -20492.82969999999
Total Daily Income (Loss) |  | -172216.5067999992 |  | 10902840.1228 |  | -59268134.9197 |  | 155050 |  | -127370.2657 |  | 797020.3471 |  | -3911453.6995 |  | -51779314.9218 |  | -51624264.92180001
LTD Gross recognized as of prior day |  | 135331714.7533 | 0.220300018787384 | -331336959.6951 | 0.3138000965118408 | 415874421.5146002 | 0 | -523496 | 4.656612873077393e-10 | -4075410.5451 | 0.3993999998783693 | 419365.9294000001 | -0.2974000023677945 | 5438660.0378 |  | 221651791.9949001 | 0.2042001783847809 | 221128295.9949001 |  | 36948 | Socal Transport Prudency (Physical) |  | 100000000
Prior Day Origination |  | 27961 |  | 0 |  | 83739 |  | 0 |  | 0 |  | 0 |  | 1864 |  | 113564 | 33.44899999999998 | 113564 |  | 37012 | -28042351.0241 | -165278850.5122 | 2830262.793199999 | -190490938.7431 | 86894.7 | 0
Prior Day Hedge Management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 37043
Prior Day New Deals |  | 1164930.6133 |  | -386253.8868 |  | 1227738.0086 |  | -2012327 |  | -281817.8775999999 |  | -402826.0163 |  | -328734.9338999999 |  | 993035.9073000002 |  | -1019291.0927 |  | 37073
Prior Day Change in Price |  | -27475437.6427 |  | 2030432.279199999 |  | 535842.03 |  | 1488831 |  | 0 |  | 1587332.1514 |  | 28476.24 |  | -23293354.9421 |  | -21804523.9421 |  | 37104
Prior Day Change in Basis Price |  | 0 |  | 0 |  | -165098164.2011 |  | 0 |  | 0 |  | 0 |  | -1682756.0794 |  | -166780920.2805 |  | -166780920.2805 |  | 37135
Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | -1477987.1171 |  | 0 |  | 0 |  | -1477987.1171 |  | -1477987.1171 |  | 37165
Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37196
Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37226
Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -28100141.3888 | 181820025.5842001 | -343957718.6984 | -190237834.5029999 | 32128402.15
Prior Day Change in time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | GD-NEW |  |  | GD-NEW JR
Prior Day Hedge Management - Total |  | -26310507.0294 |  | 1644178.392399999 |  | -163334584.1625 |  | -523496 |  | -1759804.9947 |  | 1184506.1351 |  | -1983014.7733 |  | -190559226.4324 |  | -191082722.4324 |  | Daily - Financial | -23067445.62299999 |  | Daily - Financial | -1099330.6096
Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | Daily - Physical | 6640531.854270799 |  | Daily - Physical | 0
Prior Day Other |  | 0 |  | 1578.2657 |  | -47279.0168 |  | 0 |  | 0 |  | 0 |  | 424.4404000000003 |  | -45276.3107 |  | -45276.3107 |  | Total Daily P&L | -16426913.76872919 |  | Total Daily P&L | -1099330.6096
Zero Out-LTD Gross recognized as of prior day | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  |  | -1.164153218269348e-10 | 0
Zero Out-Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management
Zero Out-Prior Day Change in New Deals |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Hedge Management - Total |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
Zero Out-Prior Day Other |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0