Spreadsheet: robin_rodrigue__33275__ngpl_1207
Sheet: Daily

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENRON CAPITAL & TRADE RESOURCES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY NATURAL GAS P&L STATEMENT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ($ in Thousands)
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-12-07 00:00:00
 |  |  |  |  |  |  |  |  |  | HIDE |  | HIDE |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  | HIDE | HIDE |  |  |  |  | HIDE | HIDE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Firm Trading | Firm Trading |  |  |  |  |  |  | US |  |  |  | Hub | Texas | East | West | Pipe |  |  | US | US TOTAL | Canadian | Canadian Gas | Canadian | Canadian | Canada | Denver | Denver |  | Gas | Other
 |  |  |  |  |  | EAST | VNG | CENT | CHICAGO | ARUBA | TEXAS | WEST |  | Transport |  | TRANSPORT | TOTAL |  | EAST | NY | CENT | CENT | TEXAS | TEXAS | GD OPTION | WEST | FT-Nwest | MGMT-West | TOTAL | Natural Gas | NYMEX | MGMT. | Gas | Gas | Gas | Gas | Options | Storage | Exec Spec | TOTAL | CASH, FIRM | Gas (C4) | (C4) | Gas | Gas | Short Term | Firm | Cash | CCT | Exec. | TOTAL |  | TOTAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cash |  |  |  |  |  |  |  |  |  |  |  | Firm | Price |  |  | Daily | Daily | Daily | Daily |  |  |  | FINANCIAL | FINANCIAL | (Can$) | (US$) | Firm | Total (US$) |  |  |  |  |  |  |  | GAS (in US$)
TRADER |  |  |  |  |  | [NAME] | Hendrickson | Shively | [NAME] |  | Martin | [NAME] |  |  |  | [NAME] |  |  | Brawner | McKay | Sturm | Menear | McClendon | Richardson | Keavey | Holst | Ermis | [NAME] |  |  | [NAME] | [NAME] | Keavey | Metz | Mullholland | [NAME] | May | Schwieger | Shankman |  |  | Mckay |  |  | Mckay | Mckay | Lucci | Lucci | [NAME] | Hannon
ORIGINATIONS |  |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
PHYSICAL TRADING:
 |  | INTRAMONTH HEDGE MANAGEMENT |  |  |  | #REF! |  | #REF! |  |  | -7355.3115 | -219845.8556013199 |  |  |  |  | #REF!
 |  | TRANSPORT |  |  |  | 2532.884 |  | -926.4424998 |  |  | 0 | 122195.0082646299 |  | 0 |  |  | 123801.4497648299
 |  | OMICRON |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 |  | STORAGE |  |  |  | -1760.850214 |  | 0 |  |  | 0 | 0 |  |  |  |  | -1760.850214
 |  | CASH DESK RESERVE |  |  |  | 0 |  | 0 |  |  | 120 | 0 |  |  |  |  | 120
 |  | MID-MKT ORIGINATIONS |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 95.945
 |  | AFFILIATE DEMAND CHARGE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | TOTAL PHYSICAL TRADING P/L |  |  |  |  | #REF! |  | #REF! |  |  | -7235.3115 | -97650.84733668994 |  | 0 |  |  | #REF!
FINANCIAL TRADING:
 |  | OPTIONS [NAME]
 |  | FINANCIAL HEDGE MANAGEMENT |  |  |  | 45.32436590000005 |  | #REF! |  |  | -3278.963 | -622.552 |  | 0 |  |  | #REF! |  | 6771.3518248
 |  | CHANGE IN PRICE PRUDENCE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN OTHER |  |  |  | 0.0184797 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0.0184797 |  | 1.0000241
 | TOTAL FINANCIAL TRADING P/L |  |  |  |  | 45.34284560000005 |  | #REF! |  |  | -3278.963 | -622.552 |  | 0 |  |  | #REF! |  | 6772.3518489
CANADIAN P/L W/O TRANS SHIFT IN US$
TRANSLATION SHIFT IN US$ (memo)
CANADIAN P/L NET OF TRANS SHIFT IN US$
TOTAL MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -10514.2745 | -98273.39933668994 |  | 0 |  |  | #REF! |  | 6868.2968489
 | ABOVE MKT ASSET TRANSFER |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | ENTEX OVERBURN/UNDERBURN |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 | AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
NET MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -10514.2745 | -98273.39933668994 |  | 0 |  |  | #REF! |  | 6868.2968489
NET MTD GAS TRADING |  |  |  |  |  | #REF! |  | #REF! |  |  | -10514.2745 | -98273.39933668994 |  | 0 | 0 |  | #REF! |  | 6772.3518489
DAILY CHANGE
PHYSICAL TRADING
 |  | CHANGE IN ACCRUED |  |  |  | 7285.606485734999 | 0 | 990.901955555649 | -203.163 | 0 | -69.82468739841507 | 0 |  |  |  |  | 8003.520753892233 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -2092.002320139336 |  |  |  | -2092.002320139336 | 5911.518433752897 |  |  |  |  | 1156.745931659628 |  | 27.8839433641418 |  |  | 1184.62987502377 |  | 7096.148308776667
 |  | CHANGE IN AFF DEMAN CHARGE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN MTM |  |  |  | -13212.516 | 0 | -7454.54283328621 | -741.591 | 0 | -281.9107666666666 | 0 |  |  |  |  | -21690.56059995288 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -60953.26998609951 |  |  |  | -60953.26998609951 | -82643.83058605238 |  |  |  |  | 6461.932072872482 |  | -725.747 |  |  | 5736.185072872482 |  | -76907.6455131799
 |  | OTHER CHANGES |  |  |  | 0 | 0 | 0 | 51.48525 | 0 | 0 | 0 |  | 0 |  |  | 51.48525 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 51.48525 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 51.48525
 |  | PHYSICAL TRADING P/L |  |  |  | -5926.909514265 | 0 | -6463.640877730561 | -893.2687500000001 | 0 | -351.7354540650817 | 0 |  | 0 |  |  | -13635.55459606065 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -63045.27230623885 |  |  |  | -63045.27230623885 | -76680.8269022995 |  |  |  |  | 7618.67800453211 |  | -697.8630566358581 |  |  | 6920.814947896252 |  | -69760.01195440323
TRANSPORT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 220.03 | 0 | 78.78797354838713 | 0.5 | 0 | 174.8897666666666 | 0 |  |  |  |  | 474.2077402150538 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 1074.892719999984 |  |  |  | 1074.892719999984 | 1549.100460215038 |  |  |  |  | 0 |  | 26.059 |  |  | 26.059 |  | 1575.159460215038
 |  | TRANSPORT EXPENSE/REV. |  |  |  | -130.889 | 0 | -126.3940147548387 | -11.775 | 0 | -90.92353333333332 | 0 |  |  |  |  | -359.981548088172 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -116.32648907 |  |  |  | -116.32648907 | -476.308037158172 |  |  |  |  | 0 |  | -3.438 |  |  | -3.438 |  | -479.746037158172
 |  | DEMAND CHARGES/REIMBURSEMENTS |  |  |  | -66.3710645161291 | 0 | -23.60965612903216 | 0 | 0 | 0 | 0 |  |  |  |  | -89.98072064516126 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -44.94130709677418 |  |  |  | -44.94130709677418 | -134.9220277419354 |  |  |  |  | 0 |  | -9.458744898438453e-14 |  |  | -9.458744898438453e-14 |  | -134.9220277419355
 |  | NET ACCRUAL |  |  |  | 22.76993548387092 | 0 | -71.21569733548372 | -11.275 | 0 | 83.96623333333329 | 0 |  |  |  |  | 24.24547148172056 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 913.6249238332098 |  |  |  | 913.6249238332098 | 937.8703953149303 |  |  |  |  | 0 |  | 22.62099999999991 |  |  | 22.62099999999991 |  | 960.4913953149302
 |  | TRANSPORT/BASIS RESERVE |  |  |  | -3065.34 | 0 | -1024.023883548387 | 124.611 | 0 | 246.4282333333334 | 0 |  |  |  |  | -3718.324650215054 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 13801.91415499996 |  |  |  | 13801.91415499996 | 10083.58950478491 |  |  |  |  | 0 |  | 747.681 |  |  | 747.681 |  | 10831.27050478491
 |  | CONTRACTED TRANSPORT EXP/REV. |  |  |  | 1007.176 | 0 | 157.3945529548387 | -3.129 | 0 | 102.4825333333332 | 0 |  |  |  |  | 1263.924086288172 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -223.2156377699998 |  |  |  | -223.2156377699998 | 1040.708448518172 |  |  |  |  | 0 |  | 2.908 |  |  | 2.908 |  | 1043.616448518172
 |  | EST. RESIDUAL TRANSPORT EXP/REV. |  |  |  | 66.37106451612897 | 0 | 23.60965612903237 | 0 | 0 | 0 | 0 |  |  |  |  | 89.98072064516134 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 7.416307096774167 |  |  |  | 7.416307096774167 | 97.3970277419355 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 97.3970277419355
 |  | CAPACITY HEDGES - PRICE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - BASIS |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - INDEX |  |  |  |  | 0 | 0 |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -52.086 |  |  |  | -52.086
 |  | LONG-TERM TRANSPORT |  |  |  | 1230 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 1230 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -988.345 |  |  |  | -988.345 | 241.655 |  |  |  |  |  |  | 0 |  |  | 0 |  | 241.655
 |  | LONG-TERM TRANSPORT HEDGES |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 988.345 |  |  |  | 988.345 | 988.345 |  |  |  |  |  |  | 0 |  |  | 0 |  | 988.345
 |  | LONG-TERM TRANSPORT MANAGED BY INTRAMONTH |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 16613.037 |  |  |  | 16613.037 | 16613.037 |  |  |  |  |  |  |  |  |  | 0 |  | 16613.037
 |  | INTRA-MONTH TRANSPORT HEDGES |  |  |  | 0 | 0 | 74.34 | 0 |  |  | 0 |  |  |  |  | 74.34 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 74.34 |  |  |  |  |  |  | 0 |  |  | 0 |  | 74.34
 |  | NET MTM |  |  |  | -761.7929354838711 | 0 | -768.6796744645161 | 121.482 | 0 | 348.9107666666666 | 0 |  | 0 |  |  | -1060.07984328172 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 30147.06582432674 |  |  |  | 30147.06582432674 | 29086.98598104502 |  |  |  |  | 0 |  | 750.589 |  |  | 750.589 |  | 29889.66098104502
 |  | DAILY TRANSPORT P/L |  |  |  | -739.0230000000003 | 0 | -839.8953717999998 | 110.207 | 0 | 432.877 | 0 |  | 0 |  |  | -1035.8343718 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 31060.69074815995 |  |  |  | 31060.69074815995 | 30024.85637635995 |  |  |  |  | 0 |  | 773.21 |  |  | 773.21 |  | 30798.06637635995
OMICRON |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE (In CPR) |  |  |  | 0 | 0 | -21.527 | 0 | 0 | 0 | 0 |  |  |  |  | -21.527 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -21.527 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -21.527
 |  | OPTION MTM VALUE (In CPR) |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET PHYSICAL P&L |  |  |  | 0 | 0 | -21.527 | 0 | 0 | 0 | 0 |  |  |  |  | -21.527 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -21.527 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | -21.527
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE |  |  |  | 0 | 0 | 21.712 | 0 | 0 | 0 | 0 |  |  |  |  | 21.712 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 21.712 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 21.712
 |  | OPTION MTM VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET FINANCIAL P&L |  |  |  | 0 | 0 | 21.712 | 0 | 0 | 0 | 0 |  |  |  |  | 21.712 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 21.712 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 21.712
 |  | NET OMICRON P/L |  |  |  | 0 | 0 | 0.1849999999999987 | 0 | 0 | 0 | 0 |  |  |  |  | 0.1849999999999987 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0.1849999999999987 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0.1849999999999987
STORAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | [NAME], FUEL, AND ROYALTIES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | NET ACCRUAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | PRICE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | BASIS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | DEMAND CHARGES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | 3RD PARTY REVENUE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | PHYSICAL COMMITMENT INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  | 0
DAILY STORAGE P/L |  |  |  |  |  | 14.34635700000101 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 14.34635700000101 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 14.34635700000101 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 14.34635700000101
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF!
CASH DESK RESERVE |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
ENTEX OVERBURN/UNDERBURN |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
FINANCIAL HEDGE MANAGEMENT
 |  | HEDGE MANAGEMENT:
 |  | NEW DEALS |  |  |  | -809.8401768 | 0 | 7301.2808776 | 694.9163488 | 0 | -876.7357626999999 | 0 |  | 0 |  | 0 | 6309.6212869 |  | -96.57431760000001 | -837.2019353999998 | 0 | 383.6641878999999 | 0 | 0 |  | -1857.1645337 | 228.8079424000001 | 5033.441376700001 | 2854.972720300001 | -48902.07749999999 | -48902.07749999999 | 0 | -860.3549853999999 | 285.9798854 | 0 | 3480.334488800001 | -3208.0897351 | -172.1219942000001 | 0 | -49376.3298405 | -40211.7358333 | 4458.33 | 2898.597323682447 | 0 | 2898.597323682447 |  | -4.1656986 | 0 | 0 |  | 2894.431625082448 |  | -37317.30420821755
 |  | CHANGE IN PRICE |  |  |  | 2743.435866599998 | 0 | 46.02238100000028 | -18.34839869999786 | 0 | -556.5043762 | 0 |  | 0 |  | -867.5071621999999 | 1347.0983105 |  | -1079.6310424 | -597.1899369999999 | 0 | -97.70593999999994 | -181.3197512000001 | 0 |  | -96.58449370000034 | 4323.835870299999 | -3511.743982800001 | -1240.339276800001 | -18926.36465836936 | -18926.36465836936 | 0 | -2923.8445386 | 391.7823497000011 | 0 | 54551.9325407 | 17877.6794628 | -755.5074900000001 | 0 | 50215.67766623065 | 50322.43669993065 | 810.186 | 521.3443618380144 | 0 | 521.3443618380144 | 2391.73773676542 | -28.1171055 | 0 | 0 |  | 2884.964993103434 |  | 53207.40169303409
 |  | CHANGE IN BASIS PRICE |  |  |  | -2352.8732688 | 0 | -9876.689538100001 | 43.35213669999993 | 0 | -83.04958509999999 | 0 |  | 0 |  | 433.0441344999999 | -11836.2161208 |  | -61.59833860000002 | -2990.010500199996 | 0 | -738.4226795000001 | -13.4248989 | 1.5e-06 |  | 2430.417109200003 | 3844.710213100001 | 11537.9473636 | 14009.61827020001 | 0 | 0 | 0 | -1965.5740737 | 404.2893898 | 0 | 9671.681803200003 | -18106.0094447 | -200.4214748 | 0 | -10196.0338002 | -8022.631650799987 | 761.85 | 501.0305051129498 | 0 | 501.0305051129498 | 0 | 356.5180156000001 | 0 | 0 |  | 857.5485207129498 |  | -7165.083130087038
 |  | CHANGE IN INDEX PRICE |  |  |  | 0.9156009999999368 | 0 | 1669.052253000001 | 39.8080945 | 0 | -1024.651 |  |  | 0 |  | 0 | 685.1249485000005 |  | 0 | 0.5008037999999942 | 0 | -550.2422531000001 | 0 | 0 |  | 0 | 0 | 0 | -549.7414493000001 | 0 | 0 | 0 | 0 | 0 | 0 | -602.575 | 0 | 0 | 0 | -602.575 | -467.1915007999996 | 0 | -0.1473372661662725 | 0 | -0.1473372661662725 |  | 0 | 0 | 0 |  | -0.1473372661662725 |  | -467.3388380661659
 |  | CHANGE IN GAS DAILY PRICE |  |  |  | -13.42406250000113 | 0 | 2837.520962699999 | 0 | 0 | -299.942 |  |  | 0 |  | 0 | 2524.154900199998 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 2245.0982233 | -23.8975 | 0 | 0 | 0 | 0 | 0 | 2221.2007233 | 4745.355623499998 | 0 | 0 | 0 | 0 | -4797.258334210782 | -231.1382192 | -64.025 | 0 |  | -5092.421553410782 |  | -347.0659299107838
 |  | CHANGE IN WEATHER HEDGE MANAGEMENT |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
 |  | CHANGE IN FOREIGN CURRENCY |  |  |  |  |  |  | 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 | 0 | -669.214 | -433.4034812230964 | 0 | -433.4034812230964 |  | 0 |  | 0 |  | -433.4034812230964 |  | -433.4034812230964
 |  | GAMMA |  |  |  | 0 | 0 | 31.8440095 | 0 |  | -0.008648599999999992 | 0 |  | 0 |  | -0.3783891999999996 | 31.4569717 |  | 0 | -0.03187159999999994 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.03187159999999994 | 327.1679200000005 | 327.1679200000005 | 0 | 6.478427499999991 | 0 | 0 | 0 | -94.37860480000006 | -287.4324536 | 0 | -48.16471089999959 | -16.7396107999996 | 13.394 | 7.965388050660142 | 0 | 7.965388050660142 |  | 0 |  | 0 |  | 7.965388050660142 |  | -8.774222749339451
 |  | VEGA |  |  |  | 0 | 0 | 0 | 0 |  | 0.3213944 | 0 |  | 0 |  | 0 | 0.3213944 |  | 0 | -1.713165499999999 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -1.713165499999999 | -4258.848350000001 | -4258.848350000001 | 0 | -21.38836309999991 | 0 | 0 | 0 | 1173.4402858 | 0 | 0 | -3106.796427300001 | -3108.188198400001 | 123.718 | 83.07692629649118 | 0 | 83.07692629649118 |  | 0 |  | 0 |  | 83.07692629649118 |  | -3025.11127210351
 |  | THETA |  |  |  | 0 | 0 | 0.02095669999999991 | 0 |  | -0.02676820000000001 | 0 |  | 0 |  | 0.5977898999999998 | 0.5919783999999997 |  | 0 | 0.2323965000000001 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.2323965000000001 | 1155.472939999999 | 1155.472939999999 | 0 | 2.2063906 | 0 | 0 | 0 | -221.0174992999999 | -1.646 | 0 | 935.0158312999996 | 935.8402061999997 | 23.385 | 14.90318290280781 | 0 | 14.90318290280781 |  | 0 |  | 0 |  | 14.90318290280781 |  | 950.7433891028073
 |  | OPTIONS VARIANCE |  |  |  | 0 |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | -2604.2594819 | -2604.2594819 | 0 | 45.65266 | 0 | 0 | 0 | 0 | 0 | 0 | -2558.6068219 | -2558.6068219 | 0 | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  | -2558.6068219
 |  | BROKER  FEES |  |  |  | 0 | 0 | 5.091 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 5.091 |  | -8.2 | 0 | 0 | -0.795 | 0 | 0 |  | -2 | 0 | 0 | -10.995 | -34.845 | -34.845 | 0 | 0 | 0 | 0 | 0 | -1.785 | 0 | 0 | -36.63 | -42.53399999999999 | -5 | -3.261998082392918 | 0 | -3.261998082392918 | 0 | 0 | 0 | 0 |  | -3.261998082392918 |  | -45.79599808239291
 |  | TOTAL HEDGE MANAGEMENT |  |  |  | -431.7860405000031 | 0 | 2014.142902399999 | 759.7281813000022 | 0 | -2840.5967464 | 0 |  | 0 |  | -434.243627 | -932.7553302000024 |  | -1246.0036986 | -4425.414209399997 | 0 | -1003.5016847 | -194.7446501000001 | 1.5e-06 | 0 | 474.6680818000023 | 8397.3540258 | 13059.6447575 | 15062.00262380001 | -73243.75413026934 | -73243.75413026934 | 0 | -3471.7262594 | 1058.154124900001 | 0 | 67101.3738327 | -2580.160535299999 | -1417.1294126 | 0 | -12553.24237996934 | 1576.00491363066 | 5516.649 | 3590.104871311716 | 0 | 3590.104871311716 | -2405.520597445362 | 93.09699230000007 | -64.025 | 0 | 0 | 1213.656266166352 |  | 2789.661179797018
CHANGE IN PRICE PRUDENCE |  |  |  |  |  | 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 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 0
OTHER CHANGES |  |  |  |  |  | -0.001231500000000002 | 0 | -5.250023499999999 | 0.001365800000000004 | 0 | -0.09068220000000003 | 0 |  | 0 |  | 0.0175873 | -5.322984099999999 |  | -0.03055710000000032 | -0.8729483 | 0 | -0.1509724 | 0.04851509999999998 | 0 |  | 0.6578169 | 0.8473559 | 1.760689599999999 | 2.259899699999999 | 0 | 0 | 0 | 0 | 0.1406068999999999 | 2.8e-06 | 1.298820800000001 | 0 | 0 | 0 | 1.439430500000001 | -1.623653899999999 | -57.694 | -37.21225047238124 | -0.021 | -37.23325047238124 | -814.3438207979497 | 0.06562079999999998 |  | 0 | 0 | -851.5114504703308 |  | -853.1351043703309
CHANGE IN CASH ORIGINATIONS |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
DAILY TRADING P/L & CASH ORIG |  |  |  |  |  | -7083.373429265002 | 0 | -5294.458370630562 | -23.33220289999784 | 0 | -2759.545882665082 | 0 | 0 | 0 | 0 | -434.2260397 | -15594.93592516065 |  | -1246.0342557 | -4426.287157699997 | 0 | -1003.6526571 | -194.6961350000001 | 1.5e-06 | 0 | 475.3258987000023 | 8398.201381699999 | 13061.4054471 | 15064.26252350001 | -73243.75413026934 | -73243.75413026934 | 0 | -3471.7262594 | 1058.294731800001 | 2.8e-06 | 35118.09109542111 | -2580.160535299999 | -1417.1294126 | 0 | -44536.38450754824 | -45067.05790920888 | 5458.955 | 3552.892620839335 | -0.021 | 3552.871620839334 | 4398.813586288798 | 93.16261310000007 | 11.32194336414179 | 0 | 0 | 8056.169763592274 |  | -37010.88814561661
AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  | 0 |  | 0
CHANGE IN ABOVE MARKET ASSET TRANSFER |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  |  |  |  | 0 | 0 |  |  |  | 0 |  | 0
DAILY TRADING P/L (excl. MM Orig.) |  |  |  |  |  | -7083.373429265002 | 0 | -5294.458370630562 | -23.33220289999784 | 0 | -2759.545882665082 | 0 | 0 | 0 | 0 | -434.2260397 | -15594.93592516065 |  | -1246.0342557 | -4426.287157699997 | 0 | -1003.6526571 | -194.6961350000001 | 1.5e-06 | 0 | 475.3258987000023 | 8398.201381699999 | 13061.4054471 | 15064.26252350001 | -73243.75413026934 | -73243.75413026934 | 0 | -3471.7262594 | 1058.294731800001 | 2.8e-06 | 35118.09109542111 | -2580.160535299999 | -1417.1294126 | 0 | -44536.38450754824 | -45067.05790920888 | 5458.955 | 3552.892620839335 | -0.021 | 3552.871620839334 | 4398.813586288798 | 93.16261310000007 | 11.32194336414179 | 0 | 0 | 8056.169763592274 |  | -37010.88814561661
CHANGE IN MM ORIG |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 27.022 | 0 | 0 | 0 | 0 | 0 | 27.022 | 0 | 11.275 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 11.275 | 38.297 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 38.297
DAILY TRADING P/L and MM Orig |  |  |  |  |  | -7083.373429265002 | 0 | -5294.458370630562 | -23.33220289999784 | 0 | -2759.545882665082 | 0 | 0 | 0 | 0 | -434.2260397 | -15594.93592516065 |  | -1246.0342557 | -4426.287157699997 | 0 | -1003.6526571 | -167.6741350000001 | 1.5e-06 | 0 | 475.3258987000023 | 8398.201381699999 | 13061.4054471 | 15091.28452350001 | -73243.75413026934 | -73232.47913026935 | 0 | -3471.7262594 | 1058.294731800001 | 2.8e-06 | 35118.09109542111 | -2580.160535299999 | -1417.1294126 | 0 | -44525.10950754824 | -45028.76090920888 | 5458.955 | 3552.892620839335 | -0.021 | 3552.871620839334 | 4398.813586288798 | 93.16261310000007 | 11.32194336414179 | 0 | 0 | 8056.169763592274 |  | -36972.59114561661
TRANSLATION SHIFT IN US$
CANADIAN P/L NET OF TRANS SHIFT IN US$
CHANGE IN ORIGINATION |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  | 0 | 0 | 0 | 0 | 134.677 | 0 | 0 | 0 | 0 |  | 134.677 |  | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 134.677 | 0 | 176.6772364635103 |  | 176.6772364635103 | 0 | 0 | 0 | 0 | 0 | 176.6772364635103 |  | 311.3542364635103
DAILY P/L |  |  |  |  |  | -7083.373429265002 | 0 | -5294.458370630562 | -23.33220289999784 | 0 | -2759.545882665082 | 0 | 0 | 0 | 0 | -434.2260397 | -15594.93592516065 |  | -1246.0342557 | -4426.287157699997 | 0 | -1003.6526571 | -32.99713500000004 | 1.5e-06 | 0 | 475.3258987000023 | 8398.201381699999 | 13061.4054471 | 15225.96152350001 |  | -73232.47913026935 | 0 | -3471.7262594 | 1058.294731800001 | 2.8e-06 | 35118.09109542111 | -2580.160535299999 | -1417.1294126 | 0 | -44525.10950754824 | -44894.08390920888 | 5458.955 | 3729.569857302845 | -0.021 | 3729.548857302845 | 4398.813586288798 | 93.16261310000007 | 11.32194336414179 | 0 | 0 | 8232.847000055785 |  | -36661.2369091531
TOTAL DAILY GAS TRADING P/L |  |  |  |  |  | -7083.373429265002 |  | -5294.458370630562 |  |  | -2759.545882665082 | 0 | 0 | 0 | 0 |  | -15594.93592516065 |  | -1246.0342557 | -4426.287157699997 | 0 |  |  |  | 0 | 475.3258987000023 |  | 13061.4054471 | 15225.96152350001 | 0 | -73232.47913026935 |  | -3471.7262594 |  |  |  | -2580.160535299999 | -1417.1294126 |  | -44525.10950754824 |  | 5458.955 | 3729.569857302845 | -0.021 | 3729.548857302845 | 4398.813586288798 |  | 11.32194336414179 |  | 0 | 8232.847000055785 |  | -36661.2369091531