Ron Baker To: Gordon McKiIlop/NAIEnron@ENRON cc: 12/08/2000 10:45 AM Subject: LJM Raptor Models Forwarded by Ron Baker/Corp/Enron on 12/08/2000 10:48 AM---- Kevin D Jordan To: Ron Baker/Corp/Enron@ENRON 12/08/2000 10:21 AM cc: Subject: LJM Raptor Models LJM R4.xls LJM R2.xls LJM R3.xls LJM R1.xls Summary: Gains and Losses Previous Day's Cumulative Today's Activity Cumlative Ending Notional Capacity Credit Capacity Remaining Governance Capacity Total $ (198,557,265) $ $ - $ $ (198,557,265) $ $ 19,546,269 $ $ 778,818,271 Inputs: Trade Date Raptor I Daily Position Report & Summary 6/30/2003 Realized Unrealized $ (198,557,265) - $ - $ (198,557,265) Trade Settlement Inutro- Date Date went Cost 08103/00 08/03100 08/03/00 08/03/00 08/03/00 08~03/00 08/03/00 08/03/00 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 Swap S Swap S Swap Swap S Swap S Swap S Swap S Swap S Posi- Strike tie, Price - Long S 118 - tong 5 53.00 - Long S 162.58 - Long S 4.28 - Long S 388 - Long S 168 - Long S 480 Long S 763 Notional Market I Unrealized Units Value Price/Value Report I Ga,nI(Loss) 78.000 1,276,383 1,093,426 S 156.250 5 59.891 S 735,000 S 137,635 S 804,243 S 91,937 S 67,648.299 S 177,681,725 S 655,332 331,860 1,337,703 660,687 S 6,132,333 S 1.61 06/30/03 S 33,278 16.81 00/30/03 S (46,189,110) 21.75 06/30/03 S(153,899,710) 4.93 06/30/03 4.75 06/30/03 S 1.94 11/09/00 S 6.88 06/38/03 S 8.00 06/30/03 S 114,673 (67,377) 186,715 285,550 301,591 - S 33,378 S - S (46,189,110) S - S(153,899,710) S - S 114,673 - S (67,377) S - 5 186,715 S - S 285,550 S - S 381,591 PRIVATES Amerada Hess Exposure 08/03/00 Anserites 08/03/00 Basic Enerey Preferred 08/03/00 Black Bay 08/03/00 Brigham Secured SubDeM 08/03/00 Catalytica 08/03/00 City Forest IPC 08/03/00 Ecogas Loan & Equity 08/03/00 Gex. Pursuil (EBGB) 08/03/00 Heartland Coosmon 08/03/00 Heartland Common (Condor 08/03/00 Heartland Loan 08/03/00 Heartland Warrants 08/03/00 Hughes Raw/s Loan 08/03/00 Hughes Rawlx Note 08/03/00 HV Marine Warrants 08/03/00 Industrial Holdings 08/03/00 Invasion Energy 08/03/00 Juniper 08/03/00 Juniper Consotased Exposurs 08/03/00 Keathlry Canyon 08/03/00 LSI Preferred 08/03/00 LSI Warrants 08/03/06 Oconto Falls Common 08/03/00 Oconlo Falls IPC 08/03/00 Tesland 08/03/00 Tesland Committed Esposus 08/03/06 Vastar 08/03/00 Vastar Exposure 08/03/00 Venoco Convertible 08/03/00 WB Oil & Gas 08/03/00 Merlin Credit Derivative 08/03/00 08/03/03 08/03/03 09/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Swap Put S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S - S S - S - S - S - S - $36,066,314 Long Long Long Long Long Lung 5 3,870.50 Long Long Long Long 5 136.65 Long Long Long Long Long Long Long Long Long Long Long Long Long Long Long Long Long Long Long Long S 217.28 Long S 1,360.00 Long 5 1,350,000 S 4,563,600 5 2.136,334 S 429,975 S - 30,000 S 116,ll5,000 S 1,663,000 5 12,878,050 1,012,500 172,031 S 23,507,915 10,372.212 5 1,302,980 3,486,752 429,210 470,790 S 27,082.500 7.121,810 S 5,644,007 S 20,916,875 2,560,525 5 4.774,950 1,822,363 1,374,750 S 1,803,840 5 2,300,803 5 7,483,750 2,343,750 16.316.247 S 1,050,000 375,000 5 81.480,000 1,000 $ 1,360,000 93,746,590 1,350,000 06/30/03 4,563,600 06/30/03 S 2,136,334 06/30/03 5 5 429,975 06/30/03 S S - 06/30/03 5 5116,ll5,000 06/30/03 5 5 1,663,000 06/30/03 5 12,878,050 06/30/03 1,012,500 06/30/03 23,507,913 06/30/03 5 5 10,372,212 06/30/03 5 1,302,980 06/30/03 5 5 3,486,752 06/30/03 S S 429,210 06/30/03 S S 470,700 06/30/03 5 5 27,082,500 06/30/03 5 5 7,121,810 06/30/03 S 5,644,007 06/30/03 S S 20,916,875 06/30/03 S 5 2,560,525 06/30/03 S 4,774,950 06/30/03 5 S 2,013,592 06/30/03 5 1,374.750 06/30/03 1,803,840 06/30/03 S 2.300,803 06/30/03 S 5 7,483,750 06/30/03 S 5 2,343,750 06/30/03 5 5 16,316,247 06/30/03 S 1,050,000 06/38/03 5 81,480,000 06/30/03 S 1,360,000 06/30/03 S 93,746,589 06/30/03 5 - S - S - S S - S - S - S - S - S - S - S - S - S - S * S - S S - S OS - S - S - S - S S - S S - S . S - S . S - S - S - S - S * S - S - S - S * S - S - S - S 191,229 5 - S - S - S - S - S - S - S - S . S - S - S * S - S * S - S * S - S - S - S (I) S - S - 0 5 - 5 1,250,000 - 0 5 - S 4,563,600 - 0 5 - 5 2.136,334 - OS 5 429,975 - S - S - S - - 0 5 - 5116,1l5,000 - 05 - 51,663,000 - 0 5 - 5 12,878,050 * 0 S . 5 1.012,500 0 0 $ 0 5 23,507,915 - 0 $ - 5 10,372,312 - 0 5 - 5 1,302,980 - 0 5 - 5 3,486,752 - 0 5 - 5 429,310 - 0 S - 5 470,790 - 0 5 - 5 27,082,500 - 0 5 - 5 7,121,810 - 0 5 - 5 5,644.007 - 0 5 - 5 20,916,875 - 0 S - 5 2,560,523 - OS . 5 4,774,950 191,229 0 S 191,229 5 2.013,592 - 0 5 - S 1,374,750 - 0 5 - S 1,803,840 - 0 5 - S 2,300,803 - 0 5 - 5 7,483,750 - 0 S - 5 2,343,750 * 0 5 - 5 16,316,247 - 0 5 . 5 1,050.000 - 0 5 - S 81,480,000 - 0 5 - 5 1,360,000 (1) 0 S (I) 5 93,746.589 Chewco SLP Esposurer 3TEC Warrants Flare Resources DevX Energy Quicksilver Amerites Hughes Raw/s Note 08/03/00 08/03/00 08,03/00 08/03/00 08/03/00 08/03/00 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 08/03/03 Swap S Swap S Swap S Swap S Swap S Swap S - Long S - Long S - Long S - Long S - Long - Long 1.18 1.68 4.80 7.63 46,956 5 55,346 442.470 $ 745,005 82,856 S 397,734 484,154 5 3,691,676 S 2,747,287 $ 283,416 S(198,557,265) S - S(198,557,265) S - S(198,557,265) Seenrity/ Ticker PUBLICS 3TEC Warrants Active Power Avici Systems Carrizo Warrants Paradigm Place Resources DrvX Energy Quicksilver Realized Total Prior Day Prior Day G.in/(Loss) Gain/(Loss) Realized Total Price/Value Coluns Cheek 1.61 16.81 21.75 0 5 33,378 5 0 S (46,189,110) 0 S(153,899,710) S 0 5 114.673 0 S (67,377) S 0 S 186,715 0 5 285,550 S 0 5 301.591 5 4.93 4.75 1.94 6.88 8.00 (000) 2 3 4 6 7 9 10 II 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 (0.00) 0.00 0.00 Totals 5 1.61 1.94 6.88 5 8.00 S 2,747,287 283.416 06/30/03 S 06/30/03 5 06/30/03 5 06/30/03 S 06/30/03 06/30/03 S36,066.314 20,033 112,405 S 171,901 S 181,558 - S - S - S 20,033 - 5 112,405 - $ 171,901 - S 181,558 - S - - S - 721,181,729 0 S 20,030 5 0 5 112,405 5 0 5 171,901 S 0 5 181,558 OS - S OS - S 1.61 1.94 6.88 8.00 2,747,387 283,416 2.00 0.23 (0.42) 5 2 522.624,464 2,281,918.41 2.281,91 6.61 Raptor II Daily Position Report & Summary 6/30/2003 Inputs: Trade Date Summary: Gains and Losses Previous Day's Cumulative Today's Activity Cumlative Ending Notional Capacity Credit Capacity Remaining Governance Capacity Total Realized Unrealized $ - $ - $ $ - $ - $ $ - $ - $ No Capacity Available $ 223,173,526 $ 1,040,000,000 Security/ Trade Settlement hEro- Posi- Strike Ticker Date Date n~eot Cost tion Price Units PRIVATES El Brazil Gas Holdings and El Brazil 1997 and El Brazil lnvestnscn~s 1997 09/22)00 06/29/03 Swap S - Long rod ____________ Totals S - Notional I Market I Unrealiced Realized Totai I Prior Day Prior Day I 2~~c~aloeRe~EGaia/(Loosl Gain/ILoss) Gajo/ILossI I Realized Total Pruce/Valne Colons Cheek $ 460,000,000 3460,000,000 00/30/03 S - S - S - 0 $ - $460,000,000 $460,000,000 S $ - $ - S - $ S - Raptor III Daily Position Report & Summary 6/30/2003 Summary: Gains and Losses Previous Day's Cumulative Today's Activity Cumlative Ending Notional Capacity Credit Capacity Total Realized Unrealized $ (282,260,116) $ - $ (282,260,116) $ 88,943,017 $ - $ 88,943,017 $ (193,317,099) $ - $ (193,317,099) $ $ (661,656,756) (287,393,616) Inputs: Trade Date Raptor IV Daily Position Report & Summary 6/30/2003 In puts: Trade Date Summary: Gains and Losses Previous Day's Cumulative Today's Activity Cumlative Ending Notional Capacity Credit Capacity Remaining Governance Capacity Total Realized Unrealized $ - $ - $ $ - $ - $ $ - $ - $ $ $ $ 348,993,249 21,654,207 1,500,000,000