1. Alberta Pre-pay Structure DEAL 1: CAN$150MM from RBC
Alberta C$300mm Pre-pay
Alberta Pre-pay Structure
DEAL 1: CAN$150MM from RBC
Interest Rate Swap
Fixed gas pre-pay
of C$150mm on day1
Floating interest (monthly)
Enron Canada 1
Royal Bank of
Canada 2
Enron Canada
SWAP 1
SWAP 4
Fixed interest (monthly)
Floating index
(monthly)
Fixed gas
(monthly)
INTERNAL
Floating index
(monthly)
Floating index
(monthly)
Fixed gas
(monthly)
SWAP 2
Floating index
(monthly)
Enron
North America 4
Chase Manhattan
Bank 3
SWAP 3
Fixed gas
(monthly)
All swaps in Canadian Dollars
No collateral

2. Alberta Pre-pay Structure DEAL 2: CAN$150MM from TD
Alberta C$300mm Pre-pay
Alberta Pre-pay Structure
DEAL 2: CAN$150MM from TD
Interest Rate Swap
Fixed gas pre-pay
of C$150mm on day1
Floating interest (monthly)
Enron Canada 1
Toronto Dominion
Bank 2
Enron Canada
SWAP 1
SWAP 4
Fixed interest (monthly)
Floating index
(monthly)
Fixed gas
(monthly)
INTERNAL
Floating index
(monthly)
Floating index
(monthly)
Fixed gas
(monthly)
SWAP 2
Floating index
(monthly)
Enron
North America 4
Chase Manhattan
Bank 3
SWAP 3
Fixed gas
(monthly)
All swaps in Canadian Dollars
No collateral