Spreadsheet: kam_keiser__17773__May 2001 Rpt PMA Log Book Admin TNM
Sheet: Sheet1

May 2001 Risk PMA Log
Book Admin | Bookcode | Month | Code | Type | Description | Risk
[NAME] | East Gas Daily | Apr | RM | E | [NAME] | -0.3199999999999932
 |  | Apr | RM | E | Risk to adjust and value deal#NX1468.1 Inv#01043063 for Reliant Energy Services, Inc. | -89946.5
 |  | Feb | RM | E | Accounting to book QM5630.1 for (39,748.50). Remaining (87.60) due to rounding | 87.6
 |  | Feb | RM | E | [NAME] | 66
 |  | Feb | RM | E | Third Party [NAME] | -1.070000000006985
 |  | Feb | RM | E | [NAME] | -60
 |  | Jan | RM | E | Risk to book deal NX1468.1 | 554925
 |  | Mar | RM | E | [NAME] | 77
 |  | Mar | RM | E | Third Party [NAME] | 18.11999999993714
 |  | Mar | RM | E | [NAME] | -7.02
 |  | Mar | RM | E | Adjust HEHUB Price. S/b 5.6513, not5.6512 for Sempra Energy Trading | -280
 |  | Mar | RM | E | Acctg to adjust HEHUB price. S/b 5.6513, not 5.6512 | -196
 |  | Mar | RM | E | [NAME] | -70
 |  | May | RM | E | Third Party [NAME] | 0.7099999999627471
 |  | May | RM | E | [NAME] | 324.95
[NAME] | Firm Trade - Ontario Central (G1-G5, 47) | Apr | RM | E | Delete Q11060.3.  This is a 4-legged deal valued correctly in liquidations file with leg 1 & 2.  See invoice 01042989 with AEP Energy Services, Inc. | 3487.5
 |  | Feb | RM | E | Diff 310: TAGG shows Q20789.1 for 271,265.52 with a fixed rate of 9.978, s/b 9.98 for a value of 270,955.52 on inv. 01021786 / Balance of Diff 20,150 is NO1348.1 TAGG shows a value of 20,150, settlements booked NO1348.2 Risk to delete leg 1 for BP Amoco C | -20460
 |  | Jan | RM | E | Net (1,690,264.92) with El Paso Merchant Energy - Gas, L.P. (same PC).  [NAME] of 22,940: after netting with El Paso Merchant Energy Gas LP is Q25419.3 on Inv. 01011521.  Accounting to change fixed rate from 6.3375 to 6.2635 changing value from 76,725 to 5 | -22940
 |  | Jan | RM | E | Risk to adjust on deal # Q51600.1 fixed rate incorrect - didn't capture the spread of .27  s/b 6.286 not 6.545 for Phibro Inc. | -245985
 |  | Jan | RM | E | Risk to adjust float rate to 6.18 for Q80280.1 (should settle at $3,565.00, not $-1,773,045.00; diff of $1,776,610.00).  Accounting also to book Q4826.2 for $-36,890.00 for WPS Energy Services | 1739720
 |  | Jan | RM | E | See offset under Duke Energy Trading and Marke; Accounting to value Deal QB4287, QB6007, Q68358.1, and Q60867.1  using Float Price $6.18 and Fixed Price $6.176, $6.151, $6.2185, and $6.2135 respectively.  Accounting to add Deal NS 8764.1.2 and NZ9269.1 | -730877.92
 |  | Jan | RM | E | [NAME] | 0.45
 |  | Jan | RM | E | See offset under Duke Energy Trading and Marketing LLC; Accounting to value Deal QB4287, QB6007, Q68358.1, and Q60867.1  using Float Price $6.18 and Fixed Price $6.176, $6.151, $6.2185, and $6.2135 respectively.   Accounting to add Deal NS8764.1.2 and NZ9 | 29212.92
 |  | May | RM | E | Risk to adjust price for MICH_CG_GD from 5.66 to 5.67 per price change for Energy USA-TPC Corp. | -7500
 |  | May | RM | E | Risk to adjust price for MICH_CG_GD from 5.66 to 5.67 per price change for WPS Energy Services, Inc. | 14515.2
 |  | May | RM | E | Risk to adjust price for MICH_CG_GD from 5.66 to 5.67 per price change for Coral Energy Holding, L.P. | -4500
 |  | May | RM | E | [NAME] settled at $5.67 not $5.66 for a float price - deal #'s EL4701.1, QL4565.1, QQ8675.1, QU9403.1 and QX8253.1 causing a variance of $3,750.00 for BNP Paribas | -3750
 |  | May | RM | E | deals on inv 0105644 with mich_cg_gd pricing s/b 5.67 instead of 5.66 for Aquila Risk Management Co | -1500
 |  | May | RM | E | Reporting to change price for MICH_CG_GD from 5.66 to 5.67 per price change for AEP Energy Services | 21000
 |  | May | RM | E | Third Party [NAME] FS | -0.47
 |  | May | RM | E | [NAME] Fees | -3461
 |  | May | RM | E | [NAME] | -413.05
 |  | May | RM | E | Risk to adjust - Float price should be $5.67 not 5.66 for deal # [NAME] and QM6372.1 creating a variance of $1,500.00 - see invoice # 0105677 for details for Cinergy Marketing & Trading | -1500
 |  | May | RM | E | [NAME] | 4.3
 |  | May | RM | E | Risk to adjust deals @ mich-con index- correct price is 5.67 for CMS Marketing, Services | -43500
 |  | May | RM | E | Risk to adjust float rate for deals ER8190.1 and Q16222.1 float should be $5.67.  Deal Er8190.1 settled for $(40,050)  TAGG shows $(37,050) Deal Q16222.1 settled for $(37,800) TAGG shows $(34,800) for PG&E Energy Trading | -6000
 |  | May | RM | E | pricing for deals qz4871.1; qu6421; are priced at 5.66 for acct; 5.67 for settlements; risk to adjust for Noble Gas Marketing Inc. | 750
 |  | May | RM | E | 0101 Canada Liquidations Revised | -72174
 |  | May | RM | E | Risk to adjust MICH_CG_GD float rate from 5.66 to 5.67 (price change).  QU4592.1 should settle for <960.00>, not <360.00> & V00383.1 should settle for <300.00> not 2,700.00.  See invoice 0105686 for CoEnergy Trading Company | -3600
 |  | May | RM | E | On inv 0105707 deals with mich_cg_gd pricing s/b 5.67 instead of 5.66; risk needs to adjust for El Paso Merchant Energy | 64500
 |  | May | RM | E | [NAME] | 65.28
 |  | May | RM | E | Risk to adjust - float rate should be 5.67 not 5.66 for deal #s NF4097.1 and QA00451.1 creating a variance of $4,500.00- see invoice # 0105784 for details for Nexen Marketing | -4500
 |  | May | RM | E | Risk to adjust price for MICH_CG_GD from 5.66 to 5.67 per price change for Virginia Power Energy Marketing | -21000
 |  | May | RM | E | Risk to adjust float rate on deal QZ1684.1 settled on invoice 0105793.  [NAME] settled at 5.67 for settlement of ($27,900) for ONEOK Energy Marketing | -1500
 |  | May | RM | E | TAGG has incorrect Float rate booked for deals NR3069.1, NU8181.1, NY6520.1, NY7924.1, NY7940.1, Q16263.1, and QG4123.1 Float rate should be $5.67.  Net difference totals (12,000).   TAGG shows incorrect values for deals V35502.2, V35881.2, V40561.2, V445 | 50150
 |  | May | RM | E | Risk to adjust deal#s NY6518.1,QG8326.1,QS4294.1,QT1747.1,QT2441.1,QT2511.1,QT2708.1,QW9459.1,QX3164.1,QZ1442.1 Inv#0105811 for price changes on MICH_CG-GD for Reliant Energy Services | 7500
 |  | May | RM | E | Risk to adjust price for MICH_CG_GD from 5.66 to 5.67 per price change for Sempra Energy Trading Corp. | -6000
 |  | May | RM | E | Risk to revalue deal QY1944/QZ6296 using corrrect MichCon float price(5.67) for Texaco Natural Gas Inc. | -1500
 |  | May | RM | E | Risk to revalue deal#s N23391.1,NY7938.1,QD5295.1 Inv#0105840 for TXU Energy Trading Company for price change in MICH_CG-GD | 4500
 |  | May | RM | E | Risk to adjust - Float price for the following trades should be 5.67 and fixed prices are:  deal # N99960.1 $5.484; NB9448.1 $5.494; QG7986.1 $5.604; QM1727.1 $5.624 and QT7549.1 $5.6065 for a difference of $7,500.00 - see invoice #0105779 for details for | -7500
 |  | May | RM | E | Risk to adjust for Deal QU7964.1 with Sithe per Jim Little | -284808
[NAME] | FT CENT | Apr | RM | E | Third Party [NAME] FS | -0.110000000007858
 |  | Apr | RM | E | Revalue Float prices for Deal QV1740 (s/b5.1381) and QU0154(s/b 5.0585)-Invoice 01043035 for Koch Midstream Services Company | -377
 |  | Apr | RM | E | [NAME] | 160.27
 |  | Feb | RM | E | [NAME] | -0.2399999999999949
 |  | Jan | RM | E | [NAME] | -0.2099999999999937
 |  | May | RM | E | Third Party [NAME] FS | -0.05999999999767169
 |  | May | RM | E | Deal QO5713.1 s/b -900000mm per confirm; TAGG has-300000mm; | 209745
 |  | May | RM | E | [NAME] | -14.92
[NAME] | FT East | Apr | RM | E | [NAME] | 3.57
 |  | Apr | RM | E | Third Party [NAME] FS | -0.07000000002153683
 |  | Apr | RM | E | [NAME] | 46.5
 |  | May | RM | E | [NAME] | 4.16
 |  | May | RM | E | [NAME] Fees | -7460
 |  | May | RM | E | [NAME] | -5.26
 |  | May | RM | E | Third Party [NAME] FS | 0.1299999999991996
[NAME] | FT New York | Apr | RM | E | Third Party [NAME] FS | -0.9500000000407454
 |  | Apr | RM | E | Revalue EOL [NAME] trades; Q08950,Q08952,Q09723,Q09724,Q62826,Q62832-Invoice 01043021 for Dynegy Marketing and Trade | 11997.04
 |  | Apr | RM | E | Incorrect fixed and float prices on deal # [NAME] fixed should be 5.5455 not 4.998 and float should be 5.39 not 4.998 for Mirant Americas Energy Market | 387.5
 |  | May | RM | E | Pricing Differences - See Recon Detail | 22980.04
[NAME] | FT North West | Apr | RM | E | Quantity Change Deal#QJ9090.1 from 15,000 to 150,000 for Bank One, National Association | -77220
 |  | Apr | RM | E | Deal QN4899.1 for 21,235 was added to inv. 01041057; Acct. is missing trade. For BP Amoco Corporation | 21235
 |  | May | RM | E | [NAME] Fees | -5371
 |  | May | RM | E | [NAME] | 8.12
 |  | May | RM | E | Third Party [NAME] | 0.2399999999988722
[NAME] | FT Texas | Apr | RM | E | Adjust deal #[NAME] with Mirant Americas Energy Market for (19,220) on invoice #01041404 | -19220
 |  | Apr | RM | E | [NAME] | 283.1
 |  | Apr | RM | E | Misc Broker Fees & Rounding | -416
 |  | Apr | RM | E | Third Party [NAME] FS | -0.290000000022701
 |  | Apr | RM | E | [NAME] on Roll 1 - ask [NAME] | 266
 |  | Jan | RM | E | [NAME] Settlements | -0.05
 |  | May | RM | E | Misc. Rounding | -252.8
 |  | May | RM | E | Misc Broker Fees & Rounding | -1710
 |  | May | RM | E | Third Party [NAME] FS | 0.09999999999854481
[NAME] | FT Texas New | May | RM | E | Risk to value Deal#NW7800.1 Inv.#0105704 | -10650
[NAME] | FT VIRGINIA (88) | 2000 | RM | E | Basis Swaps not liquidating | 717015
 |  | Apr | RM | E | [NAME] | -21.21
 |  | Mar | RM | E | Rate variance on index IF-VNG-CG (see ZC MAR01 w/s) | -320645.92
 |  | May | RM | E | Suppose to take out of DPR since no TAGG liquidations | -453.12
 |  | May | RM | E | [NAME] | 1.76
 |  | May | RM | E | [NAME] | -0.02
[NAME] Rourke | FT West | Apr | RM | E | Third Party [NAME] FS | 0.3300000000745058
 |  | Feb | RM | E | Risk to adjust deal QH0070 using float price of 16.34 | -2511
 |  | May | RM | E | Rounding - Financial Settlements | 45
 |  | May | RM | E | [NAME] | 76.39
 |  | May | RM | E | Deal QW4718.1 s/b NX3 instead of NX1 for J. Aron & Company | 8745
 |  | May | RM | E | Third Party [NAME] FS | 0.4700000000011642
 |  | May | RM | E | Misc Broker Fees & Rounding | -9138
 |  | May | RM | E | Liquidations incorrect for unwind of dealsNB6076.1 and [NAME] net difference in settlement of deals is $9,750 | 5850
[NAME] | GD Central | Apr | RM | E | Acctg to delete - Deal QO9630 killed with Cross Timbers Oil Company | -58590
 |  | Apr | RM | E | Acct. shows incorrect float rate for deal QT447.1.  Acct has float rate of 4.965 and deal settled with a float of 4.81.  Acct. shows $57,970 and Settlements shows 9,920. | -48050
 |  | Apr | RM | E | Third Party [NAME] FS | -0.4199999999982538
 |  | May | RM | E | Revised Third Party Liquidations for Canada 0301 | -13240.04
 |  | May | RM | E | Third Party [NAME] FS | 1.250000000003638
 |  | May | RM | E | [NAME] | 374.17
 |  | May | RM | E | Acct. to adjust deals V35497.1, V35884.1, and V46466.1 Net difference in settlement is (25,950) | -25950
 |  | May | RM | E | [NAME] Fees | -3037
 |  | May | RM | E | Difference between Post ID 1156194 and DPR | -163439
 |  | May | RM | E | No liquidations for 4T | -207786.7
[NAME] | GD Market | Jan | RM | E | Risk to adjust for deals [NAME] and N07729.1 for Baltimore Gas and Electric Company | -12000
 |  | May | RM | E | Misc. Rounding | 0.47
Anne Bike | GD New | Apr | RM | E | Third Party [NAME] FS | -0.500000000174623
 |  | Apr | RM | E | TAGG shows an incorrect fixed rate for deal QT5511.1.  The correct Fixed rate is 5.075 as settled on invoice 01042998. TAGG shows -.045. For BP Amoco Corporation | -1587200
 |  | May | RM | E | Difference between Post ID value for 1157277 | -14312
 |  | May | RM | E | Difference due to Canadian conversion for El Paso Merchant Energy | 23194.05
 |  | May | RM | E | deals v45177.1&2; v50555.1&2; option premium inv01051267, 01051317 for Bridgeline Gas Marketing | -223200
 |  | May | RM | E | Third Party [NAME] FS | 0.2399999995250255
 |  | May | RM | E | [NAME] Fees | 307
 |  | May | RM | E | Difference between Post ID value for 1157275 | 18
 |  | May | RM | E | [NAME] | -215.83
[NAME] | GD Texas | Apr | RM | E | [NAME] Fees | 839
 |  | Apr | RM | E | Third Party [NAME] FS | 0.08999999999991815
 |  | Apr | RM | E | [NAME] | 0.64
 |  | Jan | RM | E | Risk to reverse position for Q54217.2 (from buy to sell) per [NAME].  This deal will be changed in TAGG. For [NAME], S.A. de C.V. | -10880
 |  | Jan | RM | E | Risk to adjust Deal Q54271 with ENA as seller vs buyer | -4080
 |  | Mar | RM | E | Risk to adjust deal#QO0348.1 [NAME] for e prime, inc. | -0.01000000000021828
 |  | May | RM | E | [NAME] | 0.65
 |  | May | RM | E | Roll 3 LTD liquidations is not the same as the rollforward | 22575
 |  | May | RM | E | [NAME] Fees | -1555
 |  | May | RM | E | Third Party [NAME] FS | 0.06000000000130967