Spreadsheet: carol_st_clair__1499__couterparty list for option desk
Sheet: sheet2

 | Deal | 2001-05-01 00:00:00 |  | 2001-06-01 00:00:00 |  | 2001-07-01 00:00:00 |  | 2001-08-01 00:00:00 |  | 2001-09-01 00:00:00 |  | 2001-10-01 00:00:00 |  | 2001-11-01 00:00:00 |  | 2001-12-01 00:00:00 |  | 2002-01-01 00:00:00 |  | 2002-02-01 00:00:00 |  | 2002-03-01 00:00:00 |  | 2002-04-01 00:00:00 |  | 2002-05-01 00:00:00 |  | 2002-06-01 00:00:00 |  | 2002-07-01 00:00:00 |  | 2002-08-01 00:00:00 |  | 2002-09-01 00:00:00 |  | 2002-10-01 00:00:00 |  | 2002-11-01 00:00:00 |  | 2002-12-01 00:00:00 |  | 2003-01-01 00:00:00 |  | 2003-02-01 00:00:00 |  | 2003-03-01 00:00:00 |  | 2003-04-01 00:00:00 |  | 2003-05-01 00:00:00
Counterparty | Type | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Total
ALLEGHENENESUP | OPTION | -245.49 |  | -3675.82 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -3921.31
AMERELECPOWSER | OPTION | -481.54 |  | 8232.73 |  | 1516.84 |  | -288.94 |  |  |  |  |  |  |  |  |  | -2198.25 |  | -2341.19 |  | -3199.68 |  | -3957.5 |  | -6430.26 |  | -11051.32 |  | -20739.75 |  | -21001.8 |  | -1251.16 |  | -1459.32 |  | -1459.35 |  | -1739.25 |  |  |  |  |  |  |  |  |  |  |  | -67849.75
AMERENAGENT | OPTION |  |  |  |  | -4920.56 |  | -5784.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -10704.9
AQUILA | FORWARD |  |  | -16678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -16678
AXIAENELP | OPTION | 321 |  |  |  | 47277.76 |  | 49410.78 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 97009.57
BPENERGYCO | FORWARD | -7968.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -7968.45
BPENERGYCO | OPTION |  |  | -136 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -136
CALPINEENESER | FORWARD |  |  |  |  |  |  |  |  | -14938.48 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -14938.48
CONSTELLPOWSOU | FORWARD | -23905.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -23905.34
CONSTELLPOWSOU | OPTION | 3114.84 |  | -105067.13 |  | 28237.16 |  | 27667.56 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -46047.57
CORALPOWLLC | FORWARD | 1593.69 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1593.69
CORALPOWLLC | OPTION | 10166.25 |  | -3.67 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 10162.58
CORALPOWLLC | SWAPTION |  |  |  |  |  |  |  |  |  |  | 4620.21 |  | 4204.48 |  | 3990 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 12814.73
DTEENETRA | OPTION |  |  | 55538.26 |  | 31209.15 |  | 34008.88 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 120756.28
DUKEENETRA | FORWARD | 7968.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7968.45
DYNEGYPOWMAR | OPTION | -642.06 |  | -4119.55 |  | 11140.42 |  | 13263.81 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 19642.63
ELPASOMERLP | FORWARD | -23108.49 |  |  |  | -16621.3 |  | -18142.8 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -57872.59
ELPASOMERLP | OPTION | 322.25 |  | 48827.79 |  | 5892.67 |  | 3166.87 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 58209.58
ENA | OPTION |  |  | -564 |  | -2979 |  | -3946 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -7489
ENERGYAUT | OPTION |  |  |  |  | -1700 |  | -2612.41 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -4312.36
ENTERGYSVC | OPTION |  |  | -5639.89 |  | -29790 |  | -39459.72 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -74889.63
EPMI-LT-ERCOT | FORWARD |  |  |  |  | -16621.3 |  | -18142.8 |  |  |  |  |  |  |  |  |  |  |  |  |  | -16167.05 |  | -16874.06 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -67805.2
EPMI-LT-ERCOT | OPTION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 17379.91 |  | 18012.94 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 35392.85
EPMI-LT-ERCOT | SWAP |  |  |  |  | 16645 |  | 18162.6 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 34807.58
EPMI-LT-MGMT | FORWARD | 7968.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7968.45
EPMI-LT-MGMT | OPTION | 909.43 |  | -3957.91 |  | -14364 |  | -13168 |  |  |  |  |  |  |  |  |  | 2198.25 |  | 2341.19 |  | 3199.68 |  | 3957.5 |  | 6430.26 |  | 11051.32 |  | 20739.75 |  | 21001.8 |  | 1251.16 |  | 1459.32 |  | 1459.35 |  | 1739.25 |  |  |  |  |  |  |  |  |  |  |  | 46248.41
EPMI-LT-NEMGMT | OPTION |  |  |  |  | -6172.25 |  | -2705.38 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -8877.63
EPMI-LT-OPTION | FORWARD | -2390.53 |  | 16678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 14287.42
EPMI-LT-OPTION | OPTION | -8108.07 |  | -21793.4 |  | 23176 |  | 43895.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 37169.63
EPMI-LT-OPTIONA | FORWARD | 2390.53 |  | -16678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -14287.42
EPMI-LT-OPTIONA | OPTION | 8108.07 |  | 21793.4 |  | -23176 |  | -43895.11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -37169.63
EPMI-LT-PJM | FORWARD | -7968.45 |  | -33355.9 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -41324.35
EPMI-MIDWEST | FORWARD | 39842.23 |  | 16678 |  | -33242.59 |  | -36285.59 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -13008
EPMI-MIDWEST | OPTION |  |  |  |  | -65691.93 |  | -74206.62 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -139898.55
EPMI-SOUTHEAST | FORWARD | -7968.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -7968.45
EPMI-ST-ECAR | FORWARD | 15936.89 |  | 16678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 32614.84
EPMI-ST-NY | FORWARD | 7968.45 |  | -16678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -8709.5
EPMI-ST-PJM | FORWARD | -15140 |  | 16678 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1537.9
MIRANTAMEENE | FORWARD | -8765.29 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -8765.29
MIRANTAMEENE | OPTION | -5595.65 |  | -1291.12 |  | -2741.31 |  | -12601 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -22229.08
MORGAN | OPTION |  |  | -15283.26 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -15283.26
NRGPOWMAR | OPTION |  |  |  |  | 1172.59 |  | 1668.14 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2840.73
PECO | OPTION |  |  |  |  | 2532.94 |  | -91.55 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2441.4
PECO | SWAPTION |  |  |  |  |  |  |  |  |  |  | 4620.21 |  | 4204.48 |  | 3990 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 12814.73
PGEENEPOWLP | OPTION |  |  |  |  | 6759.85 |  | 7372.45 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 14132.3
PPL E | FORWARD | 796.84 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 796.84
PPL E | OPTION | 5083.13 |  | -20012.93 |  | -10965.42 |  | -10776.73 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -36672
PSEGENERES | FORWARD | 796.84 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 796.84
PSEGENERES | OPTION | 2702.69 |  |  |  | 3498.11 |  | 5463.66 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 11664.46
RELIANTENESER | OPTION | -160.51 |  | -7393.78 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -7554.3
SELECTENE | OPTION |  |  | -6450.75 |  | -14671.38 |  | -18727.36 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -39849.49
TRACTEBEENEMAR | OPTION |  |  |  |  |  |  |  |  | -5354.75 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -5354.75
TXUENETRA | FORWARD |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -17058.17 |  | -15455.51 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -32513.68
TXUENETRA | OPTION |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 12825.69 |  | 12816.87 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 25642.55
VIRGINIAELEPOW | OPTION |  |  | 13234.73 |  | -2345.18 |  | -3336.27 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 7553.28
WESTERNRES | OPTION |  |  |  |  | -611.64 |  | 797.34 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 185.7
WILLIAMSENEMAR | OPTION | 160.51 |  | 31820 |  | 6370.49 |  | 8621.28 |  | 5354.75 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 52327
Grand Total: |  | 3702.22 |  | -32620.29 |  | -61184.84 |  | -90672.08 |  | -14938.48 |  | 9240.42 |  | 8409 |  | 7980.09 |  | -4232.48 |  | -2638.64 |  | 1212.86 |  | 1138.88 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -174603.39