Spreadsheet: mary_fischer__25747__13134_EPMI-SO2_SO2_swp_dtl
Sheet: 13134_EPMI-SO2_SO2_swp_dtl

Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI |  | on: SO2 |  |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:53:00 | :33
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
AECI | 563898.01 | 2002-12-15 00:00:00 | 0 | 2002-12-15 00:00:00 | 100 | 2002 |  | 5000 | P | 5000 | 196 | 210.48 | 203.17 | 0 | 0 | 0 | 196 | 210.48 | 0.0287 | 0.9642 | 4821 | 0 | 69792 | 34589 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 5000 |  |  |  |  |  |  |  |  |  |  | 4821 | 0 | 69792 | 34589 | 0
ALABAMAPOW | 272650.03 | 2002-06-15 00:00:00 | 0 | 2002-06-15 00:00:00 | 100 | 2002 |  | -5000 | P | -5000 | 179.57 | 207.13 | 203.47 | 0 | 0 | 0 | 179.57 | 207.13 | 0.0262 | 0.98 | -4900 | 0 | -135036 | -117136 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4900 | 0 | -135036 | -117136 | 0
ALABAMAPOW | 272650.04 | 2003-06-15 00:00:00 | 0 | 2003-06-15 00:00:00 | 100 | 2003 |  | -5000 | P | -5000 | 188.55 | 213.32 | 202.12 | 0 | 0 | 0 | 188.55 | 213.32 | 0.0322 | 0.9449 | -4725 | 0 | -117033 | -64128 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4725 | 0 | -117033 | -64128 | 0
ALABAMAPOW | 272650.05 | 2004-06-15 00:00:00 | 0 | 2004-06-15 00:00:00 | 100 | 2004 |  | -5000 | P | -5000 | 197.98 | 219.35 | 198.07 | 0 | 0 | 0 | 197.98 | 219.35 | 0.0382 | 0.9002 | -4501 | 0 | -96170 | -408 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4501 | 0 | -96170 | -408 | 0
ALABAMAPOW | 272650.06 | 2005-06-15 00:00:00 | 0 | 2005-06-15 00:00:00 | 100 | 2005 |  | -5000 | P | -5000 | 207.88 | 221.08 | 189.29 | 0 | 0 | 0 | 207.88 | 221.08 | 0.0425 | 0.8533 | -4266 | 0 | -56307 | 79315 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4266 | 0 | -56307 | 79315 | 0
ALABAMAPOW | 272653.01 | 2002-06-15 00:00:00 | 0 | 2002-06-15 00:00:00 | 100 | 2002 |  | -7000 | P | -7000 | 180.91 | 207.13 | 203.47 | 0 | 0 | 0 | 180.91 | 207.13 | 0.0262 | 0.98 | -6860 | 0 | -179857 | -154798 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -7000 |  |  |  |  |  |  |  |  |  |  | -6860 | 0 | -179857 | -154798 | 0
ALABAMAPOW | 272653.02 | 2003-06-15 00:00:00 | 0 | 2003-06-15 00:00:00 | 100 | 2003 |  | -7000 | P | -7000 | 189.96 | 213.32 | 202.12 | 0 | 0 | 0 | 189.96 | 213.32 | 0.0322 | 0.9449 | -6614 | 0 | -154521 | -80453 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -7000 |  |  |  |  |  |  |  |  |  |  | -6614 | 0 | -154521 | -80453 | 0
ALABAMAPOW | 272653.03 | 2004-06-15 00:00:00 | 0 | 2004-06-15 00:00:00 | 100 | 2004 |  | -7000 | P | -7000 | 199.46 | 219.35 | 198.07 | 0 | 0 | 0 | 199.46 | 219.35 | 0.0382 | 0.9002 | -6301 | 0 | -125313 | 8755 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -7000 |  |  |  |  |  |  |  |  |  |  | -6301 | 0 | -125313 | 8755 | 0
ALABAMAPOW | 272653.04 | 2005-06-15 00:00:00 | 0 | 2005-06-15 00:00:00 | 100 | 2005 |  | -7000 | P | -7000 | 209.43 | 221.08 | 189.29 | 0 | 0 | 0 | 209.43 | 221.08 | 0.0425 | 0.8533 | -5973 | 0 | -69572 | 120299 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -7000 |  |  |  |  |  |  |  |  |  |  | -5973 | 0 | -69572 | 120299 | 0
APS | 272661.01 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -20000 | P | -20000 | 143 | 214.82 | 198.07 | 0 | 0 | 0 | 143 | 214.82 | 0.036 | 0.9194 | -18387 | 0 | -1320538 | -1012598 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -20000 |  |  |  |  |  |  |  |  |  |  | -18387 | 0 | -1320538 | -1012598 | 0
APS | 272662.02 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | -3300 | P | -3300 | 127.5 | 204.92 | 203.47 | 0 | 0 | 0 | 127.5 | 204.92 | 0.0264 | 0.9906 | -3269 | 0 | -253082 | -248352 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -3300 |  |  |  |  |  |  |  |  |  |  | -3269 | 0 | -253082 | -248352 | 0
APS | 272662.03 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | -3700 | P | -3700 | 137.5 | 209.74 | 202.12 | 0 | 0 | 0 | 137.5 | 209.74 | 0.0293 | 0.9612 | -3556 | 0 | -256922 | -229831 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -3700 |  |  |  |  |  |  |  |  |  |  | -3556 | 0 | -256922 | -229831 | 0
APS | 272662.04 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -2000 | P | -2000 | 147.5 | 214.82 | 198.07 | 0 | 0 | 0 | 147.5 | 214.82 | 0.036 | 0.9194 | -1839 | 0 | -123780 | -92986 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2000 |  |  |  |  |  |  |  |  |  |  | -1839 | 0 | -123780 | -92986 | 0
APS | 272668.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | -4000 | P | -4000 | 120.23 | 204.92 | 203.47 | 0 | 0 | 0 | 120.23 | 204.92 | 0.0264 | 0.9906 | -3962 | 0 | -335571 | -329838 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3962 | 0 | -335571 | -329838 | 0
APS | 272669.01 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | -4000 | P | -4000 | 127.44 | 209.74 | 202.12 | 0 | 0 | 0 | 127.44 | 209.74 | 0.0293 | 0.9612 | -3845 | 0 | -316432 | -287145 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3845 | 0 | -316432 | -287145 | 0
APS | 272670.01 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -4000 | P | -4000 | 135.09 | 214.82 | 198.07 | 0 | 0 | 0 | 135.09 | 214.82 | 0.036 | 0.9194 | -3677 | 0 | -293196 | -231608 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3677 | 0 | -293196 | -231608 | 0
APS | 272672.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | -2500 | P | -2500 | 120.23 | 204.92 | 203.47 | 0 | 0 | 0 | 120.23 | 204.92 | 0.0264 | 0.9906 | -2476 | 0 | -209732 | -206149 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2476 | 0 | -209732 | -206149 | 0
APS | 272673.01 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | -2500 | P | -2500 | 127.44 | 209.74 | 202.12 | 0 | 0 | 0 | 127.44 | 209.74 | 0.0293 | 0.9612 | -2403 | 0 | -197770 | -179465 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2403 | 0 | -197770 | -179465 | 0
APS | 272674.01 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -2500 | P | -2500 | 135.09 | 214.82 | 198.07 | 0 | 0 | 0 | 135.09 | 214.82 | 0.036 | 0.9194 | -2298 | 0 | -183248 | -144755 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 2
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI |  | on: SO2 |  |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:53:00 | :33
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2298 | 0 | -183248 | -144755 | 0
APS | 388187.01 | 2002-12-16 00:00:00 | 0 | 2002-12-16 00:00:00 | 100 | 2002 |  | -20000 | P | -20000 | 172.93 | 210.49 | 203.47 | 0 | 0 | 0 | 172.93 | 210.49 | 0.0287 | 0.9642 | -19284 | 0 | -724371 | -589029 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -20000 |  |  |  |  |  |  |  |  |  |  | -19284 | 0 | -724371 | -589029 | 0
APS | 388258.01 | 2004-12-15 00:00:00 | 0 | 2004-12-15 00:00:00 | 100 | 2004 |  | -25000 | P | -25000 | 198.15 | 225.17 | 198.07 | 0 | 0 | 0 | 198.15 | 225.17 | 0.0405 | 0.8768 | -21919 | 0 | -592203 | 1741 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -25000 |  |  |  |  |  |  |  |  |  |  | -21919 | 0 | -592203 | 1741 | 0
APS | 389013.01 | 2004-12-15 00:00:00 | 0 | 2004-12-15 00:00:00 | 100 | 2004 |  | -25000 | P | -25000 | 198.15 | 225.17 | 198.07 | 0 | 0 | 0 | 198.15 | 225.17 | 0.0405 | 0.8768 | -21919 | 0 | -592203 | 1741 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -25000 |  |  |  |  |  |  |  |  |  |  | -21919 | 0 | -592203 | 1741 | 0
APS | 390877.01 | 2006-12-15 00:00:00 | 0 | 2006-12-15 00:00:00 | 100 | 2006 |  | -10000 | P | -10000 | 207.75 | 225.86 | 177.37 | 0 | 0 | 0 | 207.75 | 225.86 | 0.0471 | 0.7822 | -7822 | 0 | -141660 | 237667 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -7822 | 0 | -141660 | 237667 | 0
APS | 390879.01 | 2006-12-15 00:00:00 | 0 | 2006-12-15 00:00:00 | 100 | 2006 |  | -5000 | P | -5000 | 205 | 225.86 | 177.37 | 0 | 0 | 0 | 205 | 225.86 | 0.0471 | 0.7822 | -3911 | 0 | -81586 | 108078 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -3911 | 0 | -81586 | 108078 | 0
APS | 504545.01 | 2006-01-16 00:00:00 | 0 | 2006-01-16 00:00:00 | 100 | 2006 |  | -30000 | P | -30000 | 190 | 214.07 | 177.37 | 0 | 0 | 0 | 190 | 214.07 | 0.0444 | 0.8257 | -24770 | 0 | -596212 | 312916 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -30000 |  |  |  |  |  |  |  |  |  |  | -24770 | 0 | -596212 | 312916 | 0
APS | 646773.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -10000 | P | -10000 | 206 | 205.14 | 204.15 | 0 | 0 | 0 | 206 | 205.14 | 0.0267 | 0.9926 | -9926 | 0 | 8490 | 18363 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9926 | 0 | 8490 | 18363 | 0
APS | 652434.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -10000 | P | -10000 | 207.5 | 205.14 | 204.15 | 0 | 0 | 0 | 207.5 | 205.14 | 0.0267 | 0.9926 | -9926 | 0 | 23379 | 33253 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9926 | 0 | 23379 | 33253 | 0
APS | 652437.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -5000 | P | -5000 | 208.5 | 205.14 | 204.15 | 0 | 0 | 0 | 208.5 | 205.14 | 0.0267 | 0.9926 | -4963 | 0 | 16653 | 21589 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4963 | 0 | 16653 | 21589 | 0
APS | 667753.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -10000 | P | -10000 | 205.5 | 205.14 | 204.15 | 0 | 0 | 0 | 205.5 | 205.14 | 0.0267 | 0.9926 | -9926 | 0 | 3527 | 13400 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9926 | 0 | 3527 | 13400 | 0
APS | 705507.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | 20000 | P | 20000 | 203 | 205.14 | 203.85 | 0 | 0 | 0 | 203 | 205.14 | 0.0267 | 0.9926 | 19852 | 0 | 42577 | 16874 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 20000 |  |  |  |  |  |  |  |  |  |  | 19852 | 0 | 42577 | 16874 | 0
APS | 748409.01 | 2002-03-15 00:00:00 | 0 | 2002-03-15 00:00:00 | 100 | 2002 |  | 25000 | P | 25000 | 217 | 205.75 | 203.17 | 0 | 0 | 0 | 217 | 205.75 | 0.026 | 0.9867 | 24669 | 0 | -277491 | -341054 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 25000 |  |  |  |  |  |  |  |  |  |  | 24669 | 0 | -277491 | -341054 | 0
DUKEENEMER | 652415.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -2500 | P | -2500 | 207 | 205.14 | 204.15 | 0 | 0 | 0 | 207 | 205.14 | 0.0267 | 0.9926 | -2482 | 0 | 4604 | 7072 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2500 |  |  |  |  |  |  |  |  |  |  | -2482 | 0 | 4604 | 7072 | 0
DYNEGYMARA | 522080.01 | 2006-12-15 00:00:00 | 0 | 2006-12-15 00:00:00 | 100 | 2006 |  | -10000 | P | -10000 | 216 | 225.86 | 177.37 | 0 | 0 | 0 | 216 | 225.86 | 0.0471 | 0.7822 | -7822 | 0 | -77125 | 302202 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -7822 | 0 | -77125 | 302202 | 0
ENTERGYMIS | 600295.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -5000 | P | -5000 | 194.2 | 205.14 | 204.15 | 0 | 0 | 0 | 194.2 | 205.14 | 0.0267 | 0.9926 | -4963 | 0 | -54319 | -49383 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4963 | 0 | -54319 | -49383 | 0
MIRANTAMEE | 600302.01 | 2001-12-14 00:00:00 | 0 | 2001-12-14 00:00:00 | 100 | 2001 |  | -10000 | P | -10000 | 193 | 205.14 | 204.15 | 0 | 0 | 0 | 193 | 205.14 | 0.0267 | 0.9926 | -9926 | 0 | -120550 | -110677 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9926 | 0 | -120550 | -110677 | 0
OHIO | 272655.02 | 2001-10-15 00:00:00 | 0 | 2001-10-15 00:00:00 | 100 | 2001 |  | -4000 | P | -4000 | 175.62 | 204.26 | 204.15 | 0 | 0 | 0 | 175.62 | 204.26 | 0.0278 | 0.997 | -3988 | 0 | -114225 | -113775 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3988 | 0 | -114225 | -113775 | 0
OHIO | 272655.03 | 2002-10-15 00:00:00 | 0 | 2002-10-15 00:00:00 | 100 | 2002 |  | -4000 | P | -4000 | 184.4 | 209.25 | 203.47 | 0 | 0 | 0 | 184.4 | 209.25 | 0.0277 | 0.97 | -3880 | 0 | -96421 | -74009 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 3
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI |  | on: SO2 |  |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:53:00 | :33
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3880 | 0 | -96421 | -74009 | 0
OHIO | 272655.04 | 2003-10-15 00:00:00 | 0 | 2003-10-15 00:00:00 | 100 | 2003 |  | -4000 | P | -4000 | 193.62 | 216.58 | 202.12 | 0 | 0 | 0 | 193.62 | 216.58 | 0.0344 | 0.9306 | -3722 | 0 | -85463 | -31652 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3722 | 0 | -85463 | -31652 | 0
OHIO | 272655.05 | 2004-10-15 00:00:00 | 0 | 2004-10-15 00:00:00 | 100 | 2004 |  | -4000 | P | -4000 | 203.3 | 223.16 | 198.07 | 0 | 0 | 0 | 203.3 | 223.16 | 0.0398 | 0.8849 | -3540 | 0 | -70294 | 18510 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3540 | 0 | -70294 | 18510 | 0
OHIO | 272655.06 | 2005-10-15 00:00:00 | 0 | 2005-10-15 00:00:00 | 100 | 2005 |  | -4000 | P | -4000 | 213.46 | 225.21 | 189.29 | 0 | 0 | 0 | 213.46 | 225.21 | 0.0436 | 0.8376 | -3350 | 0 | -39350 | 80980 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3350 | 0 | -39350 | 80980 | 0
OHIO | 272655.07 | 2006-10-15 00:00:00 | 0 | 2006-10-15 00:00:00 | 100 | 2006 |  | -4000 | P | -4000 | 224.14 | 223.72 | 177.37 | 0 | 0 | 0 | 224.14 | 223.72 | 0.0467 | 0.7898 | -3159 | 0 | 1325 | 147772 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -3159 | 0 | 1325 | 147772 | 0
OHIO | 272655.08 | 2007-10-15 00:00:00 | 0 | 2007-10-15 00:00:00 | 100 | 2007 |  | -4000 | P | -4000 | 235.34 | 203 | 151.82 | 0 | 0 | 0 | 235.34 | 203 | 0.0488 | 0.7449 | -2980 | 0 | 96365 | 248847 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -2980 | 0 | 96365 | 248847 | 0
OHIO | 272655.09 | 2008-10-15 00:00:00 | 0 | 2008-10-15 00:00:00 | 100 | 2008 |  | -4000 | P | -4000 | 247.11 | 183.61 | 129.07 | 0 | 0 | 0 | 247.11 | 183.61 | 0.0508 | 0.6999 | -2800 | 0 | 177778 | 330474 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -2800 | 0 | 177778 | 330474 | 0
OHIO | 272655.1 | 2009-10-15 00:00:00 | 0 | 2009-10-15 00:00:00 | 100 | 2009 |  | -4000 | P | -4000 | 259.47 | 172.08 | 113.9 | 0 | 0 | 0 | 259.47 | 172.08 | 0.0521 | 0.659 | -2636 | 0 | 230374 | 383722 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -4000 |  |  |  |  |  |  |  |  |  |  | -2636 | 0 | 230374 | 383722 | 0
PACIFICOR | 272656.01 | 2002-08-15 00:00:00 | 0 | 2002-08-15 00:00:00 | 100 | 2002 |  | 15000 | P | 15000 | 140.75 | 208.14 | 203.17 | 0 | 0 | 0 | 140.75 | 208.14 | 0.0268 | 0.9751 | 14626 | 0 | 985675 | 913033 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 15000 |  |  |  |  |  |  |  |  |  |  | 14626 | 0 | 985675 | 913033 | 0
PEABODYCOA | 334669.01 | 2002-12-16 00:00:00 | 0 | 2002-12-16 00:00:00 | 100 | 2002 |  | 5000 | P | 5000 | 159.25 | 210.49 | 203.17 | 0 | 0 | 0 | 159.25 | 210.49 | 0.0287 | 0.9642 | 4821 | 0 | 247045 | 211763 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | 5000 |  |  |  |  |  |  |  |  |  |  | 4821 | 0 | 247045 | 211763 | 0
PHIBROINC | 272660.01 | 2002-12-15 00:00:00 | 0 | 2002-12-15 00:00:00 | 100 | 2002 |  | -10000 | P | -10000 | 127 | 210.48 | 203.47 | 0 | 0 | 0 | 127 | 210.48 | 0.0287 | 0.9642 | -9642 | 0 | -804890 | -737378 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9642 | 0 | -804890 | -737378 | 0
PHIBROINC | 272660.02 | 2003-12-15 00:00:00 | 0 | 2003-12-15 00:00:00 | 100 | 2003 |  | -10000 | P | -10000 | 133.5 | 218.33 | 202.12 | 0 | 0 | 0 | 133.5 | 218.33 | 0.0355 | 0.923 | -9230 | 0 | -782910 | -633372 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9230 | 0 | -782910 | -633372 | 0
PHIBROINC | 272660.03 | 2004-12-15 00:00:00 | 0 | 2004-12-15 00:00:00 | 100 | 2004 |  | -10000 | P | -10000 | 140 | 225.17 | 198.07 | 0 | 0 | 0 | 140 | 225.17 | 0.0405 | 0.8768 | -8768 | 0 | -746726 | -509149 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -8768 | 0 | -746726 | -509149 | 0
PHIBROINC | 272660.04 | 2005-12-15 00:00:00 | 0 | 2005-12-15 00:00:00 | 100 | 2005 |  | -10000 | P | -10000 | 147 | 227.35 | 189.29 | 0 | 0 | 0 | 147 | 227.35 | 0.0442 | 0.8294 | -8294 | 0 | -666475 | -350761 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -8294 | 0 | -666475 | -350761 | 0
PHIBROINC | 272676.03 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | -10000 | P | -10000 | 201.5 | 204.92 | 203.47 | 0 | 0 | 0 | 201.5 | 204.92 | 0.0264 | 0.9906 | -9906 | 0 | -33892 | -19559 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9906 | 0 | -33892 | -19559 | 0
PHIBROINC | 272676.04 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | -10000 | P | -10000 | 215.61 | 209.74 | 202.12 | 0 | 0 | 0 | 215.61 | 209.74 | 0.0293 | 0.9612 | -9612 | 0 | 56413 | 129633 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9612 | 0 | 56413 | 129633 | 0
PHIBROINC | 272676.05 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -10000 | P | -10000 | 230.7 | 214.82 | 198.07 | 0 | 0 | 0 | 230.7 | 214.82 | 0.036 | 0.9194 | -9194 | 0 | 146013 | 299983 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9194 | 0 | 146013 | 299983 | 0
PHIBROINC | 272676.06 | 2005-01-15 00:00:00 | 0 | 2005-01-15 00:00:00 | 100 | 2005 |  | -10000 | P | -10000 | 246.85 | 216.16 | 189.29 | 0 | 0 | 0 | 246.85 | 216.16 | 0.0409 | 0.8728 | -8728 | 0 | 267816 | 502365 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -8728 | 0 | 267816 | 502365 | 0
PHIBROINC | 272677.02 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | -10000 | P | -10000 | 221 | 204.92 | 203.47 | 0 | 0 | 0 | 221 | 204.92 | 0.0264 | 0.9906 | -9906 | 0 | 159270 | 173602 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9906 | 0 | 159270 | 173602 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 4
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI |  | on: SO2 |  |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:53:00 | :33
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
PHIBROINC | 272677.03 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | -10000 | P | -10000 | 234.81 | 209.74 | 202.12 | 0 | 0 | 0 | 234.81 | 209.74 | 0.0293 | 0.9612 | -9612 | 0 | 240964 | 314184 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9612 | 0 | 240964 | 314184 | 0
PHIBROINC | 272677.04 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -10000 | P | -10000 | 249.49 | 214.82 | 198.07 | 0 | 0 | 0 | 249.49 | 214.82 | 0.036 | 0.9194 | -9194 | 0 | 318761 | 472731 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9194 | 0 | 318761 | 472731 | 0
PHIBROINC | 272677.05 | 2005-01-15 00:00:00 | 0 | 2005-01-15 00:00:00 | 100 | 2005 |  | -10000 | P | -10000 | 265.08 | 216.16 | 189.29 | 0 | 0 | 0 | 265.08 | 216.16 | 0.0409 | 0.8728 | -8728 | 0 | 426919 | 661468 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -8728 | 0 | 426919 | 661468 | 0
PSIENE | 272648.03 | 2002-08-15 00:00:00 | 0 | 2002-08-15 00:00:00 | 100 | 2002 |  | -1350 | P | -1350 | 343 | 208.14 | 203.47 | 0 | 0 | 0 | 343 | 208.14 | 0.0268 | 0.9751 | -1316 | 0 | 177523 | 183665 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -1350 |  |  |  |  |  |  |  |  |  |  | -1316 | 0 | 177523 | 183665 | 0
PSIENE | 272648.04 | 2003-08-15 00:00:00 | 0 | 2003-08-15 00:00:00 | 100 | 2003 |  | -1350 | P | -1350 | 372 | 214.92 | 202.12 | 0 | 0 | 0 | 372 | 214.92 | 0.0334 | 0.9377 | -1266 | 0 | 198843 | 215047 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -1350 |  |  |  |  |  |  |  |  |  |  | -1266 | 0 | 198843 | 215047 | 0
RAGCOAL | 272654.03 | 2002-09-15 00:00:00 | 0 | 2002-09-15 00:00:00 | 100 | 2002 |  | -5000 | P | -5000 | 140 | 208.68 | 203.47 | 0 | 0 | 0 | 140 | 208.68 | 0.0272 | 0.9727 | -4864 | 0 | -334054 | -308721 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -5000 |  |  |  |  |  |  |  |  |  |  | -4864 | 0 | -334054 | -308721 | 0
SRP | 272726.01 | 2001-12-15 00:00:00 | 0 | 2001-12-15 00:00:00 | 100 | 2001 |  | -2550 | P | -2550 | 0 | 205.16 | 204.15 | 0 | 0 | 0 | 0 | 205.16 | 0.0267 | 0.9926 | -2531 | 0 | -519293 | -516738 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2550 |  |  |  |  |  |  |  |  |  |  | -2531 | 0 | -519293 | -516738 | 0
SRP | 272726.02 | 2002-12-15 00:00:00 | 0 | 2002-12-15 00:00:00 | 100 | 2002 |  | -2600 | P | -2600 | 0 | 210.48 | 203.47 | 0 | 0 | 0 | 0 | 210.48 | 0.0287 | 0.9642 | -2507 | 0 | -527652 | -510099 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2600 |  |  |  |  |  |  |  |  |  |  | -2507 | 0 | -527652 | -510099 | 0
SRP | 272726.03 | 2003-12-15 00:00:00 | 0 | 2003-12-15 00:00:00 | 100 | 2003 |  | -2650 | P | -2650 | 0 | 218.33 | 202.12 | 0 | 0 | 0 | 0 | 218.33 | 0.0355 | 0.923 | -2446 | 0 | -533993 | -494366 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2650 |  |  |  |  |  |  |  |  |  |  | -2446 | 0 | -533993 | -494366 | 0
SRP | 272726.04 | 2004-12-15 00:00:00 | 0 | 2004-12-15 00:00:00 | 100 | 2004 |  | -2700 | P | -2700 | 0 | 225.17 | 198.07 | 0 | 0 | 0 | 0 | 225.17 | 0.0405 | 0.8768 | -2367 | 0 | -533037 | -468891 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2700 |  |  |  |  |  |  |  |  |  |  | -2367 | 0 | -533037 | -468891 | 0
SRP | 272726.05 | 2005-12-15 00:00:00 | 0 | 2005-12-15 00:00:00 | 100 | 2005 |  | -2750 | P | -2750 | 0 | 227.35 | 189.29 | 0 | 0 | 0 | 0 | 227.35 | 0.0442 | 0.8294 | -2281 | 0 | -518580 | -431758 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -2750 |  |  |  |  |  |  |  |  |  |  | -2281 | 0 | -518580 | -431758 | 0
VIRGINIAPO | 272658.01 | 2002-01-15 00:00:00 | 0 | 2002-01-15 00:00:00 | 100 | 2002 |  | -15000 | P | -15000 | 120.61 | 204.92 | 203.47 | 0 | 0 | 0 | 120.61 | 204.92 | 0.0264 | 0.9906 | -14859 | 0 | -1252747 | -1231248 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -15000 |  |  |  |  |  |  |  |  |  |  | -14859 | 0 | -1252747 | -1231248 | 0
VIRGINIAPO | 272658.02 | 2003-01-15 00:00:00 | 0 | 2003-01-15 00:00:00 | 100 | 2003 |  | -15000 | P | -15000 | 126.64 | 209.74 | 202.12 | 0 | 0 | 0 | 126.64 | 209.74 | 0.0293 | 0.9612 | -14418 | 0 | -1198156 | -1088327 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -15000 |  |  |  |  |  |  |  |  |  |  | -14418 | 0 | -1198156 | -1088327 | 0
VIRGINIAPO | 272658.03 | 2004-01-15 00:00:00 | 0 | 2004-01-15 00:00:00 | 100 | 2004 |  | -15000 | P | -15000 | 132.97 | 214.82 | 198.07 | 0 | 0 | 0 | 132.97 | 214.82 | 0.036 | 0.9194 | -13790 | 0 | -1128722 | -897767 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -15000 |  |  |  |  |  |  |  |  |  |  | -13790 | 0 | -1128722 | -897767 | 0
VIRGINIAPO | 272658.04 | 2005-01-15 00:00:00 | 0 | 2005-01-15 00:00:00 | 100 | 2005 |  | -15000 | P | -15000 | 139.62 | 216.16 | 189.29 | 0 | 0 | 0 | 139.62 | 216.16 | 0.0409 | 0.8728 | -13091 | 0 | -1002056 | -650233 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -15000 |  |  |  |  |  |  |  |  |  |  | -13091 | 0 | -1002056 | -650233 | 0
WISCONSINE | 272659.01 | 2003-06-15 00:00:00 | 0 | 2003-06-15 00:00:00 | 100 | 2003 |  | -10000 | P | -10000 | 130.86 | 213.32 | 202.12 | 0 | 0 | 0 | 130.86 | 213.32 | 0.0322 | 0.9449 | -9449 | 0 | -779180 | -673369 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9449 | 0 | -779180 | -673369 | 0
WISCONSINE | 272659.02 | 2004-06-15 00:00:00 | 0 | 2004-06-15 00:00:00 | 100 | 2004 |  | -10000 | P | -10000 | 137.4 | 219.35 | 198.07 | 0 | 0 | 0 | 137.4 | 219.35 | 0.0382 | 0.9002 | -9002 | 0 | -737661 | -546136 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -9002 | 0 | -737661 | -546136 | 0
WISCONSINE | 272659.03 | 2005-06-15 00:00:00 | 0 | 2005-06-15 00:00:00 | 100 | 2005 |  | -10000 | P | -10000 | 144.27 | 221.08 | 189.29 | 0 | 0 | 0 | 144.27 | 221.08 | 0.0425 | 0.8533 | -8533 | 0 | -655380 | -384134 | 0
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -8533 | 0 | -655380 | -384134 | 0
WISCONSINE | 272659.04 | 2006-06-15 00:00:00 | 0 | 2006-06-15 00:00:00 | 100 | 2006 |  | -10000 | P | -10000 | 151.49 | 219.33 | 177.37 | 0 | 0 | 0 | 151.49 | 219.33 | 0.0458 | 0.8055 | -8055 | 0 | -546470 | -208434 | 0
Enron Powe | r Trading | & Transmi | ssion |  |  |  |  |  |  |  | Pos | t ID: | 13134 |  |  |  |  |  |  |  |  | P | age: 5
[NAME] | l Report |  |  |  |  |  |  |  |  |  | Rep | ort Date | :  09/28 | /01
Desk: EPMI |  | on: SO2 |  |  |  |  |  |  |  |  | Run | Date: | 2001-09-28 00:00:00 | /01
 |  |  |  |  |  |  |  |  |  |  | Run | Time: | 17:53:00 | :33
 |  |  |  |  |  |  |  |  |  | Contract | Fixed | Mid | Pru | Basis | Mid |  | Cntract | Fwd |  | Disc | Delta | Delta
 |  | Start Dt | Hr | End Dt | Hr | Delivery | Basis | Hrly | Perd | Volume | Price | Price | Price | Price | Basis | Adj | Price | Mid | Int | Factor | Peak | [NAME] | $ | $ | $ | $
Cnterparty | Deal | MM/DD/YY | Start | MM/DD/YY | End | Point | Point | Volume | Type | mwhrs | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | $/mwhr | Rate % | 1/i^(1/n) | mwhrs | mwhrs | Mid Ctr Val | Pru Ctr Val | Mid Bss Val | Cash
---------- | --------- | -------- | ------ | -------- | ------ | ----------------------------- | ----- | ------- | ---- | ----------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | ------- | --------- | --------- | ------------ | ------------ | ------------ | ------------ | ----------
 |  |  |  |  |  |  | -- | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | De | al Total | ---> | -10000 |  |  |  |  |  |  |  |  |  |  | -8055 | 0 | -546470 | -208434 | 0
---------- | ---------- | --------- | ------- | --------- | ------- | ------------------------------ | ------ | -------- | ----- | ------------ | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | -------- | ---------- | ---------- | ------------- | ------------- | ------------- | ------------- | -----------
 |  |  |  |  |  |  | Gr | and [NAME] | l: | -480950 |  |  |  |  |  |  |  |  |  |  | -432267 | 0 | -17489323 | -8744033 | 0 | 0