Spreadsheet: mary_fischer__25746__13134_EPMI-SO2_SO2_opt_dtl
Sheet: 13134_EPMI-SO2_SO2_opt_dtl

Enron Power Tra | ding & Tra | nsmission |  |  |  |  |  |  |  |  |  |  |  | Post I | D: | 13134
Option Detail R | eport |  |  |  |  |  |  |  |  |  |  |  |  | Report | Date: | 09/28/ | 1
Desk: EPMI-SO2, | Region: S | O2 |  |  |  |  |  |  |  |  |  |  |  | Run Da | te: | 09/28/ | 1
 |  |  |  |  |  |  |  |  |  |  |  |  |  | Run Ti | me: | 17:53:00 | 33
--------------- | ---------- | --------- | --------- | ----- | ----- | ---- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  | Exp Dt | Date | Hr | Hr | Per | Mwh |  |  | STRIKE | PRICE | PRICE | STRIKE | BASIS | PRICE | Fwd | VOLAT | VOLAT | INT | Peak | [NAME] |  |  |  |  | Gas | Gas | Gas | Cross | $ Deal | $
Cnterparty | Deal | MM/DD/YY | MM/DD/YY | Strt | End | [NAME] | /hr | mwhrs | P/C | PRICE | Mid | GasMid | Basis | Mid | Cntrct | Mid | Mid | GasMid | Rate | Delta | Delta | GAMMA | RHO | VEGA | THETA | DRIFT | Delta | Gamma | Gamma | Vega | Mid Val | Cash | Eta
--------------- | --------- | -------- | -------- | ---- | ---- | --- | ------ | ----------- | ---- | ------ | ------ | ------ | ------ | ------ | ------ | ------ | ------- | ------- | ------- | ---------- | ---------- | -------- | ------------ | ------------ | ------------ | ------------ | -------- | -------- | -------- | -------- | ------------ | ---------- | --------
AECI | 563912.01 | 2002-01-15 00:00:00 | 2002-01-22 00:00:00 | 0 | 100 | P | 5000 | 5000 | CALL | 196 | 205.04 | 0 | 0 | 0 | 196 | 205.04 | 0.25 | 0 | 0.0266 | 3248 | 0 | 65 | -23721 | 204753 | -163398 | 79752 | 0 | 0 | 0 | 0 | 79489 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 5000 |  |  |  |  |  |  |  |  |  |  |  | 3248 | 0 | 65 | -23721 | 204753 | -163398 | 79752 | 0 | 0 | 0 | 0 | 79489 |  | 0
ALABAMAPOWCOM | 272728.01 | 2002-02-28 00:00:00 | 2002-10-15 00:00:00 | 0 | 100 | P | -6500 | -6500 | CALL | 198.29 | 208.93 | 0 | 0 | 0 | 198.29 | 208.93 | 0.25 | 0 | 0.0262 | -4223 | 0 | -70 | 51500 | -319689 | 215265 | -123083 | 0 | 0 | 0 | 0 | -122944 |  | 0
ALABAMAPOWCOM | 272728.01 | 2003-02-28 00:00:00 | 2003-10-15 00:00:00 | 0 | 100 | P | -6500 | -6500 | CALL | 214.15 | 214.53 | 0 | 0 | 0 | 214.15 | 214.53 | 0.22 | 0 | 0.0297 | -3458 | 0 | -44 | 199201 | -629358 | 184526 | -139883 | 0 | 0 | 0 | 0 | -140460 |  | 0
ALABAMAPOWCOM | 272728.01 | 2004-02-27 00:00:00 | 2004-10-15 00:00:00 | 0 | 100 | P | -6500 | -6500 | CALL | 231.28 | 220.87 | 0 | 0 | 0 | 231.28 | 220.87 | 0.18 | 0 | 0.0363 | -2921 | 0 | -38 | 291788 | -815664 | 145915 | -119906 | 0 | 0 | 0 | 0 | -120834 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -19500 |  |  |  |  |  |  |  |  |  |  |  | -10602 | 0 | -152 | 542490 | -1764711 | 545706 | -382872 | 0 | 0 | 0 | 0 | -384238 |  | 0
APS | 272729.01 | 2002-01-15 00:00:00 | 2002-05-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 129 | 206.73 | 0 | 0 | 0 | 129 | 206.73 | 0.25 | 0 | 0.0266 | -9919 | 0 | 0 | 230136 | -907 | 751044 | -771209 | 0 | 0 | 0 | 0 | -771166 |  | 0
APS | 272729.01 | 2003-01-15 00:00:00 | 2003-05-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 139 | 211.6 | 0 | 0 | 0 | 139 | 211.6 | 0.22 | 0 | 0.0288 | -9291 | 0 | -14 | 918138 | -182682 | 701438 | -706359 | 0 | 0 | 0 | 0 | -707490 |  | 0
APS | 272729.01 | 2004-01-15 00:00:00 | 2004-05-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 148 | 217.17 | 0 | 0 | 0 | 148 | 217.17 | 0.18 | 0 | 0.0356 | -8654 | 0 | -19 | 1502281 | -368778 | 643154 | -652000 | 0 | 0 | 0 | 0 | -654002 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -30000 |  |  |  |  |  |  |  |  |  |  |  | -27863 | 0 | -33 | 2650555 | -552367 | 2095635 | -2129569 | 0 | 0 | 0 | 0 | -2132658 |  | 0
APS | 272731.01 | 2002-01-31 00:00:00 | 2002-01-15 00:00:00 | 0 | 100 | P | -11654 | -11654 | CALL | 137.64 | 204.93 | 0 | 0 | 0 | 137.64 | 204.93 | 0.25 | 0 | 0.0265 | -11520 | 0 | -3 | 266052 | -11129 | 761015 | -777524 | 0 | 0 | 0 | 0 | -777405 |  | 0
APS | 272731.01 | 2003-01-31 00:00:00 | 2003-01-15 00:00:00 | 0 | 100 | P | -10238 | -10238 | CALL | 148.65 | 209.7 | 0 | 0 | 0 | 148.65 | 209.7 | 0.22 | 0 | 0.0292 | -9161 | 0 | -25 | 830776 | -320211 | 626722 | -618521 | 0 | 0 | 0 | 0 | -619267 |  | 0
APS | 272731.01 | 2004-01-31 00:00:00 | 2004-01-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 160.54 | 214.77 | 0 | 0 | 0 | 160.54 | 214.77 | 0.18 | 0 | 0.0359 | -8132 | 0 | -30 | 1249836 | -591035 | 535935 | -532371 | 0 | 0 | 0 | 0 | -533921 |  | 0
APS | 272731.01 | 2005-01-31 00:00:00 | 2005-01-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 173.38 | 216.11 | 0 | 0 | 0 | 173.38 | 216.11 | 0.15 | 0 | 0.0408 | -7221 | 0 | -38 | 1432233 | -885061 | 428840 | -426469 | 0 | 0 | 0 | 0 | -428438 |  | 0
APS | 272731.01 | 2006-01-31 00:00:00 | 2006-01-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 187.25 | 213.99 | 0 | 0 | 0 | 187.25 | 213.99 | 0.15 | 0 | 0.0443 | -5953 | 0 | -42 | 1453528 | -1240369 | 339204 | -332625 | 0 | 0 | 0 | 0 | -334742 |  | 0
APS | 272731.01 | 2007-01-31 00:00:00 | 2007-01-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 202.23 | 194.2 | 0 | 0 | 0 | 202.23 | 194.2 | 0.14 | 0 | 0.0472 | -4011 | 0 | -49 | 901742 | -1394676 | 176294 | -165986 | 0 | 0 | 0 | 0 | -168817 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -61892 |  |  |  |  |  |  |  |  |  |  |  | -45998 | 0 | -187 | 6134168 | -4442481 | 2868009 | -2853496 | 0 | 0 | 0 | 0 | -2862591 |  | 0
APS | 272735.01 | 2002-01-01 00:00:00 | 2002-01-15 00:00:00 | 0 | 100 | P | -3300 | -3300 | CALL | 185 | 204.95 | 0 | 0 | 0 | 185 | 204.95 | 0.25 | 0 | 0.0268 | -2645 | 0 | -34 | 19530 | -93856 | 118335 | -75241 | 0 | 0 | 0 | 0 | -75088 |  | 0
APS | 272735.01 | 2003-01-01 00:00:00 | 2003-01-15 00:00:00 | 0 | 100 | P | -3700 | -3700 | CALL | 200 | 209.55 | 0 | 0 | 0 | 200 | 209.55 | 0.22 | 0 | 0.0286 | -2223 | 0 | -26 | 113511 | -318992 | 115244 | -89958 | 0 | 0 | 0 | 0 | -90130 |  | 0
APS | 272735.01 | 2004-01-01 00:00:00 | 2004-01-15 00:00:00 | 0 | 100 | P | -2000 | -2000 | CALL | 215 | 214.53 | 0 | 0 | 0 | 215 | 214.53 | 0.18 | 0 | 0.0354 | -1017 | 0 | -13 | 95472 | -235742 | 49949 | -42052 | 0 | 0 | 0 | 0 | -42268 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -9000 |  |  |  |  |  |  |  |  |  |  |  | -5885 | 0 | -73 | 228512 | -648590 | 283529 | -207250 | 0 | 0 | 0 | 0 | -207486 |  | 0
APS | 438515.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 160 | 205.26 | 0 | 0 | 0 | 160 | 205.26 | 0.25 | 0 | 0.027 | -9815 | 0 | -14 | 95108 | -31278 | 457685 | -451298 | 0 | 0 | 0 | 0 | -451144 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -9815 | 0 | -14 | 95108 | -31278 | 457685 | -451298 | 0 | 0 | 0 | 0 | -451144 |  | 0
APS | 438515.02 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 160 | 205.26 | 0 | 0 | 0 | 160 | 205.26 | 0.25 | 0 | 0.027 | 129 | 0 | -14 | 230 | -31278 | 19659 | -1143 | 0 | 0 | 0 | 0 | -1093 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 129 | 0 | -14 | 230 | -31278 | 19659 | -1143 | 0 | 0 | 0 | 0 | -1093 |  | 0
APS | 463378.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 150 | 205.26 | 0 | 0 | 0 | 150 | 205.26 | 0.25 | 0 | 0.027 | -9917 | 0 | -3 | 115880 | -7633 | 539507 | -549796 | 0 | 0 | 0 | 0 | -549677 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -9917 | 0 | -3 | 115880 | -7633 | 539507 | -549796 | 0 | 0 | 0 | 0 | -549677 |  | 0
APS | 470909.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | 10000 | 10000 | CALL | 150 | 205.26 | 0 | 0 | 0 | 150 | 205.26 | 0.25 | 0 | 0.027 | 9917 | 0 | 3 | -115880 | 7633 | -539507 | 549796 | 0 | 0 | 0 | 0 | 549677 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | 9917 | 0 | 3 | -115880 | 7633 | -539507 | 549796 | 0 | 0 | 0 | 0 | 549677 |  | 0
APS | 587875.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | 10000 | 10000 | PUT | 190 | 205.26 | 0 | 0 | 0 | 190 | 205.26 | 0.25 | 0 | 0.027 | -2313 | 0 | 129 | -7100 | 286330 | -202991 | 34123 | 0 | 0 | 0 | 0 | 33680 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | -2313 | 0 | 129 | -7100 | 286330 | -202991 | 34123 | 0 | 0 | 0 | 0 | 33680 |  | 0
APS | 587891.01 | 2002-01-15 00:00:00 | 2002-01-22 00:00:00 | 0 | 100 | P | 10000 | 10000 | PUT | 190 | 205.04 | 0 | 0 | 0 | 190 | 205.04 | 0.25 | 0 | 0.0266 | -2635 | 0 | 116 | -14391 | 364426 | -199981 | 48620 | 0 | 0 | 0 | 0 | 48224 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | -2635 | 0 | 116 | -14391 | 364426 | -199981 | 48620 | 0 | 0 | 0 | 0 | 48224 |  | 0
APS | 587894.01 | 2002-02-15 00:00:00 | 2002-02-22 00:00:00 | 0 | 100 | P | 10000 | 10000 | PUT | 200 | 205.47 | 0 | 0 | 0 | 200 | 205.47 | 0.25 | 0 | 0.0263 | -3966 | 0 | 120 | -37784 | 486759 | -255164 | 99017 | 0 | 0 | 0 | 0 | 98576 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | -3966 | 0 | 120 | -37784 | 486759 | -255164 | 99017 | 0 | 0 | 0 | 0 | 98576 |  | 0
APS | 587895.01 | 2002-03-15 00:00:00 | 2002-03-22 00:00:00 | 0 | 100 | P | 10000 | 10000 | PUT | 200 | 205.86 | 0 | 0 | 0 | 200 | 205.86 | 0.25 | 0 | 0.0261 | -3946 | 0 | 109 | -49883 | 532765 | -250859 | 108899 | 0 | 0 | 0 | 0 | 108452 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | -3946 | 0 | 109 | -49883 | 532765 | -250859 | 108899 | 0 | 0 | 0 | 0 | 108452 |  | 0
APS | 602652.01 | 2002-01-15 00:00:00 | 2002-01-22 00:00:00 | 0 | 100 | P | 10000 | 10000 | PUT | 150 | 205.04 | 0 | 0 | 0 | 150 | 205.04 | 0.25 | 0 | 0.0266 | -91 | 0 | 9 | -266 | 27566 | -12445 | 923 | 0 | 0 | 0 | 0 | 892 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | -91 | 0 | 9 | -266 | 27566 | -12445 | 923 | 0 | 0 | 0 | 0 | 892 |  | 0
APS | 602658.01 | 2002-01-15 00:00:00 | 2002-02-22 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 250 | 205.5 | 0 | 0 | 0 | 250 | 205.5 | 0.25 | 0 | 0.0266 | -851 | 0 | -55 | 3102 | -174577 | 83448 | -10601 | 0 | 0 | 0 | 0 | -10394 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -851 | 0 | -55 | 3102 | -174577 | 83448 | -10601 | 0 | 0 | 0 | 0 | -10394 |  | 0
APS | 665581.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | 10000 | 10000 | CALL | 250 | 204.43 | 0 | 0 | 0 | 250 | 204.43 | 0.25 | 0 | 0.0327 | 1 | 0 | 0 | 0 | 185 | -500 | 4 | 0 | 0 | 0 | 0 | 3 |  | 0
Enron Power Tra | ding & Tra | nsmission |  |  |  |  |  |  |  |  |  |  |  | Post I | D: | 13134 |  |  |  |  |  |  |  |  |  |  |  |  | Page: | 2
Option Detail R | eport |  |  |  |  |  |  |  |  |  |  |  |  | Report | Date: | 09/28/ | 1
Desk: EPMI-SO2, | Region: S | O2 |  |  |  |  |  |  |  |  |  |  |  | Run Da | te: | 09/28/ | 1
 |  |  |  |  |  |  |  |  |  |  |  |  |  | Run Ti | me: | 17:53:00 | 33
--------------- | ---------- | --------- | --------- | ----- | ----- | ---- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  | Exp Dt | Date | Hr | Hr | Per | Mwh |  |  | STRIKE | PRICE | PRICE | STRIKE | BASIS | PRICE | Fwd | VOLAT | VOLAT | INT | Peak | [NAME] |  |  |  |  | Gas | Gas | Gas | Cross | $ Deal | $
Cnterparty | Deal | MM/DD/YY | MM/DD/YY | Strt | End | [NAME] | /hr | mwhrs | P/C | PRICE | Mid | GasMid | Basis | Mid | Cntrct | Mid | Mid | GasMid | Rate | Delta | Delta | GAMMA | RHO | VEGA | THETA | DRIFT | Delta | Gamma | Gamma | Vega | Mid Val | Cash | Eta
--------------- | --------- | -------- | -------- | ---- | ---- | --- | ------ | ----------- | ---- | ------ | ------ | ------ | ------ | ------ | ------ | ------ | ------- | ------- | ------- | ---------- | ---------- | -------- | ------------ | ------------ | ------------ | ------------ | -------- | -------- | -------- | -------- | ------------ | ---------- | --------
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | 1 | 0 | 0 | 0 | 185 | -500 | 4 | 0 | 0 | 0 | 0 | 3 |  | 0
APS | 683585.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 185 | 205.26 | 0 | 0 | 0 | 185 | 205.26 | 0.25 | 0 | 0.027 | 1669 | 0 | -106 | 4661 | -235206 | 161342 | -22475 | 0 | 0 | 0 | 0 | -22108 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 1669 | 0 | -106 | 4661 | -235206 | 161342 | -22475 | 0 | 0 | 0 | 0 | -22108 |  | 0
APS | 690177.01 | 2002-12-16 00:00:00 | 2002-12-23 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 210 | 210.5 | 0 | 0 | 0 | 210 | 210.5 | 0.25 | 0 | 0.0283 | -5395 | 0 | -66 | 273758 | -885261 | 309549 | -224890 | 0 | 0 | 0 | 0 | -225203 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -5395 | 0 | -66 | 273758 | -885261 | 309549 | -224890 | 0 | 0 | 0 | 0 | -225203 |  | 0
APS | 690185.01 | 2002-12-16 00:00:00 | 2002-12-23 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 210 | 210.5 | 0 | 0 | 0 | 210 | 210.5 | 0.25 | 0 | 0.0283 | 4269 | 0 | -66 | 267864 | -885261 | 306124 | -221328 | 0 | 0 | 0 | 0 | -220354 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 4269 | 0 | -66 | 267864 | -885261 | 306124 | -221328 | 0 | 0 | 0 | 0 | -220354 |  | 0
APS | 748406.01 | 2002-12-16 00:00:00 | 2002-12-23 00:00:00 | 0 | 100 | P | -25000 | -25000 | CALL | 250 | 210.5 | 0 | 0 | 0 | 250 | 210.5 | 0.25 | 0 | 0.0283 | -7574 | 0 | -148 | 299733 | -1987767 | 443717 | -246293 | 0 | 0 | 0 | 0 | -246571 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -25000 |  |  |  |  |  |  |  |  |  |  |  | -7574 | 0 | -148 | 299733 | -1987767 | 443717 | -246293 | 0 | 0 | 0 | 0 | -246571 |  | 0
APS | 748408.01 | 2002-12-16 00:00:00 | 2002-12-23 00:00:00 | 0 | 100 | P | -25000 | -25000 | CALL | 250 | 210.5 | 0 | 0 | 0 | 250 | 210.5 | 0.25 | 0 | 0.0283 | -7574 | 0 | -148 | 299733 | -1987767 | 443717 | -246293 | 0 | 0 | 0 | 0 | -246571 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -25000 |  |  |  |  |  |  |  |  |  |  |  | -7574 | 0 | -148 | 299733 | -1987767 | 443717 | -246293 | 0 | 0 | 0 | 0 | -246571 |  | 0
APS | 787919.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 185 | 205.26 | 0 | 0 | 0 | 185 | 205.26 | 0.25 | 0 | 0.027 | 1669 | 0 | -106 | 4661 | -235206 | 161342 | -22475 | 0 | 0 | 0 | 0 | -22108 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 1669 | 0 | -106 | 4661 | -235206 | 161342 | -22475 | 0 | 0 | 0 | 0 | -22108 |  | 0
AQUILA | 660300.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 180 | 204.43 | 0 | 0 | 0 | 180 | 204.43 | 0.25 | 0 | 0.0327 | 85 | 0 | -21 | 15 | -10171 | 27702 | -395 | 0 | 0 | 0 | 0 | -314 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 85 | 0 | -21 | 15 | -10171 | 27702 | -395 | 0 | 0 | 0 | 0 | -314 |  | 0
BECO | 272732.01 | 2002-01-15 00:00:00 | 2002-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 137.64 | 206.28 | 0 | 0 | 0 | 137.64 | 206.28 | 0.25 | 0 | 0.0266 | -9909 | 0 | -1 | 203250 | -4517 | 664883 | -681136 | 0 | 0 | 0 | 0 | -681075 |  | 0
BECO | 272732.01 | 2003-01-15 00:00:00 | 2003-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 148.65 | 211.11 | 0 | 0 | 0 | 148.65 | 211.11 | 0.22 | 0 | 0.0288 | -9022 | 0 | -23 | 801194 | -289026 | 623038 | -616346 | 0 | 0 | 0 | 0 | -617376 |  | 0
BECO | 272732.01 | 2004-01-15 00:00:00 | 2004-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 160.54 | 216.54 | 0 | 0 | 0 | 160.54 | 216.54 | 0.18 | 0 | 0.0356 | -8218 | 0 | -29 | 1260060 | -564375 | 549245 | -546672 | 0 | 0 | 0 | 0 | -548554 |  | 0
BECO | 272732.01 | 2005-01-14 00:00:00 | 2005-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 173.39 | 218.12 | 0 | 0 | 0 | 173.39 | 218.12 | 0.15 | 0 | 0.0406 | -7324 | 0 | -36 | 1460904 | -857041 | 442418 | -440918 | 0 | 0 | 0 | 0 | -443186 |  | 0
BECO | 272732.01 | 2006-01-13 00:00:00 | 2006-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 187.26 | 216.16 | 0 | 0 | 0 | 187.26 | 216.16 | 0.15 | 0 | 0.0442 | -6063 | 0 | -41 | 1492475 | -1224213 | 351439 | -345414 | 0 | 0 | 0 | 0 | -347657 |  | 0
BECO | 272732.01 | 2007-01-15 00:00:00 | 2007-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 202.24 | 196.35 | 0 | 0 | 0 | 202.24 | 196.35 | 0.14 | 0 | 0.0471 | -4123 | 0 | -49 | 938549 | -1405404 | 184243 | -174020 | 0 | 0 | 0 | 0 | -177160 |  | 0
BECO | 272732.01 | 2008-01-15 00:00:00 | 2008-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 218.42 | 177.21 | 0 | 0 | 0 | 218.42 | 177.21 | 0.14 | 0 | 0.0492 | -2485 | 0 | -43 | 540448 | -1196357 | 93077 | -84000 | 0 | 0 | 0 | 0 | -85826 |  | 0
BECO | 272732.01 | 2009-01-15 00:00:00 | 2009-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 235.89 | 166.41 | 0 | 0 | 0 | 235.89 | 166.41 | 0.14 | 0 | 0.0511 | -1604 | 0 | -34 | 360982 | -948715 | 54854 | -48280 | 0 | 0 | 0 | 0 | -49456 |  | 0
BECO | 272732.01 | 2010-01-15 00:00:00 | 2010-04-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 254.76 | 129.73 | 0 | 0 | 0 | 254.76 | 129.73 | 0.14 | 0 | 0.0524 | -459 | 0 | -17 | 76025 | -328803 | 11147 | -8854 | 0 | 0 | 0 | 0 | -9161 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -90000 |  |  |  |  |  |  |  |  |  |  |  | -49207 | 0 | -273 | 7133888 | -6818449 | 2974345 | -2945641 | 0 | 0 | 0 | 0 | -2959450 |  | 0
CONSTELLPOWSOU | 556821.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | 10000 | 10000 | CALL | 200 | 205.26 | 0 | 0 | 0 | 200 | 205.26 | 0.25 | 0 | 0.027 | 6082 | 0 | 162 | -25445 | 359133 | -331028 | 121338 | 0 | 0 | 0 | 0 | 120697 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | 6082 | 0 | 162 | -25445 | 359133 | -331028 | 121338 | 0 | 0 | 0 | 0 | 120697 |  | 0
CONSTELLPOWSOU | 658409.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 180 | 204.43 | 0 | 0 | 0 | 180 | 204.43 | 0.25 | 0 | 0.0327 | 85 | 0 | -21 | 15 | -10171 | 27702 | -395 | 0 | 0 | 0 | 0 | -314 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 85 | 0 | -21 | 15 | -10171 | 27702 | -395 | 0 | 0 | 0 | 0 | -314 |  | 0
DUKEENEMER | 461145.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 200 | 205.26 | 0 | 0 | 0 | 200 | 205.26 | 0.25 | 0 | 0.027 | -6082 | 0 | -162 | 25445 | -359133 | 331028 | -121338 | 0 | 0 | 0 | 0 | -120697 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -6082 | 0 | -162 | 25445 | -359133 | 331028 | -121338 | 0 | 0 | 0 | 0 | -120697 |  | 0
DYNEGYMARAND | 502413.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 130 | 205.26 | 0 | 0 | 0 | 130 | 205.26 | 0.25 | 0 | 0.027 | 0 | 0 | 0 | 0 | -108 | 66 | -2 | 0 | 0 | 0 | 0 | -1 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -108 | 66 | -2 | 0 | 0 | 0 | 0 | -1 |  | 0
DYNEGYMARAND | 556842.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | 10000 | 10000 | CALL | 200 | 205.26 | 0 | 0 | 0 | 200 | 205.26 | 0.25 | 0 | 0.027 | 6082 | 0 | 162 | -25445 | 359133 | -331028 | 121338 | 0 | 0 | 0 | 0 | 120697 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | 6082 | 0 | 162 | -25445 | 359133 | -331028 | 121338 | 0 | 0 | 0 | 0 | 120697 |  | 0
DYNEGYMARAND | 566385.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 250 | 205.26 | 0 | 0 | 0 | 250 | 205.26 | 0.25 | 0 | 0.027 | -481 | 0 | -42 | 951 | -94194 | 60401 | -4671 | 0 | 0 | 0 | 0 | -4512 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -481 | 0 | -42 | 951 | -94194 | 60401 | -4671 | 0 | 0 | 0 | 0 | -4512 |  | 0
ENTERGYKOCTRA | 639312.01 | 2001-12-14 00:00:00 | 2001-12-22 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 200 | 205.27 | 0 | 0 | 0 | 200 | 205.27 | 0.25 | 0 | 0.027 | -6084 | 0 | -162 | 25464 | -359094 | 331094 | -121429 | 0 | 0 | 0 | 0 | -120788 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -6084 | 0 | -162 | 25464 | -359094 | 331094 | -121429 | 0 | 0 | 0 | 0 | -120788 |  | 0
ENTERGYKOCTRA | 639312.02 | 2001-12-14 00:00:00 | 2001-12-22 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 200 | 205.27 | 0 | 0 | 0 | 200 | 205.27 | 0.25 | 0 | 0.027 | 3859 | 0 | -162 | 14406 | -359094 | 279962 | -68883 | 0 | 0 | 0 | 0 | -68336 |  | 0
Enron Power Tra | ding & Tra | nsmission |  |  |  |  |  |  |  |  |  |  |  | Post I | D: | 13134 |  |  |  |  |  |  |  |  |  |  |  |  | Page: | 3
Option Detail R | eport |  |  |  |  |  |  |  |  |  |  |  |  | Report | Date: | 09/28/ | 1
Desk: EPMI-SO2, | Region: S | O2 |  |  |  |  |  |  |  |  |  |  |  | Run Da | te: | 09/28/ | 1
 |  |  |  |  |  |  |  |  |  |  |  |  |  | Run Ti | me: | 17:53:00 | 33
--------------- | ---------- | --------- | --------- | ----- | ----- | ---- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  | Exp Dt | Date | Hr | Hr | Per | Mwh |  |  | STRIKE | PRICE | PRICE | STRIKE | BASIS | PRICE | Fwd | VOLAT | VOLAT | INT | Peak | [NAME] |  |  |  |  | Gas | Gas | Gas | Cross | $ Deal | $
Cnterparty | Deal | MM/DD/YY | MM/DD/YY | Strt | End | [NAME] | /hr | mwhrs | P/C | PRICE | Mid | GasMid | Basis | Mid | Cntrct | Mid | Mid | GasMid | Rate | Delta | Delta | GAMMA | RHO | VEGA | THETA | DRIFT | Delta | Gamma | Gamma | Vega | Mid Val | Cash | Eta
--------------- | --------- | -------- | -------- | ---- | ---- | --- | ------ | ----------- | ---- | ------ | ------ | ------ | ------ | ------ | ------ | ------ | ------- | ------- | ------- | ---------- | ---------- | -------- | ------------ | ------------ | ------------ | ------------ | -------- | -------- | -------- | -------- | ------------ | ---------- | --------
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 3859 | 0 | -162 | 14406 | -359094 | 279962 | -68883 | 0 | 0 | 0 | 0 | -68336 |  | 0
ENTERGYKOCTRA | 665585.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | 10000 | 10000 | PUT | 185 | 205.26 | 0 | 0 | 0 | 185 | 205.26 | 0.25 | 0 | 0.027 | -1669 | 0 | 106 | -4661 | 235206 | -161342 | 22475 | 0 | 0 | 0 | 0 | 22108 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 10000 |  |  |  |  |  |  |  |  |  |  |  | -1669 | 0 | 106 | -4661 | 235206 | -161342 | 22475 | 0 | 0 | 0 | 0 | 22108 |  | 0
[NAME] | 660119.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 180 | 204.43 | 0 | 0 | 0 | 180 | 204.43 | 0.25 | 0 | 0.0327 | 85 | 0 | -21 | 15 | -10171 | 27702 | -395 | 0 | 0 | 0 | 0 | -314 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 85 | 0 | -21 | 15 | -10171 | 27702 | -395 | 0 | 0 | 0 | 0 | -314 |  | 0
FIRSTENECOR | 272730.01 | 2002-07-15 00:00:00 | 2002-10-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 140.33 | 208.95 | 0 | 0 | 0 | 140.33 | 208.95 | 0.25 | 0 | 0.0263 | -9513 | 0 | -14 | 538001 | -120008 | 678161 | -677067 | 0 | 0 | 0 | 0 | -677603 |  | 0
FIRSTENECOR | 272730.01 | 2003-07-15 00:00:00 | 2003-10-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 150.86 | 215.67 | 0 | 0 | 0 | 150.86 | 215.67 | 0.22 | 0 | 0.0323 | -8621 | 0 | -23 | 1146007 | -431201 | 643403 | -637617 | 0 | 0 | 0 | 0 | -639052 |  | 0
FIRSTENECOR | 272730.01 | 2004-07-15 00:00:00 | 2004-10-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 162.17 | 222.2 | 0 | 0 | 0 | 162.17 | 222.2 | 0.18 | 0 | 0.0383 | -7953 | 0 | -26 | 1617765 | -651114 | 575397 | -576622 | 0 | 0 | 0 | 0 | -578735 |  | 0
FIRSTENECOR | 272730.01 | 2005-07-15 00:00:00 | 2005-10-15 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 174.33 | 224.26 | 0 | 0 | 0 | 174.33 | 224.26 | 0.15 | 0 | 0.0425 | -7188 | 0 | -31 | 1814965 | -893748 | 473240 | -475922 | 0 | 0 | 0 | 0 | -478294 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -40000 |  |  |  |  |  |  |  |  |  |  |  | -33275 | 0 | -95 | 5116738 | -2096070 | 2370201 | -2367227 | 0 | 0 | 0 | 0 | -2373685 |  | 0
PGEENEPOWLP | 656635.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | 20000 | 20000 | PUT | 180 | 204.43 | 0 | 0 | 0 | 180 | 204.43 | 0.25 | 0 | 0.0327 | -170 | 0 | 42 | -29 | 20343 | -55404 | 791 | 0 | 0 | 0 | 0 | 629 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 20000 |  |  |  |  |  |  |  |  |  |  |  | -170 | 0 | 42 | -29 | 20343 | -55404 | 791 | 0 | 0 | 0 | 0 | 629 |  | 0
PGEENEPOWLP | 658314.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | 20000 | 20000 | CALL | 250 | 204.43 | 0 | 0 | 0 | 250 | 204.43 | 0.25 | 0 | 0.0327 | 2 | 0 | 1 | 0 | 369 | -1000 | 9 | 0 | 0 | 0 | 0 | 5 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 20000 |  |  |  |  |  |  |  |  |  |  |  | 2 | 0 | 1 | 0 | 369 | -1000 | 9 | 0 | 0 | 0 | 0 | 5 |  | 0
PGEENEPOWLP | 668061.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | -20000 | -20000 | PUT | 180 | 204.43 | 0 | 0 | 0 | 180 | 204.43 | 0.25 | 0 | 0.0327 | 170 | 0 | -42 | 29 | -20343 | 55404 | -791 | 0 | 0 | 0 | 0 | -629 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -20000 |  |  |  |  |  |  |  |  |  |  |  | 170 | 0 | -42 | 29 | -20343 | 55404 | -791 | 0 | 0 | 0 | 0 | -629 |  | 0
PPL E | 602660.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 185 | 205.26 | 0 | 0 | 0 | 185 | 205.26 | 0.25 | 0 | 0.027 | -8275 | 0 | -106 | 47131 | -235206 | 357468 | -224031 | 0 | 0 | 0 | 0 | -223567 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -8275 | 0 | -106 | 47131 | -235206 | 357468 | -224031 | 0 | 0 | 0 | 0 | -223567 |  | 0
PPL E | 602660.02 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | PUT | 185 | 205.26 | 0 | 0 | 0 | 185 | 205.26 | 0.25 | 0 | 0.027 | 1669 | 0 | -106 | 4661 | -235206 | 161342 | -22475 | 0 | 0 | 0 | 0 | -22108 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | 1669 | 0 | -106 | 4661 | -235206 | 161342 | -22475 | 0 | 0 | 0 | 0 | -22108 |  | 0
PUBLICNHAMP | 272733.01 | 2002-06-14 00:00:00 | 2002-11-15 00:00:00 | 0 | 100 | P | -5000 | -5000 | CALL | 174.21 | 209.37 | 0 | 0 | 0 | 174.21 | 209.37 | 0.25 | 0 | 0.0261 | -4104 | 0 | -28 | 137096 | -213934 | 225812 | -193140 | 0 | 0 | 0 | 0 | -193337 |  | 0
PUBLICNHAMP | 272733.01 | 2003-06-13 00:00:00 | 2003-11-15 00:00:00 | 0 | 100 | P | -5000 | -5000 | CALL | 182.92 | 215.98 | 0 | 0 | 0 | 182.92 | 215.98 | 0.22 | 0 | 0.0317 | -3624 | 0 | -23 | 347426 | -410927 | 223049 | -203010 | 0 | 0 | 0 | 0 | -203687 |  | 0
PUBLICNHAMP | 272733.01 | 2004-06-15 00:00:00 | 2004-11-15 00:00:00 | 0 | 100 | P | -5000 | -5000 | CALL | 192.07 | 222.64 | 0 | 0 | 0 | 192.07 | 222.64 | 0.18 | 0 | 0.0379 | -3346 | 0 | -22 | 522692 | -536059 | 202107 | -191633 | 0 | 0 | 0 | 0 | -192647 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -15000 |  |  |  |  |  |  |  |  |  |  |  | -11074 | 0 | -73 | 1007213 | -1160919 | 650968 | -587783 | 0 | 0 | 0 | 0 | -589672 |  | 0
PUBLICNHAMP | 272734.01 | 2002-06-14 00:00:00 | 2002-11-15 00:00:00 | 0 | 100 | P | 5000 | 5000 | PUT | 160.81 | 209.37 | 0 | 0 | 0 | 160.81 | 209.37 | 0.25 | 0 | 0.0261 | -428 | 0 | 18 | -6730 | 137194 | -33535 | 9598 | 0 | 0 | 0 | 0 | 9490 |  | 0
PUBLICNHAMP | 272734.01 | 2003-06-13 00:00:00 | 2003-11-15 00:00:00 | 0 | 100 | P | 5000 | 5000 | PUT | 168.85 | 215.98 | 0 | 0 | 0 | 168.85 | 215.98 | 0.22 | 0 | 0.0317 | -751 | 0 | 18 | -47900 | 323281 | -48328 | 28370 | 0 | 0 | 0 | 0 | 28083 |  | 0
PUBLICNHAMP | 272734.01 | 2004-06-15 00:00:00 | 2004-11-15 00:00:00 | 0 | 100 | P | 5000 | 5000 | PUT | 177.29 | 222.64 | 0 | 0 | 0 | 177.29 | 222.64 | 0.18 | 0 | 0.0379 | -811 | 0 | 18 | -91157 | 434067 | -47158 | 34034 | 0 | 0 | 0 | 0 | 33598 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | 15000 |  |  |  |  |  |  |  |  |  |  |  | -1990 | 0 | 54 | -145787 | 894543 | -129020 | 72002 | 0 | 0 | 0 | 0 | 71171 |  | 0
SIERRA PACIFIC | 583955.01 | 2001-12-14 00:00:00 | 2001-12-21 00:00:00 | 0 | 100 | P | -10000 | -10000 | CALL | 300 | 205.26 | 0 | 0 | 0 | 300 | 205.26 | 0.25 | 0 | 0.027 | -6 | 0 | -1 | 7 | -1909 | 1169 | -38 | 0 | 0 | 0 | 0 | -35 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -10000 |  |  |  |  |  |  |  |  |  |  |  | -6 | 0 | -1 | 7 | -1909 | 1169 | -38 | 0 | 0 | 0 | 0 | -35 |  | 0
WESTERNRES | 658337.01 | 2001-10-15 00:00:00 | 2001-10-22 00:00:00 | 0 | 100 | P | -20000 | -20000 | CALL | 250 | 204.43 | 0 | 0 | 0 | 250 | 204.43 | 0.25 | 0 | 0.0327 | -2 | 0 | -1 | 0 | -369 | 1000 | -9 | 0 | 0 | 0 | 0 | -5 |  | 0
 |  |  |  |  |  | --- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | D | eal T | otal | ---> | -20000 |  |  |  |  |  |  |  |  |  |  |  | -2 | 0 | -1 | 0 | -369 | 1000 | -9 | 0 | 0 | 0 | 0 | -5 |  | 0
--------------- | ---------- | --------- | --------- | ----- | ----- | ---- | ------- | ------------ | ----- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | -------- | -------- | -------- | ----------- | ----------- | --------- | ------------- | ------------- | ------------- | ------------- | --------- | --------- | --------- | --------- | ------------- | ----------- | ---------
 |  |  |  | Gr | and T | otal | : | -385392 |  |  |  |  |  |  |  |  |  |  |  | -223718 | 0 | -1379 | 23846040 | -21860849 | 13742858 | -12776195 | 0 | 0 | 0 | 0 | -12812326 | 0 | 0