t. ft F' ~>~ r '-C -r i in i. I 'I STRICTLY CONFIDENTIAL From: 4. 44- U if 'V I. STRICTLY CONFIDENTIAL I DAILY POSITION REPORT As of October 23, 2000 Enron Risk Management Approved: John Lavorato John Sherriff Jeff Shankman '¶1 -4 * * "a * to j STRICTLY CONFIDENTIAL Distribution Ken Lay Jeff Skilling Joe Sutton STRICTLY CONFIDENTIAL I 14: IL 4:usrIDFTh 3.-A..,' l'K,3rkjhIAR~ DO NOT COPY DAILY POSITION REPORT AodOctob,rflZWO rAL*1 TVI. SIb R.At MIII Ti' - IZNRON N4114I'II .%NIEIIICA GAS TRADING ~1~E ~'EI (143.1) 350 BcI OJNITKIOSTA TEl F.7~,,,,,,j 114141 CANADA - W!M....J POWERTRADINO 542 91)MiIMWIA hA 2SMiIMWfI *A430' TRAT)INC (943 wEst 024 CANADA IOAIVNC 832 - CROSSCOMMODITY TRADING OTHER EN Il (IN EL: IU)I'E ENRON METAI.S ~ ~ EUROPEAN TRADING I tt190tt46424% Ut. E6J:aR!cOTY - CoNrJN1(NTAL CLEaR Ofl ~ F7I7iZiEZZik................... MJ0b)IC ,:iya,,C,fl 90 ~MRr)Ncfrrnh? Fi~iTTiI~MFfl ~jCEr 1noV30 'WI Vt24.6ni.........t$8A86)I"~12.60J)h&fls2a4d>$1.13&442.I 260 52682 $32234 $32234 $743348 I.? ''I (4611(1 24.356 24.750 361505 .453 I .9'Y 2 476 2.473 39.253 749 . 743 ' 24.176 24176 $466 20 22.5W' 5.590 16.3'J33 6.791 67.616 2.050 II) '1121 - 73323 7.~1(2 0325 13 13 0 0 1.47') $133 1064) I I $9703 $41 . 50 9298 9 8 629 F s&sAo)I s,sdod smns sio*s I . uz~a'fl I I. - 452.758)1- 4542(1711 ($15.81 iii (515,81 III 117.982 I 525 00 $2 137 $13 IV $1661 SI 127 '-I ~ EN HI SN ( IA )II Al. N l.A Ilk FUN CI.OIIAI. PRODUCTS 2.6 2.586.1001 WI' I h t*.4i I S MI ROt VT' I . $10,753 VEi~Z] 15.4 I __ITWMFI j . -------------------------30.586 fliKTh~7] $436 L...!2~..J 160.01 I IIMUC,rnci. II &~* I(0h0.nnct I I $i6 [S5~.....J 7901 I IIITII,tnc,. II 17)01 t TWIll 'w'I~T~ I 1*5 Is7~oI $076 .61J1T43J.MWr)rJIVEl TRADING 1)7.6 210(11.0=1. 2370 . XIT)CCIILfl - [ZZflhZ fl/tNT RATE T#AI)INC 134 FlU MV r41L16Ir)93 AtLOWANCES I 126.729 I I lit $111194 7 fl~ii'33o~ ~ I I 2.6 I 3tT$*3i!!z«=~ ~.. II '.7 I '5 MiIifl'~ I L $1,619 I I 10.01 I IMiICrd'T. iF 0.0 I I MiT(,~,1V, .1 $7051 I5'3~~ I.,N141)\ INISI. SIR Al. XIAWRIK'IS IF IJLAM SIWIiITIMSV13... *L7~ .flI.IK~M4rtTo.,, IL I I5.~2I I 22.11*1 M011 II 4&~2I F 22.1W' M0I~ I I 326 I~J (563150F 156.4491 $21630 $22430 ~ 1671(1 1219 10.0*1 100(1 231176 II .11641 1111' 0.396 1019$ 207.321 17531 14.11761 35') 090 46761 1.14131 '2:3173 ('III ?,3T '6662 11.1311 11.9461 III SSF-'lISSl- (61.377 - 424 11W) . 1,1W) (»=22~ 1l'4~' 423' 14'K* 3.827 T I I I [ I - F... 46~1 '953 F 1.154 , 1.154 I 33.~ CI (I, 'I 30 ($32) $1,116 54.017 I $4,017 537.931 I. .412.686) - ($104123) . $72011 . $7301 .. $246,183 (54.784) (¶15.988) (3,2.623)1 ($116231 $24,834 $4.85.......$15268 I $15,268 5192.655 2.012 4.756 6.233 F 16.235 I lOWS 73 274 457 I ~ ":02 17111F ''III 11535' 119*, 56.621 IS! I'll S 1 1501 17! 6 53 . 531 22 16FF 2.91 '23' 12111 I)~' 24! 1731 24 6.303 $655 I 11.108 $5,156 35.056 128.692 1)611 413 (01 1434 135(11 756 F 456 I.')42 .S'342 - 16.440 IA F 2') 610 61(1 112471 jul61 $938 I 51.186 I P - $32,706 I-NH()N SCSI Ti I A.XIIKHI('.A I SOUThERN CONE I hAS TkAD)N(2 F FVOWCI 7540)70. CR1.~8)C rEASON,; I I 3511c( II II III I .1.5 MIIMWH II I~i I 211 Dcl JU~~ ~ *0I 3.5 Mi' MWI1.IL..A~Zj E~L..J IQNIC( IN ANI A. Al-RICA A U STRA I. IA F tV) o.:k IRA 0,070 II II.)) I 3 Mol MWH Ii 0.71 I 6 Md MWH F I $464 I $31300 EN R( IN 11144 5.6 IlBANI) si-:u ~ I (ES OANDIII?TH TEA tONG .tr)I'r5Tt163r flADANG I 139241 IA-NY 11)54 l3Si] I It 42 ........7))7~3~. II 640.6) I LA-NY 'i'M 1S3 I I - I 782Cr?. .7 I.. $1711 52.11(11 I ssfl $13131 I - rS263P. $59. ,sjscrnl .19.604 F .611 '30 '1)31 ('163,1 l2.~4l I .w*I 123511 73,231 19,211 I 12.32114 0 0 I) 0 F 15'31 I iu, 04 *4,1 11.175* '1611 ...M' 3~ 3M I I '1711 I tint-> $124I~ 'sv,t 54791 14.55! 231 1241 41')I *7')I 43131 P1.7 ($44)[ . j$2354 - snnl> . inns) Dl.. ENHON I«=NIKH(;V SERVICES - hAS flAWED fTh5jfET7 F' ~ fl"'- FFfl RV'ii~1 - N)wC* TRAIlING L3~i~IIM~IZJ [Z~F]ZZMff~!~~ ir~i IZUQSS R3ktl0hj0 OIV&rnSIRCATION DThfl 4. - 14)131. 1'Ie.lI)IM; OR IC. INATIONS us INTERN7I TIONAL 7.D.J~11 '/'k.ii)1V(J with ()RICINA'IIONS I MERCHANT PORTFOlIO ~ t5.(w%3-'~ K.> $129 <'3 $1 II..................- - $7 .. I 62 3309 6.548 65416 24.291 II . 123 0131 1.442 1.442 222.461 ~89 S39~~ EiiiiiiEI - 51 5- 52.5942 524.044 $ 044 32 87038 1400 51025 ' SI 52 $1152 . $43747 40)) 03~ - '.552 I3~2 43.467 0 0 II I) 171'): $13034 24917 - $25 96 125 96 12130785 - $543 9 5749 3.789 329.65? II. a.,. I 53(ll.OMII. I '3'.w 310.1430 .. sol .4.. .4 a - 501 $1243741 - $1 5 77 314. 194 $2 800 3. blot" 0. lOch l'~'~,k'*,, kli"Iy 161 - I't~,4JI.t .,.Ic.INi6',gNI'I ~ * -IT' '-I"'.i'wooad InFI'r,,,r'**w'.FT.,oTt~w,..n (.dll - ~ CONFIDENTIAl. AND PROPRIETARY -DO NOT COPY 3 6, 1~ I 0. 1(3 '3 61 t ('¾-. .6-I. .9* I. - . *9 / '0 . 6 3. 'I ., .l~ V~ '6 S 4' ''I '3 79*744) OPTION (lINER EFS F.LIROF'E FINA N CIA I. TRADING 463. *1km 11.6. I)RWT ':oufl'r IRA 0)370 1(1*4)7 TRAIl (ND MEAT IRA DING F EMERGING MARKETS E(A 7861(4 Cr14). TRA)flNH I PIIVJt fArES I 1.UWRCR I CAPITAl. ECOooio~4~~ 3. 4' 9 r 0~ CONFIDENTIAL AND PROPRIETARY DONOTCOPY - -1",. DAILY POSITION REPORT AS 0f OCtOber 23. 2000 rat ,~i ml. Mm. I) SIT) B.-. U- - c~..a, c~ £541 £48.s,91 hsss.,s9I s8s.7s~I £29,651 I NrA UflI'RIV/) C#6JJIT F.NRON CAI.ME. Net Fair Value PuBlic P81 VA VP CON VARTIRI.E PRIVATE STRUCTIJRFIS CREDIt ENRON ASIA PACIFIC. NeiFal, Vt,, Itt VA SIR baupro CREIUI F.NRON INDIA. Net Fair Value PURI)C F,NRON NA INTI..Net Fair Value flUolie. VA TA 12118 VEflhRliC I'RI VA TA .ORWTtIRIaJ C*FIUT VeIN ALP PRIVATE ':04/IT, PAATNKRSHIPS 41)' Nfl (3(74/API) IAICIIIT SIP. PORTFOliO INSURANCE ENRON CORP P4/S lie. ENRON BROADBAND SERVICES. INC. ttlilliC PROA Tie. WA CR4 PITS ENRON NET WORKS PR' VA TI) PRIVATE I~QuIrtrARrNER%II,fl ENRON CLOnE MARKETS ENRONRAPTOR I W.nwm. . Inn *eflO~l . l~sbtk C.Ra. PeMie CnaA... 11* A., Pnnmip 0' Vwcjrnj Cnj.Rnl .1 Aflrluttt (n&'.MTM NUt '(P. USS#.ceandLi~~,I (Cl ALP. PM, 14u43 Pas.esbip. - Eel': SIP. C.-~. ?bbl,t lIP. (1% P.MIC lIP. N.m.,. Public liB' Public TOTAl. RI:TURN SWAP ACCRUAL INCOME CMI VA TN .%TRLICT&RNJ) CAROb $ 23.093 424 110 '9 162 103 2943 714 II) IS. 4323 824 Z~FIhZ H;0 - I H-H 0 191.7 eN 6 oil 11170 0.11 Oil 00 *6 n-el OIl 14$ 0~Il 1. 376 '1 'I 51.8 lIlA (1.7 3,-I A '3 I'..' 15.3 '-9 13.9 4.18 0- 74-4 S $295 (1295) 1,474 - 1,474 28,05! 295 (295) 1.474 1474 lITh)Il) 29.110 231 I . I . . - - I . i - I - I I - I I -l - I - - I 561 - I . ( - F 561 ($228) 12.270 1749 5749 135.893 12-i?) 2.228 254 - 254 - - . . 4.841 - . . . 694 * - . 53 25 12 493 4'31 .855 - 1561 - . . . 4784) 1647 (12.245) (1111.578) (5111,578) ($137,482) 847 - (2.245) (11)378) (10.5381 (137.482) ($467) ($202115) i$2I.75I~ (121.751) $70.61? - .16) 35 1.204 - .204 63169 - (226) ~fZlZ[497) - (1.3412) (1.842) - - - '$5 - -(75) - - . (751 . Nip's - 3557 3,553 IIISA - - - 19.271 - - *-.- 4*33 - - 110.498) 1251) - (29.722) - (22.620) - (22.620) 1206.008)1 IllS) J~) (INJ) - -(1803 - 106.19* 63 (1.13741 i (1.2921 (1.2921 ..- (36.720 - (223) (388) . l~~8Il - (40.0641 (15.4371 I I I I $701 $195 $567 1567 LAi!~2.] -~ -~ 67 SO (142114 ($420)j 11814 * rn~t -r $5~ $15 176 6498 -82) 5~. (14,3) ($28454)[ ($589116) (158.98)6) ($117615) (I. . I I8Il-C.l~ rfriiip -' 128.918) 1275)1 (64)) Vj~FI5 -Il ~ I 371) ~ - (VI II I -, - V l9( 98 1) iW T1Th ~ThTh 114 .33 * ~ ~.- - '6~~~' 6 4 -'4..-. ~~~1- S~. CONFIDENTIAL AND PROPRIETARY DO NOT COPY N I 8 I. S I. '4' 1 3 1, S I. I ~*4~ 3 4-. ~ V I. 'I .3 0~. -. 'I' 'P.6. 3 I). a. P 5 VI MERCHANT PORTFOLIO 04115 "A FINRON NORTH AMERICA. Net Paw Value I 2448.0 I)OWN.¶TRKU 1)1ST ORIGINATIONS ANEACYCAflTAL AKm4/,CAV r15 ASSETS- - CFNEflTIONJ)4Sl . - UPYNRAVION WENT 11)4/ANN - PAPER PoRr,O,JO PRINCIPAl. INVI1MINO IPECIAL ASSETS. PER (aRMING SPNCtAJ. ASSETS. NC)N.PFRFORMING TREASURY WElT OAIC;INATIONS ENRON EUROPE. Net Fair Yalta 1.4/AlIt PIll VA TI ENRON CAPITAL MCMT. Net Fat, Value (A) SIP P4/Rut AQUITI NON XL? PURtit P04/fl) SIP PRIVA TN P04/ITS SIP CON VENflALE PRnERfl:Ig'MRT II)' Il'ARRANn Mt WARflNTh fl/Rut SI)' CANADIAN #4/RI it EQUITY Itt Itt VAlE EQUITY PARTNI/RSIIIPS EC 000162431 U'. CONFIDENTIAL ORIGINATIONS DETAIL October 23,2000 p <~-5 p A- -~ A - .5: tI, ~> ~ *&.& -' .5. 5. 5.. .4 'C AtkK# *~ ~t/ ~.*- Natural Gas Price Natural Gas Price Natural Gas Price Natural Ga Pit. Natural G.e Puce Natural Gas Price Natural Gas Price Natural Cs Price Natural Gas Price Natural Cs Price Natural Gas Price Natural C.. Price Natural Cat Price Natural Gas Price Natural Gas Price * Natural Ca, Pale. * NaturulGasPalce. Natural Cs Price Natural Cs Price Natural Cs, Price Cnsde Oil Crude OIl Natural Gas Liquids FT. New Y$rk FT - New York Opt'- Opriona * OpIloos Options fl*HPLC fl-H PLC fl-H PLC fl*KPLC FT.IIPLC * fl-IIPLC fl-IIPLC fl.HPLC * fi-HPEC Fr . H PLC Q3O2t)9.t Q302t 1.1 Q305 18.1 Q30447. Q30447.3 030540.1 053658,1 Q53675. I Q53697.l Q53777,l Q53855, I- Q53895.I Q54204.I Q54217.I.2.3 Q5427 I. 1.2.3 054456.1 054461.1 054463.1 Q54 203.1 054169 054201 053426 Q53429 051834,1. l;W5184.2/3 N 93 9,2 NC7074.V4 .NF76*10.3 Q14563.2 Q14845.2 Q54059. I' 054221.1 NX1366.3 10/2312000 0/23/20/fl l0/23I2~ 10/23(2000 liv 23/21100 10/23(2000 10/23(2000 10/23/2000 II1/23/2tfl) 10/23(21100 10/2312000 111/23/2000 I0'23/2~ 10/23/230 11V23/21fl) 10/23/2000 10/230000 10/2312000 I0/2312000 10/2312000 10/2312000 10/23/2000 10/23/2000 1(1/23/2000 1(1/23/2000 10/23/2000 10/23(21 510 10/23120/10 10/23/2000 .10/23/2000 'II 1/23(2000 1(1/23/2000 * 10/23(2000 111/23/2000 10/2312(510 10/2312000 10/2312000 10/23(2000 * 10/23/2000 N31837.13 10/23/21100 Midcoast Energy Segundo Navano Contour Energy Frito lay Unto lAy Virginia Power Elm Ridge Resources Calpint Power lonnoxa Hydrocafton Clinton Energy Enroc Methanol Gas Natural Mexico Waistla Bantt * Ftqua Aipek Tudor BVI Global Tudor Prop Trading Ospraic Portfolio [TI) MiuJeosat Energy Eq a vs Trad ing Energen Resources ASHlAND CHEMICAl. CNR CNR Fiqusa Fiqusa Alpek * Alputk Formosa Hydrocarbons Texaco Exploration & Paiduction Inc R&oorces Tetti Independent Exploration Hotlinton Oil Corporation Curoroma & Waiter Oil Co. Cokinos Natural Gas Co. Clecolinergy Wagner Oil Company Saxet Energy Ltd. Exxon Company. USA Middle Macart - NYMEX Middle Market- NYMEX Middle Market - NYMEX Middle Market. NYMEX Middle Market- NYMItX Middle Market - NYMEX MWIe Market. NYMEX Middle Market - NYMF.X Middle Market - NYMIiX Middle Market - NYMEX Middle Market- NYMEX Mexico Origination * Middle Market - NYMEX Middle Market-NYMEX Mexico Origination Mexico Origination Middle Market - NYMEX. * Middle Market - NYMEX Middle Mark~t - NYMEX Middle Market . NYM CX Middle Market - NYMEX Middle Market - NYMEX Middle Market - NYMFtX Middle Market - NYMEX Middle Market- NYMLiX * Middle Market- NYMEX Merico Origination Middle Market - NYMEX Metico Origination (las Assets Gas Assets Gas Assets Gas M,cte Gas Assets Gas Assets Ga~Assets Gas Assets Gas Assets Gas Assets Gas Assets TOTAL $562.30 A., A, It t.. 24.40 1.75 1.22 4.11 2.50 3.75 4.50 17,50 6.4 t 2.31 2.64 1.02 10.31 0.30 1.01 7.44 8.36 1.12 0.63 0.75 0.20 13.611) 6.86 2.60 28.76 44.26 6,00 4.00 16,01) 28.00 26.51 8.5(3 199.17 13.45 2.19 7.66 19,03 53.79 0.41 (9,381 10.29 16.80 [Slack Cilben Gilbert Bn,slsu B tea lea tag rails Lagrasta Pretatt Black Black Otto Perez Otto Otto Williams Williams Sekac Sc tie Sc tee B lack Dwiyedi Gilbert urro F. LAGRASTA F. LAGRASTA Brealca Perez/Williams Brealau PererMillistns G. tarnaphier B.. Riley. J. Austin 1. Martinez 1. Martinez 2. Martinez. B. Riley /. Martinez M. J. Johnson J. Austin- 3 Austin rn C-, a a C * a) 1~0- Ca) .3 4. -4