Spreadsheet: darron_c_giron__7961__Ftoc0500
Sheet: Report

ENRON CAPITAL AND TRADE RESOUCES
DAILY POSITION STATEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Approval:
RISK BOOKS
2000-05-31 00:00:00
 |  | FT - ONT - CEN |  | FT - ONT - CEN |  | FT - ONT - CEN |  | FT - ONT - CEN |  |  | FT - ONT - CEN |  | Book Name Here |  | Book Name Here |  | Book Name Here |  | Book Name Here |  | TOTAL
 |  | Price |  | Index |  | Gas Daily |  | TOTAL |  |  | Gas Daily |  | Add'l Desc. Here |  | Add'l Desc. Here |  | Add'l Desc. Here |  | Add'l Desc. Here |  | Canadian Gas
 | Post ID: | 796923 |  | 800149 |  | 796925 |  |  |  |  | 796925 |  | 0 |  | 0 |  | 0 |  | 0
[NAME])  (Million MMbtu) |  |  |  | 1998398
2000-05-31 00:00:00
Volatility Factor (d) |  | 0 |  | 0 |  | #REF! |  | #REF! |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Net NPV Position - Price |  | 0 |  | 0 |  | #REF! |  | #REF! |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Net NPV Position - Basis |  | 0 |  | 0 |  | #REF! |  | #REF!
Net NPV Position - Foreign Currency (000s US$) |  | 0 |  | 0 |  | #REF! |  | #REF!
Net NPV Position - Index |  | 0 |  | 0 |  | #REF! |  | #REF!
Price Equivalent Net NPV Position |  | 0 |  | 0 |  | #REF! |  | #REF! |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Purchases Position |  | 705.96 |  | 457.27 |  | #REF! |  | #REF! |  |  | 11.59 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Sales Position |  | -719.59 |  | -417.34 |  | #REF! |  | #REF! |  |  | -10.49 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Net Notional Position |  | -13.63 |  | 39.93 |  | #REF! |  | #REF! |  |  | 1.1 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Purchases Position |  | 705.96 |  | 457.27 |  | #REF! |  | #REF! |  |  | 11.59 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Sales Position |  | -719.59 |  | -417.34 |  | #REF! |  | #REF! |  |  | -10.49 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Net Notional Position |  | -13.63 |  | 39.93 |  | #REF! |  | #REF! |  |  | 1.1 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
2000-04-30 00:00:00 |  | 0 |  | 0 |  | #REF! |  | #REF! |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
[NAME]  (in thousands)
LTD Through Prior Month
Gross Book Balance |  | -2064617.2693 |  | 474178.9622 |  | 171536.4374 |  | -1418901.8697 |  |  | 171536.4374 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Liquidated |  | 2033395.432600001 |  | 129288.6089 |  | 2570410.6483 |  | 4733094.689800001 |  |  | 2570410.6483 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
LTD Gross Recognized Balance |  | -31221.83669999964 |  | 603467.5711000001 |  | 2741947.0857 |  | 3314192.8201 |  |  | 2741947.0857 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
2000-05-31 00:00:00
Originated Transactions / CREDIT RESERVE | 0 | 5410 |  | 0 |  | 0 |  | 5410 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 | #REF! | #REF! |  |  | Comprised of:
Hedge management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Credit Reserve:
Change in New Deals |  | -166856.6467 |  | 10309.3152 |  | 80703.64790000001 |  | -75843.68359999999 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Barret deal - to Houston
Change in Price |  | 537227.982 |  | 0 |  | 850275.6215000001 |  | 1387503.6035 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  |  |  | 0
Change in Basis Price |  | 321315.9377999986 |  | 0 |  | 0 |  | 321315.9377999986 |  |  | 656321.5746 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Index Price |  | 0 |  | 4138.572600000014 |  | 0 |  | 4138.572600000014 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Foreign Currency |  | -7079 |  | 0 |  | 0 |  | -7079
Gamma |  | 256188.5574 |  | 0 |  | 0 |  | 256188.5574 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Implied Volatility (Vega) |  | 102535.1231 |  | 0 |  | 0 |  | 102535.1231 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Theta |  | -209524.0913 |  | 0 |  | 0 |  | -209524.0913 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Broker Fees |  | -10778 |  | 0 |  | 0 |  | -10778 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Total Hedge Management |  | 823029.8622999984 |  | 14447.88780000001 |  | 930979.2694000001 |  | 1768457.019499999 |  |  | 656321.5746 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Other Changes |  | -16708.7197 |  | 6.8279 |  | 150.3094 |  | -16551.5824 |  |  | 150.3094 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
MTD Income (Loss) - U.S. Dollars |  | 811731.1425999984 |  | 14454.71570000002 |  | 931129.5788000001 |  | 1757315.437099999 |  |  | 656471.8840000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
2000-05-31 00:00:00
Gross Book Balance (including Current Month Rho & Drift) |  | -5595505.4249 |  | 483406 |  | 20657.2612 |  | -5091442.1637 |  |  | 20657.2612 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Current Month: Rho |  | 9496.254 |  | -3381.7679 |  | -0.1263999999999998 |  | 6114.3597 |  |  | -0.1263999999999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Drift |  | -41983.14150000001 |  | 3151.3523 |  | 40.95289999999997 |  | -38790.83630000001 |  |  | 40.95289999999997 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Book Balance (excluding Current Month Rho & Drift) |  | -5595505.4249 |  | 483406 |  | 20657.2612 |  | -5091442.1637 |  |  | 20616.4347 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prudence | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | #REF! | #REF!
Liquidated |  | 6376015.185900001 |  | 134516.0245 |  | 3652419.4033 |  | 10162950.6137 |  |  | 3652419.4033 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Recognized Balance | -0.4551000021165237 | 780509.3058999988 | 0.2623000000603497 | 617922.2868000001 | 4.656612873077393e-10 | 3673076.6645 | -0.1928000012412667 | 5071508.257199999 |  | -274616.8682999997 | 3398418.9697 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | #REF! | #REF!
LTD Through December 31, 1999
[NAME] |  | -1104751 |  | 599316 |  | 3028491 |  | 2523056 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
 | 0.455100002232939 |  | -0.2623000000603497 |  | 0 |  | 0.1928000012412667 |  |  | 274616.8682999997 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
2000-05-31 00:00:00
Gross Book Balance |  | 7414656.5751 |  | -38628 |  | -574832.7388 |  | 6801195.8363 |  |  | 20616.4347 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Liquidated |  | -5529395.814099999 |  | 57234.02450000003 |  | 1219418.4033 |  | -4252743.386299999 |  |  | 3652419.4033 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Recognized Balance - U.S. Dollars |  | 1885260.761000001 |  | 18606.02450000003 |  | 644585.6644999998 |  | 2548452.45 |  |  | 3673035.838 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Gross Recognized Balance with Trans Shift in USD |  |  |  |  |  |  |  | 0
Translation Shift in US Dollars |  |  |  |  |  |  |  | 0
Income (Loss) from Today's....
Originated Transactions |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Hedge management
Change in New Deals |  | 18230.5379 |  | 2325.6632 |  | 6088.930900000007 |  | 26645.132
Change in Price |  | -9958 |  | 0 |  | -22276.45369999995 |  | -32234.45369999995 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Basis Price |  | 185533.7609999999 |  | 0 |  | 0 |  | 185533.7609999999 |  |  | -22276.45369999995 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Foreign Currency |  | -18203 |  | 0 |  | 0 |  | -18203
Gamma |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Implied Volatility (Vega) |  | 0 |  | 0 |  | 0 |  | 0
Theta |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Broker Fees |  | -3886 |  | 0 |  | 0 |  | -3886 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Total Hedge Management |  | 171717.2988999999 |  | 2325.6632 |  | -16187.52279999995 |  | 157855.4393 |  |  | -22276.45369999995 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Change in Price Prudence |  | 0 |  | 0 |  | 0 |  | 0 |  |  | -678598.0283 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Other Changes |  | 844.6777000000002 |  | -1.837899999999999 |  | -4.103499999999997 |  | 838.7363000000003 |  |  | 150.3094 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Total Income (Loss) - U.S. Dollars | 0 | 172561.9765999999 |  | 2323.8253 |  | -16191.62629999995 | 0 | 158694.1756 |  | -678443.6154000002 | -22280.55719999969 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | #REF! | #REF!
Income (Loss) with Translation Shift in US Dollars |  |  |  |  |  |  |  | #[NAME]!
Translation Shift in US Dollars |  |  |  |  |  |  |  | #REF!
Income (Loss) Without Trans. Shift in US Dollars |  |  |  |  |  |  |  | #REF!
LTD Gross recognized as of prior day |  | 607947.3292999988 | 1.652000000118278 | 615598.4615000001 | 0 | 3689268.2908 | 1.658999998122454 | 4912814.081599999 |  | -268534.6758000003 | 3420699.5269 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | #REF! | #REF!
Prior Day Origination |  | 5410 |  | 0 |  | 0 |  | 5410 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 | #REF! | #REF! |  |  | Comprised of:
Prior Day Hedge Management |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Credit Reserve:
Prior Day New Deals |  | -185087.1846 |  | 7983.652000000001 |  | 74614.717 |  | -102488.8156 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Barret deal - to Houston
Prior Day Change in Price |  | 547185.982 |  | 0 |  | 872552.0752000001 |  | 1419738.0572 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF! |  |  |  | 0
Prior Day Change in Basis Price |  | 135782.1767999986 |  | 0 |  | 0 |  | 135782.1767999986 |  |  | 678598.0283 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Change in Index Price |  | 0 |  | 4138.572600000014 |  | 0 |  | 4138.572600000014 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Change in Foreign Currency |  | 11124 |  | 0 |  | 0 |  | 11124
Prior Day Gamma |  | 256188.5574 |  | 0 |  | 0 |  | 256188.5574 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Change in Implied Volatility |  | 102535.1231 |  | 0 |  | 0 |  | 102535.1231 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Theta |  | -209524.0913 |  | 0 |  | 0 |  | -209524.0913 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day  Broker Fees |  | -6892 |  | 0 |  | 0 |  | -6892 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Hedge Management - Total |  | 651312.5633999985 |  | 12122.22460000002 |  | 947166.7922 |  | 1610601.580199999 |  |  | 678598.0283 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
Prior Day Other |  | -17553.3974 |  | 8.665799999999999 |  | 154.4129 |  | -17390.3187 |  |  | 154.4129 |  | 0 |  | 0 |  | 0 |  | 0 |  | #REF!
 |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-LTD Gross recognized as of prior day |  | 0 | 0 | 0 | 0 | 0 | 0 | 0
Zero Out-Prior Day Origination |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Hedge Management
Zero Out-Prior Day New Deals |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Price |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Basis Price |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Index Price |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Foreign Currency |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Gamma |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Implied Volatility |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Theta |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Change in Time |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day  Broker Fees |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 | 0 | 0
Zero Out-Prior Day Hedge Management - Total |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  | 0
Zero Out-Prior Day Prudency |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
Zero Out-Prior Day Other |  | 0 |  | 0 |  | 0 |  | 0 |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
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