============= Page 1 of 35 ============= ECi000039108 EXH012-03264 GOVERNMENT EXHIBIT 2613 Crim. No. H-04-25 (S-2) ============= Page 2 of 35 ============= z ECi000039109 EXH012-03265 ============= Page 3 of 35 ============= 3 ECi000039110 EXH012-03266 ============= Page 4 of 35 ============= `! Serves as th'e information source for the "Daily Position Report" Manage V Exposure is broken down and managed at a book level V Books may be aggregated at many levels 4 ECi000039111 EXH012-03267 ============= Page 5 of 35 ============= 5 ECi000039112 EXH012-03268 ============= Page 6 of 35 ============= 6 ECi000039113 EXH012-03269 ============= Page 7 of 35 ============= r .r •.•grega f~ ap 1, ~ 11 ~ - C YtY f r ~ ~ r. - no i n o •:- `Rote ntial:-expos^ure Curve validation/reserve monitoring 7 ECi000039114 EXH012-03270 ============= Page 8 of 35 ============= 8 ECi000039115 EXH012-03271 ============= Page 9 of 35 ============= ECi000039116 EXH012-03272 ============= Page 10 of 35 ============= K4sA xJ '':.fir C i('. i 4. •:•Com, onentsaf the DPR } DPR users & uses 10 ECi000039117 EXH012-03273 ============= Page 11 of 35 ============= V Risk Measurements 11 ECi000039118 EXH012-03274 ============= Page 12 of 35 ============= V, Manage-,,, 12 ECi000039119 EXH012-03275 ============= Page 13 of 35 ============= :• Daily Position Statement - Power? •• Global Products P&L Report? London' Summary? 13 ECi000039120 EXH012-03276 ============= Page 14 of 35 ============= Drew Lynch VP/Controller Mark Haedicke Managing Director/Legal Greg Whalley Managing Director/Commodity Trading 14 ECi000039121 Cvun47 n4')77 ============= Page 15 of 35 ============= 15 ECi000039122 EXH012-03278 ============= Page 16 of 35 ============= 16 ECi000039123 EXH012-03279 ============= Page 17 of 35 ============= - w'A CdLI I U I Global Liquids V Crude, NGLs, Crude Products, Petrochemicals, Jet Fuel, Kerosene European Trading V U.K. Gas T J Block T Spread Option European Power T Norwegian Power 17 EC1000039124 EXH012-03280 ============= Page 18 of 35 ============= Argentina Australia .:. EES HPL • Group Other 18 ECi000039125 EXH012-03281 ============= Page 19 of 35 ============= 19 ECi000039126 EXH012-03282 ============= Page 20 of 35 ============= VVI y9o. r y •3Value=at 20 ECi000039127 EXH012-03283 ============= Page 21 of 35 ============= c ry. `c ..S S ..S N m C) 0 0 0 0 w 0 N co ============= Page 22 of 35 ============= 1 -5000 -10000 0) car) 0) 0) m a) rn rn 0 0 '0 '0 °) 0 0 0 0 cz >% -1 CD > c U) Z -~ Positions 22 ECi000039129 EXH012-03285 ============= Page 23 of 35 ============= Y l''~.a .' Ir i t _+ r w month Calculation covers alllopen positions •:• Maturity/gap'- risk amounts are compared to limits per risk management policy 23 EC1000039130 EXH012-03286 ============= Page 24 of 35 ============= 7;t - 'I494 Net Open Position -300 2ao9~ - 32a 20.10 1`5a # 2011 75 2012 2013_... 50` ___ 50 ( ) 2014 (100) 201.5 (150) Total (855)` 24 ECi000039131 EXH012-03287 ============= Page 25 of 35 ============= 2GO91 00)l 2010 ~~ -~ ; 000- -1 ~ 0 2 `75 2012', 50 2013 (50) 2014~ ~ (780) 2015 (150) Tota I . (855) -500 -1000 -15001 0) 0) T * - M 11) F- 0) N N N N N Net Open Position T C7 LO T - T N N N 25 ECi000039132 EXH012-03288 ============= Page 26 of 35 ============= 26 ECi000039133 EXH012-03289 ============= Page 27 of 35 ============= 27 ECi000039134 EXH012-03290 ============= Page 28 of 35 ============= § ti { _ ' y uarfier-to-Date" . . Year-to-Date Daily losses, aggregate daily losses, 5-.day rolling losses and aggregate 5-day rolling losses are compared to limits per risk management policy 28 ECi000039135 EXH012-03291 ============= Page 29 of 35 ============= I~j 29 ECi000039136 EXH012-03292 ============= Page 30 of 35 ============= 30 ECi000039137 EXH012-03293 ============= Page 31 of 35 ============= Business Analysis & Reporting 'Group (Financial Operations) 31 ECi000039138 EXH012-03294 ============= Page 32 of 35 ============= V ~M'onitors com7pl'iance with corporate risk policy 32 ECi000039139 EXH012-03295 ============= Page 33 of 35 ============= OEM + S •.• Manage overa risk •:• Monitor compliance with risk policy 33 t 5yh t ECi000039140 EXH012-03296 ============= Page 34 of 35 ============= *'* Risk analytics V Stress testing V Back testing V Performance analysis 34 ECi000039141 Fuhlnl7_n'M7 ============= Page 35 of 35 ============= Reconciles DPR to accounting records 35 ECi000039142 EXH012-03298