Spreadsheet: paul_lucci__28442__October 10 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
2.875 | 0.135 | 2.388 | 0.1179999999999999 | 9052.46 | -15.44000000000051
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
2.38 | 0.0299999999999998 | 2.1 | 0.03000000000000025 | 1.5637 | 0.002099999999999991
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-10 00:00:00
-0.4969414109601795 | -0.01394578161908222 | 22.93949999999933 | 0.02999999999823544 | 6869.3 | 5.800000000000182
2.74 | -0.4829956293410973 | 22.9095000000011 | 9067.9 | 1.5616 | 6863.5
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) |  | 2.09 | 2.11 | 2.37 | 2.39 |  |  |  |  |  |  | 2.215 | 2.235 | 2.19 | 2.21 | 2.2 | 2.22
ROM (fixed price) |  | 2.18 | 2.2 | 2.48 | 2.5 |  |  | 0.005 | 0.03 |  |  | 2.468 | 2.488 | 2.28 | 2.3 | 2.3 | 2.32
Prompt |  | 2.378 | 2.398 | 2.860153381066219 | 2.889846618933782 | -0.4615321666010569 | -0.4415321666010569 | 0.15 | 0.16 | -0.350395751814683 | -0.3303957518146829 | 3.03 | 3.05 | 0.16 | 0.18 | 0.315 | 0.335
Nov-01-Mar-02 |  | 2.76716581749025 | 2.78716581749025 | 3.429490972798272 | 3.459208351011377 | -0.4690947970891713 | -0.4490947970891713 | 0.138 | 0.158 | -0.312728172142203 | -0.292728172142203 | 3.666777645191878 | 3.686777645191877 | 0.1602112064680569 | 0.1802112064680569 | 0.3152112064680569 | 0.3352112064680569
Apr-02-Oct-02 |  | 2.874223199117948 | 2.894223199117947 | 3.519861651708975 | 3.549637703758733 | -0.52 | -0.5 | 0.1375 | 0.1575 | -0.4528319119855298 | -0.4328319119855298 | 3.624792932091916 | 3.644792932091915 | 0.115 | 0.135 | 0.16 | 0.18
Nov-01-Oct-02 |  | 2.829621061999429 | 2.849621061999428 | 3.482171473646466 | 3.511923081062254 | -0.4987919262945301 | -0.4787919262945301 | 0.1377083094899221 | 0.1577083094899221 | -0.3944620348196501 | -0.3744620348196501 | 3.642284560432672 | 3.662284560432671 | 0.133835846716246 | 0.153835846716246 | 0.2246639344991047 | 0.2446639344991047
Nov-02-Mar-03 |  | 3.320957844824161 | 3.340957844824161 | 4.301171907553554 | 4.330979494073 | -0.445 | -0.425 | 0.13 | 0.15 | -0.1350993934780776 | -0.1150993934780776 | 4.767959669569446 | 4.787959669569445 | 0.2099006065219224 | 0.2299006065219224 | 0.3699006065219225 | 0.3899006065219225
Apr-03-Oct-03 |  | 3.18634683107212 | 3.206346831072119 | 4.065420821941886 | 4.095244032808591 | -0.47 | -0.45 | 0.13 | 0.15 | -0.4029381393578708 | -0.3829381393578707 | 4.170336493818209 | 4.190336493818209 | 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 | -0.015 | 0.015 | -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) |  | 1.59 | 1.61 | 1.47 | 1.49 | 1.645 | 1.675 | 1.85 | 1.87 | 1.55 | 1.57 | 1.905 | 1.925 | 2.08 | 2.1 | 2.415 | 2.435
ROM (fixed price) |  | 1.7 | 1.72 | 1.58 | 1.6 | 1.765 | 1.795 | 1.97 | 1.99 | 1.68 | 1.7 | 2.04 | 2.06 | 2.215 | 2.235 | 2.5 | 2.52
Prompt |  | -0.24 | -0.22 | -0.455 | -0.435 | -0.23 | -0.2 | -0.105 | -0.085 | -0.37 | -0.35 | -0.02 | 0 | 0.045 | 0.065 | 0.51 | 0.53
Nov-01-Mar-02 |  | -0.1235181836528656 | -0.1035181836528656 | -0.3681209416611096 | -0.3481209416611096 | -0.1305016087333662 | -0.1005016087333662 | -0.04985555774205259 | -0.02985555774205259 | -0.2809943899714222 | -0.2609943899714222 | -0.01003346987436126 | 0.009966530125638738 | 0.09958144227604314 | 0.1195814422760431 | 1.198501732327935 | 1.218501732327935
Apr-02-Oct-02 |  | -0.375 | -0.355 | -0.57 | -0.55 | -0.1691211869597997 | -0.1391211869597997 | 0.04147277215805396 | 0.06147277215805396 | -0.3656796552621153 | -0.3456796552621152 | -0.09 | -0.07 | 0.02 | 0.04 | 0.3729845658538198 | 0.3929845658538199
Nov-01-Oct-02 |  | -0.2702279022240981 | -0.2502279022240981 | -0.48589335266295 | -0.46589335266295 | -0.1530315376770909 | -0.1230315376770909 | 0.003423656524199792 | 0.02342365652419979 | -0.3303981664288739 | -0.3103981664288739 | -0.05668442579737833 | -0.03668442579737833 | 0.05315513929557276 | 0.07315513929557275 | 0.7169106855941154 | 0.7369106855941154
Nov-02-Mar-03 |  | -0.02375931148203173 | -0.003759311482031728 | -0.275 | -0.255 | -0.004999999999999994 | 0.025 | 0.03608503160179544 | 0.05608503160179545 | -0.215 | -0.195 | 0.004860211541485764 | 0.02486021154148577 | 0.1149006065219223 | 0.1349006065219223 | 1.150797299325343 | 1.170797299325343
Apr-03-Oct-03 |  | -0.3 | -0.28 | -0.46 | -0.44 | 0.02 | 0.05 | 0.2 | 0.22 | -0.32 | -0.3 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700588443319173 | 0.3900588443319173
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1360121789512009 | 0.1860121789512009 | Apr-02-Oct-02 | 0.2759822468657451 | 0.3259822468657451 | Apr-02-Oct-02 | 2.534792932091914 | 5.313314409831712 | Apr-02-Oct-02 | 0.04209500728670214 | 0.09209500728670214 | Apr-02-Oct-02 | 0.1506140275805973 | 0.2006140275805973 | Apr-02-Oct-02 | 1.884223199117947 | 4.682890816307776
Nov-01-Oct-02 | 0.09413521317696621 | 0.1441352131769662 | Nov-01-Oct-02 | 0.2284523648662231 | 0.2784523648662231 | Nov-01-Oct-02 | 2.498410213931398 | 5.344589065869831 | Nov-01-Oct-02 | 0.02010921753364395 | 0.07010921753364395 | Nov-01-Oct-02 | 0.1184670118041084 | 0.1684670118041084 | Nov-01-Oct-02 | 1.839621061999428 | 4.680891145207347
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12748.05280640953 | 12291.11929448845 | Yesterday | 29.57 |  |  | 1 month | 22.93949999999933 | 0.02999999999823544
 |  |  |  |  |  |  |  | BC | 1953.960854092527 | 1738.265957446809 | Prompt | 36.00 -  46.00 | 36.00 - 46.00 | 36.00 - 46.00 | 2 month | 23.01563479878342 | 0.02999995079164464
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 37.54 -  47.54 | 39.42 - 49.42 | 36.08 - 46.08 | 3 month | 23.08202149161591 | 0.03000092214743333
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q3 | 39.80 -  49.80 | 44.13 - 54.13 | 36.17 - 46.17 | 6 month | 23.1676098043832 | 0.02999565290143025
 |  |  |  |  |  |  |  | US | 0.88 | 0.75 | Q4 | 41.77 -  51.77 | 47.67 - 57.67 | 36.96 - 46.96 | Rest of Cal  01 | 23.01563479878342 | 0.02999995079164464
 |  |  |  |  |  |  |  | Canada | 0.79 | 0.76 | Q1 2002 | 39.63 -  49.63 | 43.89 - 53.89 | 36.11 - 46.11 | Cal 02 | 22.99921716251633 | 0.04612013596103992
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
 |  |  | 2001-09-28 00:00:00 | 66 | 78 | 2001-09-28 00:00:00 | 14.32456548590898 | 12.68700000000001
 |  |  | 2001-09-21 00:00:00 | 91 | 77 | 2001-09-21 00:00:00 | 12.25100000000003 | 10.735