Spreadsheet: frank_ermis__11144__11_01_01
Sheet: Export

Broker Report for 11/01/2001
[NAME] | [NAME] | Deal No. | Originator | Broker | Type | Deal Date | Status | Brk | Stmt | CP | Trd | Retro | Quantity | Comm | Delivery Ref | Index | Beg Date | End Date | N | Premium | Price | Broker Fee
AEP Energy Services  Inc. | Enron North America Corp. | [NAME] |  | APB | Swap | 2001-11-01 00:00:00 | New deal | Yes | Yes | No | No | N | 30000 MMBtu/day | NG | IF-ELPO/PERMIAN | NX1 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | F |  | US -0.2150 | 232.5
Enron North America Corp. | Mirant Americas Energy Marketing  L.P. | YG3726.1 |  | Prebon Yaman | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 10000 MMBtu/day | NG | IF-ELPO/PERMIAN | NX1 | 2002-04-01 00:00:00 | 2002-10-31 00:00:00 | F |  | US -0.1375 | 535
AEP Energy Services  Inc. | Enron North America Corp. | YG5193.1 |  | APB | Swap | 2001-11-01 00:00:00 | New deal | Yes | Yes | No | No | N | 20000 MMBtu/day | NG | IF-ELPO/PERMIAN | NX1 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | F |  | US -0.2300 | 155
Sempra Energy Trading Corp. | Enron North America Corp. | YG4455.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 10000 MMBtu/day | NG | IF-ELPO/SJ | NX1 | 2001-12-01 00:00:00 | 2002-03-31 00:00:00 | F |  | US -0.3000 | 302.5
Enron North America Corp. | Morgan Stanley Capital Group Inc. | YG4501.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | No | No | No | N | 5000 [NAME]/day | NG | IF-ELPO/SJ | NX1 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | F |  | US -0.2000 | 188.75
Morgan Stanley Capital Group Inc. | Enron North America Corp. | YG4491.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | ANE | No | No | N | 5000 [NAME]/day | NG | IF-NWPL_ROCKY_M | NX1 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | F |  | US -0.2850 | 188.75
Cinergy Marketing & Trading  LLC | Enron North America Corp. | YG5495.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 5000 [NAME]/day | NG | IF-NWPL_ROCKY_M | NX1 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | F |  | US -0.2800 | 188.75
Cinergy Marketing & Trading  LLC | Enron North America Corp. | YG5500.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | No | No | No | N | 5000 [NAME]/day | NG | IF-NWPL_ROCKY_M | NX1 | 2003-04-01 00:00:00 | 2003-10-31 00:00:00 | F |  | US -0.4500 | 267.5
Bank of America  National Association | Enron North America Corp. | YG5503.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 5000 [NAME]/day | NG | IF-NWPL_ROCKY_M | NX1 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | F |  | US -0.2800 | 188.75
Enron North America Corp. | Dynegy Marketing and Trade | [NAME] |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 5000 [NAME]/day | NG | IF-NWPL_ROCKY_M | NX1 | 2003-04-01 00:00:00 | 2003-10-31 00:00:00 | F |  | US -0.4550 | 267.5
Enron North America Corp. | Dynegy Marketing and Trade | YG4444.1 | [NAME] | [NAME] | Swap | 2001-11-01 00:00:00 | New deal | No | ANE | No | No | N | 20000 MMBtu/day | NG | NGI-PGE/CG | NX1 | 2002-03-01 00:00:00 | 2002-03-31 00:00:00 | F |  | US 0.06000 | 155
Enron North America Corp. | Cinergy Marketing & Trading  LLC | YG4486.1 | [NAME] | [NAME] | Swap | 2001-11-01 00:00:00 | New deal | No | ANE | No | No | N | 10000 MMBtu/day | NG | NGI-PGE/CG | NX1 | 2002-03-01 00:00:00 | 2002-03-31 00:00:00 | F |  | US 0.06000 | 77.5
Enron North America Corp. | BP Corporation North America Inc. | YG4504.1 | [NAME] | [NAME] | Swap | 2001-11-01 00:00:00 | New deal | No | ANE | No | No | N | 10000 MMBtu/day | NG | NGI-PGE/CG | NX1 | 2002-03-01 00:00:00 | 2002-03-31 00:00:00 | F |  | US 0.06000 | 77.5
Dynegy Marketing and Trade | Enron North America Corp. | YG4903.1 | May [NAME] | Prebon Yaman | OPT/Call | 2001-11-01 00:00:00 | New deal | No | AE | No | No | N | 1000000 MMBtu/month | NG | NGI-SOCAL | NX1 | 2002-01-31 00:00:00 | 2002-03-31 00:00:00 | F | 0.05 | US 1.00000 | 1500
AEP Energy Services  Inc. | Enron North America Corp. | YG5499.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 5000 [NAME]/day | NG | NGI-SOCAL | NX1 | 2002-04-01 00:00:00 | 2002-10-31 00:00:00 | F |  | US 0.13500 | 267.5
Dynegy Marketing and Trade | Enron North America Corp. | YG5508.1 |  | Amerex USA J | Swap | 2001-11-01 00:00:00 | New deal | No | ANE | No | No | N | 10000 MMBtu/day | NG | NGI-SOCAL | NX1 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 | F |  | US 0.09000 | 75
Dynegy Marketing and Trade | Enron North America Corp. | YG5517.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 5000 [NAME]/day | NG | NGI-SOCAL | NX1 | 2002-04-01 00:00:00 | 2002-06-30 00:00:00 | F |  | US 0.05000 | 113.75
Enron North America Corp. | AEP Energy Services  Inc. | YG5520.1 |  | TFS Energy | Swap | 2001-11-01 00:00:00 | New deal | No | Yes | No | No | N | 5000 [NAME]/day | NG | NGI-SOCAL | NX1 | 2002-04-01 00:00:00 | 2002-10-31 00:00:00 | F |  | US 0.13000 | 267.5
Enron North America Corp. | Dynegy Marketing and Trade | YG5521.1 |  | Amerex USA J | Swap | 2001-11-01 00:00:00 | New deal | No | ANE | No | No | N | 10000 MMBtu/day | NG | NGI-SOCAL | NX1 | 2002-03-01 00:00:00 | 2002-03-31 00:00:00 | F |  | US -0.0600 | 77.5