Spreadsheet: mark_whitt__25333__October 26 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.87 | -0.08000000000000052 | 2.938 | -0.04300000000000015 | 9462.9 | 117.2999999999993
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
3.99 | 0 | 3.13 | 0.16 | 1.5768 | 0.002299999999999969
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-26 00:00:00
-0.4538797702489061 | -0.1608280573292995 | 22.06940000000124 | -0.3166999999983773 | 6943.7 | 46.69999999999982
3.95 | -0.2930517129196066 | 22.38609999999962 | 9345.6 | 1.5745 | 6897
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) |  | 3.12 | 3.14 | 3.98 | 4 |  |  |  |  |  |  | 4.235 | 4.255 | 3.385 | 3.405 | 3.41 | 3.43
ROM (fixed price) |  | 2.98 | 3 | 3.92 | 3.94 |  |  | 0.005 | 0.025 |  |  | 4.015 | 4.035 | 3.09 | 3.11 | 3.11 | 3.13
Prompt |  | 2.928 | 2.948 | 3.855090355972642 | 3.884909644027358 | -0.3523645891887889 | -0.3323645891887889 | 0.16 | 0.17 | -0.4630312152311269 | -0.4430312152311269 | 3.695 | 3.715 | 0.22 | 0.24 | 0.375 | 0.395
Nov-01-Mar-02 |  | 3.135920860759293 | 3.155920860759293 | 4.049566456192174 | 4.07939695693066 | -0.4308699189776777 | -0.4108699189776777 | 0.1516095984245213 | 0.1716095984245213 | -0.3385875598956126 | -0.3185875598956126 | 4.19215173586212 | 4.212151735862119 | 0.2101557883900821 | 0.2301557883900822 | 0.3651557883900822 | 0.3851557883900822
Apr-02-Oct-02 |  | 3.178671545528744 | 3.198671545528743 | 4.027997595936411 | 4.057849302807595 | -0.49 | -0.47 | 0.13 | 0.15 | -0.4230021552460649 | -0.4030021552460649 | 4.132932490201193 | 4.152932490201192 | 0.135 | 0.155 | 0.18 | 0.2
Nov-01-Oct-02 |  | 3.160867900699097 | 3.180867900699097 | 4.036984229992119 | 4.066827105508745 | -0.4653751087977445 | -0.4453751087977444 | 0.1389993790119682 | 0.1589993790119682 | -0.387847455802941 | -0.367847455802941 | 4.157594514271977 | 4.177594514271977 | 0.1662988428280157 | 0.1862988428280157 | 0.2571086571461377 | 0.2771086571461377
Nov-02-Mar-03 |  | 3.593361785872805 | 3.613361785872805 | 4.759849128953553 | 4.789706776539494 | -0.415 | -0.395 | 0.13 | 0.15 | -0.1200958583705246 | -0.1000958583705246 | 5.205038011212913 | 5.225038011212913 | 0.2249041416294753 | 0.2449041416294754 | 0.3849041416294752 | 0.4049041416294752
Apr-03-Oct-03 |  | 3.471493652847311 | 3.491493652847311 | 4.556618384463628 | 4.586483223803615 | -0.43 | -0.41 | 0.13 | 0.15 | -0.3496379402184704 | -0.3296379402184704 | 4.681552847528637 | 4.701552847528637 | 0.13 | 0.15 | 0.165 | 0.185
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) |  | 2.91 | 2.93 | 2.82 | 2.84 | 2.93 | 2.95 | 3.06 | 3.08 |  |  | 3.23 | 3.25 | 3.3 | 3.32 | 3.74 | 3.76
ROM (fixed price) |  | 2.73 | 2.75 | 2.58 | 2.6 | 2.73 | 2.75 | 2.88 | 2.9 | -0.01 | 0.01 | 2.87 | 2.89 | 3.035 | 3.055 | 3.41 | 3.43
Prompt |  | -0.15 | -0.13 | -0.385 | -0.365 | -0.085 | -0.065 | -0.08 | -0.06 | -0.295 | -0.275 | 0.02 | 0.04 | 0.12 | 0.14 | 0.5 | 0.52
Nov-01-Mar-02 |  | -0.02468787518638471 | -0.004687875186384714 | -0.3351851805831315 | -0.3151851805831314 | -0.03191334120876726 | -0.01191334120876726 | 0.006830760218315688 | 0.02683076021831569 | -0.2662220485706764 | -0.2462220485706764 | 0.02996661410268613 | 0.04996661410268614 | 0.1459848660665722 | 0.1659848660665723 | 1.430831123638662 | 1.450831123638662
Apr-02-Oct-02 |  | -0.3199707503410796 | -0.2999707503410796 | -0.525 | -0.505 | -0.06555287164625377 | -0.04555287164625377 | 0.1329329940472893 | 0.1529329940472893 | -0.3142266699662908 | -0.2942266699662908 | -0.09 | -0.07 | 0.03499999999999995 | 0.055 | 0.4001838474763848 | 0.4201838474763848
Nov-01-Oct-02 |  | -0.1969993532305543 | -0.1769993532305543 | -0.4459510760698671 | -0.425951076069867 | -0.05154359307270767 | -0.03154359307270767 | 0.08041735843996488 | 0.1004173584399649 | -0.2942350082158831 | -0.2742350082158831 | -0.04003956075983772 | -0.02003956075983773 | 0.08121996460573921 | 0.1012199646057392 | 0.8293998506443132 | 0.8493998506443132
Nov-02-Mar-03 |  | 0.08211963623985001 | 0.10211963623985 | -0.28 | -0.26 | 0.1021346986382615 | 0.1221346986382615 | 0.13 | 0.15 | -0.205 | -0.185 | 0.0198606269542865 | 0.0398606269542865 | 0.1299041416294753 | 0.1499041416294753 | 1.210210295889025 | 1.230210295889025
Apr-03-Oct-03 |  | -0.26 | -0.24 | -0.43 | -0.41 | 0.025 | 0.045 | 0.22 | 0.24 | -0.28 | -0.26 | -0.09 | -0.07 | 0.03 | 0.05 | 0.3700623755707512 | 0.3900623755707512
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1941758449674424 | 0.2441758449674424 | Apr-02-Oct-02 | 0.3372237569042988 | 0.3872237569042988 | Apr-02-Oct-02 | 3.042932490201193 | 5.740688852995244 | Apr-02-Oct-02 | 0.05948473950324833 | 0.1094847395032483 | Apr-02-Oct-02 | 0.1675011132096289 | 0.2175011132096289 | Apr-02-Oct-02 | 2.188671545528743 | 4.90991511972037
Nov-01-Oct-02 | 0.1439408116200184 | 0.1939408116200184 | Nov-01-Oct-02 | 0.2858280614576774 | 0.3358280614576774 | Nov-01-Oct-02 | 3.017444546354323 | 5.802379540597624 | Nov-01-Oct-02 | 0.04092195664837411 | 0.0909219566483741 | Nov-01-Oct-02 | 0.1404900179336112 | 0.1904900179336111 | Nov-01-Oct-02 | 2.170867900699097 | 4.922054607286481
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12738.17956548445 | 12290.95900723344 | Yesterday | 52.06 |  |  | 1 month | 22.06940000000124 | -0.3166999999983773
 |  |  |  |  |  |  |  | BC | 1956.939393939394 | 1743.570469798658 | Prompt | 43.82 -  47.85 | 53.74 - 57.47 | 35.13 - 39.44 | 2 month | 22.14737349080835 | -0.3099470575348029
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 44.22 -  48.48 | 53.53 - 57.41 | 36.98 - 41.54 | 3 month | 22.1975576919496 | -0.3032345338550968
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 41.24 -  53.38 | 54.63 - 64.87 | 30.19 - 43.90 | 6 month | 22.24167030697176 | -0.2906631049195028
 |  |  |  |  |  |  |  | US | 0.93 | 0.8 | Q2 2002 | 38.69 -  48.50 | 50.36 - 60.26 | 28.40 - 38.11 | Rest of Cal  01 | 22.14737349080835 | -0.3099470575348029
 |  |  |  |  |  |  |  | Canada | 0.809 | 0.793 | Q3 2002 | 39.01 -  46.41 | 49.15 - 56.27 | 30.49 - 38.13 | Cal 02 | 22.09448454566253 | -0.2675192807452689
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
 |  |  | 2001-10-19 00:00:00 | 25 | 71 | 2001-10-12 00:00:00 | 3.180000000000007 | 7.64700000000002
 |  |  | 2001-10-12 00:00:00 | 63 | 29 | 2001-10-05 00:00:00 | 6.769434514091017 | 10.23099999999999