ICTLY CONFIDENTIAL I. - A 4~12 A - "4 A - p4k - - C -C 0 -j IA-A STRiCTLY CONFIDEN7 DAILY POSITION REPORT As of October 24, 2000 Enron Risk Management From: Approved: John Lavorato John Sherriff - Jeff Shankmaif, It '4... It 4 * V -A - 4. At :, 0, Co Distribution Ken Lay Jeff Skilling Joe Sutton STRICTLY CONFIDENTIAL STRICTLY CONFIDENTIAL 'A I, 'N A 4- I- - CONI'IDENnAI. AND Pg0I)R(ErARY DO NOT COPY * '496 DAILY POSITION REPORT AS of As of Odobtr 24. 2000 Limf~'~¶~z~ L~1I~J mm ~1* ~J~J IkY:(SIott6nhs'»=tasss)I !~ti«=76MI~ViSff7&~jIik~ThsCj2saso I Ii 203.4 34108cr 14139.31 I VNITC*3STATK( 033 16239.4) CANADA 20.9 )9.0 FOWEATRADING 56.9 90M)IMWH 112 25MiIMWSI 6.477 7140(N); (0*) WEST t*.4I9*NU; 124 4464(44 T*A(l)NC 53.3 - .. .. - CROSS COMMOIIIfl TRADING - Cm I(R ICN 44 iN IC U 108 )l'IC £9411094 METALS EUROPEAN TRADING *1010606 (MI (0*) ~Ofl4 194 900 (IL E'.ECTh*CSTV - (410) 64 MAMWII 41 MA MW C0N74N76tALnraDtCjry I" 2OMAMWII 5* 2394 MW) N~jAIflC Earls 16C~ 2094,' 0496(1 34 1094 MW 5716.40 0PII'N t:NION dm87 Nd SlEET 7*40360 I~.tJ35uj 079* (16 r.rs rw~o,r 1 ICNRON CI,UIt%t. ~I.%RKIUTS (6/OffAl. Pk0*J(KTS I 72 123 MU DOE wTI LI 23 MV Dl). WP 334 ER ((MI. 7*14(46*; LW4S.)WAtI 4/1.0 4INC6.S FINANCIAl. TRAQINC 0..'. ('AnT (1,1. (hIll I IIW~7~TRAIJINC 2.3 $119 6411 (3 Mi) 71 156)5(10 - ~I6, I I 121,224 t 17$)111M1494 7,40 (440,7281 I 40w.»= 994,64 Th.o 35 1)3 IRE/I) ~ [Zh7~~JEi~i* iwTh r~ir~~n I LiiLi~iIL~i~ZI (0.1) I Mi(C460 4* I 6(i) Cod)). 1(0.0 (('0 MA 282.5 59K)C.,D.,t __________________________________________ 911*) ________________________________ ___________________________________________________________ III.' $I*4MiI I 6»=4636 $((0.6(W61'( ICNIO()N I NI)) S2141A1. .1IAI4KI.:TS POLES 9.4(6) FuI%KbO.~.))NM~II~] Ij]7~~>940~r06 *.l'MBER I1326»=)12340J1.451 ~ IK.NHON S*WII2 A~IIC8tICA i/ 06.411E8N 46)9*6 445 (RA(ll&C 960(94486 O»=Nr P0W/N 7843)/N). s59jj1M.)MW~J ~~1j~j.,jjM.lMW)I NOUNWEIN CONE 4*00* Th.4/flVt 1KN6IS VN ASIA. 404 (PA/iA PU II tIE 7*40/NO 229 3 Mi) 0496)9 *. 9.7) 6 Mi' MWII ICNU( IN ItI((6.7~t6I5 ANL3 SI-Ilvit E.S I BANII9IJP7( ttiflINC Zi~Ih1ZZnv7114iIIIEZ2UhIfflhZ I ADVEIT)3(AG 7*41)92,1; /1*667 NA 76 714 ((94 ________________ IA $63610 257.0 1*fl(~o96~4 1* S SO 100.0) IClI)C*onSl ISO $105 I {SLO~ I 11606,,140) I 196 .190 183 3(010 I IA-NY 71;04 fl*.l I rm~~zi~j I II lIE I 71246)' ~ [.........~JlsI.(03½I I 15138 418071 $27096 1(7096 $728710 (3 05)) 99.17.1) 6.723 6.723 64O,562 (2.101) 1.134 '73 .373 .17.046 $4960 56.244 $19225 119.215 $471431 7445 22.2.16 ('I. 12% (4.129) . 75.)A' w (2.1,03) 953)2)) 'I (S71il.)6.l7N (4679 . 10.337 650 '427 -,. 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I 6*1.53(2 60 565 (Irs 1.120 5)56 9)~)> 'Il))))) '4)2) 19412$ 2.265 493) K 35 3.274 3.274 I 54)32 3(6- $1,200 54,033 34 33 $31947 (SI 167t'7t(195591 . 16.634 ;.: (56.6341 1245.018 (29 6)2.66)) I 1116) 13.110)1 '4)26 (6'fl) 706 3661 - 13.262 INS 71 )4'lS) 9.055 3,053 I -. i5~53 (9) (54 502 59) ,i.2(tI 'iii I.NH(lN I-:NIKI4( V SIKIC%ICICS 53,7*2 $s.(-l~i 4.45 7*41)6.91; 3904 N/OCR T1Alfl6*; CI(96S 6*SO1IOU() DOVSNSIflCAT 21904917F.C( ($51,679) $37211 $39965616) It(7,-I I. 7R..I I,I.V(; OI6ICINAT2ONS I).). 7*69641. 2V7A I. TA'.) I~I.VG ,.j**Ji ORIGIA.1 7IO.V( rt~kCIlANTPOR1TOLIO I 13414.2 CAO'0TNI. PORTFOLIO - gas 5961,11 61)1 LIIZ~ to 2 .11L IS~. 5.4830> 53 SI 120 . 51 120 .1255786 704 .1.257 .. '2.14 . . 7.156 79.600 3)123 3.496 4.164* . 4(64 2»=3.64»= $15184 $29 55 '.8860 38 . $2 7(854 $558 51.533 $2 109 $2 209 5 556 (.533 2.11/I 2.2)99 44324 0 0 6 0 ')2l'~) $16462 22 . $10970 $20970 52,11 159 '53 734 (1349.32»= . (355.4955) . (545.9153) .4 .133285 - so I so jffiffi9j~7fl~ 1126 14 - $10892 5549344 ' 524.085 $74085 '$2 75917 1966)091.16.0 l%)i9.(kosI)))(. 6) ''.966, *)i)k94.6)l4l~l NI'( CONFIDENTIAI. AND PROPRII2TA8LY DO NOT COPY 'EC 000162400 ~<0 U-.. Ia - C-SO, ~ ENR(6N NOWI'H AMUlICA I GAS mAyING .1O*rU.Oq*,(6)mTIFS 7140/NC '4(6 (*46) (6(2 *1 T cOWIDOCIAL AND ?R0.t,ETARY DAILY P0501105 REPORT As doctat. 2429* LNRON NORTh AMFAOCA. Nn Fm VC.r I~S CANASZ~ 422 r00WNXThA4S~ 00 ~AsTO*IGInA 7704$ 0.? £400.77 CArnAL SS000'*0KS 04140.00.73 02 CJONRRA 2104 KANT 290.3 2104 nSF in WVAMA 00 '.4r" 55* nI.n0hjO 435-0 **I.WItAL IWVLV7?AG (ZA S0EC4M.A.DAfl. tt*FORMIM; 52.5 Sfl«=OAZAASJCTI - nOOflsflMvIM 170 TMIASU.r I?.?, *WDI(CJNA77ON% , 24 INRON EUROPE. NttF.'r V4.,~ 91.4 fl'IIJC IL) PN2Z4I7 N I 00 hflucfltAOD rw*T 00 ENRONCALSOIF. N.J Fat, V.6. 33*4 fliBhiC 5~4 FRI l~Ari IWO CflA*V5R17*(j F*)t'AJF 00 .Sflt*Cfl1fl3 cawS 0.0 ENtOIl ASIA PACUSIC. Sn Fair Vat.. I. I ft VAn 27.0 I VsflvCflJmfl,rRstYI' I__ 2.5 J V4005 WD1A. s,o F.), Vat,,. I 9-s I flJIC , 00 1 ENRON NA 'Ni's.. N" '.4, Vat., 5.2 I 709224 I 0.0 7R254470.* I .2 kOAlA INflAYk I 0.0 I )75U070*ED CR5057 I 00 I F.NRON CArnAl. OIONT. Sn Mi~ Vats, MI L~I~IJ - .W?PO*IJCNO{STV 06.1 -, NtM,5,,nmICI.oQmn I 5.4.? VA TV '00)21 503.0 I 21t C0,Ntt*flEa 13t311**Jcft77KST 00 Mt WA R44 505 00 I ALP wSaaAA'nn*flr 00 7 M)CANAO(A&nn)Crovnv - 73 --I * 00 N"s.v5trahV.4TAF FANTVgRsNJfl ,~ 00 3At 17R0CTh*Vo c-srmr I 's~ I SAP. flJRTFOdJfltNiO,flNCE 00 I ENSON CORP 4S ,..,Sut I 4.0 I V.51(35 OIROAO%ASIO OFXVICIV,. INC. "-4 ft VAn ~25 I to I F-. ~5~5 r 0. MERONANT PORITOLSO 2446.7 ON Nfl WORKS RI POT' ENIION CI.OBAOASIARKE?S 701T4 MI21IUV.WWAP ACC4$AI. IWOME ,.t,~In STACAIOIaPOCSr.m7 ENRON 1APr01, MU 05% flI~r 29.2 irs P021.4 7£ I? l.A CONYP:Rfl.tJ5 . PRIVA 7K Li.? .459*503 -POI S'AW 05.9 WAA9*Nn . P5/6.40 054(00440 - tV5IJC 3.5 LAN40444. FF30.4 0£ 53 PR) VA '~0fl77 FAflMRfAJIfl 053 S~5 5TThCWS5D CRfriTatMO lxi VA iflVCiVAO.tSc.,0iT..a.e 20 PC) XL' LI' SfL'C1V*KO CALm? 02 OCr ¶0.?. PAl VA 7£ (QtVTVflfl7i~L ESMIPS £5 ILGI .SLJ~CANANAN n/AlSO 0Y rcrflI~InrUAuC it i/COgs- wAaaANfl fl/ALSO 0' p.s FL/ALSO r- S1734 I rsio n'&N,m(~QKtt~~2WSI $ 23.593 _ 5- ''''In .Liw I [ 1 I I I 1263 5276 5339 1339 ' 73 -'N I,, $01 402 307 30? 110610 0 IS 5 75 III 13,500 (110.4771 I$55.44~3 15~.4044 ill 14.1 SI 0214 (.063 jSOAS$0 5(0402 (4Sfl 706' 0120 - 57505 {tSSs . 350 I' h~ 340 345 233 * - - . SI . IS NI 9 00 .. $017 207 372 SM 573/ - - 10471 43457 - 527 IA) I? 3, (SO 27 45.05755 . 13.990 ($7535 35241) (501053 So (5293) 1,474 (.474 3.052 01155 3.475 5.471 Il?PMI J¶310 - . . ZN -I - . 7 - 7 - . 56 is ildOd) 11.121 5345 1345 133,44W (5773 5.0. ('275 -0(23 0155 . . . . 5045 7 1 . . F. ~ I2~ I' MA *1 429 F. . . . "75/ * . . 1706 $491 1422/I I$VnZ) 15947521: t$ts&~~s~iI - -, 5Wi1. 2150211 - instALl 1.167 5639 5933 5933 5136.219 SO? SW 'Oil ii' ISiJIS - 001100 SO 50 21425') (5420) 13*54 (4100 4200, 1.5141 It 4, VONVIOiENTOAI. AND PUOnIflARY 0050? COn' ->2 3V 0' * EC 000162401 CONFIDENTIAL ORIGINATiONS DETAIL October 24, 2000 '~~8 - I. - - 55 N A * -% tt.~.it.?K:~A4,~i~.i<> 4 Fda Notional -..':-..........7 ci nahmo~t-w :4Q>w4 94 ~ ti ~ --~<................~-NVgJi>'-~'<4A2< ~ xa4~.:~:4AS ~ 'A -rb- r~ ~ - N ¼ 5 ~>' ~-+~~'tv2~ ~ ~.e#.4&P~?~>V$Jir t' -~ ~wt~4* q,4~-z 4 r I ~ JA~< 1 A ~cXc >$K4' ~ ~ ~ Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natural C., Price Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price - Natural Gas Price Canadian Gas Canadian Gas. Canadian Gas - Canadian Gas Canadian Gas Canadian Gas Canadian Gas Central Carnally FT. I{PI.C FT - FIPLC FT. HPLC IT. II PLC FT . KPLC fl. HPLC FT. HPLC FT-ONT Q305 IS. I (1105 IS. 056903.3 Q56344. I Q56353. I 057015. Q57025.l Q57170,l 057 10 I. Q57014.I.I Q57074.i.2 Q57275.t,2 NQ44 15.1 Q54213 Q54341 Q54344 * Q54673 QStO2S NPS6IS Q55860 Q57334 * Q52227.l Q522271 052273.1 Q52273.l Q54228.t Q5486 1.1 Q 54 8 6 I. 2 11V24/2t1(lO 14V24/2(XlO ItV24fltX)0 11V24flc%l0 111/24/2000 0/24/2(n) 111/24/20(50 1(1/24/2000 111/24/20(10 I (1/24/21510 (1/24/2000 11/24/2000 1LV24/2tYJIJ :- 10/24/20(Y) 111/24/2000 I(t/24/20t.lO 10/24/2000 10/24/20(10 10/24/21MM) 10/24/21550 111/24/20(10 I 11/24/24MM) I 0/24/21530 0/24/245)0 41/24/2000 10/24/21510 111/24/20(14) 1(1/24/2(550 0/24/20(50 Contour Energy Conto,sr Energy "PG Clinton Energy Clinton Energy PI'O l'orsnota Hydrrwalton Torch Energy Inc Midenast Energy Gas Natural Monet, Gas Natural Mexico NorTh Texas MEL) Pie n,star CASSSE Premutar Coporation Do Fort SrJean -. Trinsatta Prernitar Coporation Du Eon Si. Jean WP&L' Highland lEurergy Highland Energy Teras Energy Tran.s1r Tc~as Energy Transcer Wagner Oil Company Facility Charges Accrual Value TCPL Middle Market - NYMI2 Middle MatteL - NYMISM Middle Market - NYMEX Middle Market-Central Middle Masket - Cenlral Middle Market- NYMEX Middle Mattel - NYMEX Middle Market - NYMEX ~Middle Market - NYMEX Mmdcc Originslior Middle Market - NYMEX Middle Marten. NYMEX MiddleMarkel - Central FrS-Canada - inlegrared Solutions lECrS-Csruads - integrated Soluttans EGS-Canada - Integrated Solutions EGS-Canada tnncgrated SOItIjOOS lEGS-Canada . Integraled Solutions COSCanada - Iillagraled Solulions E(IS-CanrnlEr . Iniegrased Solutions - Middle Market - Central Gas Assets Middle Market - TEXAS Gas Asocis Middle Market - TEXAS Gas Assets Gas Assets Cs as Assets Middle Martiat - Central 14.111 41,1 0.7 11.4 1.8 0.4 15.9 2.2 '.2 6.8 I).? 4.6 12.8 119 8.04 4.55 I .09 54.50 155.521 1.07 0.65 12.65 I 2.65 42.251 2.25 11.118 54.32 476.79 tgjlo TOTAL $67136 (idiseil Gilbert Abrursac Pt, Ian Polls,, Abraroc Black tagrasta Black Perez Black lagrasts Pollan Giant Oh Cyntis Pasnegs Gram Oh Cyntia Past~gu Howard Sangwine Grant Oh Cyntia Psatega Sylvia Pollen P. Villarreal E. Villarreal 0. Villaraca] E. Vitlaneal M. J. Johnson 1. Zisley J, 7ivley MeCalirey St at ~L. t en 12:64 P M 10/25,2000 rn C, 0 0 0 I-a 0' '-a Sr