Spreadsheet: sandra_brawner__36282__P&L
Sheet: Sheet1

ENRON CAPITAL & TRADE RESOURCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2000-07-27 00:00:00
 |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | LT-Transport |  | Transport |  | LT-Transport |  | LT-Transport |  | Transport |  | Transport |  | LT-Transport
META ID |  | Price - LVP |  | Basis - LVD |  | Gas Daily - LVM |  | Index - LVI |  | Transport Spreads |  | Basis Options |  | Exotics |  | Crude |  | POWER |  | Kansas City - GXP |  | 0 |  | 0 |  | TOTAL
 | Post ID: | 846606 |  | 846622 |  | 846623 |  | 0 |  | Ex-Oracle |  | Ex-Oracle |  | Ex-Oracle |  | 602566 |  | 0 |  | 605254 |  | 0 |  | 0
[NAME])  (Million MMbtu)
2000-07-27 00:00:00
Volatility Factor (d) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net NPV Position (MM Bbls)
Net NPV Position (C $)
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
2000-06-30 00:00:00
Gross Purchases Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gross Sales Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Net Notional Position |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
2000-06-30 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
[NAME]  (in thousands)
2000-06-30 00:00:00
Gross Book Balance |  | 209327.4649 |  | 1317472.3524 |  | 0 |  | 0 |  | -107911 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1418888.8173
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | 6844493.3492 |  | -669485.324 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 876947.5087000001
LTD Gross Recognized Balance |  | 7053820.8141 |  | 647987.0284000002 |  | -421021.0165 |  | 0 |  | -4424273.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2295836.326
2000-07-27 00:00:00
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 47557.762 |  | 387.0063 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 47944.7683
Change in Price |  | 319303.2746 |  | 0 |  | 0 |  | 0 |  | 1132699 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1452002.2746
Change in Basis Price |  | 0 |  | 464120.4236999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 464120.4236999999
Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | 366861.0366 |  | 464507.43 |  | 0 |  | 0 |  | 1132699 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1964067.4666
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 56.9347 |  | 115.8074 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 172.7421
MTD Income (Loss) |  | 366917.9713 |  | 464623.2373999999 |  | 0 |  | 0 |  | 1132699 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1964240.2087
2000-07-27 00:00:00
Gross Book Balance (including Current Month Rho & Drift) |  | 577828.0998000001 |  | 1796723.0707 |  | 0 |  | 0 |  | 1024788 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3399339.1705
Current Month: Rho |  | 517.0193 |  | 5920.452499999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6437.471799999998
Drift |  | 1065.6443 |  | 8706.9097 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 9772.554
Gross Book Balance (excluding Current Month Rho & Drift) |  | 577828.0998000001 |  | 1796723.0707 |  | 0 |  | 0 |  | 1024788 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3399339.1705
Prudence | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0
Liquidated |  | 6842910.6856 |  | -684112.6862 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 860737.4829000002
Gross Recognized Balance | 0 | 7420738.7854 | -0.1186999999918044 | 1112610.2658 | 0 | -421021.0165 | 0 | 0 | 0 | -3291574.5 | 0 | -553120 | 0 | -7557 | 0 | 0 |  | 0 | 0 | 0 |  | 0 |  | 0 | -0.1186999995261431 | 4260076.534700001
LTD Through December 31, 1999
Gross Recognized Balance |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 | 0 |  | 0.1186999999918044 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.1186999995261431
2000-07-27 00:00:00
Gross Book Balance |  | 577828.0998000001 |  | 1796723.0707 |  | 0 |  | 0 |  | 1024788 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3399339.1705
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Liquidated |  | 6842910.6856 |  | -684112.6862 |  | -421021.0165 |  | 0 |  | -4316362.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 860737.4829000002
Gross Recognized Balance |  | 7420738.7854 |  | 1112610.3845 |  | -421021.0165 |  | 0 |  | -3291574.5 |  | -553120 |  | -7557 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4260076.6534
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Hedge management
New Deals |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Price |  | 130292.3413 |  | 0 |  | 0 |  | 0 |  | 156909 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 287201.3413
Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Total Hedge Management |  | 130292.3413 |  | 0 |  | 0 |  | 0 |  | 156909 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 287201.3413
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Other Changes |  | 48.5167 |  | -3.580399999999997 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 44.9363
Total Income (Loss) | 0 | 130340.858 | -1.393232196278404e-10 | -3.580399999860674 | 0 | 0 | 0 | 0 | 0 | 156909 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 287246.2776