Spreadsheet: rick_buy__32785__DPR9-14 Adj
Sheet: Sheet1

DAILY POSITION REPORT
by BUSINESS UNIT - DESK
AS OF 9/14/01
PRELIMINARY
 |  |  |  | Net Open Position |  |  |  | Maturity Gap Risk |  |  | Value At Risk |  |  | Profit & Loss |  |  |  |  | Release of | Daily P&L | 5-Day P&L
 |  |  |  | Overall | Limit | Limit |  | Sensitivity | Limit |  | One Day | Limit |  | Daily | 5 Day | MTD | QTD | YTD | Prudency | less Prud. | less Prud.
ENRON AMERICA |  |  |  |  |  |  |  |  |  |  | 57334.82402 | 82000 |  | 531657.7446699999 | 460940.65533 | 457201.4953400001 | 628290.07351 | 3441093.02532 |  |  |  | Loss Notification
 | N America Natural Gas |  |  | -389.51 | 500 BCF | 500 |  | -386.56 | 200 BCF |  | 43099.63085 | 61000 |  | 437951.36383 | 394617.8477 | 384341.1437900001 | 372688.72318 | 1037977.36559 |  |  |  | Loss Notification
 |  | U.S. |  | -270.01 |  |  |  |  |  |  | 35861.98776 |  |  | 440131.84251 | 397001.7201 | 387207.34222 | 374403.26122 | 1046772.91649 | 500000
 |  | Canada |  | -248.6 |  |  |  |  |  |  | 7231.91769 |  |  | -2180.47868 | -2383.8724 | -2866.19843 | -1714.53804 | -8795.5509
 | N America Electricity |  |  | 21.76569528 | 90 TWH | 90 |  | -12.79046373 | 25 TWH |  | 36585.92192 | 54000 |  | 96463.25435999999 | 69604.31857999999 | 78017.76744 | 230469.49165 | 1475213.36257
 |  | East |  | 2.39968729 |  |  |  |  |  |  | 19427.76687 |  |  | 10288.47478 | -15077.11905 | -10646.90943 | 1324.281760000002 | 425014.18241
 |  | West |  | -11.62809497 |  |  |  |  |  |  | 20083.56372 |  |  | -8989.044880000001 | -13019.41115 | -9235.91829 | 114442.50249 | 736576.6685899999
 |  | Canada |  | 48.94838557 |  |  |  |  |  |  | 18704.58898 |  |  | 95163.82445999999 | 97700.84878 | 97900.59516 | 114702.7074 | 313622.51157 | 95000
 | Cross Commodity |  |  |  |  |  |  |  |  |  | 9.105139999999999 |  |  | -2756.87352 | -3281.510950000001 | -5157.41589 | 20736.22718000001 | 60714.90265999999
 |  | N. America Gas |  |  |  |  |  |  |  |  | 1567.38659 |  |  | -1588.32365 | -2118.10335 | -3092.46692 | 23533.57366 | 41433.97566
 |  | Power - East |  |  |  |  |  |  |  |  | 0 |  |  | -82.894 | -269.278 | -676.855 | 95.988 | 2259.754
 |  | Power - West |  |  |  |  |  |  |  |  | 0 |  |  | 151.448 | 152.094 | 158.594 | 752.664 | 25527.741
 |  | Power - Canada |  |  |  |  |  |  |  |  | 0 |  |  | 271.823 | 668.134 | 696.395 | 265.34 | -6437.591
 |  | Global Products |  |  |  |  |  |  |  |  | 1567.38659 |  |  | -1508.92687 | -1714.3576 | -2243.08297 | -3911.33848 | -2078.68118
 |  | Coal |  |  |  |  |  |  |  |  | #REF! |  |  | 0 | 0 | 0 | 0 | 9.704180000000001
 | MPR & Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | -18808 | 754359
 | Drift |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 23203.6315 | 112828.3945
[NAME] |  |  |  |  |  |  |  |  |  |  |  |  |  | 162056.552 | 104713.17131 | 90289.52231 | 160300.48167 | -559256.52552
 | EES Natural Gas |  |  | -2.2 | BCF | BCF |  | -1.71 | BCF |  | 585.37063 |  |  | -603.819 | 221.073 | 463.285 | -1506.42304 | -12100.55804
 | EES Power |  |  | -18.28276862 | TWH | TWH |  |  |  |  | 18018.17836 |  |  | 160892.226 | 135801.23231 | 120768.44331 | 167327.11496 | -163131.71566 | 208600
 | EES Tariff Management |  |  |  |  |  |  |  |  |  |  |  |  | 1768.145 | 1751.61 | 2118.538 | 18973.08825 | -373465.45429
 | EES Drift |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 8567.4455 | 22501.94647
 | EES Other |  |  |  |  |  |  |  |  |  |  |  |  | 0 | -33060.744 | -33060.744 | -33060.744 | -33060.744
 |  |  |  |  |  |  |  |  |  |  | EES & ENA
 |  |  |  |  |  |  |  |  |  |  | Total Trading |  |  | 672583 |  |  |  |  | 803600 |  |  | [NAME] if limit = 100,000