- t * .~.r- -~ S 'C p. S V 'V r STRICTLY CONFIDENTIAL STRICTLY CONFIDENTIAL DAILY POSITION REPORT As of October 20, 2000 From: 1* I- Enron Risk Management Approved: John Lavorato -I 'It, *~t It C) V STRICTLY John Sherriff Jeff Shankman is Distribution 24~ Ken Lay Jeff Skilling Joe Sutton S.. l~MENT1 *~4428~~fl CONFIDENTIAL STRICTLY CONFIDENTIAL vs CONFIDENTIAL AND PTtOPRIE1ARY DO NOT COPY DAILY POSITION REPORT As of October 28. 2000 111.. Ca.a, 0. ENRON NORTh AN-IFRICA I GAS TRADING -4 -J ½~ I Mm J.......~111 I - sn, ] W~.~iAs8iV <($63397) I S 27 T~vsnzut)pio,uo,m I IL 583 I 3(hlUcf 11(1555)1 351)Bcr I $i~,nsIIsojsoo UN, rED 574 jo CANADA SI 2) (127.824 $3 94 13 494 $744108 - I .756 - 27.02.11 II 460 12.460 7 104 765 - II 3025 3.0»=5 5I.StStI rOWER TRADINC [j]j~IM~J LiTZDiMIIMWH EAST mADINri WEST TEA /3060 CA NA/rn TEA/I/NO CROSS COMMODIn TRADING OilIER I*:NI(ON rL:ROPF ENRON METALS 131,236 )75J1~ Mel. To.. EUROPEAN TRADING *:t*OEAAINC,AS'* ELI. t:,Aa,/C/Tv - L±AL...fr!AIM40L..j CONTINFNTAL N/aTE CIV ~ y~j 606/3/C NLAC7WIC/TY Lil,Jfl~g»=¶~j (fl/MA /3/7106 ENS ON cash/I [fli~~nJr!IM tIES? 714)1060 OrbiI*A F.FS EUROPE I-N1t0.N (;1A1..xI. NIAItKIiIS GlOBAl. PRODUCTS I i.~ 12)M)IbILWTl 6.4 l)MiI 661.W17 FINANCIAL TRADING U) 1113/7 Ut t,IOrT EQ U/TV 764/I/NO E~]fliIm Mi, s(,ncvM.wLn7/OEST&4lI,N(; ~,jJ9~ff~904~,,J Eiii'f5uic~F (WA/N 78405w; ~ L.s~#LZLZi~#±~~7. N/MT flAb/Nt; ~5~j9flf~p~,,,j ~ (K//NI RAT?: 7641,/NC 'NIERGING MARKETS WEArY/I) ~ COAL TeAL/INC L.!2.,.Vii»=4,Ir~..,,J EYY7U1ThE~~I:7 EMISSIONS AIJA WA NC Li Lj~.!LjiM.IILLj [~~jjyiICij,,~ IINR()\ INISI.STRIAI. \I.AUKItI'S fll'fJ /17/) E~~E$tIl64M~T ~ ~ [J~~j,93~~IMBfi,,J ICNRON Si)) i'll AMERICA SOUTHERN CONE (IA) 014/1160 (VIlER (lAmAr.. CR13/N, T*AIIINC ICNRON ASIA.AI-.(S0tI :5120? 5.s~I $4561 $4.56d1 1201 4961 4561 4.5401 xss~A s2491 . . sussl 15211 241)I 'MXII '~xiI I 17S7AiI hI 0) DI 0) 01 I.. :..;(145111.i .1112A21L 232191: . .5&119 I..: (1251.721 I I 1.76011 2.476 F 6.0/IS 6.005 I 2~.73) I F IS I ~2&,~I*' »=&IAJ 2.014 I 2fl.052 I ($153211 (569.74311 $11,489 $11,489 I 12.074.483 I 166*1 so,iszi si.iszl 543.3481 26$ I 664 I 1.152 I 1.152 I II DI 01 hI 12/9)1 - iSl.264)L (569.079)1 122.560 I $12,561 I $2,117,751 I 58,344 I (143.806)1 (5*9.338W (589,330)1 129.1001 ¶01 sol $01 1126,3741 1.166, fli'/i'/6hIWt t/le. I/Il PeIl.4 CAIIII,li,n t/ API CONEIDENTIAL AND PROPRIETARY DO NOT COPY' -t EC 000162447 'N 4- 701?) 1. ThA l)IN(; wi/I, ORIGIAA TIONS MERCHANT PORTFOI.IO I- 747Th. r&i. -.................... r2zt~, '~' N * CONYIDENilAL AND PROPRIETARY DO NOT COPY DAILY OSIT)ON REPORT As .tOctoter 20. z - - c~ 0~ MERCHANT PORflOI,iO I ENRON NORTH AMERICA, Nfl Fair Value L)OWN!TR)A44 *Z4ST ORIOLNA rIO/IS ENAROVCAPITAL R)SOUBCES riA% A.t1R~ TION FAST CLCNEAATLON WEST 'GUAM PAPER PORTFOLIO PRINCIPAL. INVESTMS SPECIAL. A.t!Afl - PERPORAnNO SPECIAL ASSETS. NON.PflFORMINO TRI(AXUfl wr.STORICrLNA TIll/IS ENRON ASIA PACIflC,NflFSVaIut ENRON EUROPE. Net Fair Value PUBLIC PSI VA TI, N 121 .NTRt'CTLIRO tRELlIS ENRON CAI.ME. Nfl Fair Value rustic PSI VA CONVIiRIIRLF PCI VA 'Ii ATRIL TURF,) CREDIT PRIVATE ENRON INDIA. Ne, Fair Value Pun,". ENRON NA INrL. Ne, Pal, Value "'Rut PRIVATh CONVERTIBLE PRIVATE ErR Utrun:,, CRSL3IT ENRON CAPITAL MGMT. NetFair Value (A) SLP PUBlIC I:Q4JLfl NON ALP PUftUCF~VflV SIP M4VAflI EQUITY SIP CON VERTIULE PREFERIIELVIIEBT VP WARRANT) VP WARRANTS PUBLIC SIP tANAIIIANPUBIJC EQUflI SIP PRIVATE EQIJUYPARTNER.SNIPS NON NIP PRIVATE F UITV PARTNERSHIPS ALP .STRLKTUW) CREOIT SIP. POP 110110 INSURANCE ENRON CORP "'SOC ENRON BROADEAND SERVICES. INC. IlIflit PRI VA JR WARRANTS .... ENRON RAPTOR I (I.E N& US PS,-. 4...,.,thJe.Pfl.e - IW,s. Wr.m. . (.a..~ja. PebDe '----hi-. At Pnen - 4)) SJ,wirtCnM.B..* 415 %n.mn.nd (tedM.MTM EC' SIP. U.S .Ssem, C'.dk I4t)E .97'. INi. Rh7 Paienth,)n FOE ALP. Ce. hUe F'S SI.?. U) PS& I,(~)3Lf. Wawre. PeAle AR) NAiL, ENRON NETWORKS I-RI VA ~E PRIVAfl EQUITY PARTNERSHIPS ENRON GlOBAl. MARKETS flLTALRI~TURN .9 WAP ACCRUAL. INCOAE P 5' VA TA 2347.8 .1m44 43..) 0.4' (.1 96.2 40.7 »=94., fl-A CO '5.5 432.5 62.3 23302 -w Joe 193.9 .6.9 41.3 1(0.0 )4.45 '.4) '44' .9-, ((0 0.fl 14.5 ~0AI liii 6150 844.0 I I5I.~ I (I.) * 4.2 I 4.5 * 5-' 60.3 424-7 I '-3 * 3.9 0.'3 4.8 0. 73-5 S 357 - $8344 l$43.806h1 u$8923011 1ss9.33m1 $29.1 ID I - $2,487 I. IS2ILIII) . ($23284! ($212244' $73.08 420 41.0, I1R14- lASS I 6944 -..........................I - (flA) K (642) (Ml) - (4.675) - (1.675) 1.052 42) r (6) -- 469) ~A~kI 49)' 90 90 90 9444 3.553 3.353 - 3)53 - 63335 - . - 19271 - - . 42023 - . . - . - (40.495) 2:223 (21.712) (22362) 22.3624 (2445532) '07 (232) (66) (66) 0692)) 23 4906) ~4 1355) Q355) 36657 I~46) ISRAN 4W] 40.44644 - . t.S.dl7J $0 11590) 1,179 1,179 27.756 - - (990) I 179 ) 479 (2.29~) - . . . 29)140 - . . . 25) en 4145 7 5 - 14418 910 P. 56 54) - $1,742 $3,735 $977 $977 $36,121 I.7J5 . 726 .907 507 .30.9)2 - - - 4.1(41 - - . 694 'S ---------------- (104 4744 - 470 - 41 - - - . . - - ~j~S3233) (511.226). (511.226) ($138,130) 1341.I30) 4 $155,151 ZhIWI~]($420)J. $420){ $1.814J - -P - YEC Q00162448j .1. CONFIDENTIAL ORIGINATIONS DETAIL October 20, 2000 rt%- 4~.-~I'..*'" ~ >2. ½2.554t~.r ~ *tt ~t~24~Stf22¼f<2iz{ ~tit ...~ ,"..,.5.r 4 ::+tt~Q ~ .1~" "5. Ms '--p. A-,. .5 .5- - - .5 ~5 .5 55*5 A 'S A, -p I 5r --7 C. is * Natural Gas Price Natural Cu Price ~-tssvaI G.i Price Cu Price Natursi. Ca. P.1cc Natiatal Gas Price Natural Gas Price Natural Gas Price Natural Ga. Put. Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Pu-k. Natural Ca. Price Canadian Gas * . Canadian Gas - * Canadian Gas -s Canadian Gas Canadian Gas * n:Easi * Options Opriona - Options Options Central GasDaily FT. HPIC fl-.HPLC---- F-IT - IIPLC 052290.1 Q52 29 I. 052293. I Q51906. 1.2 051921.1 Q51952.l Q52203.l Q52270.t 052265.1 052 132.1 NL8755.6 05189 1.1 .2 0521i3.l 051914.1 051025.3 050025.2 052194 052312 052313 Q52281 052281 Q523t7 052319 052320 052199 052227.1 Q52273:l- 052298.1 10/ 20/2 tAlC 10/20/2000 lW211/2tM)0 1012(92000 tfVZOhltEO l0/20/21~ 10/20/Rue 10120/2000 t1V2Q'2(l0o 10/2012000 10/20/2000 0/20/2000 11920/2t100 10/200000 tW2W2000. tQ/20/200t1 I 0/200000, 10/20/2000 10/20/20011 0/2(92000, 10120/2000 * 10/2012000 10/20/2000 1012012000 I 0120(2000 I 0120/2000 -10/2/92(n) ill/20/211110 Tudor Prop Trxd~g Tudor BVI Global Ospraic Portfolio LTD Cranagra Beliweather PMI B anti E Prime Clinton Energy Nylon tIe Mexico Fort James Enersek IJoivex Formosa Hydrocarbon TransAlla TransAlta Piensatar * Bmnbard~r Bombardier Gas National Dc Mexico Gas Natural de Mexico NyioodeMesieo Univex WI'S Energy Services MkiAnxerica Highlarxi Energy - Texas Energy Transfer - F.,~uistsr Middle Markrt - NYMEX Middle Market - NYMEX Midutte Market - NYMEX Middle Market - NYMEX Middle Market* NYMEX Middle Market - NYMEX MiddleMarket. NYMEX Middle Market - NYMEX Middle Market - NYMEX Mexico Origination Middle Market - NYMEX Mexico Origination * Mexico Origination * 2 Mexico Origination ECS-Canada . lnxegratedSolistions ECS-Canada - integrated Solutions HIS-Canada - integrated Solutions HIS-Canada - integrated Solutions ECS-Canada - integrated Solutions Mexico Ong nation Mexico Orig nation Mexico Origination Mexico Origination Middle Market - NYMEX Middle Market - Crotral Crux Assets CasAssets - Middle Market. NYMEX TOTAt $362.49 7 KR C U' - 1'0* V-fr In 2:19 PM 10/23/2000 t 1- I 163 2.95 1.68 1.29 26.51 076 1.29 0.89 0.25 6.45 0.16 0,10 6.45 7.643 82.44 109.92 0.29 6,43 1.90 0,27 0.27 I .88 39.23 1.66 0.27 265 2.25 55.06 Sekse Sckse Sekie Bisek Ugrasta Beesl.u * Otto Otto Pirvalt Perez Pereirs Perez Perez Pert Howard Sangwinc Howard Sangwirae Gram Oh Cyotia Paatega Cynlia Pestega Augustine Perez Perez Perez Perez Gilten Sylisia Pollen 2. Villanesl - E1 Villarresi C. lireslsts