Spreadsheet: robin_rodrigue__33294__ngpl_1031
Sheet: Daily

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENRON CAPITAL & TRADE RESOURCES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY NATURAL GAS P&L STATEMENT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ($ in Thousands)
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-10-31 00:00:00
 |  |  |  |  |  |  |  |  | HIDE |  | HIDE |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  | HIDE | HIDE |  |  |  |  | HIDE | HIDE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Firm Trading | Firm Trading |  |  |  |  |  |  | US |  |  |  | Hub | Texas | East | West | Pipe |  |  | US | US TOTAL | Canadian | Canadian Gas | Canadian | Canadian | Canada | Denver | Denver |  | Gas | Other
 |  |  |  |  |  | EAST | CENT | CHICAGO | ARUBA | TEXAS | WEST |  | Transport |  | TRANSPORT | TOTAL |  | EAST | NY | CENT | CENT | TEXAS | TEXAS | GD OPTION | WEST | FT-Nwest | MGMT-West | TOTAL | Natural Gas | NYMEX | MGMT. | Gas | Gas | Gas | Gas | Options | Storage | Exec Spec | TOTAL | CASH, FIRM | Gas (C4) | (C4) | Gas | Gas | Short Term | Firm | Cash | CCT | Exec. | TOTAL |  | TOTAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cash |  |  |  |  |  |  |  |  |  |  |  | Firm | Price |  |  | Daily | Daily | Daily | Daily |  |  |  | FINANCIAL | FINANCIAL | (Can$) | (US$) | Firm | Total (US$) |  |  |  |  |  |  |  | GAS (in US$)
TRADER |  |  |  |  |  | [NAME] | Shively | [NAME] |  | Martin | [NAME] |  |  |  | [NAME] |  |  | Brawner | McKay | Sturm | Menear | McClendon | Richardson | Keavey | Holst | Ermis | [NAME] |  |  | [NAME] | [NAME] | Keavey | Metz | Mullholland | [NAME] | May | Schwieger | Shankman |  |  | Mckay |  |  | Mckay | Mckay | Lucci | Lucci | [NAME] | Hannon
ORIGINATIONS |  |  |  |  |  | 0 | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
PHYSICAL TRADING:
 |  | INTRAMONTH HEDGE MANAGEMENT |  |  |  | #REF! | #REF! |  |  | 305.133 | -3143.02043391001 |  |  |  |  | #REF!
 |  | TRANSPORT |  |  |  | -1610.643 | 105.0083319999998 |  |  | 0 | 3622.514470000001 |  | 0 |  |  | 2116.879802
 |  | OMICRON |  |  |  | 402.893 | 68.414 |  |  | 0 | 0 |  |  |  |  | 471.307
 |  | STORAGE |  |  |  | 4.767071700000203 | 0 |  |  | 0 | 0 |  |  |  |  | 4.767071700000203
 |  | CASH DESK RESERVE |  |  |  | 0 | 0 |  |  | 0 | 0 |  |  |  |  | 0
 |  | MID-MKT ORIGINATIONS |  |  |  | 125.573 | 0 |  |  | 0 | 0 |  | 0 |  |  | 125.573 |  | -3499.8265
 |  | AFFILIATE DEMAND CHARGE |  |  |  | 0 | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | TOTAL PHYSICAL TRADING P/L |  |  |  |  | #REF! | #REF! |  |  | 305.133 | 479.4940360899909 |  | 0 |  |  | #REF!
FINANCIAL TRADING:
 |  | OPTIONS [NAME]
 |  | FINANCIAL HEDGE MANAGEMENT |  |  |  | 279.1289371 | #REF! |  |  | 2190.67169 | -658.37 |  | 0 |  |  | #REF! |  | -1972.399922699999
 |  | CHANGE IN PRICE PRUDENCE |  |  |  | 0 | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN OTHER |  |  |  | -0.2229944 | 0.1806918 |  |  | 0 | 0 |  | 0 |  |  | -0.04230259999999997 |  | -0.8955985000000003
 | TOTAL FINANCIAL TRADING P/L |  |  |  |  | 278.9059427 | #REF! |  |  | 2190.67169 | -658.37 |  | 0 |  |  | #REF! |  | -1973.295521199999
CANADIAN P/L W/O TRANS SHIFT IN US$
TRANSLATION SHIFT IN US$ (memo)
CANADIAN P/L NET OF TRANS SHIFT IN US$
TOTAL MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! | #REF! |  |  | 2495.80469 | -178.8759639100091 |  | 0 |  |  | #REF! |  | -5473.122021199999
 | ABOVE MKT ASSET TRANSFER |  |  |  |  | 0 | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | ENTEX OVERBURN/UNDERBURN |  |  |  |  | 0 | 0 |  |  | 0 | 0 |  |  |  |  | 0
 | AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
NET MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! | #REF! |  |  | 2495.80469 | -178.8759639100091 |  | 0 |  |  | #REF! |  | -5473.122021199999
NET MTD GAS TRADING |  |  |  |  |  | #REF! | #REF! |  |  | 2495.80469 | -178.8759639100091 |  | 0 | 0 |  | #REF! |  | -1973.295521199999
DAILY CHANGE
PHYSICAL TRADING
 |  | CHANGE IN ACCRUED |  |  |  | -3727.0811426 | -23.3849114840624 | 443.1152 | 0 | 1043.404881593719 | 0 |  |  |  |  | -2263.945972490344 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -361.9715570390094 |  |  |  | -361.9715570390094 | -2625.917529529353 |  |  |  |  | 283.5092120050714 |  | 432.5869972440653 |  |  | 716.0962092491368 |  | -1909.821320280216
 |  | CHANGE IN AFF DEMAN CHARGE |  |  |  | 655.6875 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 655.6875 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 655.6875 |  |  |  |  |  |  | 0 |  |  | 0 |  | 655.6875
 |  | CHANGE IN MTM |  |  |  | 1002.648 | 237.3746373745157 | -451.655 | 0 | -1177.402225806452 | 0 |  |  |  |  | -389.0345884319363 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1315.121 |  |  |  | -1315.121 | -1704.155588431936 |  |  |  |  | 169.9859987155323 |  | -178.165 |  |  | -8.179001284467688 |  | -1712.334589716404
 |  | OTHER CHANGES |  |  |  | -582.9839999999999 | -975.873 | -7.328625 | 0 | 0 | 0 |  | 0 |  |  | -1566.185625 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -1566.185625 |  |  |  |  | 0 |  | -20.186 |  |  | -20.186 |  | -1586.371625
 |  | PHYSICAL TRADING P/L |  |  |  | -2651.729642600001 | -761.8832741095467 | -15.86842500000001 | 0 | -133.9973442127325 | 0 |  | 0 |  |  | -3563.47868592228 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1677.09255703901 |  |  |  | -1677.09255703901 | -5240.571242961289 |  |  |  |  | 453.4952107206037 |  | 234.2359972440653 |  |  | 687.7312079646691 |  | -4552.84003499662
TRANSPORT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 1075.571 | 464.0038114838709 | 0 | 0 | 272.4451612903224 | 0 |  |  |  |  | 1812.019972774194 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 395.3544900000002 |  |  |  | 395.3544900000002 | 2207.374462774194 |  |  |  |  | 0 |  | 59.686 |  |  | 59.686 |  | 2267.060462774194
 |  | TRANSPORT EXPENSE/REV. |  |  |  | -899.838 | -400.4636616193549 | 0 | 0 | -404.3766370967743 | 0 |  |  |  |  | -1704.678298716129 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -288.0451699999999 |  |  |  | -288.0451699999999 | -1992.723468716129 |  |  |  |  | 0 |  | -21.14951612903226 |  |  | -21.14951612903226 |  | -2013.872984845161
 |  | DEMAND CHARGES/REIMBURSEMENTS |  |  |  | -619.4701935483869 | -54.86283870967719 | 0 | 0 | 0 | 0 |  |  |  |  | -674.3330322580641 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -468.3245203225808 |  |  |  | -468.3245203225808 | -1142.657552580645 |  |  |  |  | 0 |  | -1597.207 |  |  | -1597.207 |  | -2739.864552580645
 |  | NET ACCRUAL |  |  |  | -443.7371935483867 | 8.677311154838833 | 0 | 0 | -131.9314758064519 | 0 |  |  |  |  | -566.9913581999997 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -361.0152003225804 |  |  |  | -361.0152003225804 | -928.0065585225801 |  |  |  |  | 0 |  | -1558.670516129032 |  |  | -1558.670516129032 |  | -2486.677074651612
 |  | TRANSPORT/BASIS RESERVE |  |  |  | -1032.383 | -455.238935483871 | 0 | 0 | -280.4201612903225 | 0 |  |  |  |  | -1768.042096774194 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -442.823 |  |  |  | -442.823 | -2210.865096774194 |  |  |  |  | 0 |  | -61.205 |  |  | -61.205 |  | -2272.070096774194
 |  | CONTRACTED TRANSPORT EXP/REV. |  |  |  | 908 | 410.0928678193548 | 0 | 0 | 408.8546370967742 | 0 |  |  |  |  | 1726.947504916129 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 316.30348 |  |  |  | 316.30348 | 2043.250984916129 |  |  |  |  | 0 |  | 17.27751612903226 |  |  | 17.27751612903226 |  | 2060.528501045161
 |  | EST. RESIDUAL TRANSPORT EXP/REV. |  |  |  | 223.6941935483871 | 111.4648387096775 | 0 | 0 | 0 | 0 |  |  |  |  | 335.1590322580645 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 505.9455403225807 |  |  |  | 505.9455403225807 | 841.1045725806453 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 841.1045725806453
 |  | CAPACITY HEDGES - PRICE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - BASIS |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - INDEX |  |  |  |  | 0 |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -113.837 |  |  |  | -113.837
 |  | LONG-TERM TRANSPORT |  |  |  | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 14.32 |  |  |  | 14.32 | 14.32 |  |  |  |  |  |  | 0 |  |  | 0 |  | 14.32
 |  | LONG-TERM TRANSPORT HEDGES |  |  |  | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -14.32 |  |  |  | -14.32 | -14.32 |  |  |  |  |  |  | 0 |  |  | 0 |  | -14.32
 |  | LONG-TERM TRANSPORT MANAGED BY INTRAMONTH |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 237.962 |  |  |  | 237.962 | 237.962 |  |  |  |  |  |  |  |  |  | 0 |  | 237.962
 |  | INTRA-MONTH TRANSPORT HEDGES |  |  |  | -55.39599999999996 | -3.851 | 0 |  |  | 0 |  |  |  |  | -59.24699999999996 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -59.24699999999996 |  |  |  |  |  |  | 0 |  |  | 0 |  | -59.24699999999996
 |  | NET MTM |  |  |  | 43.91519354838707 | 62.46777104516127 | 0 | 0 | 128.4344758064516 | 0 |  | 0 |  |  | 234.8174403999999 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 503.5510203225807 |  |  |  | 503.5510203225807 | 738.3684607225806 |  |  |  |  | 0 |  | -43.92748387096774 |  |  | -43.92748387096774 |  | 808.2779768516128
 |  | DAILY TRANSPORT P/L |  |  |  | -399.8219999999997 | 71.1450822000001 | 0 | 0 | -3.497000000000241 | 0 |  | 0 |  |  | -332.1739177999998 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 142.5358200000003 |  |  |  | 142.5358200000003 | -189.6380977999995 |  |  |  |  | 0 |  | -1602.598 |  |  | -1602.598 |  | -1792.2360978
OMICRON |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
 |  | OPTION PREMIUM |  |  |  | -69.34 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | -69.34 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -69.34 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -69.34
 |  | OPTION ACCRUED VALUE (In CPR) |  |  |  | 0 | 20.815 | 0 | 0 | 0 | 0 |  |  |  |  | 20.815 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 20.815 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 20.815
 |  | OPTION MTM VALUE (In CPR) |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET PHYSICAL P&L |  |  |  | -69.34 | 20.815 | 0 | 0 | 0 | 0 |  |  |  |  | -48.525 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -48.525 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -48.525
 |  | OPTION PREMIUM |  |  |  | 514.409 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 514.409 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 514.409 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 514.409
 |  | OPTION ACCRUED VALUE |  |  |  | -74.793 | -12.7 | 0 | 0 | 0 | 0 |  |  |  |  | -87.49300000000001 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -87.49300000000001 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -87.49300000000001
 |  | OPTION MTM VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET FINANCIAL P&L |  |  |  | 439.616 | -12.7 | 0 | 0 | 0 | 0 |  |  |  |  | 426.916 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 426.916 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 426.916
 |  | NET OMICRON P/L |  |  |  | 370.276 | 8.115 | 0 | 0 | 0 | 0 |  |  |  |  | 378.391 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 378.391 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 378.391
STORAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | [NAME], FUEL, AND ROYALTIES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | NET ACCRUAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | PRICE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | BASIS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | DEMAND CHARGES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | 3RD PARTY REVENUE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | PHYSICAL COMMITMENT INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  | 0
DAILY STORAGE P/L |  |  |  |  |  | 203.6150888000005 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 203.6150888000005 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 203.6150888000005 |  |  |  |  | -4.169211432325884 |  | 0 |  |  | -4.169211432325884 |  | 199.4458773676746
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF!
CASH DESK RESERVE |  |  |  |  |  | -136.997 | -208.337 | 0 | 0 | 0 | 0 |  |  |  |  | -345.334 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -345.334 |  |  |  |  |  |  |  |  |  | 0 |  | -345.334
ENTEX OVERBURN/UNDERBURN |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
FINANCIAL HEDGE MANAGEMENT
 |  | HEDGE MANAGEMENT:
 |  | NEW DEALS |  |  |  | 27.5341192 | -125.4363876000006 | 0 | 0 | -109.9216382000017 | 0 |  | 0 |  | 0 | -207.8239066000022 |  | -550.6038799 | 84.77394380000005 | 0 | -66.00766339999996 | 41.4186091 | 0 |  | -3.663527799999982 | 71.52099330000009 | 51.95273829999999 | -370.6087865999998 | -4867.285879999999 | -4867.285879999999 | 0 | -154.9823646 | 388.9658422000001 | 0 | -145.0197873 | -197.8544335999999 | -56.40738969999924 | -0.01999999999999957 | -5032.604012999998 | -5611.0367062 | -749.7589999999996 | -496.634919713594 | 0 | -496.634919713594 |  | -6.164908900000155 | 0 | 0 |  | -502.7998286135942 |  | -6113.836534813595
 |  | CHANGE IN PRICE |  |  |  | 12.01792140000181 | 419.7151478999981 | 24.2088779999977 | 0 | -138.3254328 | 0 |  | 0 |  | -382.8839879 | -65.26747340000242 |  | -105.0770051999995 | 27.4731409 | -0.005793700000271201 | -7.104376199999999 | 20.4580979000004 | 3e-07 |  | 212.1707057000067 | 119.1481361999997 | 68.34274849999971 | 335.4056544000067 | 1561.31784 | 1561.31784 | 0 | -100.4535001 | -56.44965140000032 | 0.0559999000000098 | 1694.0824974 | 206.6087268000005 | 692.0554692000002 | -6165.142 | -2167.9246182 | -1897.786437199995 | -621.716 | -413.9007249839008 | -0.026 | -413.9267249839008 | -152.4682837889286 | -125.3491636999999 | 1396.64 | 0 |  | 704.8958275271707 |  | -1192.890609672825
 |  | CHANGE IN BASIS PRICE |  |  |  | -71.92133569999982 | 164.1755052000027 | -8.814960700000404 | 0 | 66.9921258 | 0 |  | 0 |  | -10.59648289999994 | 139.8348517000025 |  | -98.08718790000016 | -542.626752700001 | -37.2520289000012 | -7.215497599999988 | 109.3621661999999 | -2.600000000000001e-06 |  | 1159.170054699999 | 293.7898517999952 | 1190.559554700001 | 2067.700157699993 | 0 | 0 | 0 | 41.6728499 | -343.9121227 | 10.2740001 | 824.7651196 | 402.7355895000007 | 30.11317940000001 | 0 | 965.6486158000009 | 3173.183625199996 | -158.233 | -103.0401531577688 | 0 | -103.0401531577688 | 0 | 74.74935419999994 | -0.674 | 0 |  | -28.96479895776883 |  | 3144.218826242228
 |  | CHANGE IN INDEX PRICE |  |  |  | -204.5722844999999 | 139.9452469000002 | 0.4671818000000058 | 0 | 22.5668887 |  |  | 0 |  | 30.8187915 | -10.7741755999997 |  | 533.8321758 | -160.6338193999998 | 0.0003341000000946224 | -17.394 | 0 | 0 |  | 0 | 0 | 0 | 355.8046905000003 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 345.0305149000006 | 0 | 0.529526561702136 | 0 | 0.529526561702136 |  | 0 | 0 | 0 |  | 0.529526561702136 |  | 345.5600414617027
 |  | CHANGE IN GAS DAILY PRICE |  |  |  | 860.6791804000001 | 1147.0754868 | 0.2 | 0 | 286.626 |  |  | 0 |  | 0 | 2294.5806672 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | -120.6851965000001 | -450.3303153999997 | -95.04700049999997 | 0 | 0 | 0 | 0 | -666.0625123999998 | 1628.518154800001 | 0 | 0 | 0 | 0 | -64.2845916254976 | -38.62915240000002 | 0 | 0 |  | -102.9137440254976 |  | 1525.604410774503
 |  | CHANGE IN WEATHER HEDGE MANAGEMENT |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
 |  | CHANGE IN FOREIGN CURRENCY |  |  |  |  | 13.539 | 0 |  |  |  |  | 0 |  | 0 | 13.539 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 13.539 | 1562.056 | 1035.038859441469 | 0 | 1035.038859441469 |  | 0 |  | 0 |  | 1035.038859441469 |  | 1048.577859441468
 |  | GAMMA |  |  |  | 0.0001537000000000006 | 104.6029904 | 0 |  | 0.0005490999999999997 | 0 |  | 0 |  | 0 | 104.6036932 |  | 0 | -0.003104000000000269 | 4.170000000000585e-05 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.003062300000000263 | -46.79841000000004 | -46.79841000000004 | 0 | 1.346670199999993 | 0 | 0 | 0 | 17.51337990000009 | 91.7396854 | 0 | 63.80132550000003 | 168.4019564 | -23.274 | -15.89249005524861 | 0 | -15.89249005524861 |  | 0 |  | 0 |  | -15.89249005524861 |  | 152.5094663447514
 |  | VEGA |  |  |  | 0 | 171.0429412 | 0 |  | -0.03869659999999999 | 0 |  | 0 |  | 0 | 171.0042446 |  | 0 | -0.5214193999999998 | 0.05914280000000002 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.4622765999999997 | 325.4185800000001 | 325.4185800000001 | 0 | -2.555997800000001 | 0 | 0 | 0 | -152.5768674000001 | 0 | 0 | 170.2857148 | 340.8276827999999 | 32.976 | 22.07680118479976 | 0 | 22.07680118479976 |  | 0 |  | 0 |  | 22.07680118479976 |  | 362.9044839847997
 |  | THETA |  |  |  | -0.01634669999999994 | -175.0433598 | 0 |  | -0.003183099999999999 | 0 |  | 0 |  | 0 | -175.0628896000001 |  | 0 | 0.3010589999999993 | -0.004139300000000005 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.2969196999999993 | -73.02375 | -73.02375 | 0 | 0.9253859999999914 | -0.002991599999993923 | 0 | 0 | -100.7766334000001 | -1.001 | 0 | -173.8789890000001 | -348.6449589000001 | 22.194 | 15.06088944029366 | 0 | 15.06088944029366 |  | 0 |  | 0 |  | 15.06088944029366 |  | -333.5840694597065
 |  | OPTIONS VARIANCE |  |  |  | 0 |  |  |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | -11.2 | -11.2 | 0 | -11.545684 | 0 | 0 | 0 | 0 | 0 | 0 | -22.745684 | -22.745684 | 0 | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  | -22.745684
 |  | BROKER  FEES |  |  |  | -3.806 | -18.212 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | -22.018 |  | 6.044 | -3.421 | -0.563 | -5.938 | -19.148 | 0 |  | 4 | -2.975 | -11.679 | -33.68 | -21.889 | -21.889 | 0 | -8.69 | -39.824 | 0 | -0.547 | -3.818 | -0.685 | 0 | -75.45299999999999 | -131.151 | -10.13423 | -6.691513611617513 | 0 | -6.691513611617513 | 0 | -0.378 | 0 | 0 |  | -7.069513611617513 |  | -138.2205136116175
 |  | TOTAL HEDGE MANAGEMENT |  |  |  | 619.9154078000022 | 1841.404571000001 | 16.0610990999973 | 0 | 127.8966128999983 | 0 |  | 0 |  | -362.6616793 | 2242.616011499999 |  | -213.8918971999998 | -594.6579518000008 | -37.76544330000138 | -103.6595371999999 | 152.0908732000003 | -2.3e-06 | 0 | 1371.677232600006 | 481.483981299995 | 1299.1760415 | 2354.4532968 | -3133.460619999999 | -3133.460619999999 | 0 | -354.9678369000001 | -501.5532389 | -84.71700049999995 | 2373.2808297 | 171.8317618000012 | 755.814944300001 | -6165.162 | -6938.933160499997 | -2341.863852199999 | 54.10977000000064 | 36.54627510613439 | -0.026 | 36.52027510613432 | -216.7528754144262 | -95.77187080000016 | 1395.966 | 0 | 0 | 1119.961528891708 |  | -1221.902323308291
CHANGE IN PRICE PRUDENCE |  |  |  |  |  | 0 |  | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 0
OTHER CHANGES |  |  |  |  |  | -0.0003010999999999941 | -12.842839 | 0 | 0 | -0.04457770000000001 | 0 |  | 0 |  | 0.01274160000000001 | -12.8749762 |  | -0.02801169999999998 | -0.1619738000000003 | -8.295883599999994 | -0.001955999999999996 | 0.02144060000000002 | -2.0964351 |  | 0.2644125999999999 | 0.138182 | 0.3416541 | -9.818570899999996 | 0 | 0 | 0 | 0 | -0.1547394 | 2.880000000000749e-05 | 0.2090634 | 0 | 0 | 0 | 0.05435280000000003 | -22.63919429999999 | 39.003 | 25.89308326477686 | 0.028 | 25.92108326477685 | 0.4166820007485574 | 0.02045060000000005 |  | 0 | 0 | 26.35821586552541 |  | 3.719021565525416
CHANGE IN CASH ORIGINATIONS |  |  |  |  |  | 1 | 0 | 0 | 0 | 7.46 | 0 |  | 0 |  |  | 8.46 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 8.46 |  |  |  |  |  |  | 0 |  |  | 0 |  | 8.46
DAILY TRADING P/L & CASH ORIG |  |  |  |  |  | -1993.742447099997 | 937.6015400904543 | 0.1926740999972871 | 0 | -2.182309012734438 | 0 | 0 | 0 | 0 | -362.6489377 | -1420.779479622279 |  | -213.9199088999998 | -594.8199256000008 | -46.06132690000138 | -103.6614932 | 152.1123138000003 | -2.0964374 | 0 | 1371.941645200006 | 481.622163299995 | 1299.5176956 | 2344.6347259 | -3133.460619999999 | -3133.460619999999 | 0 | -354.9678369000001 | -501.7079783 | -84.71697169999996 | 838.9331560609904 | 171.8317618000012 | 755.814944300001 | -6165.162 | -8473.435544739006 | -7549.580298461288 | 93.11277000000064 | 62.43935837091124 | 0.002000000000000002 | 62.44135837091117 | 232.9898058746002 | -95.75142020000015 | 27.60399724406511 | 0 | 0 | 227.2837412895764 |  | -7322.296557171711
AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  | 0 |  | 0
CHANGE IN ABOVE MARKET ASSET TRANSFER |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  |  |  |  | 0 | 0 |  |  |  | 0 |  | 0
DAILY TRADING P/L (excl. MM Orig.) |  |  |  |  |  | -1994.742447099997 | 937.6015400904543 | 0.1926740999972871 | 0 | -9.642309012734438 | 0 | 0 | 0 | 0 | -362.6489377 | -1429.23947962228 |  | -213.9199088999998 | -594.8199256000008 | -46.06132690000138 | -103.6614932 | 152.1123138000003 | -2.0964374 | 0 | 1371.941645200006 | 481.622163299995 | 1299.5176956 | 2344.6347259 | -3133.460619999999 | -3133.460619999999 | 0 | -354.9678369000001 | -501.7079783 | -84.71697169999996 | 838.9331560609904 | 171.8317618000012 | 755.814944300001 | -6165.162 | -8473.435544739006 | -7549.580298461288 | 93.11277000000064 | 62.43935837091124 | 0.002000000000000002 | 62.44135837091117 | 232.9898058746002 | -95.75142020000015 | 27.60399724406511 | 0 | 0 | 227.2837412895764 |  | -7322.296557171711
CHANGE IN MM ORIG |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 5.35 | 0 |  | 5.35 | 0 | 1496.196 |  | 0 | 0 | 0 | 0 | -0.6999999999999886 | 0 | 0 | 1495.496 | 1500.846 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 1500.846
DAILY TRADING P/L and MM Orig |  |  |  |  |  | -1993.742447099997 | 937.6015400904543 | 0.1926740999972871 | 0 | -2.182309012734438 | 0 | 0 | 0 | 0 | -362.6489377 | -1420.779479622279 |  | -213.9199088999998 | -594.8199256000008 | -46.06132690000138 | -103.6614932 | 152.1123138000003 | -2.0964374 | 0 | 1377.291645200006 | 481.622163299995 | 1299.5176956 | 2349.9847259 | -3133.460619999999 | -1637.264619999999 | 0 | -354.9678369000001 | -501.7079783 | -84.71697169999996 | 838.9331560609904 | 171.1317618000012 | 755.814944300001 | -6165.162 | -6977.939544739007 | -6048.734298461289 | 93.11277000000064 | 62.43935837091124 | 0.002000000000000002 | 62.44135837091117 | 232.9898058746002 | -95.75142020000015 | 27.60399724406511 | 0 | 0 | 227.2837412895764 |  | -5821.450557171712
TRANSLATION SHIFT IN US$
CANADIAN P/L NET OF TRANS SHIFT IN US$
CHANGE IN ORIGINATION |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  | 0 | 0 | 141.555 |  | 4723.781 | 0 | 0 | 0 | 0 |  | 4865.336 |  | 81.75 |  | 0 | 0 | 0 | 0 | 0.7000000000000028 | 0 |  | 82.45 | 4947.786 | 0 | 40.43201083885151 |  | 40.43201083885151 | 0 | 0 | 0 | 0 | 0 | 40.43201083885151 |  | 4988.218010838851
DAILY P/L |  |  |  |  |  | -1993.742447099997 | 937.6015400904543 | 0.1926740999972871 | 0 | -2.182309012734438 | 0 | 0 | 0 | 0 | -362.6489377 | -1420.779479622279 |  | -213.9199088999998 | -594.8199256000008 | 95.49367309999863 | -103.6614932 | 4875.8933138 | -2.0964374 | 0 | 1377.291645200006 | 481.622163299995 | 1299.5176956 | 7215.320725900001 |  | -1555.514619999999 | 0 | -354.9678369000001 | -501.7079783 | -84.71697169999996 | 838.9331560609904 | 171.8317618000012 | 755.814944300001 | -6165.162 | -6895.489544739007 | -1100.948298461289 | 93.11277000000064 | 102.8713692097627 | 0.002000000000000002 | 102.8733692097627 | 232.9898058746002 | -95.75142020000015 | 27.60399724406511 | 0 | 0 | 267.7157521284279 |  | -833.2325463328607
TOTAL DAILY GAS TRADING P/L |  |  |  |  |  | -1993.742447099997 | 937.6015400904543 |  |  | -2.182309012734438 | 0 | 0 | 0 | 0 |  | -1420.779479622279 |  | -213.9199088999998 | -594.8199256000008 | 95.49367309999863 |  |  |  | 0 | 1377.291645200006 |  | 1299.5176956 | 7215.320725900001 | 0 | -1555.514619999999 |  | -354.9678369000001 |  |  |  | 171.8317618000012 | 755.814944300001 |  | -6895.489544739007 |  | 93.11277000000064 | 102.8713692097627 | 0.002000000000000002 | 102.8733692097627 | 232.9898058746002 |  | 27.60399724406511 |  | 0 | 267.7157521284279 |  | -833.2325463328607
 | LESS:  ORIGINATIONS |  |  |  |  | 0 | 0 |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 | 0 | -141.555 |  |  |  | 0 | 0 |  | 0 | -4865.336 |  | -81.75 |  | 0 |  |  |  | -0.7000000000000028 | 0 |  | #REF! |  | -40.43201083885151 | #REF! | 0 | -40.43201083885151 |  |  |  |  | 0 | #REF! |  | #REF!
DAILY GAS TRADING |  |  |  |  |  | -1993.742447099997 | 937.6015400904543 |  |  | -2.182309012734438 | 0 |  | #REF! |  |  | -1420.779479622279 |  | -213.9199088999998 | -594.8199256000008 | -46.06132690000138 |  |  |  | 0 | 1377.291645200006 |  | 1299.5176956 | 2349.984725900001 |  | -1637.264619999999 |  | -354.9678369000001 |  |  |  | 171.1317618000012 | 755.814944300001 |  | #REF! |  | 52.68075916114913 | #REF! | 0.002000000000000002 | 62.44135837091117 | 232.9898058746002 |  |  |  | 0 | #REF! |  | #REF!
Canadian Intramonth P&L as of November 14, 2000
FT Prior Day Originations (MTD)
Middle Market Variance Analysis |  |  |  |  |  | From Roll | Orig File |  | Vcricnce | [NAME]
 |  | Middle Market - Northeast |  |  |  | 125573 | 125576.02 |  | 3.020000000004075 | 3.020000000004075
 |  | Middle Market - Central |  |  |  | 55763.75 | 55762.91 |  | -0.8399999999965075 | -0.8399999999965075
 |  | Middle Market - Texas |  |  |  | 21304 | 21304 |  | 0 | 0
 |  | Middle Market - West |  |  |  | 0 | 0 |  | 0 | 0