[STRICTLY CONFIDENTIAL STRICTLY CONFIDENTIAL I. 4. 4 - DAILY POSITION REPORT As of October 26, 2900 *1.~ - L t ¼ ~ -&k.~ 4 .' .- -y p '~4~4t«=~ ,,~4 4 I. r iv. From: Enron Risk Management* ~. 1Approved: John Lavorato t P John Sherriff - Jeff Skank~nan -. . . . . -3 -~ -~ »= N .4. .4'.' C, '"0 A C, ''4 ~ ',- -- CAl 4 .*~' 0) '4 Cl' * '4 '4 .4 '44' ¾ K - I STRICTLY CONFIDENTIAL f Distribution Ken Lay Jeff Skilling Joe Sutton "4 n LQOXERNMENTJ ~EXffl~* STRICTLY CONFIDENTIAL I 4 4-4. 4 * I ~ONI1DEN1IA1 AMI nSOPRILrARY DO NOT COPY - t~. -, 4;~ INRON NORTH AMERICA .4 I 'a- II - Sc- - i I 6n56.I 6 ll~..oh L. I 5l4~y. I Lkr I * DAILY POSITION REPORT - . AsdAsdOdober26.~ T raLIflI . 560 Edt 64531 37 38 GASTRADING ww IrA IRS VJ3~L2 CA 4404 53.7 POWER TRADING [II~i7fIi~ji~I] 16 25 Mi' MWH asr TXAmNV; .1~ *PSTT&4t460 CANS lit TW.4OINC CROSS COMMODITY TRADING 0Th ER ENRON riPROPE ENRON MEFALS 103 33 lt%105361n*Tc EUROPEAN TRADING K I/ROMAN (MS - r ILL 5(LF.(WICITY - J,,J~J ~ CONTINKAtAI. a,rniCny Jj..,...~ NORDIC WXThOTY ~ ~ SPA KISS OPI7IJN PINION CRAYIIT SitAr ThA 04411 tIThER IKNR(IN (;IA)IIAI. XIAIII(ICTS W.OSALSAOIIUCt¶ 513 9411 DII. Mn COSt. TEA 51464 LI 525 64i1Thsu MOlARS [ UA .1551 MiS KVISS'ONS AttoflNrn IDA) I MiS (:..dI. FINANCIAL TRADING IS (SaINT I/.K 5*491 tX)I/IflThAPING $33 35515 6411 SO IT CON WOIJtflO 784 OPNO 131.0 211" C.Dsnci. G*AL% 18415154; (60*5 (5355 C5151,a. VNATIAAI)SNC SMAS IOflC53su.a. I 3346 SlIMS 9411 lIars ENI(ON INI)LSTRIAI. MARKETS ((U.N A (.41(1 E~iftIMM.t~ IONIc, 22.5533 MOF STK&TflJsJNC .A~fli2ffi~~T,~j ENR(JN 50)17113 A NIERICA SOI)THEA.VCONE (143 ItS RING ZiiIIIIIrniBd I Lj!~,fi 12.MI MMII, LAM),,fiAAMIMWIfi. SOI,THERN CONK CROOK APINO IKNIB(IN ASIA. AVRICA AI(SThAIJA IY'WFA TRADING 5135 6 MiS MMII 503) 1 MiS 645515 I;N tON SIHO IA I IISANI) SERVI CES SANRWSIJIN TAAhJING rIUULANY~~9 ~~rnNY' Al) V#RT8.¶PNC 1A1*INO ~ IKNRI)N I.:NIKH(;V SI33VICI5 (545 TRMSSN(5 Ed 15354'PIRThA4)INC MiIMW9S m 381(53 .495 "' - 746 11~ - KM II I~aI K w~ Sn, *si~* E~ .u~ s5~n 93 II 16 189 189 $731 4.832 2.671 .i. 2(3115 - 25.385 555'S) 554945 (1.1605 (5.596) - 35.5755 (S20.065V 54.33l55~ 17*291 '54.555' 54.555) $470429 I. 69.935 s~.5I~s s~AI35 0 0 $14 I ($34911 - 50 I $0 I (39.2911)1 ($9291111 (184.62951 R~t3NaR~J~ak9ss~I >~14.9UlI 1333371 I (14.44811 (134.741)1 (527.592)1 1327.592)1 $6302 I .111AR). (121.1$!) ~ ..........I!1!±i. 96 555475 - 33.560 30.540 ('I~'l55 21'i91 s~640s '.2.4* 5.2515 202.722 1.025 65505 5t'.2~6s 56256) 19~ '~ ..,,..flJ~' 5244' (244' 9351 68 5(45%: 5»= 72's 52,72)5 65 In 57 SillS 35555 183% 455 s)94~ .j~35 59675 "5554 (25765 9 7'J55 298 206 '3399 .1 [ I [ I. - I I I I $3A52........JM~. $17,724 937.724 S3SS.130 555 4.5450 18.075 8.075 lISA') 350 5.548 5.457 1.417 20.562 94 55(75 - 55.7765 (.7765 56.311 40 59 65 65 - 55 53 - 21 56 56 26 (55 4245 (3.55 435' 5455 43 (225 (6455 (65'; SIMS 4 1 9 .~')~.$61E 1. 52525 6 . 6 .95MM 7 21 . 55 -. 53 52465 0 2 2.. 2 2- .1 4225 . 920 675 *. (675 ' .53MM SI 5745 . 435 - 4)5 . 5294 43 .555555 4553 4v3 (MS .77555........... in 52 (67 623 623 4.732 4 5554 2X55 5576 5576 (255345 53 0 0 0 -O 4 l55~ 4.fl~:5S t4i,STh las5 ~s.i4.r; 597 665 5512 8.332 355.2.59 (937 2 95535 653 653 225.675 (11.749)1 gsi.,ggiI Igils I 90 93174 14.053 14.03 93927 - t~.stum3 250 ~ $159 384193 (2.4545 (55.64 5. 20 522) 45255 IlI 540 53.0~5 (.253. 575565 3.760 3760 16.251 6 362 684 (964 ((.5445 cu~ 80r10330 01 VFflflCAT3ON 124CT ~ TOIA!. TRAI)IAT; ORIGINATIONS (Lx. t37PIRNATIONAL IOTA I. LR.II'INC wials Cit IGIA'A TIOSS MERCHANT PORTFOLIO ~ ' CAPITAI.PORTFOI.IO .. - -* 13445.OMII II 32 1 17 .2W" i'I742 I 961 3 9 . . , 424 65 5.340 2233 2.235 . 44MB 0 0 0 0 4254' 3 13 >< - .mW vs7 $1 544 $31154 3 29 3 9 10.389 $0 90.. 90 90 $3 4 I>' ($1S.595)Iitt (934.46711($138.338)I.4(1i3833ffi1 229.211.665 I - 5.WSIMSS I)n.o,sl'osns I/Isa bssS*flS.bkrk ~..Iw'~55.15,s. As Pt*bn c,ksAti.ws 54 NP5 505 555.5(1.5, 1 SissI 555fl5154 OIMlifls.isfl D55S~M5D. - I '-Ii CONFIDENTIAl. AND PROPRIETARY .4'. DONOTCOPY --.5 - .. .4 ' 1 '5 '.5 '.34\. ,6.55 .555 .... 5. * *2 3. H is.' '~ V 0 4*' I .~" TMri j.3. .5 ~ 5/s 55 6 - 55~5354~ / 4 it. .4j .5 / ~I'. I07'ALI'&L EC ~~Di62366 .4 CONYODIWTOAL AN!) PROPRIETARY - DAILY P0577107* REPORT -0-4. ~ - MERCHANT PORTPOUO DIjON NORTh AMERICA. Net F V.6, lASS CANA(14 41.9 216) WNST.EAM 00 £AATO*SOJNAThV4 00 SNaOrWflAL 5SOUICO 93* 040 02 62NK40106 LAST 294.5 OCYR&4 17016 W~T 10.4 (604164 an PAfla ISA P085770433 *S2NCIPAL INVU7tW 672 AnflAL A&0113 FWflMM760 32.6 20504'. 4*200. NO#.fltfl*MIIW Ian 316t45U5r 0.71 wt.TDWaNA 176643 2.9 DIRON F.UROI¶(. Net Fat, Vats. pun-Ic PSI VATS 6652016.9 00! ST 0*16* CSSNT ENRON CALME. N.t Faa' Vain. 336.3 05)58-Ic In' #52 VA TO . 0716 VEnhLA (MOATS 00 Sratrn,RIbcaflwt on F.NRON ASIA PACIFIC. Net F., Faint flJ VATS srancrvumncw.r ENRONRAPYORI Boats USPUALJC 402 (OS F5I0~ATh 1O1.6 (0069007)8*1. (526Am 3.11 045*41610 -(5 jOlTS 70.0 WAN*A0610 . 6(2*126 LI CAn 01456.051*1)6 IA C4NANAN.fl(VATR - 5.7 565)04Th ~ PAh7WWMSIn 67.2 USSTUL'CTh*El0 C .800* 307 * uSAntc0v*Enc5000.MTh a at * (6156710.P.USSTUCThRMJOCSflMT 03 5016 Ott. (MOATS *007Th PASThRM$0J7 241 16016.056. 041640(ANPEIMJC 00 flY/P. LI 605226 42 /201651.? *4fl4N7nvsuC 03 ENRON INDIA, Net Fair Va/a. I .0mg-Ic - I n.e ENRONNAIPU'LNMFWV.6. I 03 /0*116 I 10 (RI OATh I CON016/078(265(04Th I STRIILTO/RR0 6*110 67 an ENIOON CArnAl. MCMT, Nat Fair V.0.t (Al 3573 SOP (II SUCJ(OV/fl 62.1 9616 Ste P0)8*-IC (QUITO 00 Ott PSI OATh 160(207 0721 SAP CON 0*5*1 Sf1 flE716115097*5T 00 SAP WAS *41677 00 nAP WABRA NT) 05)5(26 00 721 CA NA 5*46 010*116 EQUITY 1.9 S/P 01 1.4Th 'QVITO PARThEASNIPO 00 296104%It (MOATS *0007 PASTNNI//FS 00 5217fl1CThR'OCRIIDIT 14.5 SAP. NPRTVOJ./0 6160(2*46965 00 ENRON CORP 23 05181-Ic 2.9 ENRON BROADANDSERVI16IS. INC. 593 69 SUE 4.4 6*20.4Th '45 04554167) 00 ENRON NET wORES I 6520.4Th I 1l~ FRI VA 771 R(UITVPA*ThM4¶MWS I ENRON GLOBAL MARKETS 341 7004/. 507 #16204/ TIll ACC*0/ALINCOM* an FR) 04271 II.? ITR(flh)RED CSSNT 4.0 RSS .08(26 $ 22.ag $ 262 43.2 I1t&i1103444)l.# ~18t66