Spreadsheet: darron_c_giron__7953__Killed Deals
Sheet: Enov to EMW deals

curCounterparty | curDeal Month | curPub Code | curMid Price | curPrior Mid Price | curEOL Deal Number | curDeal Date | curToday's Swap Value | curDeal Number | curPrior Day's Swap Value | curNew Deal Value Swaps | curNew Deal Value Annuities | curCurveshift | curFixed Price | curPrior Fixed Price | curVolume | curPVvol | curPost ID | curOption Code | curDelta | [NAME] | [NAME] | curTheta | curPut/Call | curOpt Value | curPrior Opt Value | curOpt New Deals | curOpt New Cash | curDiscount Factor | curOpt Volume | BOOK | RISK | LEGAL ENTITY | CTPY CLASSIFICATION | Special Deal Classification | Ft to Intra | [NAME] | Phy/Fin
ENRONMWLLC | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2000-06-30 00:00:00 | 527000 | NP1076.2 | 527000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
ENRONMWLLC | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2001-02-27 00:00:00 | -72917 | QU1813.3 | -72917 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | Oneok-Shag | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
ENRONMWLLC | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2001-02-27 00:00:00 | -80000 | [NAME] | -80000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | PG&E-Shag | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | NX1 | 2.555 | 2.555 | 0 | 2001-04-17 00:00:00 | 792049.969 | V38339.3 | 792049.969 | 0 | 0 | 0 | 0 | 0 | 310000 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | HUB | #N/A | ENOVEMWPRC | P | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | NX1 | 2.555 | 2.555 | 0 | 2001-09-24 00:00:00 | 396024.9845 | Y52013.5 | 396024.9845 | 0 | 0 | 0 | 0 | 0 | 155000 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | Idacorp | #N/A | ENOVEMWPRC | P | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2001-09-24 00:00:00 | -142600 | Y52013.6 | -142600 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | Idacorp | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
ENRONMWLLC | 2002-01-01 00:00:00 | NX1 | 2.555 | 2.555 | 0 | 2001-11-09 00:00:00 | -158409.9938 | YI4559.3 | -158409.9938 | 0 | 0 | 0 | 0 | 0 | -62000 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | HUB | #N/A | ENOVEMWPRC | P | ENOVEMW37257 | ENOV
FT-ENOVRT | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2001-11-09 00:00:00 | 31000 | [NAME] | 31000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | PRC | ENOV | EMW | HUB | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
 | 01-Jan-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-02-01 00:00:00 | ANNUITY | 2.076 | 2.254 | 0 | 2000-06-30 00:00:00 | 475786.7472 | NP1076.2 | 475648.178 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37288 | ENOV
ENRONMWLLC | 2002-02-01 00:00:00 | ANNUITY | 2.076 | 2.254 | 0 | 2001-02-27 00:00:00 | -72884.3325 | QU1813.3 | -72863.1054 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | PRC | ENOV | EMW | Oneok-Shag | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37288 | ENOV
ENRONMWLLC | 2002-02-01 00:00:00 | ANNUITY | 2.076 | 2.254 | 0 | 2001-02-27 00:00:00 | -79964.1592 | [NAME] | -79940.8702 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | PRC | ENOV | EMW | PG&E-Shag | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37288 | ENOV
ENRONMWLLC | 2002-02-01 00:00:00 | NX1 | 2.076 | 2.254 | 0 | 2001-10-31 00:00:00 | -62252.0949 | [NAME] | -67570.0176 | 0 | 0 | 5336.0531 | 0 | 0 | -30000 | -29978 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | PRC | ENOV | EMW | NB | #N/A | ENOVEMWPRC | P | ENOVEMW37288 | ENOV
FT-ENOVRT | 2002-02-01 00:00:00 | ANNUITY | 2.076 | 2.254 | 0 | 2001-10-31 00:00:00 | 6896.9087 | YF8676.4 | 6894.9001 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | PRC | ENOV | EMW | NB | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37288 | ENOV
 | 01-Feb-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-03-01 00:00:00 | ANNUITY | 2.089 | 2.254 | 0 | 2000-06-30 00:00:00 | 526045.1221 | NP1076.2 | 525905.3942 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.998188087443068 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37316 | ENOV
ENRONMWLLC | 2002-03-01 00:00:00 | ANNUITY | 2.089 | 2.254 | 0 | 2001-02-27 00:00:00 | -72784.8808 | QU1813.3 | -72765.5477 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.998188087443068 | 0 | FT-ENOV | PRC | ENOV | EMW | Oneok-Shag | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37316 | ENOV
ENRONMWLLC | 2002-03-01 00:00:00 | ANNUITY | 2.089 | 2.254 | 0 | 2001-02-27 00:00:00 | -79855.047 | [NAME] | -79833.8359 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.998188087443068 | 0 | FT-ENOV | PRC | ENOV | EMW | PG&E-Shag | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37316 | ENOV
 | 01-Mar-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-04-01 00:00:00 | ANNUITY | 2.162 | 2.291 | 0 | 2000-06-30 00:00:00 | 508285.7434 | NP1076.2 | 508180.5105 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.996638712599772 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37347 | ENOV
 | 01-Apr-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-05-01 00:00:00 | NX1 | 2.26 | 2.359 | 0 | 2001-02-14 00:00:00 | 348585.1682 | QS0960.4 | 363800.8064 | 0 | 0 | -15267.6055 | 0 | 0 | 155000 | 154218 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.99510472050803 | 0 | FT-ENOV | PRC | ENOV | EMW | Nipsco | #N/A | ENOVEMWPRC | P | ENOVEMW37377 | ENOV
FT-IM-ENOV | 2002-05-01 00:00:00 | NX1 | 2.26 | 2.359 | 0 | 2001-03-07 00:00:00 | 348585.1682 | QV8074.7 | 363800.8064 | 0 | 0 | -15267.6055 | 0 | 0 | 155000 | 154218 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.99510472050803 | 0 | FT-ENOV | PRC | ENOV | EMW | Nipsco | #N/A | ENOVEMWPRC | P | ENOVEMW37377 | ENOV
 | 01-May-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-06-01 00:00:00 | NX1 | 2.332 | 2.419 | 0 | 2001-02-14 00:00:00 | 347506.465 | QS0650.4 | 360419.2981 | 0 | 0 | -12962.5797 | 0 | 0 | 150000 | 148995 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.993443338842003 | 0 | FT-ENOV | PRC | ENOV | EMW | Nipsco | #N/A | ENOVEMWPRC | P | ENOVEMW37408 | ENOV
 | 01-Jun-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-11-01 00:00:00 | ANNUITY | 2.742 | 2.767 | 0 | 2000-06-30 00:00:00 | 501624.0113 | NP1076.2 | 501665.7447 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.983576492727193 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37561 | ENOV
 | 01-Nov-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2002-12-01 00:00:00 | ANNUITY | 2.954 | 2.962 | 0 | 2000-06-30 00:00:00 | 517122.5826 | NP1076.2 | 517196.6984 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.981257272395833 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37591 | ENOV
 | 01-Dec-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2003-01-01 00:00:00 | ANNUITY | 3.049 | 3.044 | 0 | 2000-06-30 00:00:00 | 515771.4081 | NP1076.2 | 515881.0987 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.978693373918229 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37622 | ENOV
 | 01-Jan-03 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2003-02-01 00:00:00 | ANNUITY | 3.009 | 3.002 | 0 | 2000-06-30 00:00:00 | 464544.6403 | NP1076.2 | 464679.64 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.975934118256 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37653 | ENOV
 | 01-Feb-03 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2003-03-01 00:00:00 | ANNUITY | 2.937 | 2.922 | 0 | 2000-06-30 00:00:00 | 512943.487 | NP1076.2 | 513131.4999 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.973327299818317 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37681 | ENOV
 | 01-Mar-03 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
ENRONMWLLC | 2003-04-01 00:00:00 | ANNUITY | 2.822 | 2.802 | 0 | 2000-06-30 00:00:00 | 494842.0326 | NP1076.2 | 495059.6101 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1467300 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.970278495247612 | 0 | FT-ENOV | PRC | ENOV | EMW | Trunkline | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37712 | ENOV
 | 01-Apr-03 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | PRC
FT-IM-ENOV | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | 0.0825 | 0.0825 | 0 | 2001-04-17 00:00:00 | 25574.969 | V38339.3 | 25574.969 | 0 | 0 | 0 | 0 | 0 | 310000 | 310000 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | [NAME] | ENOV | EMW | HUB | #N/A | ENOVEMWBAS | P | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | 0.0825 | 0.0825 | 0 | 2001-09-24 00:00:00 | 12787.4845 | Y52013.5 | 12787.4845 | 0 | 0 | 0 | 0 | 0 | 155000 | 155000 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | [NAME] | ENOV | EMW | Idacorp | #N/A | ENOVEMWBAS | P | ENOVEMW37257 | ENOV
ENRONMWLLC | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | 0.0825 | 0.0825 | 0 | 2001-11-09 00:00:00 | -5114.9938 | YI4559.3 | -5114.9938 | 0 | 0 | 0 | 0 | 0 | -62000 | -62000 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | [NAME] | ENOV | EMW | HUB | #N/A | ENOVEMWBAS | P | ENOVEMW37257 | ENOV
 | 01-Jan-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | [NAME]
ENRONMWLLC | 2002-02-01 00:00:00 | NGI/CHI./PEOPLE | 0.0162 | 0.0212 | 0 | 2001-10-31 00:00:00 | -487.2786 | [NAME] | -637.0258 | 0 | 0 | 149.8891 | 0 | 0 | -30000 | -29978 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | [NAME] | ENOV | EMW | NB | #N/A | ENOVEMWBAS | P | ENOVEMW37288 | ENOV
 | 01-Feb-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | [NAME]
ENRONMWLLC | 2002-05-01 00:00:00 | NGI/CHI./NIPSCO | -0.0088 | -0.005 | 0 | 2001-02-14 00:00:00 | -1349.6262 | QS0960.4 | -771.1066 | 0 | 0 | -578.3184 | 0 | 0 | 155000 | 154218 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.99510472050803 | 0 | FT-ENOV | [NAME] | ENOV | EMW | Nipsco | #N/A | ENOVEMWBAS | P | ENOVEMW37377 | ENOV
FT-IM-ENOV | 2002-05-01 00:00:00 | NGI/CHI./NIPSCO | -0.0088 | -0.005 | 0 | 2001-03-07 00:00:00 | -1349.6262 | QV8074.7 | -771.1066 | 0 | 0 | -578.3184 | 0 | 0 | 155000 | 154218 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.99510472050803 | 0 | FT-ENOV | [NAME] | ENOV | EMW | Nipsco | #N/A | ENOVEMWBAS | P | ENOVEMW37377 | ENOV
 | 01-May-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | [NAME]
ENRONMWLLC | 2002-06-01 00:00:00 | NGI/CHI./NIPSCO | -0.0088 | -0.005 | 0 | 2001-02-14 00:00:00 | -1303.9093 | QS0650.4 | -744.9907 | 0 | 0 | -558.7319 | 0 | 0 | 150000 | 148995 | 1467301 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.993443338842003 | 0 | FT-ENOV | [NAME] | ENOV | EMW | Nipsco | #N/A | ENOVEMWBAS | P | ENOVEMW37408 | ENOV
 | 01-Jun-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | [NAME]
FT-IM-ENOV | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | -0.02 | -0.02 | 0 | 2001-04-17 00:00:00 | -6200.031 | V38339.3 | -6200.031 | 0 | 0 | 0 | 0 | 0 | 310000 | 310000 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | IDX | ENOV | EMW | HUB | #N/A | ENOVEMWIDX | P | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | -0.02 | -0.02 | 0 | 2001-09-24 00:00:00 | -3100.0155 | Y52013.5 | -3100.0155 | 0 | 0 | 0 | 0 | 0 | 155000 | 155000 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | IDX | ENOV | EMW | Idacorp | #N/A | ENOVEMWIDX | P | ENOVEMW37257 | ENOV
ENRONMWLLC | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | -0.02 | -0.02 | 0 | 2001-11-09 00:00:00 | 1240.0062 | YI4559.3 | 1240.0062 | 0 | 0 | 0 | 0 | 0 | -62000 | -62000 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | FT-ENOV | IDX | ENOV | EMW | HUB | #N/A | ENOVEMWIDX | P | ENOVEMW37257 | ENOV
 | 01-Jan-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | IDX
ENRONMWLLC | 2002-02-01 00:00:00 | NGI/CHI./PEOPLE | -0.02 | -0.02 | 0 | 2001-10-31 00:00:00 | 599.7344 | [NAME] | 599.5598 | 0 | 0 | 0 | 0 | 0 | -30000 | -29978 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | FT-ENOV | IDX | ENOV | EMW | NB | #N/A | ENOVEMWIDX | P | ENOVEMW37288 | ENOV
 | 01-Feb-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | IDX
ENRONMWLLC | 2002-05-01 00:00:00 | NGI/CHI./NIPSCO | -0.005 | -0.005 | 0 | 2001-02-14 00:00:00 | -771.2216 | QS0960.4 | -771.1066 | 0 | 0 | 0 | 0 | 0 | 155000 | 154218 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.99510472050803 | 0 | FT-ENOV | IDX | ENOV | EMW | Nipsco | #N/A | ENOVEMWIDX | P | ENOVEMW37377 | ENOV
FT-IM-ENOV | 2002-05-01 00:00:00 | NGI/CHI./NIPSCO | -0.005 | -0.005 | 0 | 2001-03-07 00:00:00 | -771.2216 | QV8074.7 | -771.1066 | 0 | 0 | 0 | 0 | 0 | 155000 | 154218 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.99510472050803 | 0 | FT-ENOV | IDX | ENOV | EMW | Nipsco | #N/A | ENOVEMWIDX | P | ENOVEMW37377 | ENOV
 | 01-May-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | IDX
ENRONMWLLC | 2002-06-01 00:00:00 | NGI/CHI./NIPSCO | -0.005 | -0.005 | 0 | 2001-02-14 00:00:00 | -745.0974 | QS0650.4 | -744.9907 | 0 | 0 | 0 | 0 | 0 | 150000 | 148995 | 1467302 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.993443338842003 | 0 | FT-ENOV | IDX | ENOV | EMW | Nipsco | #N/A | ENOVEMWIDX | P | ENOVEMW37408 | ENOV
 | 01-Jun-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FT-ENOV | IDX
FT-IM-ENOV | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2001-04-17 00:00:00 | -89900 | V38339.5 | -89900 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1469306 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | ENOV | PRC | ENOV | EMW | HUB | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | NX1 | 2.555 | 2.555 | 0 | 2001-08-27 00:00:00 | 396024.9845 | VY7159.6 | 396024.9845 | 0 | 0 | 0 | 0 | 0 | 155000 | 0 | 1469306 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | ENOV | PRC | ENOV | EMW | Idacorp | #N/A | ENOVEMWPRC | P | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | ANNUITY | 2.555 | 2.555 | 0 | 2001-08-27 00:00:00 | -116250 | VY7159.9 | -116250 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1469306 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | ENOV | PRC | ENOV | EMW | Idacorp | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37257 | ENOV
 | 01-Jan-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INTRA | PRC
FT-IM-ENOV | 2002-02-01 00:00:00 | ANNUITY | 2.076 | 2.106 | 0 | 2002-01-15 00:00:00 | -42105.128 | VW9076.5 | -42103.0455 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1469306 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | ENOV | PRC | ENOV | EMW | #N/A | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37288 | ENOV
FT-ENOVRT | 2002-02-01 00:00:00 | NX1 | 2.076 | 2.106 | 0 | 2001-12-05 00:00:00 | 494746.0974 | [NAME] | 467638.3266 | 0 | 0 | 27083.3007 | 2.624 | 0 | -903226 | -902777 | 1469306 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | ENOV | PRC | ENOV | EMW | HUB | #N/A | ENOVEMWPRC | #N/A | ENOVEMW37288 | ENOV
 | 01-Feb-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INTRA | PRC
FT-ENOVRT | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | 0.135 | 0.135 | 0 | 2001-08-23 00:00:00 | -13562.5 | VY1883.5 | -13562.5 | 0 | 0 | 0 | 0.1175 | 0 | 0 | 0 | 1469307 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | ENOV | [NAME] | ENOV | EMW | Pgl Fixed Basis | #N/A | ENOVEMWBAS | #N/A | ENOVEMW37257 | ENOV
FT-IM-ENOV | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | 0.135 | 0.135 | 0 | 2001-08-27 00:00:00 | 20924.9845 | VY7159.6 | 20924.9845 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1469307 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | ENOV | [NAME] | ENOV | EMW | Idacorp | #N/A | ENOVEMWBAS | P | ENOVEMW37257 | ENOV
 | 01-Jan-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INTRA | [NAME]
FT-ENOVRT | 2002-02-01 00:00:00 | NGI/CHI./PEOPLE | 0.0162 | 0.0162 | 0 | 2001-08-23 00:00:00 | 70843.2473 | VY1883.5 | 70839.7434 | 0 | 0 | 0 | 0.1175 | 0 | -700000 | -699652 | 1469307 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | ENOV | [NAME] | ENOV | EMW | Pgl Fixed Basis | #N/A | ENOVEMWBAS | #N/A | ENOVEMW37288 | ENOV
FT-ENOVRT | 2002-02-01 00:00:00 | NGI/CHI./PEOPLE | 0.0162 | 0.0162 | 0 | 2001-12-05 00:00:00 | 66583.0742 | [NAME] | 66579.7811 | 0 | 0 | 0 | 0.09 | 0 | -903226 | -902777 | 1469307 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.999551989980852 | 0 | ENOV | [NAME] | ENOV | EMW | HUB | #N/A | ENOVEMWBAS | #N/A | ENOVEMW37288 | ENOV
 | 01-Feb-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INTRA | [NAME]
FT-ENOVRT | 2002-03-01 00:00:00 | NGI/CHI./PEOPLE | 0.0162 | 0.0162 | 0 | 2001-08-23 00:00:00 | 78326.5715 | VY1883.5 | 78322.7318 | 0 | 0 | 0 | 0.1175 | 0 | -775000 | -773558 | 1469307 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0.998188087443068 | 0 | ENOV | [NAME] | ENOV | EMW | Pgl Fixed Basis | #N/A | ENOVEMWBAS | #N/A | ENOVEMW37316 | ENOV
 | 01-Mar-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INTRA | [NAME]
FT-IM-ENOV | 2002-01-01 00:00:00 | NGI/CHI./PEOPLE | -0.02 | -0.02 | 0 | 2001-08-27 00:00:00 | -3100.0155 | VY7159.6 | -3100.0155 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1469308 | S | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 1 | 0 | ENOV | IDX | ENOV | EMW | Idacorp | #N/A | ENOVEMWIDX | P | ENOVEMW37257 | ENOV
 | 01-Jan-02 Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INTRA | IDX
 | Grand Total
 | Deal YM6178 Booked to [NAME] out Positions above.  Prices determined as of close of business Jan, 25, 2002.