Spreadsheet: sara_shackleton__36582__121201_Counterparty Exposure
Sheet: OVERVIEW SUMMARY

 |  |  |  |  |  |  |  |  |  |  |  |  | CONFIDENTIAL
SUMMARY OF COUNTERPARTY EXPOSURE REPORT
COUNTERPARTY SUMMARY IN EQUIVALENT USD
MTM VALUATION OF THE RATE AND CURRENCY BOOKS AS OF
2001-12-12 00:00:00
 | (NOTE:  DOES NOT INCLUDE LIQUIDATIONS NOT SETTLED PRIOR TO 12/12/2001)
RATE AND CURRENCY - INTERCOMPANY
Full Cpty Name | Short Cpty Name | Short Assets | Short Liabilities | Long Assets | Long Liabilities | Total |  | Short Cpty Name | Short Assets | Short Liabilities | Long Assets | Long Liabilities | Total
National Westminster Bank PLC | NATWEST Total | 191106598.1684141 | -205933689.5483788 | 1334062732.978585 | -1375611831.177375 | -56376189.57875473 |  | EPMI Total | 32560631.5093858 | -36699139.44 | 164577718.113906 | -184285373.75 | -23846163.566708
Merrill Lynch Capital Services Inc. | MERRILL CAPITAL Total | 379477490.1379834 | -402764747.5554916 | 1356710601.023169 | -1381205575.888615 | -47782232.28295432 |  | SUTTON BRIDGE Total | 26121603.683353 | -28146437.99 | 232592422.0570695 | -249774914.3 | -19207326.5495775
General Re Financial Products Corp | GENERAL_RE Total | 9554294.552043166 | -18638485.03269825 | 132678305.4923662 | -160121144.0965407 | -36527029.0848295 |  | ECTRIC-OIL Total | 63151586.8380495 | -68391946.447336 | 177800012.302094 | -191504951.9891935 | -18945299.29638599
Bank of Montreal | BK MONTREAL CAN Total | 531694973.1952872 | -548161037.9039168 | 400921343.7690046 | -417461686.1878066 | -33006407.12743192 |  | ENRON METALS Total | 701087902.7315336 | -718375551.9979411 | 293790046.8115442 | -294437772.2789649 | -17935374.73382739
DPLP Asset Monetization Trust 1 | DPLP Total | 0 | -2707681.78 | 0 | -21108002.61 | -23815684.39 |  | TEESIDE POWER Total | 19171959.521917 | -21119632.8 | 100681802.073339 | -114873537.27 | -16139408.47474399
JP Morgan & Company Inc. | JP MORGAN Total | 15067602.32604646 | -16332785.64566084 | 91862160.44683315 | -94193558.73835526 | -3596581.611136561 |  | WILTON TRUST Total | 10245535.377471 | -11322236.79 | 127865915.978198 | -140779738.34 | -13990523.774331
Banque National de Paris | BNP,NY Total | 571132.45 | -1707691.51 | 4751297.74 | -5897216.72 | -2282478.04 |  | ECT CAD C4 Total | 1160020241.658509 | -1164921836.729641 | 901255719.681553 | -905724389.907539 | -9370265.297118831
Citibank | CITIBANK Total | 123253809.8966562 | -125392962.1758646 | 75045199.29432474 | -75045194.1171923 | -2139147.10207599 |  | ECT OSLO Total | 141748638.2776531 | -141969818.6204202 | 82247251.64304073 | -90348644.65664308 | -8322573.356369197
Bank of America National Trust and Savings | BOFA Total | 22156890.46817671 | -22101211.0394235 | 137020403.893794 | -138558462.54365 | -1482379.221102491 |  | CASH6 Total | 7214751.9837435 | -7998852.08 | 38949582.577274 | -44010600.64 | -5845118.1589825
Deutsche Bank AG | DEUTSCHE BANK AG Total | 37851227.58268417 | -38966625.64 | 0 | 0 | -1115398.057315825 |  | ECTRIC-COAL Total | 139793930.9099815 | -142191577.449189 | 16495084.4172865 | -16788853.365704 | -2691415.487624999
National Australia Bank Limited | NAT AUST BK LMTD Total | 248766.94547312 | -582286.744987869 | 1274522.47477972 | -1611849.36151194 | -670846.686246967 |  | ECTRIC Total | 40580146.0749515 | -38771664.507551 | 451933404.526666 | -455003446.022699 | -1261559.9286325
National Australia Bank London | NAB LONDON Total | 2923033.2540165 | -2989862.38 | 0 | 0 | -66829.12598349992 |  | ERMS PROP Total | 10444110.312003 | -13223410.0666318 | 8383917.77501083 | -6798948.8953635 | -1194330.874981499
Northern Natural Gas | NNG Total | 747395.632741668 | -767818.97 | 0 | 0 | -20423.33725833194 |  | ECTRL-UK POWER Total | 130768299.064958 | -131532449.8632595 | 11637795.157163 | -11705413.3476285 | -831768.9887670099
European Powere Holdings | EUROPEAN POWER Total | 0 | 0 | 0 | 0 | 0 |  | ENA-LAVORATO Total | 22115341.3488178 | -23039977.1942896 | 2222386.57800296 | -2066641.72683133 | -768890.99430019
TMG Financial Products Inc. | TMG Total | 19072134.391342 | -19072134.391342 | 239948109.316557 | -239948109.302085 | 0.0144715 |  | ECTRL-CONTNL GAS Total | 206630644.338843 | -207302637.7400861 | 2045116.8499135 | -2016064.394644 | -642940.94597359
[NAME] | NESBITT BURNS - BMO Total | 633024051.444013 | -633024051.3901639 | 1031730203.115776 | -1031730203.146855 | 0.0227697484357043 |  | ENEE-PZ Total | 311581001.93 | -317433921.6521755 | 322854852.74 | -317212563.350105 | -210630.3322800398
Goldman Sachs & Co. | GOLDMAN SACHS Total | 299907457.7352629 | -299954608.3941227 | 2433421307.047714 | -2433350513.011903 | 23643.37695137739 |  | NEPCO Total | 14948935.8699755 | -15048416.5030515 | 913693.4484885 | -920904.6322335 | -106691.8168209996
Christiania Bank Og kreditkasse | CHRISTIANIA, OSLO Total | 1769767.466451599 | -1709069.162272064 | 140408.610569707 | -136574.767041 | 64532.14770824465 |  | ENRON WIND Total | 4398037.76 | -4484833.495548 | 0 | 0 | -86795.73554799985
Merrill Lynch International | MERRILL LYNCH Total | 141502181.7696339 | -142260424.0342008 | 318486544.5522643 | -316996627.6872585 | 731674.6004388332 |  | ECTRL-UKFRIC Total | 6478306.9578195 | -6557317.387104 | 0 | 0 | -79010.42928449996
Royal Bank of Scotland | [NAME] SCOT Total | 7581898.6295805 | -7599058.958794 | 29239575.9573155 | -28268178.3109495 | 954237.317152501 |  | ECTRIC  CRUDE Total | 929655.67 | -941840.614761 | 0 | 0 | -12184.94476099999
Barclays Bank PLC | BARCLAYS Total | 689615019.5030761 | -679714707.2200192 | 528262258.327603 | -536892381.8329315 | 1270188.777728238 |  | ECTRIC PLASTICS Total | 234850.052763 | -239522.95 | 0 | 0 | -4672.897236999997
Canadian Imperial Bank of Commerce | CIBC Total | 151594313.7813316 | -151523733.614271 | 37529228.29472991 | -36205116.4630111 | 1394691.998779364 |  | ECT EUROPE INC Total | 0 | 0 | 0 | 0 | 0
Toronto Dominion Bank | TORDOM,NY Total | 212878340.5890742 | -211228825.871484 | 0 | 0 | 1649514.717590004 |  | TP-WEST Total | 3782601.74385391 | -3782601.74385391 | 19277068.4623075 | -19277068.4623075 | 0
UBS AG | UBS Total | 200668833.8679134 | -203388828.3582185 | 303628707.5250393 | -299253330.0663771 | 1655382.968357133 |  | ENEE - CREDIT Total | 5668199.64 | -5668199.65 | 101253996.64 | -101253996.62 | 0.01
Credit Suisse First Boston | CSFB Total | 47450959.52229179 | -43142808.43416131 | 7322099.07931391 | -9724410.0736141 | 1905840.09383043 |  | ECTRL-CSS Total | 3277613.294168 | -3273647.3361785 | 0 | 0 | 3965.9579895
Swiss Re Financial Products Corp. | SWISS RE Total | 5561036.43 | -2215934.33 | 5489920.32 | -4864535.97 | 3970486.45 |  | ECR Total | 846537.49 | -839817.39 | 433475.48 | -435969.85 | 4225.73
Skandinaviska [NAME] | SEB Total | 146031539.0459302 | -144225152.842374 | 16756941.70967764 | -13626958.80863586 | 4936369.104597964 |  | ENRON JAPAN Total | 472573.219125233 | -467987.665810784 | 19.3436076225189 | -17.9408105859514 | 4586.956111485302
J. Aron & Co. | J. ARON & CO. Total | 379613902.3032964 | -376254742.7712448 | 149967059.6782966 | -148340226.3598009 | 4985992.85054782 |  | ENRONCAPTRA Total | 3291.58 | 0 | 2138.77 | 0 | 5430.35
Royal Bank of Canada | ROYALBANKCAN Total | 134006287.0788124 | -125769725.7528222 | 299112109.7446737 | -295166744.9431564 | 12181926.1275074 |  | ECTRIC FREIGHT Total | 325700.57 | -317375.55612 | 0 | 0 | 8325.013879999984
Westdeutsche Landesbank Girozentrale | WEST LB Total | 58689691.01696 | -63960849.01680051 | 1092212267.944094 | -1073909499.909516 | 13031610.034737 |  | ECTRL-EIM PAPER Total | 666138.3543199999 | -661891.3479342 | 110668.976223 | -106475.88 | 8440.102608800007
Goldman Sachs Capital Markets, L.P | GOLDMAN CAPTL MRKTS Total | 361658561.2739864 | -341705136.0085591 | 1998943619.021538 | -1975141831.77436 | 43755212.51260564 |  | ENRON_EUROPE_LMT. Total | 5680832.4616085 | -5650890.2054685 | 0 | 0 | 29942.25614000019
Chase Manhattan Bank | CHASE Total | 2007497035.678458 | -1991244709.678876 | 1176525802.45087 | -1139044165.159614 | 53733963.29083777 |  | ERMS EOL Total | 998915.41 | -967911.269314264 | 0 | 0 | 31004.14068573609
 |  |  |  |  |  |  |  | EGSC Total | 44493.0660196654 | -14026.9122717405 | 20363.4146341463 | -11861.2884689056 | 38968.2799131656
 |  |  |  |  |  |  |  | ECT CAD-EOL Total | 75608495.44661221 | -75563614.6970272 | 0 | 0 | 44880.7495849828
 |  |  |  |  |  |  |  | ENRON MTL RECYC Total | 17349891.870446 | -17286754.1630325 | 0 | 0 | 63137.70741350017
 |  |  |  |  |  |  |  | STAR VPP Total | 126071.03 | -51287.07 | 283136.39 | -276649.88 | 81270.47
 |  |  |  |  |  |  |  | IMWEST-CAD Total | 13149509.5179581 | -13037019.03274294 | 0 | 0 | 112490.4852151703
 |  |  |  |  |  |  |  | DAKOTA Total | 221214.07 | -95589.96 | 188375.01 | -160378.8 | 153620.32
 |  |  |  |  |  |  |  | ECC-CANADA-POWER Total | 997225120.1016219 | -994136801.0221937 | 220779712.4746124 | -223615372.962463 | 252658.591577407
 |  |  |  |  |  |  |  | ECHO Total | 315628.5 | -131347.44 | 731872.97 | -566981.65 | 349172.38
 |  |  |  |  |  |  |  | ECTRL-EIM STEEL Total | 39795897.9421535 | -39329965.7301095 | 0 | 0 | 465932.2120440006
 |  |  |  |  |  |  |  | ECT CAD P# Total | 22808731.1 | -22286929.0959009 | 4933520.87 | -4824594.02375176 | 630728.8503472991
 |  |  |  |  |  |  |  | ECT CAD-OPTIONS Total | 127213508.9476184 | -127616616.4815298 | 106647454.4824275 | -105525121.0727736 | 719225.8757425286
 |  |  |  |  |  |  |  | ECTRL-CONTL POWER Total | 106874778.0394177 | -103258426.6684483 | 6210391.250190627 | -9009410.5792505 | 817332.0419094656
 |  |  |  |  |  |  |  | ECT EUROPE ACCTING Total | 54494906.2190805 | -53663043.78 | 0 | 0 | 831862.4390804991
 |  |  |  |  |  |  |  | ETOL Total | 8263320.333206 | -6831749.9883185 | 22996348.8904755 | -22687088.405896 | 1740830.829467
 |  |  |  |  |  |  |  | BRAZOS Total | 3713220.37 | -1975903.58 | 1960111.26 | -1712166.02 | 1985262.03
 |  |  |  |  |  |  |  | [NAME] Total | 3339143.85 | -1114984.59 | 2619683.03 | -1832945.12 | 3010897.17
 |  |  |  |  |  |  |  | ENRON CORP Total | 364991389.134128 | -412201644.6051275 | 843114576.5991061 | -791570837.8300891 | 4333483.298018027
 |  |  |  |  |  |  |  | ECT CAD C5 Total | 15211517.88 | -13995602.0112374 | 42914524.95 | -39649000.0063849 | 4481440.812377699
 |  |  |  |  |  |  |  | ERMS NONAFF Total | 163400799.6071835 | -150551291.500891 | 86894462.96294619 | -95239593.09501085 | 4504377.974227867
 |  |  |  |  |  |  |  | EES Total | 3810566.82 | -1652518.16 | 80560427.26 | -76940901.26 | 5777574.66
 |  |  |  |  |  |  |  | ENA POWER EAST Total | 5785134.29 | -2241789.79 | 18379883.32 | -15849312.3 | 6073915.52
 |  |  |  |  |  |  |  | ECT CANADA Total | 7305968.56 | -6416108.95160261 | 51076344.84 | -45150616.792236 | 6815587.656161398
 |  |  |  |  |  |  |  | ECT CAD (PAPERCHASE) Total | 99025626.05 | -96644241.2016345 | 332500168.38 | -326849950.919423 | 8031602.308943033
 | SUMMARY |  |  |  |  |  |  | ECT MERCHANT ASSETS Total | 10246990.49 | -4004686.26 | 25310645.48 | -23488244.93 | 8064704.78
 | TOTAL EXTERNAL |  |  |  |  |  |  | ERMS AFF Total | 1226297743.919078 | -1222973094.831238 | 334470226.0700001 | -327710064.8275827 | 10084810.33025761
 | TOTAL INTERNAL |  |  |  |  |  |  | JEDI II Total | 11742094.84 | -4541409.64 | 38183404.26 | -35286454.98 | 10097634.48
 | GRAND TOTAL |  |  |  |  |  |  | ERMS PAPER Total | 70700875.107303 | -63251163.0515382 | 135097451.05 | -119944447.3438122 | 22602715.76195249