Spreadsheet: fletcher_sturm__10998__var
Sheet: E. VaR & Peak Pos By Trader

2001-11-16 16:12:27.960000 |  |  | 2001-11-16 16:12:27.960000
Portfolio |  |  | Trader |  | Change in
name |  |  | name | VAR | VAR | Feb | [NAME] | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 2001 total | Jan/Feb 02 | Mar/Apr 02 | May 02 | June 02 | July/Aug 02 | Sep 02 | Q4 02 | 2002 | 2003 | 2004-2015 | Total Peak
 |  |  | VAR LIMIT | 25000000 |  |  |  |  | All Regions
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | delta's
Total east power position |  | PWR-EAST | Total East | 20032765.3316628 | -2790612.2872275 | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | 0 | 339997.5602268343 | -980280.67361757 | -640283.1133907356 | -899793.2088303046 | -1151973.946381033 | -1156306.785364851 | -829129.2260044132 | -3252826.231863526 | -1274466.569395127 | 6120062.521279675 | -2444433.44655958 | -589622.7684362747 | 1280716.257001149 | -2393623.071385441 |  |  |  |  |  | VaR | -17531970.19724068
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -8781.89507554099
East Power Mgmt | EPMI-LT-MGMT | K_PRESTO | [NAME] | 5696386.73255787 | -1012105.488252459 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -34290.52980346369 | -303757.3755087492 | -338047.9053122129 | 263026.3188827773 | -593591.8101770114 | -234873.8028424989 | -361263.4620621469 | -1010119.82239035 | -180352.124473691 | -267578.2483325647 | -2384752.951395486 | -1010406.889952777 | -358262.0827405686 | -4091469.829401044
 |  |  | VAR LIMIT | 2000000
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Hourly and analyst position
Long Term Option | EPMI-LT-OPTION | H_ARORA | [NAME] | 291586.36957879 | 5111.490332952002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -16958.51280242093 | -25746.8247551943 | -42705.33755761523 | -25026.87270744187 | -30779.8078883138 | -22596.31915109815 | -11281.75591226297 | -30186.23156404625 | -14132.94801627387 | -44965.6062470448 | -178969.5414864817 | -36615.11113317205 | 0 | -258289.990177269 |  |  |  |  |  |  | 8783.172760636302 | 1.277685095312336
Long Term Options A | EPMI-LT-OPTIONA | R_STALFORD | [NAME] | 180341.418334823 | 10277.38933901399 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5590.265783060282 | 5590.265783060282 | -87422.54362999303 | -30749.45570841145 | 11225.70538317071 | -1697.36901346848 | -14098.90248620471 | -5497.53412554134 | -17618.75485298504 | -145858.8544334333 | 8750.11372504922 | 0 | -131518.4749253238 |  |  |  |  |  |  | Yearly Position
Long Term Options B | EPMI-LT-OPTIONB | S_WANG | [NAME] | 119555.466494257 | 36519.962730261 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 16253.27995303525 | 16253.27995303525 | -63374.71966638047 | -21962.22529034034 | 34508.08455086019 | 1423.2389284424 | -103039.9789109169 | 18816.02095370432 | -1475.549317046306 | -135105.1287516771 | 0 | 0 | -118851.8487986419
Long Term Options Y | EPMI-LT-OPTY | H_CHEN | [NAME] | 41723.2488950793 | 27025.8151193877 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -28608.99203934529 | -28608.99203934529 | -7580.7696462357 | 0 | 0 | 0 | 0 | 0 | 0 | -7580.7696462357 | 0 | 0 | -36189.76168558099
Long Term Options Z | EPMI-LT-OPTZ | J_GUALY | [NAME] | 30977.7836754319 | -9177.590644271506 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 371.5310764577489 | -709.776518458594 | -338.2454420008451 | 18391.92248766826 | 0 | 0 | 0 | 0 | 0 | 0 | 18391.92248766826 | 0 | 0 | 18053.67704566742
Total option |  | LAVORATO-EA-OPT |  | 496040.505554868 | 61411.06279667799 |  |  |  |  | 0 | 0 | 0 | 0 | 0 | -16586.98172596318 | -33222.04757690266 | -49809.02930286583 | -165012.9831623828 | -83491.48888706559 | 23137.47078293275 | -11555.88599728905 | -147325.1129611678 | -814.4611881108904 | -64059.91041707615 | -449122.3718301596 | -27864.99740812284 | 0 | -526796.3985411483
 |  |  | VAR LIMIT | 12000000 |  |  |  |  | Midwest Region
LT-MIDWEST | EPMI-MIDWEST | F_STURM-PWR | [NAME] | 9384349.18268155 | -697225.7250391506 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 25689.01608663067 | -82004.7661877933 | -56315.75010116263 | -892976.3806685748 | -1161142.613192613 | -467359.0130050732 | -377960.0035372772 | 190421.1272128586 | -312540.9162605673 | 2137024.72252095 | -884533.0769302966 | -1166297.062743374 | 235330.2379680841 | -1871815.651806749
MIDWEST-HRate | EPMI-MIDWEST-HR | F_STURM-HR | [NAME] | 3494918.93319016 | -159620.4904203201 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 269275.8261212602 | 0 | 269275.8261212602 | 0 | 340476.4872500192 | 0 | 0 | -172640.0949696651 | 0 | 2089060.244104739 | 2256896.636385093 | 1543572.296942634 | 0 | 4069744.759448987
ST-ECAR | EPMI-ST-ECAR | R_BALLATO | Russel Ballato | 219277.524878691 | -105276.316825366 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -25780.1241453494 | -63757.55928932907 | -89537.68343467847 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -89537.68343467847
ST- MAPP/MAIN | EPMI-ST-MAPP | [NAME] | [NAME] | 34353.9445056005 | -8541.7709285038 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -6869.387473041131 | 0 | -6869.387473041131 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -6869.387473041131
Total Midwest | Total Midwest | LAVORATO-EA-MW |  | 10185695.7648322 | -878040.6325097997 | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | 0 | 262315.3305895003 | -145762.3254771224 | 116553.0051123779 | -892976.3806685748 | -820666.1259425936 | -467359.0130050732 | -377960.0035372772 | 17781.03224319348 | -312540.9162605673 | 4226084.966625689 | 1372363.559454796 | 377275.2341992597 | 235330.2379680841 | 2101522.036734519
 |  |  | VAR LIMIT | 12500000 |  |  |  |  | Northeast Region
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 | EPMI-LT-NY |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -395588.6263196009
 | EPMI-LT-NENG |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 459808.9773656002
LT-NE | EPMI-LT-NEMGMT | D_DAVIS | [NAME] | 1986036.90588143 | -336971.8961384199 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -47295.95340940621 | -104010.8582618622 | -151306.8116712684 | 26960.13653340604 | 23901.50604576895 | -15304.69737547064 | 926.4647658617123 | -186630.3214895228 | -18938.37934486473 | 10379.22638416834 | -158706.0644806531 | 99567.14734027674 | 64220.35104599927 | -146225.3777656456
LT-PJM | EPMI-LT-PJM | R_BENSON | [NAME] | 2030566.4812871 | -401693.11537455 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 109502.2780877068 | 48649.33151354915 | 158151.6096012559 | 49650.7572907287 | 530260.0830519804 | 156641.671396596 | 94772.4603059483 | -569280.9667746603 | -31321.4708290837 | 2188285.271081907 | 2419007.805523416 | -700224.9015169211 | 650940.1575140776 | 2527874.671121829
ST- PJM | EPMI-ST-PJM | G_GUPTA | [NAME] | 1065547.14835361 | -13856.02329789009 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 419.40624227189 | -55748.35735296695 | -55328.95111069506 | -534666.7303776586 | -67816.4540243745 | 0 | 0 | 19920.99407503379 | 0 | 0 | -582562.1903269993 | 0 | 0 | -637891.1414376943
ST- PJM- OFF | EPMI-ST-PJM-OFF | [NAME] | [NAME] | 58855.0179178236 | -427.6569822126985 |  |  |  |  |  |  | 0 | 0 | 0 | -11210.37494760575 | -15950.67754381695 | -27161.0524914227 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -27161.0524914227
ST- NENG | EPMI-ST-NENG | P_BRODERICK | [NAME] | 1802155.50605936 | -54883.38719205 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -25926.64994268748 | -76519.12799551248 | -102445.7779382 | -301816.0393951002 | 217316.6145299806 | 40450.08526141558 | -332492.4715720426 | -225472.364032937 | -9463.54352641813 | 143810.7486727312 | -467666.9700623706 | -217541.8238597455 | 128429.8798068409 | -659224.6920534751
ST- NY | EPMI-ST-NY | B_ROGERS | [NAME] | 83552.0379708303 | -3216.942286144898 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 10786.74811839728 | 0 | 10786.74811839728 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 10786.74811839728
NE- PHYS | EPMI-NE-PHYS | P_THOMAS | [NAME] | 5863.29395722629 | 2678.32369171327 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
LT-ONTARIO | EPMI-LT-ONTARIO | G_TRIPP | [NAME] | 0 | -1623.64342871462 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Northeast | Total Northeast | LAVORATO-EA-NE |  | 4888968.06110281 | -1165805.262016419 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 36275.45414867651 | -203579.6896406095 | -167304.2354919329 | -759871.8759486241 | 703661.7496033554 | 181787.0592825409 | -236793.5465002326 | -961462.6582220863 | -59723.39370036656 | 2342475.246138807 | 1210072.580653393 | -818199.5780363898 | 843590.3883669177 | 1068159.155491988
 |  |  | VAR LIMIT | 3000000 |  |  |  |  | Southeast Region
LT-SPP | EPMI-LT-SPP | M_CARSON | [NAME] | 1039073.90953307 | -234960.9828414199 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 104592.422397594 | -69118.30292050549 | 35474.11947708853 | 66767.8398983903 | -170238.2436250093 | -173660.6611150482 | 47257.514467169 | -866993.5465029352 | -250134.712342763 | 0 | -1347001.809220196 | 79483.9458073918 | 1048149.059699406 | -183894.6842363102
LT-SERC | EPMI-LT-SERC | J_SUAREZ | [NAME] | 1585957.67668511 | -79833.34226697008 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 27944.54033523509 | 0 | 27944.54033523509 | 333839.1994919494 | 170238.2436250096 | -34732.1322230094 | 15752.5048223897 | 0 | 78167.0976071135 | 198958.1184861652 | 762223.031809618 | 176873.4158314107 | 0 | 967040.9879762637
SE-HRLY-MGMT | EPMI-HRLY-SE-MG | [NAME] | [NAME] | 9721.04092759009 | 1304.347090972748 | 0 |  |  |  |  | 0 | 0 | 0 | 0 | 6387.323505196592 | 0 | 6387.323505196592 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 6387.323505196592
SE-ANALYST | EPMI-SE-ANALYST | L_PODURGIEL | [NAME] | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Total Southeast | Total Southeast | LAVORATO-EA-SE |  | 2382143.44228304 | -292224.80613242 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 138924.2862380257 | -69118.30292050549 | 69805.98331752022 | 400607.0393903397 | 2.91038304567337e-10 | -208392.7933380576 | 63010.0192895587 | -866993.5465029352 | -171967.6147356495 | 198958.1184861652 | -584778.7774105784 | 256357.3616388025 | 1048149.059699406 | 789533.6272451502
 |  |  | VAR LIMIT | 5000000 |  |  |  |  | Ercot Region
ERCOT-Management | EPMI-ERCOT-MGMT | D_GILBERT | [NAME] | 3296999.87506907 | -301024.5725974697 |  |  |  |  |  |  | 0 | 0 | 0 | -34673.50580641592 | -14115.36784538427 | -48788.8736518002 | 5972.311708210358 | -152260.5229315783 | -36120.53188723976 | 95345.60789637065 | -204694.2596603474 | -183041.9409202397 | 108981.5481251586 | -365817.7876696655 | 258955.6968651679 | 238243.0148238638 | 82592.05036756601
LT- Texas | EPMI-LT-ERCOT | J_KING | [NAME] | 1302259.49998739 | -450916.7612887502 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 166919.5997459755 | -204285.8923500112 | -422137.1416660152 | 15752.5048223889 | -34528.0189939321 | -359568.6489927211 | -447655.7665938707 | -1285503.364028186 | 420416.3774420307 | -726334.3611165533 | -1591421.347702709
ST- Texas | EPMI-ST-ERCOT | P_SCHIAVONE | [NAME] | 55322.41311707041 | -327261.0893857916 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -7185.73894334612 | -143454.5084009902 | -150640.2473443363 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -150640.2473443363
Offpeak-Texas | EPMI-ERCOT-OFF | E_SAIBA | [NAME] | 684909.476098438 | 121054.961357043 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -6387.323505196592 | -63757.55928932894 | -70144.88279452553 | 33383.9199491949 | 0 | 0 | 0 | 0 | 0 | 0 | 33383.9199491949 | 0 | 0 | -36760.96284533064
Asset-Texas | EPMI-ERCOT-ASST | J_FORNEY | [NAME] | 1621.83706800028 | -31225.27628660802 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1397.227016761736 | 0 | 1397.227016761736 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1397.227016761736
 |  | C_DEAN
Ercot Option | EPMI-ERCOT-OPTN | D_GLBRT_EPT_PWR | [NAME] | 45934.4296193006 | 654.254694027506 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 209.3420182555572 | -3513.496957977346 | -3304.154939721788 | 48158.84127277935 | -1339.85569612867 | 7651.96730856022 | -15664.4599157859 | -45483.84537590099 | -6457.46912378114 | 22856.56724736765 | 9721.745717110525 | -46155.97318424588 | 0 | -39738.38240685714
Total Ercot | Total Ercot | LAVORATO-EA-TX |  | 4904318.1674127 | -553969.3058559 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -46639.99921994135 | -224840.9324936807 | -271480.9317136221 | 254434.6726761601 | -357886.2709777182 | -450605.7062446948 | 95433.65280297365 | -284706.1240301805 | -549068.059036742 | -315817.6512213445 | -1608215.486031546 | 633216.1011229528 | -488091.3462926895 | -1734571.662914905
Portfolio |  |  | Trader |  | Change in
name |  |  | name | VAR | VAR | Feb | [NAME] | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | 2001 total | Jan/Feb 02 | Mar/Apr 02 | May 02 | June 02 | July/Aug 02 | Sep 02 | Q4 02 | 2002 | 2003 | ,2004-2015 | Total Peak
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas [NAME]
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Peak
 |  |  | Other positions           (in contracts) |  |  |  |  |  | Gas positions |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Book | Gas Hedge Position | Spread Option Position | HRate Swap Position | Total Position
LT- MGT-GAS |  |  | spread option |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
LT- MGT-GAS | PWR-GAS-LT-MGMT |  | hedge positions |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -1715000 | -2995845.3803 | -4710845.3803 | -2841555.7255 | -1007038.0851 | -919040.1258 | -815883.4215 | -1828308.8686 | -2772695.4761 | 629424.5771000001 | -9555097.125500001 | -9215706.9843 | 4770275.0206 | -18711374.4695
LT- MGT-GAS | PWR-GAS-LT-MGMT | K_PRESTO_GAS | [NAME] | 2759912.30689651 | -1124726.22766632 |  |  |  |  |  |  |  |  | 0 | -171.5 | -299.58453803 | -471.08453803 | -284.15557255 | -100.70380851 | -91.90401258 | -81.58834215 | -182.83088686 | -277.26954761 | 62.94245771000001 | -955.5097125500001 | -921.5706984300001 | 477.02750206 | -1871.13744695 |  |  | LT- MGT-GAS | -1871.13744695 | 0 |  | -1871.13744695
MW-GAS | PWR-MW-GAS-MTM | F_STURM_GAS | [NAME] | 2632504.36597494 | -589513.6121338 |  |  |  |  |  |  |  |  | 0 | -276.5 | -836.26480273 | -1112.76480273 | 1262.62714101 | -1410.93347574 | -441.08680767 | -180.72944958 | -385.09290165 | -179.4855033 | 571.25531808 | -763.4456788499997 | -999.6183018400001 | 0 | -2875.82878342 |  |  | MW-GAS | -2875.82878342 |  |  | -2875.82878342
MW-HR-GAS | PWR-NG-MW-HR | F_STURM_GASHR | [NAME] | 4191444.43372538 | -190789.1831253399 |  |  |  |  |  |  |  |  | 0 | -329 | 0 | -329 | 0 | -302.83779757 | 0 | 0 | 274.75418241 | 0 | -1756.82501029 | -1784.90862545 | -1493.52050701 | 0 | -3607.42913246 |  |  | MW-HR-GAS | -3607.42913246 |  |  | -3607.42913246
[NAME] |  |  | Sprd opts/heat rt swap |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -940362.657819713 | -967161.2246037388 | -543957.3679097036 | -564056.5875385164 | -1181076.622840686 | -518057.7040821225 | -1405809.390475806 | -6120481.555270286 | -5317981.953739209 | -12488207.72511995 | -23926671.23412944 |  |  | [NAME]
[NAME] | PWR-NG-TEXAS |  | hedge positions |  |  |  |  |  |  |  |  |  |  | 0 | -700000 | 1168973.1471 | 468973.1470999999 | 1350503.3854 | 824692.875 | -198009.035 | 88921.2855 | 462847.5474 | 78497.1085 | -1238690.7999 | 1368762.3669 | 3650959.668 | 12568836.7141 | 18057531.8961 |  |  | [NAME]
[NAME] | PWR-NG-TEXAS | D_GILBERT_GAS | [NAME] | 1581600.61353356 | -359405.1825329901 |  |  |  |  |  |  |  |  | 0 | -70 | 116.89731471 | 46.89731471 | 41.0140727580287 | -14.24683496037387 | -74.19664029097036 | -47.51353020385164 | -71.82290754406861 | -43.95605955821225 | -264.4500190375806 | -475.1719188370286 | -166.7022285739209 | 8.062898898005113 | -586.9139338029444 |  |  | [NAME] | 1805.75318961 |  | -2392.667123412944 | -586.9139338029445
LT-NE-GAS | PWR-NE-GAS-MTM |  | gas hedges |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -4595962.8009 | -4595962.8009 | -2356619.4536 | -1293856.1701 | -1980.0905 | -59280.8573 | -3939.1283 | -58872.8313 | 532056.3615 | -3242492.1696 | -2083982.1032 | 97607.69369999995 | -9824829.379999999 |  |  | LT-NE-GAS
LT-NE-GAS | PWR-NE-GAS-MTM |  | spread option |  |  |  |  |  |  |  |  |  |  | 0 | -57540.7939823789 | -82298.54665307848 | -139839.3406354574 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -139839.3406354574 |  |  | LT-NE-GAS
LT-NE-GAS | PWR-NE-GAS-MTM | D_DAVIS_GAS | [NAME] | 2278159.59409004 | -428967.8423777199 |  |  |  |  |  |  |  |  | 0 | -5.75407939823789 | -467.8261347553079 | -473.5802141535457 | -235.66194536 | -129.38561701 | -0.19800905 | -5.92808573 | -0.39391283 | -5.88728313 | 53.20563615 | -324.24921696 | -208.39821032 | 9.760769369999995 | -996.4668720635457 |  |  | LT-NE-GAS | -982.4829379999999 | -13.98393406354574 |  | -996.4668720635456
ERCOT-ASST-GAS | PWR-NG-ERCT-AST | J_FORNEY_GAS | [NAME] | 1.77648522333735e-05 | -29795.26452531985 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | ERCOT-ASST-GAS | 0 |  |  | 0
ST-TX-GAS | PWR-NG-ST-TEXAS | P_SCHIAVONE_GAS | [NAME] | 7.10594089334938e-05 | -357543.1745806496 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | ST-TX-GAS | 0 |  |  | 0
OPTION-TX-GAS |  |  | spread option |  |  |  |  |  |  |  |  |  |  | 0 | -1348.030117081888 | -31494.19532460488 | -32842.22544168676 | 18569.52597130716 | 16233.14845740303 | 10434.68540292313 | 125440.7471546749 | 486606.3756382701 | 128999.3701445896 | 21010.33260053795 | 807294.1853697058 | -818656.9414878231 | 0 | -44204.98155980412 |  |  | OPTION-TX-GAS
OPTION-TX-GAS | PWR-NG-ERCT-OPT |  | Hedge position |  |  |  |  |  |  |  |  |  |  | 0 | 0 | -162357.3815 | -162357.3815 | 92435.20110000002 | -399502.3762 | -279687.7621 | -261823.7849 | -497314.9179 | -250209.5336 | -315399.5668 | -1911502.7404 | 964359.8159 | 0 | -1109500.306 |  |  | OPTION-TX-GAS
OPTION-TX-GAS | PWR-NG-ERCT-OPT | D_GLBRT_EPT_GAS | [NAME] | 136656.978710323 | 116034.1134873775 |  |  |  |  |  |  |  |  | 0 | -0.1348030117081888 | -19.38515768246049 | -19.51996069416867 | 11.10047270713072 | -38.3269227742597 | -26.92530766970768 | -13.63830377453251 | -1.070854226172995 | -12.12101634554103 | -29.43892341994621 | -110.4208555030294 | 14.57028744121769 | 0 | -115.3705287559804 |  |  | OPTION-TX-GAS | -110.9500306 | -4.420498155980413 |  | -115.3705287559804
LT-PJM-GAS | PWR-PJM-GAS-MTM | R_BENSON_GAS | [NAME] | 629981.123940816 | -647159.4734372239 |  |  |  |  |  |  |  |  | 0 | 186.3708 | -588.48306303 | -402.11226303 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1041.99105141 | 0 | -1444.10331444 |  |  | LT-PJM-GAS | -1444.10331444 |  |  | -1444.10331444
ST-MAPP-GAS | PWR-NG-ST-MAPP | M_LORENZ_GAS | [NAME] | 0 | 0 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | ST-MAPP-GAS | 0 |  |  | 0
LT-SPP-GAS | PWR-NG-LT-SPP | M_CARSON_GAS | [NAME] | 0.000215107746306266 | -208566.8514643213 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | LT-SPP-GAS | 0 |  |  | 0
[NAME] | PWR-NG-LT-SERC | J_SUAREZ_GAS | [NAME] | 1585957.67668511 | -79833.34226697008 |  |  |  |  |  |  |  |  | 0 | 0 | -185.83675674 | -185.83675674 | -387.59016782 | -121.13511901 | -61.38280088 | -59.28085694000001 | -122.11296995 | -58.87283146000001 | -179.58654355 | -989.96128961 | 0 | 0 | -1175.79804635 |  |  | [NAME] | -1175.79804635 |  |  | -1175.79804635
ST-ECAR-GAS | PWR-NG-ST-ECAR | R_BALLATO_GAS | Russel Ballato | 65679.2850054099 | -97663.8927041941 |  |  |  |  |  |  |  |  | 0 | -7 | 0 | -7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -7 |  |  | ST-ECAR-GAS | -7 |  |  | -7
Crude option book | PWR-CL-LT-OPT | H_ARORA_CRUDE | [NAME] | 0 | 0 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | Crude option book | 0
LT-OPTB gas book | PWR-NG-LT-OPTB | S_WANG_GAS | [NAME] | 63539.0121665475 | -2829.818277281505 |  |  |  |  |  |  |  |  | 0 | 0 | -15.4863964 | -15.4863964 | 61.83431112 | -15.4043867 | 0 | 0 | 0 | 0 | 0 | 46.42992442000001 | 0 | 0 | 30.94352802000001 |  |  | LT-OPTB gas book | 30.94352802000001 |  |  | 30.94352802000001
LT-OPT-gas book | PWR-NG-LT-OPT | H_ARORA_GAS | [NAME] | 129751.052473491 | 12145.31962818 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 10.61249344 | 10.93313635 | 5.54014837 | 5.35043593 | 11.02139298 | 5.31360928 | 16.20871126 | 64.97992761 | 21.79051315 | 0 | 86.77044076 |  |  | LT-OPT-gas book | 86.77044076 |  |  | 86.77044076
[NAME]-gas book | PWR-NG-LT-OPTA | R_STALFORD_GAS | [NAME] | 0 | 0 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | [NAME]-gas book | 0 |  |  | 0
LT-OPTY-gas book | PWR-NG-LT-OPTY | H_CHEN_GAS | [NAME] | 29051.7062061454 | 27171.21514101698 |  |  |  |  |  |  |  |  | 0 | 0 | -30.9727928 | -30.9727928 | -0.01823981000000058 | 0 | 0 | 0 | 0 | 0 | 0 | -0.01823981000000058 | 0 | 0 | -30.99103261 |  |  | [NAME]-gas book | -30.99103261 |  |  | -30.99103261
[NAME] book | PWR-NG-LT-OPTZ | J_GUALY_GAS | [NAME] | 1.75793472326498e-05 | 1.75793472326498e-05 |  |  |  |  |  |  |  |  | 0 | 0 | -15.48639641 | -15.48639641 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -15.48639641 |  |  | [NAME] book | -15.48639641 |  |  | -15.48639641
MGMT-Coal book | PWR-COAL-MGMT | K_PRESTO_COAL | [NAME] | 154771.950764501 | -5182.421035434003 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | -0.7715153100000001 | -6.92036846 | -6.138280079999999 | -6.12568856 | -10.6848849 | -5.32308518 | -15.88462616 | -51.84844864999999 | 17.70124768 | 16.82402198 | -17.32317899 |  |  | MGMT-Coal book | -17.32317899
ST-NENG-GAS | PWR-NG-ST-NENG | P_BRODERICK_GAS | [NAME] | 678497.102333075 | -156964.3523644641 |  |  |  |  |  |  |  |  | 0 | 0 | 7.74319823 | 7.74319823 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 7.74319823 |  |  | ST-NENG-GAS | 7.74319823 |  |  | 7.74319823
ST-NY-GAS | PWR-NG-ST-NY | G_GUPTA_GAS | [NAME] | 81583.7724364139 | -5434.234174430298 |  |  |  |  |  |  |  |  | 0 | 0 | 7.7431981 | 7.7431981 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -17.36651751 | 0 | -9.623319409999997 |  |  | ST-NY-GAS | -9.623319409999997 |  |  | -9.623319409999997
MW-Coal book | PWR-COAL-MW | F_STURM_COAL | [NAME] | 592435.042658892 | -21235.60306599201 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 4.63333257 | 0.004352070000000094 | -2.30185503 | -2.29713321 | -6.10564852 | -3.04176296 | 20.42309078 | 11.3143757 | 177.0124768 | 0 | 188.3268525 |  |  | MW-Coal book | 188.3268525
LT-ERCOT-GAS | PWR-NG-LT-ERCOT | [NAME] | [NAME] | 912203.500876519 | -683617.899647741 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 29.39562844 | 97.24104853 | 84.40135121 | 81.51117829 | 167.90533368 | 80.95014325999999 | 113.16413078 | 654.56881419 | 694.6607008999999 | 0 | 1349.22951509 |  |  | LT-ERCOT-GAS | 1349.22951509 |  |  | 1349.22951509
ERCOT-OFF-GAS | PWR-NG-ERCT-OFF | E_SAIBA_GAS | [NAME] | 616916.670457285 | 145611.191932684 |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 | 35.27475409 | 36.34053574 | 18.41484023 | 17.78425705 | 36.63389102 | 17.66184947 | 53.87596296 | 215.98609056 | 0 | 0 | 215.98609056 |  |  | ERCOT-OFF-GAS | 215.98609056 |  |  | 215.98609056
Total Contracts | Total GAS |  |  |  |  | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | #REF! | 0 | -673.518082409946 | -2326.942327537769 | -3000.460409947715 | 548.2947652851598 | -1995.375258044634 | -595.7773734406778 | -292.4555188783842 | -289.8001663902415 | -482.0314875337534 | -1355.109814737527 | -4462.254853740056 | -3923.432289122705 | 511.6751923080051 | -10874.47236050247 |  |  | Totals | -8463.400804870002 | -18.40443221952615 | -2392.667123412944 | -11045.47603401247
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 171.00367351 | Coal Books Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | Crude Books Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -10874.47236050247 | tie to VAR report
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | Check