I & :, ?~" . -A I STRICTLY CONFIDENTIAL STRICTLY CONFIDENTIAL DAILY POSITION REPORT A As of July 5,2000 From: Enron Risk Management Approved: John Lavorato John Sherriff 4 m 0 0 *0 -L .0, 2(0 Distribution Ken Lay Jeff Skilling Joe Sutton a". / I STRICTLY CONFIDENTIAL STRICTLY CONFIDENTIALf CONFIDINTIAI. AND PROPRIFrARY DO NOT COPY .4 * DAILY POSITION REPORT * AsoI'JojIv$.2 *- OAO. r.1 o-. ENRON NORTH AMFR C ~ADrThI Iil~U8fl.¶tA?tfflffi ~i~AD~EIZII ISSZJ3jMIIMW43 ~~jjM~IM~ I 1 I RAM I ~mm Ei~~RoINcBUS~sSF~ZIII ~ ErI~~ito lOlAliIlM4TsJ 12.81 19 MI 11 43443 I 309.0 Moult To.. II 124aM' .1 WOS 04)11* Th. I WC4 TM PR 3.222 ThIn) MOP 3M' role 04fl4) I 13141 I IIWMI IC) I 1wi L~~I1 [5646j1L0701 szm. j [ji73iiV~ L.X»=3i ~AI.flAP~ 1x~lrrfptEl4113~fl~flnnlNr Lzoj~ 4 I 125.107 I F CRoSS cOMMODITY mAD OTMER ENHON EtROPE CI.OOAI. PRODUCTS [3~j35M4BSL~ ~KI5MISOI.~ $3226 ~ METALS & MINERAlS ~~3n)0MotWT~0oiTo EUROPEANTRADING 112.939 L00*Ofl.ANGAS WOO. W~. '00 LA. LLKCT*IC(TY [j~MW] A 641114W 7*1*40 OPTION Mu - (X(%TINEVIAL ICU.CT*( TV [5j W .0 064 MW 90*111100 t'f I TI Km 0 ON MW 1,0509 CJIEOIT bRAT 9114111)30(1 ~ . "" L4»=~i its EUROPE r ENR( ON SOI.2III %6IERICA '~UTH~NC~N] (14«= It flING 7 F .~ FTWOc( ~~7flJ70 Oti Fi3TI FiiI~W2 fl~AT.4ntmZflZ7777IZP ~ j~J..2M.IMWffJ TEA 0090. ~XRON .-%SIA. AFRICA AUSTRALIA II 2.21 I OMIIMWH II loll OMIIMWH I (~~jI 551805 111)1 IC', HO ON BROAIMSANP SERVI(:ICS I BANDWII3TIITHAVINC 0)) lOCAl fl/JUt I. TRA.WA-T; 3.3 0.4-Ny 11)64053 II lOSt I .4-097Th. 11)31 I IOU 52.0430) I Dir If 5-I j 0421 II 51.32.') all I Nil MWH Ii '320 I NIl MWH I CROW P0RTVIIIIO 0IVWt~WICATh)N FMVCT 41 $4~35I 1104 it/TO I. Iko 01w; wish ORICINA TIONS rat (6*05 OPT I*bEK.0 CArnAL POItrrOl,IO I .OT(K2K BOA:) lIMO 5. .0 Mi? S 54.724 111 14S32 SlflsnS 'I {552A~)J. »=m7;Iltl: (143,371)1 no I (143S?I)I nV (119.674) 512,492 ($19,674) . ($19674) . $412125 0I0l.*.tl0 . 321116 1116.4011) 1111.461, )7(Il'7 01»=44) 1.1.1104) 1.244) . 11.2441 .014.109% 12496)1 (14,475)1 52,9011 - $230' $100,170 I -'7)6I 14 47)) »=418 .24)1 - 1101.15) (5673301 $71 $6) ) ($6? II 763 I ($2650111 $7380 ($1946211 (Sl9.!62)I $297392! 16.JIbI 12.1111! 3361 *5111 (701)l(01 369') (211.11011) 1»=11111114 253.176 15739)1 (52W?) 45739)! ($7391 1193331 112134)1 19211 -0013)! 120161 (5111411 191! . (II 1911 . 01 6,9»=4 I 19 l.2N~ 39 19 PIWi III 1161 III II 122211 13521) I 71121 I 342i1 1552 I Ofl I (32260)! - $2.02'? I (5312)1 ($312) 1224.996 I 910 I 2,79 2.364 I 2:3114 117.507 I III 476] - III I) 4/90 I 12.012 'II 11.61 Alt {2.1I) III 112»=1*011 70977 I - I 446 I ol 16) 11.4.93] 53,686)1 114.776)! (13.686)1 (33.686)! - 12.090 I L....~... soi so!. so! so! 1s74.sn)I I 4110.366)1 577* (117.06411 (127.064)1 - .1291,6451 119.474)1 $7331)! (111525)1 III 1528)1 1283601 SIN I (1392)! (163)1 - - ($6311 (1556)1 45836) 5)1.513 (15399) 15299) 5243,004 l55.~) 15,1»=2 118 56 117401) 191 1110K) 110291 I .1.11791 I Mb), 2115 9) 002, 14021 117.977) 21)0 C 1.930,1 0.263) 11.2601 4.275 IS 5421 109 759 90,54 I 11111 25 CIt 1171 193 1.1101 17761 IJI3C 14151 II IrJ'.I III) III 13.11)0 (174,! (12.997) 1174) 1174) $iS.A~6 $364] 5575 $364 tiM 510,7061 1)21 ItO 9»= 9' 32043 I 101 461 110 II' 01>01211 254 - 26) 260 ~ 523301 $631 $651 $3,677 2.'341 6%) 60) 31)77 so!. us.! so! solstia! so! szwl tel tel sugol $2.63'! ss~I sz'~'l sa,aLssqso~i. l0'~~II 2461 1:46111 '4.101 16 9301 6011)31 01)2111 0110)71 01197 I l~24l2 I (540.165)1 . 529682! - (557,570)1 (157,570)1: $1,237,316 I $591 szszsl 1591 - 1591 si,soC 74) 2.9»=81 ~ 791 - 1.120 I III 01 II 121901 I (360.205)1 132610 I (557.31111 (357311)1 51,253.2241 (14.424) WSfl (56.913) (36.98311 174369. 1711700 711.5018 lll)0K91 106O~1 122311 311 11.1112 670 621 7)173 II II II 0 I II O 0 II 0! II II 34 I) 11 00 0 0 I) 0 115211)1 3)1 4.0540 4.654) 34.1120 3,1153 I 1143 7.7»=0 - »=39) 111515191 - CI 033)110) II~ 0) -6.42' L----------l)J II III II- -L -. -4 * loon. IMfl',rl,s6,. 0:11(69. It.l.do Iblol Rlti,lol..111415. IA) POO4)noklelll...t11t*l Dl V,1.o S 11)0 on lik,& Mll RrO4io. III 00100.1 (p.004 II Ill ll~ .14) V. CONrIDENnAl, AN!) PROPRIETARY DO NOT COPY EC 000162894 47 I P1/iFS *4392* I POliCE P140,300; I 0;4~ I. 190002* PtA "mc MEACRANT PORTFOlIO 11WEIIN .6(4*2211 A.MKIICA. Nfl' 4 688011 N.t'1011fl. NPY ENEON CAINE. 8*6' P6*011 4.144 PACINIC2 NFO. 112880111111044 NIl' P8*00 NA 'flI. Nfl OCt64. Nfl' IA, *230E03,V JOT.) I. Psi!. 4 "2 N. .4 'Alto) 9 1 * £0 P ~.. A' I. 11.'o -t DAILY POSITION REPORT As ol Jo)y 5, 2000 MERCHANT PORTFOLIO L~IiIZ ENRON NORTH AMERICA,Net Fair Value Th~L CANADA 30.4 COAL 44.2 C7~ 545.9 DOWNSTREAM 0.0 ENERCY cAPITAl. RESOURCES '62-0 CAS ASSETS '.0 GENERA TIDY EAST 295.4 GENERATION WEST 0kM-NEW PRODUCTS IGUANA 0.0 PAPER 305 PORTFOLIO 28.7 PRINCIPAl. INVESTING 74.8 SPECIAL ASSE7~-PEREORMINo 164.4 SPECIAL ASSETS. NON.PERFORMINO? 107.1 TREASURY 0~0 WEST OR/GINA lIONS I ENRON CORP . ENRON BROADBAND SERVIC INC. PUBlIC . 001 PCI VA TI: 156.07 WARRANTS ENRON NET WORKS PCI VA TE PRIVATE F UIIV PA ATNERSHIPS CAPITAL PORTFOLIO Eii~Z ENRON EIJROPE,Net Fair Value 79.2 PUBLIC 6.5 PRIVATE 62.7 HEDGES 0.0 STRUCfl/REI) CREDIT 0.0 ENRON CA LME. Net Fair Value 293.4 PURI.IC 50.0 PRIVATE 43.~ CON VEST/DIE PCI VA TE 0.0 STRUCTURED CREDIT 0.0 ENRON ASIA PACIFIC,NeI Fair Value 013.0 PRIVATE I~'7 STRUCTUREI) CREDIT 3 3 ENRON INDIA,Ne/ Fair Value 0.0 PUB/IC 0.0 ENRON NA INT'L,Ne/ Fair Value 0.2 PUBLIC 0.0 PRIVATE 1.2 CONVERT/B/A PRIVATE 0.0 STRUCTLJREO CREDIT 0.0 ENRON CAPITAL MCMT,Nei Fair Value (A) 233.0 SLP PUBLIC EQUITY I~.6 NON StE PURIJC FOUllY 0.0 SIP PR/VA TE FOUllY I~0 SI.P CON VERTIBLE PREEF.RREI2~DERr 0.0 StE WARRANTS 0,0 .SI.P WARRANTS PUP/iC 0.0 StE CANADIAN PUBLIC FOUllY 3.7 SIP PR/VAT/i Full/TV PARTNERSHIPS 7.7 NON SIP PCI VA III Full/TV PARTNERSHIPS 0.0 StE STRUCTURED CREDIT 14.1 SI.?. Pt/RIND/JO INSURANCE 00 ?&LISO) Th'k. 5/b R.'II WI)) Trio I ($4.428~I $43,533 I 116.98331 16.983l. 174.369 I ($7.073~ $26358 (110.619) ($10,689) $122,318 (211) (1024) . (225) . (225) 2.986 6 483 (40) (40) (6131 (5.396) 1.345 - (7.9540 (7.954) 5.047 - (751 . - (151) 64 . 2.095 159 159 8.541 - . IS - . '29 29.427 . - . 52.792 - 9.018 - . 17.881 - (79 - 679 * . - . 4.893 (0) (01 (I)) - 01 L" 063) (10.531) (161) (161) (20.078 (I .5w) 161 (2.625) . (2.625) 62.883 107 5.992 . 219 219. 12.411 (178) (30.923) .....AAB (63) . -(14.140 ............(11.712) I I I -- I I I . $331 $11,382 621 621. 7,073 311 621 629 621 (4.625 10.761 . . 11.459 279 - *>56~ - .. 56 56 - . . 56 (13220) 5391 $4.654 i$4.654) $38,628 (3.28)2)1 970 (4.536) 4.536) 75.786 I 395 . . . 4537 (9)! 5 (3) .~. (7). 29 I IllS)! (434) (115) (1151 . (2111 (546) . . (gfl) (Cl . . (595) $5,653 $1345 $7,739 $7,739 ($100,609) 5.653 F 8.345 7.739 7.779 (I(Ei~I SO 113.0003 $0 $0 $6,424 I . . . (5761 I 13j%UI . I . 7flU I -.1 478J I I I . . I Of I I 4781 4 (12.796)1 ($4,475)I $2,901 I $2,901 I $100,170 I IA) F\OJIII xlliulflhiilo 0/ NI" CONFIDENTIAL AND PROPRIETARY DO NOT COPY 1~ 3 4; V ' U- I, j N'.." I ~P U............................-(p * ~, . .. 0* ./ . '. * '3 1.0), it, I -. -N ~V N I - - 4~:~w-~ :1 3 I - ,,* ~ P - .3. K~. - & I I p . Y4F$~tv~1. I A g. ~'~~#'....... 6 '4 0/ " * 3. /. P. 1 ~~?........... 4 3$ -. ¾')' - .1 '........ *.1 I S CONFIDENTIAL AND PROPRIETAOlY DO NOT COPY '4 .4 I V.M...t.RI . I I P I I. EC 000162895 .4- rt. 4 -Ac 55 4/ At .3' 57. p ,-s - a' 4, A 'A /- p A,, ~ 4' 'A 4. * -.4',. A 4 4 4 *A .4 ~ .4 5 $t. l~t½'. m C-, C 'C C ~. L cv.. 4-a A, 4' C A-,... Natural Cat Price Natural Cat Price Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natujal Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natural Gas Price Natural. Cat Price Natdral G~s Price Canadian Gas C~nadian Ca,:. ~, Canadian Cat Canadian Gas Canadian Cat Canadian Gas Canadian Gas * Canadian Gas Canadian Gas Canadian Gas * Canadian Gas 9 Canadian Gas * Canadian Gas ~. Canadian Gas Canadian Cat Canadian C as fl':New York FT-West fl'-Ea~t1 0 ptions A ~~~OPtIOflS 6 Central GasDaily 4'*, FAr HPIC 145 CONFIDENTIAL ORIGINATIONS DETAIL As of July 5,2000 04. 4 iV~.~rs6'.'"~AN- At <..................................-~-...'* .'->.t:~.y~-4,5TP AAAA~AS4A.*.A.ttAA.~~~ ............ * *A..45*. '~ : V ....................At"" 5. Sam so n in ye en ro et C 51 4 rg y S am so n in ye Pc s ins 0 uessargasmart Wym an go rco rat Wymas~gorcom Wyriiatsgorcorn Kernoil Ttfranybrcom Northtexa sgas A Wyttiaitgorcotfl ~ Relsariteneeg it., ¶ * Premstar~. ~ ~ 'k Preinsiar Psema tar Suncor Husky Oil Operations t Premstar * Premstar Simplot. Stmncor Sunoco Press, star Prematar ........ Prens star Premstar Petro Canada., Encounter Energy Dominion Field Services Energen Enes gen Eneigen Resources Le Not/nan Partners Plior Energy Coast.Energy Group $y4t.. .5 vt AA Sc t -e I Middle Market- NYMEX Middle Market- NYMEX Middle Market. NYMEX Middle Market- NYMEX Middle Market . NYMEX Middle Market- NYMEX Middle Market - NYMEX Middle Market NYMEX Middle Market NYMEX Middle Market - NYMEX Middle Market- NYMEX Middle Market. NYMEX Gas Assets EGS-Canada Integraced Solutions ~ EGS.Canada.-'ln,egrated Solutidns EGS-Chnada- Iniegrated Solutions. EGS-Canada - tntcgrated Soluiiong EGtcahada - Integrased Solutions EGS-Canada - Integrated Solutions EGS-Canada . Integrated Solutions EGS-Canada - Integrated Solutions EGS~Canada . Integrated Solutions EGS-Canada - Integrased-Solutions EGS~Canada - integrated Solutions EGS-Canada Integrated-Sottitions EGS-Canada - Integrated Solutions EGS-Canada - Integrated Solutiosts EGS-Canada - Integrated Solutions EGS-Canada - integrated Solutions -. Middle Market- NYMEX Middle Market - NYMEX - Middle Market- NYMEX Middle Market- NYMEX Middle Market- NYMEX Middle Market- NYMEX Middle Ma, Let Texas .5 .5 0.78 073 0.78 9.62 1.54 2.26 0.75 0.23 0.24 0.57 0.09 0.23 17,70 1.07 2.95 0.47 7 01 020 096 096 1.96 2,34 5.84 0.23 1.11- 1,07 2.57 6,22 641 40.14. 4.91 49. I 110.25 24.00 0.65 10.95 TOTAL. /. A; $316.92 S'S 45 4.- .Ay-Afl- *4~ '-'.5'. I Otto t'revatt Otto Breslau Otto Lagrasta Lagrasta Lagrasta Smith Lagrasta gilbert black Wallis Grant Oh Grant Oh Grant Oh Barry Tycholir Howard Sangwine Grant Oh Giant Oh Derek Davies Bany Tycholia - B arry~T yc hot it G/ant Oh Grant Oh Grant Oh Bony Tycholit lkug Pet&aon .t7agraMa Lagrasta Lagr~sta G~lb~a - Black E. Vsllareal C ~ A, AAA~ t~;'j 5.t I. A ~ ~ - -rkt 4 .44 ........'V 4 .4 "S A........ M . 7/6/2000.