Spreadsheet: stacey_white__39149__ena-cal roll 1231
Sheet: Associated

 |  |  |  | Adjustments to come out the next day
Roll Forward Schedule |  |  |  | [NAME]
Book: | Associated |  |  | Links
Accounting Month: | 2002-12-01 00:00:00 |  |  | Check Figures
Date: | 2002-12-31 00:00:00
 |  |  | Current Book Balance |  | Daily Liquidations | Current Day P&L Breakout |  | Yesterdays P&L |  |  |  |  | Prior Month | Current YTD | Prior Year LTD |  |  |  | Daily P&L | Daily P&L | Buy | Sell | NPV | Physical | Financial | Actual | Prudency | Prudency | Annuity | Transmission | Today | Prior Day | Today | Prior Day | Upfront
[NAME] MTM Gain (Losses) |  |  | New Value | Adjustments |  | Today | Prior Day | Today | Diff |  |  |  | LTD Balance |  |  |  |  |  | Swaps | Options | [NAME] | [NAME] |  | Liquidations | Liquidations |  | Change |  |  |  | Physical | Physical | Financial | Financial | Opt Premiums
Mid P/L Swaps |  |  |  |  | Physical |  |  | 0
Mid P/L Options |  |  |  |  | Financial |  |  | 0
NYMEX Options MTM Value |  |  | 0 |  | Total |  |  | 0
NYMEX Futures MTM Value |  |  | 0
Foreign Currency |  |  | 0
Rho/Drift  Adjustments - (Schedule C) |  |  | 0
Perm Book Adjustments - (Schedule D) |  |  |  |  | [NAME]
Gross Book Balance |  |  |  |  | Current Month | Factor | Postion From Roll | Total
II. Prudency |  |  |  |  | Net NPV Position (MW) | 1
Current Prudency Balance |  |  |  |  | Net  NPV Position (mmbtu) | 8.57
Accounting Adjustments - (Schedule E) |  |  | 0
 |  |  |  |  | Gross Purchase Position
 |  |  |  |  | Gross Sales Position
 |  |  |  |  | Net Notional Position
Total Prudency |  |  |  |  | Through December 31, 1996
 |  |  |  |  | Gross Purchase Position |  |  | 0
 |  |  |  |  | Gross Sales Position |  |  | 0
III. [NAME] (Losses) |  |  |  |  | Net Notional Position
Prior Month LTD Liquidations
Current Month Swap/Option Financial Liquidaitons (Schedule B) |  |  |  |  | Changes since: December 31, 1996
Current Month Swap/Option Physical Liquidations (Schedule B)
Current Month Estimated Physical Liquidaions (Schedule B)
Current Month Estimated Financial Liquidaions (Schedule B)
Current Month Exchange Futures Liquidations (Schedule B) |  |  | 0 |  |  |  |  |  | Origination |  | Prior Month
Current Month Exchange Options Liquidations Schedule B) |  |  | 0 |  | ROLL TESTS |  | Book Balance | Prudency | Credit Reserve | Liquidations | Adjustments
Current Month Broker Fees (Schedule A)
Current Month Liquidation Adjustments (Book/Acct Recon, Schedule B) |  |  |  |  | Prior Month LTD
Current Month Rho & Drift |  |  |  |  | Gross Book Balance
Current Month LTD Liquidations |  |  |  |  | Prudency
 |  |  |  |  | LTD Liquidations
IV. [NAME]
 |  |  |  |  | Current MTD
 |  |  |  |  | Gross Book Balance
V. Origination and Credit Reserve |  |  |  |  | Prudency
Prior Month Term Origination |  |  |  |  | Liquidations |  |  |  |  |  |  |  | 0 |  | 0
Prior Month Middle Market Origination |  |  | 0 |  | Total |  |  |  |  |  |  |  | 0
Current Month Term Origination |  |  |  |  |  |  |  |  |  |  |  |  | 0
Current Month Middle Market Origination |  |  |  |  |  | Difference |  |  |  |  |  |  | 0
Current Month Credit Reserve |  |  |  |  |  |  |  |  |  |  |  |  | 0
Accounting Adjustments - Schedule |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 | 0 | 0
Total Origination / Credit Reserve |  |  |  |  |  |  |  |  |  |  |  |  | 0
VI.  PRIOR YEAR LTD RECOGNIZED |  |  | 0
 |  |  |  |  |  |  | Liquidations
 |  |  |  |  |  | Fin & Phy Est Liq
VII. DAILY CHANGE IN P&L |  |  |  | Month to Date Changes |  | Enter Fin P/D  (J9)
Book Balance |  |  | Previous | Total | Daily | Should tie to B Bal
Prudency |  |  | MTD | MTD | Change |  | Daily Changes
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Total
Term Originated Transactions
Middle Market Orginated Transactions
Credit Reserve
Hedge management
Swaps:
Change in Price
Change in Futures
Change in Basis Price
Index Curve Shift
Gas Daily Curve Shift
FX Curve Shift
New Deals
Change in existing deals |  |  |  |  |  | Enter Phy P/ D (J8)
EXTRA ROW
EXTRA ROW
EXTRA ROW
Drift
Change in Interest Rates
Change in FX Rho
Change in FX Drift
Options:
Change in OTC Price
Change in EXG Price
New Deals
Change in existing deals
Gamma
Vega
Theta
Rho
EXTRA ROW
EXTRA ROW
Broker Fees:  Exchange
Broker Fees:  OTC
Broker Fees:  Intra Month Book
EXTRA ROW
Adjustments:  (See [NAME])
Total  Hedge Management
Change in Price prudence
EXTRA ROW
EXTRA ROW
EXTRA ROW
Financial Liquidations
Physical Liquidations
Other
EXTRA ROW
EXTRA ROW
Daily Change in Income (Loss)
Transmission
SUPPORTING SCHEDULES
Broker Fees YTD/LTD
Month | Prior Month LTD | Current Month | Current LTD
OTC Term Broker Fees | 0
Exchange Broker Fees | 0
OTC Intra Month Fees | 0
Total Fee | 0
Schedule A:  Daily Liquidations
 |  | PHYSICAL |  | FINANCIAL |  |  | PMAs | Balance
Financial Liquidations |  | Actual | Estimate | Actual | Estimate |  | Prior Period
Physical Estimate to Actual |  |  |  |  |  |  | Adjustment
Adjustments |  | Estimate | Daily | Estimate | Daily | Annuity | ([NAME])
 |  | vs. Actual | Estimate | vs. Actual | Estimate | Deals |  | Total
Prior Day YTD |  | 0 | 0 | 0 | 0 | 0 | 0 | 0
Current Day
Current YTD
[NAME] (Daily)
[NAME] (MTD)
Month-end true-up
0
 | Current MTD
 | Prior Day
[NAME] |  |  | Schedule C: Non-Standard Adjustments
Month | Amount |  | Date | Description |  |  |  |  | Amount
Prior 18 Month LTD Balance
1996-01-15 00:00:00
1996-02-16 00:00:00
1996-03-19 00:00:00
1996-04-20 00:00:00
1996-05-22 00:00:00
1996-06-23 00:00:00
1996-07-25 00:00:00
1996-08-26 00:00:00
1996-09-27 00:00:00
1996-10-29 00:00:00
1996-11-30 00:00:00
1996-12-31 00:00:00
1997-01-01 00:00:00
1997-02-01 00:00:00
1997-03-01 00:00:00
1997-04-01 00:00:00
1997-05-01 00:00:00
1997-06-01 00:00:00
1997-07-01 00:00:00
1997-08-01 00:00:00
1997-09-01 00:00:00
1997-10-01 00:00:00
1997-11-01 00:00:00
1997-12-01 00:00:00
1998-01-01 00:00:00
1998-02-01 00:00:00
1998-03-01 00:00:00
1998-04-01 00:00:00
1998-05-01 00:00:00
1998-06-01 00:00:00
LTD Rho & Drift |  |  |  |  |  |  |  | Total Perm Book Adjustments
Schedule D: Accounting Adjustments (Prudency)
Date | Deal Number | Counterparty | Description |  |  |  |  |  |  |  |  | Amount
 |  |  |  |  |  |  |  |  |  |  | Total Accounting Adjustments (Prudency)
Schedule E: Prior Period Liquidation Adjustments
Number | Date | Deal Number | Counterparty |  | Amount
 |  |  |  | Total Prior Period Liquidation Adjustments