Spreadsheet: paul_lucci__28456__October 16 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3 | -0.07500000000000018 | 2.378 | -0.05200000000000005 | 9347.62 | 3.520000000000437
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
2.82 | -0.0900000000000003 | 2.255 | -0.04499999999999993 | 1.5579 | -0.007800000000000029
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-16 00:00:00
-0.3462943549079613 | -0.01007010447197065 | 22.6229000000025 | -0.2333999999988166 | 6955.63 | -75.39999999999964
3.075 | -0.3362242504359907 | 22.85630000000132 | 9344.1 | 1.5657 | 7031.03
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | Nymex |  | Aeco (CAD/GJ) |  | Aeco Basis |  | Aeco/Empress Transport (CAD/GJ) |  | Station 2 Basis |  | Station 2 Fixed Price (CAD/GJ) |  | [NAME] |  | [NAME]
 |  | Nymex | Nymex | FX | FX | AecoB | AecoB | ETransport | ETransport | Station2B | Station2B | Station2 | Station2 | DawnB | DawnB | NiagaraB | NiagaraB
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 2.245 | 2.265 | 2.81 | 2.83 |  |  |  |  |  |  | 2.68 | 2.7 | 2.345 | 2.365 | 2.35 | 2.37
ROM (fixed price) |  | 2.27 | 2.29 | 2.845 | 2.865 |  |  | 0.005 | 0.03 |  |  | 2.869000000000001 | 2.889 | 2.38 | 2.4 | 2.4 | 2.42
Prompt |  | 2.368 | 2.388 | 2.98522558987945 | 3.014774410120551 | -0.3574620796893205 | -0.3374620796893205 | 0.15 | 0.16 | -0.277932677810486 | -0.257932677810486 | 3.1075 | 3.1275 | 0.145 | 0.165 | 0.3 | 0.32
Nov-01-Mar-02 |  | 2.698997440305051 | 2.718997440305051 | 3.374424263314922 | 3.404001098934611 | -0.4271953525464973 | -0.4071953525464972 | 0.138 | 0.158 | -0.2764971010574637 | -0.2564971010574637 | 3.602149465779279 | 3.622149465779279 | 0.1492175960532875 | 0.1692175960532875 | 0.3042175960532875 | 0.3242175960532875
Apr-02-Oct-02 |  | 2.823934233521703 | 2.843934233521703 | 3.436601963977224 | 3.466241458830497 | -0.515 | -0.495 | 0.1375 | 0.1575 | -0.4340269375275574 | -0.4140269375275574 | 3.561474495660989 | 3.581474495660989 | 0.1075 | 0.1275 | 0.1525 | 0.1725
Nov-01-Oct-02 |  | 2.771879740897225 | 2.791879740897225 | 3.410667560011827 | 3.440280948107206 | -0.4784164904061741 | -0.4584164904061741 | 0.1377083233100685 | 0.1577083233100685 | -0.3683926635915529 | -0.3483926635915529 | 3.578421584484949 | 3.598421584484949 | 0.1248814953958444 | 0.1448814953958444 | 0.2157126236109183 | 0.2357126236109183
Nov-02-Mar-03 |  | 3.285378306777526 | 3.305378306777526 | 4.25781473336519 | 4.287482005608097 | -0.425 | -0.405 | 0.13 | 0.15 | -0.1351009083005661 | -0.1151009083005661 | 4.692683688626943 | 4.712683688626942 | 0.2098990916994337 | 0.2298990916994338 | 0.3698990916994338 | 0.3898990916994338
Apr-03-Oct-03 |  | 3.17576603811174 | 3.195766038111739 | 4.058789402022629 | 4.088461452523147 | -0.45 | -0.43 | 0.13 | 0.15 | -0.3825965014904136 | -0.3625965014904136 | 4.163621692259848 | 4.183621692259847 | 0.125 | 0.145 | 0.16 | 0.18
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | [NAME] |  | Rockies Basis |  | [NAME] |  | Socal Basis |  | San Juan Basis |  | Ventura Basis |  | Chicago City Gate Basis |  | TZ6
 |  | SumasB | SumasB | RockiesB | RockiesB | MalinB | MalinB | SocalB | SocalB | San Juan | San Juan | [NAME] | [NAME] | ChicagoB | ChicagoB | TZ6B | TZ6B
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 1.875 | 1.895 | 1.775 | 1.795 | 1.995 | 2.015 | 2.23 | 2.25 | 1.92 | 1.94 | 2.165 | 2.185 | 2.28 | 2.3 | 2.47 | 2.49
ROM (fixed price) |  | 1.98 | 2 | 1.84 | 1.86 | 2.05 | 2.07 | 2.27 | 2.29 | 1.97 | 1.99 | 2.16 | 2.18 | 2.285 | 2.305 | 2.55 | 2.57
Prompt |  | -0.105 | -0.085 | -0.35 | -0.33 | -0.1 | -0.08 | 0.02 | 0.04 | -0.265 | -0.245 | -0.02 | 0 | 0.04 | 0.06 | 0.44 | 0.46
Nov-01-Mar-02 |  | 0.0003578975420449344 | 0.02035789754204494 | -0.3252164865830648 | -0.3052164865830648 | -0.00809125918391483 | 0.01190874081608517 | 0.02947772680725178 | 0.04947772680725178 | -0.2551229364291127 | -0.2351229364291127 | -0.01003329958343699 | 0.009966700416563015 | 0.09458321829237584 | 0.1145832182923758 | 1.149957699056268 | 1.169957699056268
Apr-02-Oct-02 |  | -0.335 | -0.315 | -0.535 | -0.515 | -0.09416361595102787 | -0.07416361595102788 | 0.1164612783501064 | 0.1364612783501064 | -0.3356803953542958 | -0.3156803953542958 | -0.09 | -0.07 | 0.0175 | 0.0375 | 0.3729844705158014 | 0.3929844705158014
Nov-01-Oct-02 |  | -0.1952742654528446 | -0.1752742654528446 | -0.4475944081743615 | -0.4275944081743615 | -0.05830185941678111 | -0.0383018594167811 | 0.08021987559226039 | 0.1002198755922604 | -0.3021164023662902 | -0.2821164023662902 | -0.05668214454792812 | -0.03668214454792812 | 0.04961646237080374 | 0.06961646237080374 | 0.6967077401241476 | 0.7167077401241476
Nov-02-Mar-03 |  | 0.06629669526511557 | 0.08629669526511556 | -0.28 | -0.26 | 0.06 | 0.08 | 0.09608558496576737 | 0.1160855849657674 | -0.21 | -0.19 | 0.004859989922338865 | 0.02485998992233886 | 0.1148990916994338 | 0.1348990916994338 | 1.120577256776824 | 1.140577256776824
Apr-03-Oct-03 |  | -0.28 | -0.26 | -0.46 | -0.44 | 0.025 | 0.045 | 0.21 | 0.23 | -0.305 | -0.285 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700578526729491 | 0.3900578526729491
STRUCTURES
$1.00 OTM Aeco Floors (C$[NAME]) |  |  | $1.00 OTM Aeco Caps (C$[NAME]) |  |  | Aeco Costless Collar (C$[NAME]) |  |  | $1.00 OTM Nymex Floors (US$/MMbtu) |  |  | $1.00 OTM Nymex Caps (US$/MMbtu) |  |  | Nymex Costless Collar (US$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1256109835457145 | 0.1756109835457145 | Apr-02-Oct-02 | 0.2643814733840235 | 0.3143814733840235 | Apr-02-Oct-02 | 2.45147449566099 | 5.241517661292442 | Apr-02-Oct-02 | 0.03248220641448669 | 0.0824822064144867 | Apr-02-Oct-02 | 0.1349002072496097 | 0.1849002072496098 | Apr-02-Oct-02 | 1.833934233521703 | 4.613041258104342
Nov-01-Oct-02 | 0.08476261543569613 | 0.1347626154356961 | Nov-01-Oct-02 | 0.2141211129927695 | 0.2641211129927695 | Nov-01-Oct-02 | 2.422876269328001 | 5.274191595299325 | Nov-01-Oct-02 | 0.01297679399514677 | 0.06297679399514677 | Nov-01-Oct-02 | 0.1069528090664583 | 0.1569528090664584 | Nov-01-Oct-02 | 1.781879740897225 | 4.632620235646082
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12745.20835108789 | 12294.22341334449 | Yesterday | 38.76 |  |  | 1 month | 22.6229000000025 | -0.2333999999988166
 |  |  |  |  |  |  |  | BC | 1954.864111498258 | 1741.371527777779 | Prompt | 32.40 -  36.17 | 37.73 - 41.21 | 27.75 - 31.75 | 2 month | 22.67883261089378 | -0.2232493371382915
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 34.54 -  38.26 | 40.40 - 43.97 | 29.99 - 33.82 | 3 month | 22.71838784911272 | -0.2132156462721042
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 35.25 -  40.79 | 44.97 - 50.33 | 27.24 - 32.94 | 6 month | 22.7637315208726 | -0.1842445995505599
 |  |  |  |  |  |  |  | US | 0.9 | 0.77 | Q2 2002 | 31.93 -  37.74 | 39.94 - 45.11 | 24.85 - 31.24 | Rest of Cal  01 | 22.67883261089378 | -0.2232493371382915
 |  |  |  |  |  |  |  | Canada | 0.803 | 0.779 | Q3 2002 | 34.44 -  40.01 | 43.81 - 49.14 | 26.58 - 32.34 | Cal 02 | 22.53533588797128 | -0.1117812784808798
6-10 DAY WEATHER OUTLOOK |  |  | AGA STORAGE |  |  | CGA STORAGE |  |  | ENRONONLINE PROMPT AECO (NIT) |  |  | HENRY HUB CASH |  |  | FORWARD GAS CURVES
 |  |  |  | This Year | Last Year |  | This Year | Last Year
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-10-05 00:00:00 | 6.769434514091017 | 10.23099999999999
 |  |  | 2001-09-28 00:00:00 | 66 | 78 | 2001-09-28 00:00:00 | 14.32456548590898 | 12.68700000000001