Collateral Va1uavio~ Bank o{Amertca Stock Price axsumpnions 27-Jun-01 Enron S46.72 TCW- Select $1740 Compaq S13.88 TCW.Aggr. S13.94 Eli Lilly $74.02 TCW- Small S22.92 EOTT Sl8.76 .0~0. ersou~ n Outstanding Loan Balance S13..204.392 Collateral Pled ed Shares Value Enron Corp. 393.597 518,388.852 Compaq Computer 332256 ~ll~3 Total Market Value oC Collateral 523.000,565 Less: Collateral Required (80% LTV) 57.42% 516.505,490 Excess (Deficit) Collateral 56,495,075 Borrowing Power SS,196.060 Available to Borrow 35.196.060 I d Outstanding Loan Balance [~~6.741.0o0] Collateral Pledged Shares Value Compaq 213,064 S 1,569.328 Eli Lilly & Co. 20,220 $1,496,684 EOTI Energy Parmers 5.000 393,800 TCW Galileo Select Equities 131,738 32.292.241 TCW Galileo Aggressive Growth 37,949 3529,009 TCW Small Cap Growth 41,485 5950,836 Enron Corp. 35,000 51.635.200 Total Market Value of Collateral S8,S67.099 Less: Collateral Required (LTV 80%) 78.68% 58,426,250 Excess (Deficit) Collateral S 140,849 Borrowing Power 5112.679 Available to Borrow 5112,679 Confidential Treatment Requested under FOIA GOVERNMENT EXHIBIT 24212 Crim No. H 04-0025 I LAY-SEC-I 000000144 79. 9% 20.2% 100.0% 18.3% 17.5% 1.1% 26.80/c 6.2% 11.1% 19.1% 100.0% LOC..010627 8/712002 F L Collateral Valuation Bank of Amerwa Stock Prwe assumptions 27-jun.01 Enron $48.34 TCW - Select S 17.33 Compaq 51422 TCW.Aggr. 51434 Eli Lilly $73.68 TCW. Small 523.45 EOTT 513.51 ~40 IOQO.erso ~ ~ tnie~. 'i a-~La~ Outstanding Loan Balance ~4J92 Collateral Pledged Shares Value Enron Corp. 393,597 519,026,479 Compaq Computer 332,256 Total Market Value of Collateral S23 ,75 1,159 Less: Collateral Required (80% LTV) 24.440/o 57.255,490 Excess (Deficit) Collateral $16,495,669 Borrowing Power S13,196.53S Available to Borrow $13.1 96.535 t Outstanding Loan Balance 56,741,000 Collateral Pled ed Shares Value Compaq 113,064 $1,607,770 Eli Lilly & Co. 20,220 $1,489,310 EOTT Energy Parmers 5 .000 $92,550 TCW Galileo Select Equi~es 131,733 $2,348,889 TCW Galileo Aggressive Growth 37,949 5544,189 TCW Small Cap Growth 41,485 $972,823 Enron Corp. 35,000 51.691.900 Total Market Value of Collateral 58,747,930 Less: Collateral Required (LTV 80%) 77.06% S8,426,250 Excess (Deficit) Collateral 5321.680 Borrowing Power 5257,344 Available to Borrow 5257,344 Confidential Treatment Requested under FOIA LAY.SECI 000000149 80.1% 19.9% 100.0% 18.4% 17.0% 1.1% 26.9% 6.2% 11.1% 19.3% 100.0% L,0C0 10628 8/7/2002 Collateral Valuation Sank of America Outstanding Loan Balance 35.000.000 Collateral Pledged Shares Value 143,690 shares ~ >~Z.. 143,69,0 - ~i92~ Total Market Value of Collateral S6.94~.975 Less: Collateral Required (80% LTV) 72.0% 36.250.000 Excess (Deficit) Collateral S695.975 Borrowing Power 3556.780 Available to Borrow 5556.780 3750.000 Line or Credit (Unsecured'~ 1/N/O Kenneth L. & Linda P. Lay Outstanding Loan Balance LOC.0 10628 8/7/2002 30 Confidential Treatment Requested under FOIA LAYSEC.J 000000150 Collateral Valuatioti - Suriimnnry BA I Chase I Compass * 80.0% 75.0% 80.0% $40,000,000 $13,204,392 $ I 5,000,000 $1,042,000 $10,000,000 $3,489,871 (:urrei.E ITV Mki Val. Collaicral Collaleral Req. Lxcess (Ddicil) Ilorrowing I'owcrl 57.4% $23,000,565 $6,495,075 61.1% $11,530,579 $9.389.333 $2,141,246 49.7% $7,020,881 $3.8 16.705 - %~19~,p6j~ I (~'$ *6~q~44 I Y1~ ~326,§34,I 78.1% $8,567,099 $8.426 250 $140,849 SIN: 112,679 lotal [or BA, Chase, & Compass ~ 100.0% 100.0% 100.0% Allot ation hA 19.1% IH.3/. '7.5% 1.1% 44.0% 100.0% ljitg,jii liii lilly I~%) ~ i('W 'Compass LOL laos 80% L1V on all liquid assets held as collateral; the esception as tine SandesV accou',t which, consists of ill, quad assets that Compass offers the lesser of JO% Liv or $ taint IA)t: OltJU2l R17121.KJ2 Stoch Price assumptions 27-Jun-U I ISuro,, $46.72 iCW - Scieci S 17.40 $13.88 TCW - Aggr. $13.94 liii Lilly $74.02 1CW - Sitiall . $22.92 13011 $18.76 LTV Oiiginal LOC Outstanding 800% $I0,000,000 $6,741,000 tifl (10 .n ~ C ~ (5 0- w 0- Z -TI C,) m C) 0 13uarou~ Compaq liii Lilly UOTT .I.Cw Allocation of Collateral BA Chase Coin ass I 79.9% 97.6% 79.0% 20.1% 2.4% 0.0% 0.0% 0.0% 21.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% Collateral Valuation Chase Stock Price Assumptions Enron S46.72 Compaq S13.88 S 15.0 Million Non P~rpose Credit Line L STOCK Symbol Certif. No. Enron Corp ENE HC153831 B~ronCorp ENE HC163113 Baron Corp ENE HC1673S2 Enron Corp ENE HC16735S Enron Corp ENE HC167359 Total ENE Compaq Sxares 26,0 17 90,750 41,019 41,165 240,860 CPQ BB125523 ~ Total CPQ 20,000 Value $ 1,215,514 S 4,239,840 S 1,916,408 S 1,922.229 LL2ziaa S 11.252,979 OwnershLp Personal Personal Personal Personal Personal 97.6% Personal S 277,600 2.4% Total Value of CoUateral S 11,530.579 AVAILABLE BALANCE Funded (S~b~2~,0O0> REMAINING BALANCE 3 Confidential Treatment Req uesled under FOJA L0C010627.xla 6/27/01 LAY-SECI 000000063 Collateral Valuation Compass 27.Jun-0.1 EnronS46.72~ ~~j~illv $74.02 $10.0 Million Non Purpose Credit Line STOCK Symbol Certlf. No. Shares Ownership Eli Lilly LLY FC24922 5,000 Personal Eli Lilly LLY CNY183BO 5 000 Personal Total LLY 10,000 740,200 Enron Corp ENE HC119322 Enron Corp ENE HC119285 Enron Corp ENE HC119286 Enron Corp-Split ENE HC164652 Enron Corp ENE HC1 19359 Enron Corp-Split ENE HC164653 Enron Corp ENE HC1 19360 Enron Corp ENE HC127094 Total_ENE 7,690 Personal 22.052 Personal 1,751 Personal 1.751 Personal 4,521 Personal 4,521 Personal 7,792 Personal 9 4.40 Personal 59,518 2,780,681 TOTAL $3,520,881 LW 80% AVAILABLE BALANCE SL816,705 Funded ~ REMAINING BALANCE . CS673166) 2 1.0% 79.00/0 'Sanders Moms Hams (30% LW. capped at $1,000,000) AddItional Collateral I Total S 3,500,000 L1V 30% AVAILABLE BALANCE $ 1,000,000 Funded -, REMAINING BALANCE S1,000,0O Confidential Treatment Requested under FOIA LOC..010627 8/7/2002 LAY-SEC-I o00000147