Spreadsheet: paul_lucci__28439__October 9 Structure
Sheet: structure

SETTLEMENTS |  |  |  |  |  | Enron Canada Corp. |  |  |  |  |  | CONTACTS
[NAME] (C$[NAME]) |  | Nymex Prompt (US$/MMBtu) |  | Dow Close |  | Structured Energy Update
2.74 | 0.04499999999999993 | 2.27 | 0.04300000000000015 | 9067.9 | -50
[NAME] (C$[NAME]) |  | HH Cash (U$/MMBtu) |  | BofC Noon FX
2.41 | 0 | 2.035 | 0.05500000000000016 | 1.5616 | 0
Cash Basis (US$/MMBtu) |  | WTI Prompt (US$/Bbl) |  | TSE Close |  | 2001-10-09 00:00:00
-0.4074763688136362 | -0.05488276315765717 | 22.9095000000011 | 0.05329999999981183 | 6863.5 | 0
2.695 | -0.3525936056559791 | 22.85620000000129 | 9117.9 | 1.5616 | 6863.5
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) |  | 2.025 | 2.045 | 2.4 | 2.42 |  |  |  |  |  |  | 2.32 | 2.34 | 2.09 | 2.11 | 2.13 | 2.15
ROM (fixed price) |  | 2.06 | 2.08 | 2.34 | 2.36 |  |  | 0.005 | 0.03 |  |  | 2.328 | 2.348 | 2.16 | 2.18 | 2.18 | 2.2
Prompt |  | 2.26 | 2.28 | 2.725192227296612 | 2.754807772703388 | -0.4296204359125991 | -0.4096204359125991 | 0.15 | 0.16 | -0.3215690745060356 | -0.3015690745060355 | 2.89 | 2.91 | 0.16 | 0.18 | 0.315 | 0.335
Nov-01-Mar-02 |  | 2.675537050596011 | 2.69553705059601 | 3.297412692741698 | 3.327052866345775 | -0.4605752559807765 | -0.4405752559807765 | 0.138 | 0.158 | -0.3044784486523319 | -0.2844784486523319 | 3.533669161848798 | 3.553669161848797 | 0.1602109484621044 | 0.1802109484621044 | 0.3152109484621043 | 0.3352109484621044
Apr-02-Oct-02 |  | 2.803222630446739 | 2.823222630446738 | 3.419351537331178 | 3.449043426357711 | -0.51 | -0.49 | 0.1375 | 0.1575 | -0.44264152550476 | -0.42264152550476 | 3.524234565348021 | 3.544234565348021 | 0.115 | 0.135 | 0.16 | 0.18
Nov-01-Oct-02 |  | 2.750029284214924 | 2.770029284214924 | 3.368503076551069 | 3.398173421121482 | -0.4894098321509219 | -0.4694098321509219 | 0.1377082981738972 | 0.1577082981738972 | -0.3850832922880111 | -0.3650832922880111 | 3.528164983793158 | 3.548164983793157 | 0.1338347160096304 | 0.1538347160096304 | 0.2246603142670067 | 0.2446603142670067
Nov-02-Mar-03 |  | 3.254958521682399 | 3.274958521682399 | 4.205167454091604 | 4.234886387580365 | -0.435 | -0.415 | 0.13 | 0.15 | -0.1350990097520455 | -0.1150990097520455 | 4.65567581006584 | 4.675675810065839 | 0.2099009902479545 | 0.2299009902479545 | 0.3699009902479546 | 0.3899009902479546
Apr-03-Oct-03 |  | 3.117489783929221 | 3.13748978392922 | 3.959119640024345 | 3.988859619977857 | -0.465 | -0.445 | 0.13 | 0.15 | -0.397750457268676 | -0.377750457268676 | 4.063998920702497 | 4.083998920702497 | 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 | -0.015 | 0.015 | -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) |  | 1.605 | 1.625 | 1.545 | 1.565 | 1.76 | 1.79 | 1.905 | 1.925 | 1.51 | 1.53 | 1.795 | 1.815 | 2.01 | 2.03 | 2.395 | 2.415
ROM (fixed price) |  | 1.61 | 1.63 | 1.44 | 1.46 | 1.665 | 1.695 | 1.86 | 1.88 | 1.54 | 1.56 | 1.92 | 1.94 | 2.095 | 2.115 | 2.385 | 2.405
Prompt |  | -0.2 | -0.18 | -0.415 | -0.395 | -0.185 | -0.155 | -0.08 | -0.06 | -0.33 | -0.31 | -0.02 | 0 | 0.045 | 0.065 | 0.495 | 0.515
Nov-01-Mar-02 |  | -0.09397865673989098 | -0.07397865673989099 | -0.3561391515211281 | -0.3361391515211281 | -0.09752528766720538 | -0.06752528766720538 | -0.03675631152704201 | -0.01675631152704202 | -0.269012383114772 | -0.249012383114772 | -0.01003348528974635 | 0.009966514710253652 | 0.09958230264540116 | 0.1195823026454012 | 1.182473334493664 | 1.202473334493664
Apr-02-Oct-02 |  | -0.37 | -0.35 | -0.57 | -0.55 | -0.1341188599124129 | -0.1041188599124129 | 0.04647445642978225 | 0.06647445642978225 | -0.3656791242746005 | -0.3456791242746005 | -0.09 | -0.07 | 0.02 | 0.04 | 0.3729846558946144 | 0.3929846558946144
Nov-01-Oct-02 |  | -0.2550105164845534 | -0.2350105164845534 | -0.4809063515875054 | -0.4609063515875054 | -0.1188741113623115 | -0.08887411136231148 | 0.01180082247485189 | 0.03180082247485189 | -0.3254081129542361 | -0.3054081129542361 | -0.05668624202586674 | -0.03668624202586674 | 0.05315369663113719 | 0.07315369663113719 | 0.710214682979837 | 0.730214682979837
Nov-02-Mar-03 |  | 0.002006811543417194 | 0.02200681154341719 | -0.275 | -0.255 | 0.025 | 0.055 | 0.05014146323445279 | 0.07014146323445279 | -0.215 | -0.195 | 0.004860240923307396 | 0.02486024092330739 | 0.1149009902479545 | 0.1349009902479545 | 1.131145109483454 | 1.151145109483454
Apr-03-Oct-03 |  | -0.3 | -0.28 | -0.46 | -0.44 | 0.02 | 0.05 | 0.2 | 0.22 | -0.32 | -0.3 | -0.09 | -0.07 | 0.025 | 0.045 | 0.3700593893799648 | 0.3900593893799648
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$/Mmbtu)
 | Bid | Offer |  | Bid | Offer |  | Put | Call |  | Bid | Offer |  | Bid | Offer |  | Put | Call
Apr-02-Oct-02 | 0.1224072453952195 | 0.1724072453952195 | Apr-02-Oct-02 | 0.2601266571067919 | 0.3101266571067919 | Apr-02-Oct-02 | 2.434234565348021 | 5.226782720220612 | Apr-02-Oct-02 | 0.03523527812809564 | 0.08523527812809564 | Apr-02-Oct-02 | 0.1410490447314022 | 0.1910490447314022 | Apr-02-Oct-02 | 1.813222630446738 | 4.621891717132167
Nov-01-Oct-02 | 0.08097739627590292 | 0.1309773962759029 | Nov-01-Oct-02 | 0.2105930304366305 | 0.2605930304366305 | Nov-01-Oct-02 | 2.384294244088967 | 5.238164886478585 | Nov-01-Oct-02 | 0.01450943927349906 | 0.06450943927349906 | Nov-01-Oct-02 | 0.1111618158567045 | 0.1611618158567045 | Nov-01-Oct-02 | 1.760029284214924 | 4.609119037560196
WEEKLY STRATEGY |  |  |  | COMMENTARY |  |  |  | FIELD RECEIPTS |  |  | ALBERTA POWER POOL  (C$/MWh) |  |  |  | WTI Swaps (US$/Bbl)
 |  |  |  |  |  |  |  |  | 2001 YTD | 2000 YTD |  | 7 X 24 | Peak | [NAME] |  |  | Change
 |  |  |  |  |  |  |  | Alberta | 12747.06549500389 | 12290.63231342685 | Yesterday | 25.32 |  |  | 1 month | 22.9095000000011 | 0.05329999999981183
 |  |  |  |  |  |  |  | BC | 1953.560714285714 | 1737.729537366549 | Prompt | 26.70 -  36.70 | 31.70 - 41.70 | 22.33 - 32.33 | 2 month | 22.98563484799177 | 0.05837343473693224
 |  |  |  |  |  |  |  | STORAGE |  |  | Rest of Year | 29.64 -  39.64 | 34.95 - 44.95 | 25.51 - 35.51 | 3 month | 23.05202056946848 | 0.06339081700253857
 |  |  |  |  |  |  |  |  | % Full 2001 | % Full 2000 | Q3 | 31.64 -  41.64 | 40.39 - 50.39 | 24.29 - 34.29 | 6 month | 23.13761415148177 | 0.07815131034392309
 |  |  |  |  |  |  |  | US | 0.88 | 0.75 | Q4 | 33.96 -  43.96 | 43.85 - 53.85 | 25.88 - 35.88 | Rest of Cal  01 | 22.98563484799177 | 0.05837343473693224
 |  |  |  |  |  |  |  | Canada | 0.79 | 0.76 | Q1 2002 | 30.80 -  40.80 | 39.76 - 49.76 | 23.41 - 33.41 | Cal 02 | 22.95309702655529 | 0.1233145943835261
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
 |  |  | 2001-09-28 00:00:00 | 66 | 78 | 2001-09-28 00:00:00 | 14.32456548590898 | 12.68700000000001
 |  |  | 2001-09-21 00:00:00 | 91 | 77 | 2001-09-21 00:00:00 | 12.25100000000003 | 10.735