Spreadsheet: robin_rodrigue__33280__ngpl_1130_Final
Sheet: Daily

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENRON CAPITAL & TRADE RESOURCES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | DAILY NATURAL GAS P&L STATEMENT
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ($ in Thousands)
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-11-30 00:00:00
 |  |  |  |  |  |  |  |  |  | HIDE |  | HIDE |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | HIDE |  |  |  |  |  |  |  |  |  |  |  |  | HIDE | HIDE |  |  |  |  | HIDE | HIDE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Firm Trading | Firm Trading |  |  |  |  |  |  | US |  |  |  | Hub | Texas | East | West | Pipe |  |  | US | US TOTAL | Canadian | Canadian Gas | Canadian | Canadian | Canada | Denver | Denver |  | Gas | Other
 |  |  |  |  |  | EAST | VNG | CENT | CHICAGO | ARUBA | TEXAS | WEST |  | Transport |  | TRANSPORT | TOTAL |  | EAST | NY | CENT | CENT | TEXAS | TEXAS | GD OPTION | WEST | FT-Nwest | MGMT-West | TOTAL | Natural Gas | NYMEX | MGMT. | Gas | Gas | Gas | Gas | Options | Storage | Exec Spec | TOTAL | CASH, FIRM | Gas (C4) | (C4) | Gas | Gas | Short Term | Firm | Cash | CCT | Exec. | TOTAL |  | TOTAL
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cash |  |  |  |  |  |  |  |  |  |  |  | Firm | Price |  |  | Daily | Daily | Daily | Daily |  |  |  | FINANCIAL | FINANCIAL | (Can$) | (US$) | Firm | Total (US$) |  |  |  |  |  |  |  | GAS (in US$)
TRADER |  |  |  |  |  | [NAME] | Hendrickson | Shively | [NAME] |  | Martin | [NAME] |  |  |  | [NAME] |  |  | Brawner | McKay | Sturm | Menear | McClendon | Richardson | Keavey | Holst | Ermis | [NAME] |  |  | [NAME] | [NAME] | Keavey | Metz | Mullholland | [NAME] | May | Schwieger | Shankman |  |  | Mckay |  |  | Mckay | Mckay | Lucci | Lucci | [NAME] | Hannon
ORIGINATIONS |  |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
PHYSICAL TRADING:
 |  | INTRAMONTH HEDGE MANAGEMENT |  |  |  | #REF! |  | #REF! |  |  | 286.588 | -52685.93165999999 |  |  |  |  | #REF!
 |  | TRANSPORT |  |  |  | -1669.35175 |  | -555.8457526999998 |  |  | 0 | 62392.11585 |  | 0 |  |  | 60166.9183473
 |  | OMICRON |  |  |  | 243.37 |  | -7.684 |  |  | 0 | 0 |  |  |  |  | 235.686
 |  | STORAGE |  |  |  | 1640.3214516 |  | 0 |  |  | 0 | 0 |  |  |  |  | 1640.3214516
 |  | CASH DESK RESERVE |  |  |  | 0 |  | 0 |  |  | 120 | 0 |  |  |  |  | 120
 |  | MID-MKT ORIGINATIONS |  |  |  | 98.102 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 98.102 |  | 23.6564
 |  | AFFILIATE DEMAND CHARGE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | TOTAL PHYSICAL TRADING P/L |  |  |  |  | #REF! |  | #REF! |  |  | 406.588 | 9706.184190000007 |  | 0 |  |  | #REF!
FINANCIAL TRADING:
 |  | OPTIONS [NAME]
 |  | FINANCIAL HEDGE MANAGEMENT |  |  |  | -172.7926369 |  | #REF! |  |  | -13158.553 | -4474.811 |  | 0 |  |  | #REF! |  | 1868.782113600002
 |  | CHANGE IN PRICE PRUDENCE |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN OTHER |  |  |  | 0.0471323 |  | -7.196 |  |  | 0 | 0 |  | 0 |  |  | -7.148867699999999 |  | -0.4713612999999999
 | TOTAL FINANCIAL TRADING P/L |  |  |  |  | -172.7455046 |  | #REF! |  |  | -13158.553 | -4474.811 |  | 0 |  |  | #REF! |  | 1868.310752300002
CANADIAN P/L W/O TRANS SHIFT IN US$
TRANSLATION SHIFT IN US$ (memo)
CANADIAN P/L NET OF TRANS SHIFT IN US$
TOTAL MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -12751.965 | 5231.373190000008 |  | 0 |  |  | #REF! |  | 1891.967152300002
 | ABOVE MKT ASSET TRANSFER |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  | 0 |  |  | 0
 | ENTEX OVERBURN/UNDERBURN |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0
 | AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | #REF!
NET MTD GAS (Including Non-mid Mkt Orig) |  |  |  |  |  | #REF! |  | #REF! |  |  | -12751.965 | 5231.373190000008 |  | 0 |  |  | #REF! |  | #REF!
NET MTD GAS TRADING |  |  |  |  |  | #REF! |  | #REF! |  |  | -12751.965 | 5231.373190000008 |  | 0 | 0 |  | #REF! |  | #REF!
DAILY CHANGE
PHYSICAL TRADING
 |  | CHANGE IN ACCRUED |  |  |  | 1829.550159636 | 0 | -1434.393066477629 | 812.353 | 0 | 928.7160652890252 | 0 |  |  |  |  | 2136.226158447396 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -12271.957110943 |  |  |  | -12271.957110943 | -10135.7309524956 |  |  |  |  | 986.1058635827455 |  | 269.9726652836017 |  |  | 1256.078528866347 |  | -8879.652423629257
 |  | CHANGE IN AFF DEMAN CHARGE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
 |  | CHANGE IN MTM |  |  |  | 2741.882000000001 | 0 | 4695.48798509 | -1129.791 | 0 | -845.3071970000002 | 0 |  |  |  |  | 5462.27178809 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -9613.076478243005 |  |  |  | -9613.076478243005 | -4150.804690153005 |  |  |  |  | -3147.842352145642 |  | 531.88 |  |  | -2615.962352145642 |  | -6766.767042298647
 |  | OTHER CHANGES |  |  |  | 3314.762 | 0 | 64.64900000000002 | 462.443875 | 0 | 0 | 0 |  | 0 |  |  | 3841.854875 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 3841.854875 |  |  |  |  | 0 |  | -170.781 |  |  | -170.781 |  | 3671.073875
 |  | PHYSICAL TRADING P/L |  |  |  | 7886.194159636001 | 0 | 3325.743918612371 | 145.005875 | 0 | 83.40886828902501 | 0 |  | 0 |  |  | 11440.3528215374 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -21885.033589186 |  |  |  | -21885.033589186 | -10444.68076764861 |  |  |  |  | -2161.736488562897 |  | 631.0716652836018 |  |  | -1530.664823279295 |  | -11975.3455909279
TRANSPORT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0
 |  | TRANSPORT/BASIS RESERVE |  |  |  | 553.989 | 0 | 3007.88032 | 0 | 0 | 239.8405 | 0 |  |  |  |  | 3801.70982 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 2137.487094999999 |  |  |  | 2137.487094999999 | 5939.196914999999 |  |  |  |  | 0 |  | 27.162 |  |  | 27.162 |  | 5966.358914999999
 |  | TRANSPORT EXPENSE/REV. |  |  |  | -506.793 | 0 | -427.3425734 | 0 | 0 | -277.8765369999995 | 0 |  |  |  |  | -1212.0121104 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -457.1621374379998 |  |  |  | -457.1621374379998 | -1669.174247837999 |  |  |  |  | 0 |  | -8.692 |  |  | -8.692 |  | -1677.866247837999
 |  | DEMAND CHARGES/REIMBURSEMENTS |  |  |  | -895.23105 | 0 | 34.14786666666682 | 0 | 0 | 0 | 0 |  |  |  |  | -861.0831833333332 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -121.8441820000004 |  |  |  | -121.8441820000004 | -982.9273653333336 |  |  |  |  | 0 |  | -111.5382 |  |  | -111.5382 |  | -1094.465565333334
 |  | NET ACCRUAL |  |  |  | -848.03505 | 0 | 2614.685613266667 | 0 | 0 | -38.03603699999954 | 0 |  |  |  |  | 1728.614526266667 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 1558.480775561998 |  |  |  | 1558.480775561998 | 3287.095301828665 |  |  |  |  | 0 |  | -93.06820000000002 |  |  | -93.06820000000002 |  | 3194.027101828666
 |  | TRANSPORT/BASIS RESERVE |  |  |  | -553.3040000000001 | 0 | -571.941615 | 0 | 0 | -227.8875 | 0 |  |  |  |  | -1353.133115 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -2764.102374999999 |  |  |  | -2764.102374999999 | -4117.235489999999 |  |  |  |  | 0 |  | -25.129 |  |  | -25.129 |  | -4142.364489999999
 |  | CONTRACTED TRANSPORT EXP/REV. |  |  |  | 507.686 | 0 | 429.2551473 | 0 | 0 | 242.197607 | 0 |  |  |  |  | 1179.1387543 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 427.8666873 |  |  |  | 427.8666873 | 1607.0054416 |  |  |  |  | 0 |  | 6.15 |  |  | 6.15 |  | 1613.1554416
 |  | EST. RESIDUAL TRANSPORT EXP/REV. |  |  |  | 143.8253 | 0 | 131.6371333333333 | 0 | 0 | 0 | 0 |  |  |  |  | 275.4624333333334 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 118.906932 |  |  |  | 118.906932 | 394.3693653333333 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 394.3693653333333
 |  | CAPACITY HEDGES - PRICE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | CAPACITY HEDGES - BASIS |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 78.157 |  |  | 78.157 |  | 78.157
 |  | CAPACITY HEDGES - INDEX |  |  |  |  | 0 | 0 |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 6.211 |  |  |  | 6.211
 |  | LONG-TERM TRANSPORT |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -54.019 |  |  |  | -54.019 | -54.019 |  |  |  |  |  |  | 0 |  |  | 0 |  | -54.019
 |  | LONG-TERM TRANSPORT HEDGES |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 54.019 |  |  |  | 54.019 | 54.019 |  |  |  |  |  |  | 0 |  |  | 0 |  | 54.019
 |  | LONG-TERM TRANSPORT MANAGED BY INTRAMONTH |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 681.99 |  |  |  | 681.99 | 681.99 |  |  |  |  |  |  |  |  |  | 0 |  | 681.99
 |  | INTRA-MONTH TRANSPORT HEDGES |  |  |  | 0 | 0 | -2.167 | 0 |  |  | 0 |  |  |  |  | -2.167 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | -2.167 |  |  |  |  |  |  | 0 |  |  | 0 |  | -2.167
 |  | NET MTM |  |  |  | 98.20729999999989 | 0 | -13.21633436666658 | 0 | 0 | 14.31010700000004 | 0 |  | 0 |  |  | 99.30107263333335 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | -1529.1277557 |  |  |  | -1529.1277557 | -1429.826683066666 |  |  |  |  | 0 |  | 59.178 |  |  | 59.178 |  | -1376.859683066665
 |  | DAILY TRANSPORT P/L |  |  |  | -749.82775 | 0 | 2601.4692789 | 0 | 0 | -23.72592999999949 | 0 |  | 0 |  |  | 1827.915598900001 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 29.35301986199875 |  |  |  | 29.35301986199875 | 1857.268618762 |  |  |  |  | 0 |  | -33.89020000000002 |  |  | -33.89020000000002 |  | 1823.378418761999
OMICRON |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE (In CPR) |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION MTM VALUE (In CPR) |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET PHYSICAL P&L |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION PREMIUM |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION ACCRUED VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | OPTION MTM VALUE |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET FINANCIAL P&L |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
 |  | NET OMICRON P/L |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 |  | 0
STORAGE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | [NAME], FUEL, AND ROYALTIES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | NET ACCRUAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | PRICE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | BASIS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | DEMAND CHARGES |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | 3RD PARTY REVENUE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  | PHYSICAL COMMITMENT INDEX |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF! |  |  |  |  |  |  |  |  |  | #REF!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  | 0
DAILY STORAGE P/L |  |  |  |  |  | 907.0132367999994 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 907.0132367999994 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 907.0132367999994 |  |  |  |  | -5.566374383470178 |  | 0 |  |  | -5.566374383470178 |  | 901.4468624165293
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | #REF! | #REF!
CASH DESK RESERVE |  |  |  |  |  | 381.391 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 381.391 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 381.391 |  |  |  |  |  |  |  |  |  | 0 |  | 381.391
ENTEX OVERBURN/UNDERBURN |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  | 0
FINANCIAL HEDGE MANAGEMENT
 |  | HEDGE MANAGEMENT:
 |  | NEW DEALS |  |  |  | -107.6645436 | 0 | 744.4947024 | 32.56250989999997 | 0 | -608.4089151000001 | 0 |  | 0 |  | 303.1312254 | 364.114979 |  | 227.4638008 | 23.95336460000012 | 0 | -70.38547660000002 | 0 | 0 |  | 365.6005943999998 | 239.9363075000002 | -533.3069010000002 | 253.2616896999999 | 100.72164 | 100.72164 | 0 | -398.3026128 | -526.5439193 | -0.005 | 853.2468873999998 | -447.2784101999998 | 176.1745094 | 0 | -241.9869054999999 | 375.3897632000001 | 1460.259 | 947.0443302173717 | 0 | 947.0443302173717 |  | -24.9597832 | 0 | 0 |  | 922.0845470173717 |  | 1297.474310217372
 |  | CHANGE IN PRICE |  |  |  | 5175.350242599997 | 0 | 3176.8144131 | -223.8185172999965 | 0 | 2017.6971237 | 0 |  | 0 |  | -43.39616660000006 | 10102.6470955 |  | -664.3007164000003 | 849.5710378999999 | 0 | -35.49959900000005 | -132.0673406999996 | -27.52458340000001 |  | -2451.145016999999 | 958.910176800001 | -4.536845400000748 | -1506.592887199999 | -19773.19993994272 | -19773.19993994272 | 0 | -597.1679147999998 | 3844.257886099998 | 122.598 | 24362.8026771 | 21.322680999998 | 3161.1566365 | 0 | 11141.77002595727 | 19737.82423425727 | -74.593 | -48.6053987847236 | -0.044 | -48.64939878472359 | 1554.659341592163 | -136.3126648 | -691.129 | 0 |  | 678.5682780074391 |  | 20416.39251226471
 |  | CHANGE IN BASIS PRICE |  |  |  | -21.8342010999999 | 0 | -325.2686171000024 | 8.959599400000112 | 0 | -56.0516773 | 0 |  | 0 |  | -6.99999975040555e-07 | -394.1948968000022 |  | 246.730342 | 3855.892487399999 | 0 | -56.59815669999996 | -27.50165590000024 | 1.5e-06 |  | 1888.332126999999 | 1334.109332099998 | 3800.455681300007 | 11041.4201587 | 0 | 0 | 0 | 300.3269438000001 | -256.2186531000007 | 0 | 1890.996251299992 | 3226.5158366 | -107.4887241000002 | 0 | 5054.131654499991 | 15701.35691639999 | -7441.269 | -4824.496000299349 | 0 | -4824.496000299349 | 0 | 311.3760167999999 | 17.12 | 0 |  | -4495.99998349935 |  | 11205.35693290064
 |  | CHANGE IN INDEX PRICE |  |  |  | 146.9495328 | 0 | -269.2834922999999 | 0.04865590000000521 | 0 | -332.4200905 |  |  | 0 |  | 0 | -454.7053940999999 |  | -0.7884360999999918 | -1.487152799999982 | 0 | 367.3118993 | 0 | 0 |  | 0 | 0 | 0 | 365.0363104 | 0 | 0 | 0 | 0 | 0 | 0 | 4.8 | 0 | 0 | 0 | 4.8 | -84.86908369999986 | 0 | -0.006078635688900249 | 0 | -0.006078635688900249 |  | 0 | 0.775 | 0 |  | 0.7689213643110998 |  | -84.10016233568878
 |  | CHANGE IN GAS DAILY PRICE |  |  |  | 2741.416402999999 | 0 | -2494.5715652 | 0 | 0 | -637.034 |  |  | 0 |  | 0 | -390.1891622000011 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 803.1280117 | -2090.4994443 | 0 | 0 | 0 | 0 | 0 | -1287.371432599999 | -1677.560594800001 | 0 | 0 | 0 | 0 | -150.0904264012347 | -7.350164199999999 | 0 | 0 |  | -157.4405906012347 |  | -1835.001185401235
 |  | CHANGE IN WEATHER HEDGE MANAGEMENT |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  |  |  |  | 0 |  | 0
 |  | CHANGE IN FOREIGN CURRENCY |  |  |  |  |  |  | 0 |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2403.659 | 1557.372800215808 | 0 | 1557.372800215808 |  | 0 |  | 0 |  | 1557.372800215808 |  | 1557.372800215808
 |  | GAMMA |  |  |  | 5.793051999999999 | 0 | 0 | 0 |  | 0.02754100000000001 | 0 |  | 0 |  | -0.9370486000000001 | 4.8835444 |  | -0.0021229 | -0.4506010999999999 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.4527239999999998 | -551.3056200000001 | -551.3056200000001 | 0 | -88.85383670000002 | 0 | 0 | 0 | 180.9708888000002 | -20.0969396 | 0 | -479.2855074999998 | -474.8546870999998 | 304.974 | 197.5311251130411 | 0 | 197.5311251130411 |  | 0 |  | 0 |  | 197.5311251130411 |  | -277.3235619869587
 |  | VEGA |  |  |  | 0 | 0 | 0 | 0 |  | -0.04528039999999998 | 0 |  | 0 |  | 0 | -0.04528039999999998 |  | 0 | -0.6362555000000002 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | -0.6362555000000002 | -1012.8203 | -1012.8203 | 0 | 8.6199375 | 0 | 0 | 0 | 591.7584084999999 | 68.321 | 0 | -344.120954 | -344.8024899 | 206.42 | 133.7376496910956 | 0 | 133.7376496910956 |  | 0 |  | 0 |  | 133.7376496910956 |  | -211.0648402089044
 |  | THETA |  |  |  | -0.002908199999999965 | 0 | -0.02684870000000002 | 0 |  | -0.0155058 | 0 |  | 0 |  | -0.004715300000000013 | -0.04997799999999999 |  | 0.0012634 | 0.2640182999999997 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0.2652816999999997 | 155.27821 | 155.27821 | 0 | 3.177618799999988 | 0 | 0 | 0 | -120.421057 | -1.205 | 0 | 36.82977179999995 | 37.04507549999995 | -55.48 | -35.77834132677538 | 0 | -35.77834132677538 |  | 0 |  | 0 |  | -35.77834132677538 |  | 1.26673417322457
 |  | OPTIONS VARIANCE |  |  |  | 0 |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 411.0893371999971 | 411.0893371999971 | 0 | 66.3871354 | 0 | 0 | 0 | 0 | 0 | 0 | 477.4764725999971 | 477.4764725999971 | 0 | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  | 477.4764725999971
 |  | BROKER  FEES |  |  |  | -1.135 | 0 | -22.018 | 0 | 0 | -0.8019999999999999 | 0 |  | 0 |  | -1.21 | -25.165 |  | -2.011 | 1.035 | 0 | -0.285 | -13.785 | 0 |  | 4.708 | -43.402 | -8.708 | -62.448 | -15.66 | -15.66 | 0 | -4.268 | -49.687 | 0 | -5.757 | -8.969 | 0 | 0 | -84.341 | -171.954 | 0 | -0.009975401651565335 | 0 | -0.009975401651565335 | 0 | -0.116 | 0 | 0 |  | -0.1259754016515653 |  | -172.0799754016516
 |  | TOTAL HEDGE MANAGEMENT |  |  |  | 7938.872577499997 | 0 | 810.1405921999975 | -182.2477520999964 | 0 | 382.9471955999997 | 0 |  | 0 |  | 257.5832942 | 9207.2959074 |  | -192.9068692000003 | 4728.1418988 | 0 | 204.543667 | -173.3539965999999 | -27.52458190000001 | 0 | -192.5042956000005 | 2489.5538164 | 3253.903934900006 | 10089.8535738 | -20685.89667274273 | -20685.89667274273 | 0 | 93.04728290000021 | 921.3088693999979 | 122.593 | 27106.08881579999 | 3443.899347699998 | 3276.8614822 | 0 | 14277.90212525726 | 33575.05160645726 | -3196.03 | -2073.209889210872 | -0.044 | -2073.253889210872 | 1404.568915190928 | 142.6374045999999 | -673.234 | 0 | 0 | -1199.281569419945 |  | 32375.77003703732
CHANGE IN PRICE PRUDENCE |  |  |  |  |  | 0 |  |  | 0 |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 0
OTHER CHANGES |  |  |  |  |  | -0.005797600000000001 | -0.019 | 11.2309922 | 0.03562620000000001 | 0 | -0.2941404999999996 | 0 |  | 0 |  | 0.4511014 | 11.39878170000001 |  | -0.3662505 | 1.1205722 | 0 | 0.05057849999999999 | -0.1311007 | 0 |  | 0.2163021000000012 | 0.3903355 | 0.7195492000000009 | 1.999986300000002 | 0 | 0 | -25000 | 0 | 0.3837963000000003 | 2.8e-06 | 0.3627816000000032 | 0 | 0 | 0 | -24999.2534193 | -24985.8546513 | 190.311 | 123.4423808397248 | 0.02 | 123.4623808397248 | -889.3473200765692 | 0.01943540000000002 |  | 0 | 0 | -765.8655038368444 |  | -25751.72015513685
CHANGE IN CASH ORIGINATIONS |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  |  | 0 |  |  |  |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  |  | 0 |  |  |  | 0 | 0 |  |  |  |  |  |  | 0 |  |  | 0 |  | 0
DAILY TRADING P/L & CASH ORIG |  |  |  |  |  | 16363.637426336 | -0.019 | 6748.584781912368 | -37.2062508999964 | 0 | 442.3359933890252 | 0 | 0 | 0 | 0 | 258.0343956 | 23775.3673463374 |  | -193.2731197000003 | 4729.262471 | 0 | 204.5942455 | -173.4850972999999 | -27.52458190000001 | 0 | -192.2879935000005 | 2489.9441519 | 3254.623484100006 | 10091.8535601 | -20685.89667274273 | -20685.89667274273 | -25000 | 93.04728290000021 | 921.6926656999979 | 122.5930028 | 5250.771028075981 | 3443.899347699998 | 3276.8614822 | 0 | -32577.03186336675 | 1290.189043070652 | -3005.719 | -1949.767508371147 | -0.024 | -1949.791508371147 | -1652.081267832008 | 142.6568399999999 | -76.05253471639833 | 0 | 0 | -3535.268470919554 |  | -2245.079427848901
AFFILIATE SETTLEMENTS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  | 0 | 0 | 0 |  |  |  |  | 0 |  |  |  | 0 |  | 0
CHANGE IN ABOVE MARKET ASSET TRANSFER |  |  |  |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  | 0 |  | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 | 0 |  |  |  |  | 0 | 0 |  |  |  | 0 |  | 0
DAILY TRADING P/L (excl. MM Orig.) |  |  |  |  |  | 16363.637426336 | -0.019 | 6748.584781912368 | -37.2062508999964 | 0 | 442.3359933890252 | 0 | 0 | 0 | 0 | 258.0343956 | 23775.3673463374 |  | -193.2731197000003 | 4729.262471 | 0 | 204.5942455 | -173.4850972999999 | -27.52458190000001 | 0 | -192.2879935000005 | 2489.9441519 | 3254.623484100006 | 10091.8535601 | -20685.89667274273 | -20685.89667274273 | -25000 | 93.04728290000021 | 921.6926656999979 | 122.5930028 | 5250.771028075981 | 3443.899347699998 | 3276.8614822 | 0 | -32577.03186336675 | 1290.189043070652 | -3005.719 | -1949.767508371147 | -0.024 | -1949.791508371147 | -1652.081267832008 | 142.6568399999999 | -76.05253471639833 | 0 | 0 | -3535.268470919554 |  | -2245.079427848901
CHANGE IN MM ORIG |  |  |  |  |  |  |  |  | 0 |  |  |  |  |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2696.1898 |  | 0 | 0 | 0 | 0 | 48.85 | 0 | 0 | 2745.0398 | 2745.0398 | 0 | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 |  | 2745.0398
DAILY TRADING P/L and MM Orig |  |  |  |  |  | 16363.637426336 | -0.019 | 6748.584781912368 | -37.2062508999964 | 0 | 442.3359933890252 | 0 | 0 | 0 | 0 | 258.0343956 | 23775.3673463374 |  | -193.2731197000003 | 4729.262471 | 0 | 204.5942455 | -173.4850972999999 | -27.52458190000001 | 0 | -192.2879935000005 | 2489.9441519 | 3254.623484100006 | 10091.8535601 | -20685.89667274273 | -17989.70687274272 | -25000 | 93.04728290000021 | 921.6926656999979 | 122.5930028 | 5250.771028075981 | 3492.749347699998 | 3276.8614822 | 0 | -29831.99206336675 | 4035.228843070651 | -3005.719 | -1949.767508371147 | -0.024 | -1949.791508371147 | -1652.081267832008 | 142.6568399999999 | -76.05253471639833 | 0 | 0 | -3535.268470919554 |  | 499.9603721510985
TRANSLATION SHIFT IN US$
CANADIAN P/L NET OF TRANS SHIFT IN US$
CHANGE IN ORIGINATION |  |  |  |  |  | 0 | 0 | 0 | 90.786 | 0 | 0 | 0 |  | 0 |  |  | 90.786 |  | 0 | 0 |  | 0 | 434.9870000000001 | 0 | 0 | 0 | 0 |  | 434.9870000000001 |  | 0.73 |  | 0 | 0 | 0 | 0 | 0 | 0 |  | 0.73 | 526.5030000000002 | 0 | 4.581841882291428 |  | 4.581841882291428 | 0 | 0 | 0 | 0 | 0 | 4.581841882291428 |  | 531.0848418822916
DAILY P/L |  |  |  |  |  | 16363.637426336 | -0.019 | 6748.584781912368 | 53.5797491000036 | 0 | 442.3359933890252 | 0 | 0 | 0 | 0 | 258.0343956 | 23866.1533463374 |  | -193.2731197000003 | 4729.262471 | 0 | 204.5942455 | 261.5019027000002 | -27.52458190000001 | 0 | -192.2879935000005 | 2489.9441519 | 3254.623484100006 | 10526.8405601 |  | -17988.97687274273 | -25000 | 93.04728290000021 | 921.6926656999979 | 122.5930028 | 5250.771028075981 | 3492.749347699998 | 3276.8614822 | 0 | -29831.26206336675 | 4561.731843070651 | -3005.719 | -1945.185666488856 | -0.024 | -1945.209666488856 | -1652.081267832008 | 142.6568399999999 | -76.05253471639833 | 0 | 0 | -3530.686629037262 |  | 1031.04521403339
TOTAL DAILY GAS TRADING P/L |  |  |  |  |  | 16363.637426336 |  | 6748.584781912368 |  |  | 442.3359933890252 | 0 | 0 | 0 | 0 |  | 23866.1533463374 |  | -193.2731197000003 | 4729.262471 | 0 |  |  |  | 0 | -192.2879935000005 |  | 3254.623484100006 | 10526.8405601 | 0 | -17988.97687274273 |  | 93.04728290000021 |  |  |  | 3492.749347699998 | 3276.8614822 |  | -29831.26206336675 |  | -3005.719 | -1945.185666488856 | -0.024 | -1945.209666488856 | -1652.081267832008 |  | -76.05253471639833 |  | 0 | -3530.686629037262 |  | 1031.04521403339
 | LESS:  ORIGINATIONS |  |  |  |  | 0 |  | 0 |  |  | 0 | 0 |  |  |  |  | 0 |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  | 0 | -434.9870000000001 |  | -0.73 |  | 0 |  |  |  | 0 | 0 |  | #REF! |  | -4.581841882291428 | #REF! | 0 | -4.581841882291428 |  |  |  |  | 0 | #REF! |  | #REF!
DAILY GAS TRADING |  |  |  |  |  | 16363.637426336 |  | 6748.584781912368 |  |  | 442.3359933890252 | 0 |  | #REF! |  |  | 23866.1533463374 |  | -193.2731197000003 | 4729.262471 | 0 |  |  |  | 0 | -192.2879935000005 |  | 3254.623484100006 | 10091.8535601 |  | -17989.70687274272 |  | 93.04728290000021 |  |  |  | 3492.749347699998 | 3276.8614822 |  | #REF! |  | -3010.300841882291 | #REF! | -0.024 | -1949.791508371147 | -1652.081267832008 |  |  |  | 0 | #REF! |  | #REF!
Canadian Intramonth P&L as of November 30, 2000
FT Prior Day Originations (MTD)
Middle Market Variance Analysis |  |  |  |  |  | From Roll |  | Orig File |  | Vcricnce | [NAME]
 |  | Middle Market - Northeast |  |  |  | 98102 |  | 98102 |  | 0 | 0
 |  | Middle Market - Central |  |  |  | 310669 |  | 310576.62 |  | -92.38000000006286 | -92.38000000006286
 |  | Middle Market - Texas |  |  |  | 456 |  | 456 |  | 0 | 0
 |  | Middle Market - West |  |  |  | 0 |  | 0 |  | 0 | 0