Spreadsheet: paul_lucci__28465__October 18 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
3.09 | -0.215 | 2.418 | -0.1739999999999999 | 9232.97 | -151.2300000000014
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
3.29 | 0.06999999999999984 | 2.64 | 0.14 | 1.5685 | 0.006599999999999939
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-18 00:00:00
-0.4285983513484983 | -0.1008344307672289 | 22.14949999999835 | -5.918000000001861 | 6956.8 | -70.09000000000015
3.305 | -0.3277639205812695 | 28.06750000000022 | 9384.2 | 1.5619 | 7026.89
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | Nymex |  | Aeco (CAD/GJ) |  | Aeco Basis |  | Aeco/Empress Transport (CAD/GJ) |  | Station 2 Basis |  | Station 2 Fixed Price (CAD/GJ) |  | [NAME] |  | [NAME]
 |  | Nymex | Nymex | FX | FX | AecoB | AecoB | ETransport | ETransport | Station2B | Station2B | Station2 | Station2 | DawnB | DawnB | NiagaraB | NiagaraB
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 2.63 | 2.65 | 3.28 | 3.3 |  |  |  |  |  |  | 3.43 | 3.45 | 2.845 | 2.865 | 2.905 | 2.925
ROM (fixed price) |  | 2.32 | 2.34 | 3.005 | 3.025 |  |  | 0.005 | 0.03 |  |  | 3.024 | 3.044 | 2.43 | 2.45 | 2.45 | 2.47
Prompt |  | 2.408 | 2.428 | 3.075122557894419 | 3.104877442105582 | -0.3510300625127232 | -0.3310300625127232 | 0.15 | 0.16 | -0.2149179549589457 | -0.1949179549589457 | 3.2825 | 3.3025 | 0.145 | 0.165 | 0.3 | 0.32
Nov-01-Mar-02 |  | 2.746154532863534 | 2.766154532863534 | 3.475858105721653 | 3.505640887817853 | -0.4220152341945971 | -0.4020152341945971 | 0.138 | 0.158 | -0.2803258918332316 | -0.2603258918332316 | 3.69181908838885 | 3.71181908838885 | 0.1492178174888033 | 0.1692178174888033 | 0.3042178174888032 | 0.3242178174888032
Apr-02-Oct-02 |  | 2.88865039189877 | 2.908650391898769 | 3.571671914284846 | 3.60151480133613 | -0.505 | -0.485 | 0.1375 | 0.1575 | -0.4279296874030736 | -0.4079296874030736 | 3.691649171707099 | 3.711649171707099 | 0.1075 | 0.1275 | 0.1525 | 0.1725
Nov-01-Oct-02 |  | 2.829279841537675 | 2.849279841537674 | 3.531707856977602 | 3.561525701446688 | -0.4704246007511345 | -0.4504246007511345 | 0.1377083237743295 | 0.1577083237743295 | -0.3664309278061292 | -0.3464309278061292 | 3.691719967076027 | 3.711719967076026 | 0.124881626392115 | 0.144881626392115 | 0.2157128567446092 | 0.2357128567446092
Nov-02-Mar-03 |  | 3.350766040989592 | 3.370766040989592 | 4.384665052218201 | 4.414535723048226 | -0.425 | -0.405 | 0.13 | 0.15 | -0.1351014846046879 | -0.1151014846046879 | 4.822583188304542 | 4.842583188304541 | 0.2098985153953121 | 0.2298985153953121 | 0.369898515395312 | 0.389898515395312
Apr-03-Oct-03 |  | 3.243049492584197 | 3.263049492584197 | 4.187241320683615 | 4.217117648816681 | -0.45 | -0.43 | 0.13 | 0.15 | -0.3696688430348561 | -0.3496688430348561 | 4.312178041250687 | 4.332178041250686 | 0.125 | 0.145 | 0.16 | 0.18
NATURAL GAS PRICES (US$/MMBtu unless otherwise noted)
 |  | [NAME] |  | Rockies Basis |  | [NAME] |  | Socal Basis |  | San Juan Basis |  | Ventura Basis |  | Chicago City Gate Basis |  | TZ6
 |  | SumasB | SumasB | RockiesB | RockiesB | MalinB | MalinB | SocalB | SocalB | San Juan | San Juan | [NAME] | [NAME] | ChicagoB | ChicagoB | TZ6B | TZ6B
 |  | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01
 |  | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer | Bid | Offer
Cash (fixed price) |  | 2.365 | 2.385 | 2.215 | 2.235 | 2.48 | 2.5 | 2.59 | 2.61 | 2.35 | 2.37 | 2.595 | 2.615 | 2.665 | 2.685 | 3.04 | 3.06
ROM (fixed price) |  | 2.07 | 2.09 | 1.94 | 1.96 | 2.22 | 2.24 | 2.35 | 2.37 | 2.08 | 2.1 | 2.21 | 2.23 | 2.335 | 2.355 | 2.63 | 2.65
Prompt |  | -0.09 | -0.07 | -0.35 | -0.33 | -0.1 | -0.08 | 0.005 | 0.025 | -0.27 | -0.25 | -0.02 | 0 | 0.05 | 0.07 | 0.465 | 0.485
Nov-01-Mar-02 |  | 0.01216752493556141 | 0.03216752493556142 | -0.3222362522282785 | -0.3022362522282784 | -0.005116186831994666 | 0.01488381316800533 | 0.02843167333432785 | 0.04843167333432785 | -0.2530346711162823 | -0.2330346711162823 | -0.01003324827337458 | 0.009966751726625417 | 0.1045831573414544 | 0.1245831573414544 | 1.197978579624877 | 1.217978579624877
Apr-02-Oct-02 |  | -0.3099677157811278 | -0.2899677157811278 | -0.535 | -0.515 | -0.07702927907616837 | -0.05702927907616837 | 0.1021480180388741 | 0.1221480180388741 | -0.3256710699269407 | -0.3056710699269407 | -0.09 | -0.07 | 0.0225 | 0.0425 | 0.3729844200296952 | 0.3929844200296952
Nov-01-Oct-02 |  | -0.1757508573998302 | -0.1557508573998302 | -0.4463525060474024 | -0.4263525060474024 | -0.04706686547614215 | -0.02706686547614214 | 0.07143428372162026 | 0.09143428372162025 | -0.2954072924190597 | -0.2754072924190596 | -0.05668204891887565 | -0.03668204891887565 | 0.05669974629251107 | 0.07669974629251107 | 0.7167162142830504 | 0.7367162142830505
Nov-02-Mar-03 |  | 0.07223039895699561 | 0.0922303989569956 | -0.27 | -0.25 | 0.075 | 0.095 | 0.1110857958583857 | 0.1310857958583857 | -0.205 | -0.185 | 0.004859906555945903 | 0.0248599065559459 | 0.1148985153953121 | 0.1348985153953121 | 1.12057204638486 | 1.14057204638486
Apr-03-Oct-03 |  | -0.265 | -0.245 | -0.43 | -0.41 | 0.025 | 0.045 | 0.21 | 0.23 | -0.295 | -0.275 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700578173388515 | 0.3900578173388515
STRUCTURES
$1.00 OTM Aeco Floors (C$[NAME]) |  |  | $1.00 OTM Aeco Caps (C$[NAME]) |  |  | Aeco Costless Collar (C$[NAME]) |  |  | $1.00 OTM Nymex Floors (US$/MMbtu) |  |  | $1.00 OTM Nymex Caps (US$/MMbtu) |  |  | Nymex Costless Collar (US$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1524357013319596 | 0.2024357013319596 | Apr-02-Oct-02 | 0.2985777739918489 | 0.3485777739918489 | Apr-02-Oct-02 | 2.586649171707099 | 5.379340828587999 | Apr-02-Oct-02 | 0.04142528537803305 | 0.09142528537803304 | Apr-02-Oct-02 | 0.1492262189506177 | 0.1992262189506177 | Apr-02-Oct-02 | 1.898650391898769 | 4.692158773963625
Nov-01-Oct-02 | 0.1041610869357493 | 0.1541610869357493 | Nov-01-Oct-02 | 0.2455233674482101 | 0.2955233674482101 | Nov-01-Oct-02 | 2.542791213769289 | 5.434271296542753 | Nov-01-Oct-02 | 0.02049943616761146 | 0.07049943616761147 | Nov-01-Oct-02 | 0.1221516973574118 | 0.1721516973574118 | Nov-01-Oct-02 | 1.839279841537675 | 4.716932096678157
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12742.27438989151 | 12293.49773463177 | Yesterday | 53.51 |  |  | 1 month | 22.14949999999835 | -5.918000000001861
 |  |  |  |  |  |  |  | BC | 1955.152249134948 | 1741.958620689656 | Prompt | 33.25 -  36.97 | 38.70 - 42.23 | 28.47 - 32.37 | 2 month | 22.213908853532 | -5.709958642322409
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 35.41 -  39.13 | 41.42 - 45.03 | 30.75 - 34.55 | 3 month | 22.26069989261659 | -5.498692216793916
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q1 2002 | 36.41 -  42.39 | 46.43 - 52.99 | 28.15 - 33.65 | 6 month | 22.33616720281401 | -4.91760543655603
 |  |  |  |  |  |  |  | US | 0.92 | 0.78 | Q2 2002 | 33.18 -  39.30 | 41.50 - 47.83 | 25.83 - 31.77 | Rest of Cal  01 | 22.213908853532 | -5.709958642322409
 |  |  |  |  |  |  |  | Canada | 0.803 | 0.779 | Q3 2002 | 35.87 -  41.85 | 45.62 - 52.19 | 27.69 - 33.17 | Cal 02 | 22.21249727369511 | -3.443116835457776
6-10 DAY WEATHER OUTLOOK |  |  | AGA STORAGE |  |  | CGA STORAGE |  |  | ENRONONLINE PROMPT AECO (NIT) |  |  | HENRY HUB CASH |  |  | FORWARD GAS CURVES
 |  |  |  | This Year | Last Year |  | This Year | Last Year
 |  |  | 2001-10-12 00:00:00 | 63 | 29 | 2001-10-26 00:00:00 | 6.769434514091017 | 4.728000000000009
 |  |  | 2001-10-05 00:00:00 | 65 | 62 | 2001-10-19 00:00:00 | 14.32456548590898 | 3.194999999999993