Appendix Tables Table A1: Description of special items Q4 06 and Q4 05; $ millions and $ per share after tax Special Item Income Statement Q4 06 Q4 06 Line Q4 06 Q4 06 Cash Non-Cash(8) Q4 05 Q4 05 TXU Energy Holdings segment: Customer appreciation one-time bonus Revenues 107 0.23 27 80 - - Cash flow hedge ineffectiveness (gain)/loss Revenues 43 0.09 - 43 13 0.03 Positions marked to market (gain)/loss Revenues (68) (0.14) - (68) - - Texas margin tax Income tax 2 - - 2 - - TXU Electric Delivery segment: Transition costs Other deductions 2 - 2 - - - Corporate and other: Texas margin tax Income tax 1 - - 1 - - Total 87 0.18 29 58 13 0.03 Table A2: Description of special items YTD 06 and YTD 05; $ millions and $ per share after tax Special Item Income Statement YTD YTD YTD 06 YTD 06 YTD YTD Line 06 06 Cash Non-Cash(11) 05 05 TXU Energy Holdings segment: "Day one" loss on hedges Revenues 71 0.15 - 71 - - Customer appreciation one-time bonus Revenues 107 0.23 27 80 - - Cash flow hedge ineffectiveness (gain)/loss Revenues (133) (0.28) - (133) 13 0.03 Positions marked to market (gain)/loss Revenues (88) (0.19) - (88) - - Gas plants Other impairment(9) deductions 131 0.28 - 131 Outsourcing/ transition Other costs deductions - - - - 6 0.01 Texas margin tax Income tax 44 0.09 - 44 - - TXU Electric Delivery segment: Transition Other costs deductions 5 0.01 5 - 1 - Corporate and other: Litigation settlement benefit Other income (10) (0.02) (10) (23) (0.05) Professional fees SG&A expense - - - - 3 0.01 Outsourcing/ transition Other costs deductions - - - - 1 - Income tax benefit Income tax - - - - (138) (0.28) Total 127 0.27 22 105 (137) (0.28) Appendix Table B: TXU Energy Holdings Segment -- operating revenues Q4 06 vs. Q4 05 and YTD 06 vs. YTD 05; $ millions and mixed measures Operating Revenue Q4 06 Q4 05 % Change YTD 06 YTD 05 % Change Component Retail electricity revenues: Native market: Residential 718 762 (5.8) 3,804 3,444 10.5 Small business 230 254 (9.4) 1,153 1,086 6.2 Total native market 948 1,016 (6.7) 4,957 4,530 9.4 Other markets: Residential 117 95 23.2 559 405 38.0 Small business 19 15 26.7 80 65 23.1 Total other markets 136 110 23.6 639 470 36.0 Large business 326 324 0.6 1,357 1,330 2.0 Total retail electricity revenues 1,410 1,450 (2.8) 6,953 6,330 9.8 Wholesale electricity revenues(10) 618 941 (34.3) 2,247 3,032 (25.9) Risk management and trading activities:(11) Net realized gains (losses) on settled positions 34 (111) - (119) (146) - Reversal of prior net unrealized (gains)/losses 12 - - 32 (12) - Other net unrealized gains 46 69 - 240 (6) - Net risk management and trading activities 92 (42) - 153 (164) - Other revenues(12) (78) 112 - 196 354 (44.6) Total operating revenues 2,042 2,461 (17.0) 9,549 9,552 - Average revenue ($/MWh): Residential 143.29 130.34 9.9 147.43 117.86 25.1 Small business 146.16 133.41 9.6 146.39 118.90 23.1 Large business 97.90 98.21 (0.3) 96.67 83.96 15.1 Average wires charge ($/MWh) 26.10 25.68 1.6 25.71 24.20 6.2 Appendix Table C: TXU Energy Holdings Segment -- retail and wholesale sales Q4 06 vs. Q4 05 and YTD 06 vs. YTD 05; Mixed measures Volume Component Q4 06 Q4 05 % Change YTD 06 YTD 05 % Change Retail electricity sales volumes (GWh): Native market: Residential 5,036 5,858 (14.0) 25,932 29,239 (11.3) Small business 1,550 1,880 (17.6) 7,753 9,004 (13.9) Total native market 6,586 7,738 (14.9) 33,685 38,243 (11.9) Other markets: Residential 789 715 10.3 3,663 3,416 7.2 Small business 157 137 14.6 671 674 (0.4) Total other markets 946 852 11.0 4,334 4,090 6.0 Large business 3,329 3,303 0.8 14,031 15,843 (11.4) Total retail electricity sales volumes 10,861 11,893 (8.7) 52,050 58,176 (10.5) Wholesale electricity sales(13) 10,667 16,284 (34.5) 37,805 56,788 (33.4) Total electricity sales volumes 21,528 28,177 (23.6) 89,855 114,964 (21.8) Average KWh/ customer:(14) Residential 3,086 3,295 (6.3) 15,359 15,825 (2.9) Small business 6,319 6,956 (9.2) 30,360 32,078 (5.4) Large business 73,121 60,347 21.2 285,277 243,538 17.1 Weather - percent of normal:(15) Cooling degree days 104.5 146.1 (28.5) 117.6 107.0 9.9 Heating degree days 90.9 91.3 (0.4) 79.2 90.0 (12.0) Appendix Table D: TXU Energy Holdings Segment -- retail customer counts Q4 06 vs. Q3 06 and Q4 06 vs. Q4 05; End of period, thousands, # of meters 3 Month 12 Month Customer Component Q4 06 Q3 06 % Change Q4 05 % Change Retail electricity customers: Native market: Residential 1,624 1,670 (2.8) 1,769 (8.2) Small business 258 265 (2.6) 281 (8.2) Total native market 1,882 1,935 (2.7) 2,050 (8.2) Other markets: Residential 247 234 5.6 213 16.0 Small business 9 8 12.5 7 28.6 Total other markets 256 242 5.8 220 16.4 Large business 44 47 (6.4) 55 (20.0) Total retail electricity customers 2,182 2,224 (1.9) 2,325 (6.2) Estimated share of market(16)(%): Native market: Residential 65 67 (3.0) 72 (9.7) Small business 64 67 (4.5) 71 (9.9) Total ERCOT: Residential 37 37 - 39 (5.1) Small business 26 27 (3.7) 29 (10.3) Large business 14 16 (12.5) 20 (30.0) Appendix Table E: TXU Energy Holdings Segment -- fuel, purchased power costs and delivery fees Q4 06 vs. Q4 05 and YTD 06 vs. YTD 05; $ millions Cost Component Q4 06 Q4 05 % Change YTD 06 YTD 05 % Change Nuclear fuel 20 18 11.1 85 78 9.0 Lignite/coal 122 121 0.8 475 475 - Total baseload fuel 142 139 2.2 560 553 1.3 Gas/oil fuel and purchased power costs 358 839 (57.3) 1,787 3,285 (45.6) Other costs 60 84 (28.6) 228 281 (18.9) Fuel and purchased power costs 560 1,062 (47.3) 2,575 4,119 (37.5) Delivery fees 287 310 (7.4) 1,353 1,426 (5.1) Fuel, purchased power costs and delivery fees 847 1,372 (38.3) 3,928 5,545 (29.2) Appendix Table F: TXU Energy Holdings Segment -- generation and supply statistics Q4 06 vs. Q4 05 and YTD 06 vs. YTD 05; Mixed measures Generation and Supply Statistic Q4 06 Q4 05 % Change YTD 06 YTD 05 % Change Production and purchased power (GWh): Nuclear (baseload) 4,502 4,225 6.6 19,795 18,371 7.8 Lignite/coal (baseload) 11,033 11,283 (2.2) 43,837 44,005 (0.4) Total baseload generation 15,535 15,508 0.2 63,632 62,376 2.0 Gas/oil generation 502 557 (9.9) 3,989 3,504 13.8 Purchased power(18) 6,123 12,523 (51.1) 24,380 50,920 (52.1) Total energy supply 22,160 28,588 (22.5) 92,001 116,800 (21.2) Less line loss and power imbalances 632 411 53.8 2,146 1,836 16.9 Net energy supply volumes 21,528 28,177 (23.6) 89,855 114,964 (21.8) Baseload capacity factors (%): Nuclear 89.2 83.7 6.6 98.8 91.5 8.0 Lignite/coal 87.9 91.2 (3.6) 89.1 89.8 (0.8) Total baseload 88.2 89.1 (1.0) 91.8 90.3 1.7 Adjusted baseload capacity factors(19) (%): Nuclear 100.2 102.1 (1.9) 101.5 101.1 0.4 Lignite/coal 94.1 96.5 (2.5) 96.2 95.9 0.3 Total baseload 95.8 98.1 (2.3) 97.7 97.4 0.3 Appendix Table G: TXU Energy Holdings Segment -- maturity dates of unrealized net commodity contract assets (liabilities) 12/31/06; $ millions unless otherwise noted Source of Less Than More Than Fair Value 1 Year 1-3 Years 4-5 Years 5 Years Total Prices actively quoted (24) 6 33 4 19 Prices provided by other external sources 57 8 (64) 59 60 Prices based on models (7) (3) - - (10) Total 26 11 (31) 63 69 Percentage of total fair value 38 16 (45) 91 100 Appendix Table H: TXU Energy Holdings Segment -- changes in commodity contract assets and liabilities YTD 06; $ millions Change Component Impact Net commodity contract liability - beginning of period (56) Settlements of positions included in the opening balance(20) 11 Unrealized mark-to-market valuations of positions held -- end of period(21) 22 Other activity(22) - Net commodity contract liability -- end of period (23) Appendix Table I: TXU Electric Delivery Segment -- operating revenues Q4 06 vs. Q4 05 and YTD 06 vs. YTD 05; $ millions Revenue Component Q4 06 Q4 05 % Change YTD 06 YTD 05 % Change Electricity transmission and distribution: Affiliated (TXU Energy Holdings) 244 279 (12.5) 1,139 1,278 (10.9) Nonaffiliated 331 296 11.8 1,310 1,116 17.4 Total 575 575 - 2,449 2,394 2.3 Appendix Table J: TXU Electric Delivery Segment -- operating statistics Q4 06 vs. Q4 05; Mixed measures Operating Statistic Q4 06 Q4 05 % Change Volumes - Electricity distribution (GWh) 23,618 23,845 (1.0) Electricity distribution points of delivery - number of meters (in thousands)(23) 3,056 3,013 1.4 System Average Interruption Duration Index (SAIDI) (non-storm)(24) 79.09 76.79 3.0 System Average Interruption Frequency Index (SAIFI) (non-storm) (24) 1.17 1.17 - Customer Average Interruption Duration Index (CAIDI) (non-storm) (24) 67.54 65.60 3.0 Appendix Table K: TXU Electric Delivery Segment -- operating statistics YTD 06 vs. YTD 05; Mixed measure Operating Statistic YTD 06 YTD 05 % Change Volumes - Electricity distribution (GWh) 107,098 106,780 0.3 Appendix Table L: Details of discontinued operations Q4 06, Q4 05, YTD 06 and YTD 05; $ millions and $ per share after tax Discontinued Operation Q4 06 Q4 06 Q4 05 Q4 05 YTD 06 YTD 06 YTD 05 YTD 05 TXU Energy Holdings segment - - (2) - - - (8) (0.02) TXU Australia - - 5 0.01 - - 10 0.02 TXU Gas - - (4) (0.01) 60 0.13 3 0.01 TXU Corporate 6 0.01 1 - 27 0.06 - - Total income (loss) 6 0.01 - - 87 0.19 5 0.01 Attachment 1: Financial Definitions Cash Interest Expense (non-GAAP): Interest expense and related charges less amortization of discount and reacquired debt expense plus capitalized interest. Cash interest expense is a measure used by TXU to assess credit quality. Contribution Margin: Operating revenues (GAAP) less fuel and purchased power costs and delivery fees (GAAP). Debt/EBITDA (non-GAAP): Total debt less transition bonds and debt-related restricted cash divided by EBITDA. Transition, or securitization, bonds are serviced by a regulatory transition charge on wires rates and are therefore excluded from debt in credit reviews. Debt-related restricted cash is treated as net debt in credit reviews. Debt/EBITDA is a measure used by TXU to assess credit quality. EBIT (non-GAAP): Income from continuing operations before interest income, interest expense and related charges, and income tax and special items. EBIT is a measure used by TXU to assess performance. EBITDA (non-GAAP): Income from continuing operations before interest income, interest expense and related charges, and income tax plus depreciation and amortization and special items. EBITDA is a measure used by TXU to assess performance. EBITDA/Interest (non-GAAP): EBITDA divided by cash interest expense is a measure used by TXU to assess credit quality. Free Cash Flow (non-GAAP): Cash provided by operating activities less capital expenditures and nuclear fuel. Used by TXU predominantly as a forecasting tool to estimate cash available for dividends, debt reduction, and other investments. Income from Continuing Operations per Share (GAAP): Per share (diluted) income from continuing operations before extraordinary gain and preference stock dividends. Operational Earnings (non-GAAP): Net income available to common shareholders adjusted for special items and income or losses that are not reflective of continuing operations (such as discontinued operations, extraordinary items and cumulative effect of changes in accounting principles). Beginning in the fourth quarter of 2006, TXU has adjusted operational earnings for all periods to exclude all effects of recording unrealized gains and losses from cash flow hedge ineffectiveness and other mark-to-market valuations of positions in the long-term hedging program because management believes such presentation will more appropriately reflect the ongoing earnings of the business. TXU relies on operational earnings for evaluation of performance and believes that analysis of the business by external users is enhanced by visibility to both reported GAAP earnings and operational earnings. Operational Earnings Per Share (a non-GAAP measure): Per share (diluted) operational earnings. TXU forecasts earnings on such operational earnings basis and is unable to reconcile forecasted operational earnings to a GAAP financial measure because forecasts of special items and material non- recurring items are not practical. TXU relies on operational earnings per share for evaluation of performance and believes that analysis of the business by external users is enhanced by visibility to both reported GAAP earnings and operational earnings. Reported Earnings per Share (GAAP): Per share (diluted) net income available to common shareholders. Return on Average Common Stock Equity Based on Net Income (GAAP): Twelve months ended net income available to common shareholders (GAAP) divided by the average of the beginning and ending common stock equity (GAAP) for the period calculated. Return on Average Common Stock Equity Based on Operational Earnings (non- GAAP): Twelve months ended operational earnings (non-GAAP) divided by the average of the beginning and ending common stock equity (GAAP) for the period calculated. This measure is used to evaluate operational performance and management effectiveness. Return on Average Invested Capital Based on Adjusted Net Income (non- GAAP): Twelve months ended net income (GAAP), plus after-tax interest expense and related charges net of interest income on restricted cash related to debt divided by the average of the beginning and ending total capitalization, less debt-related restricted cash for the period calculated. This measure is used to evaluate operational performance and management effectiveness. Return on Average Invested Capital Based on Adjusted Operational Earnings (non-GAAP): Twelve months ended operational earnings (non-GAAP), plus preference stock dividends, plus after-tax interest expense and related charges net of interest income on debt proceeds held as restricted cash, divided by the average of the beginning and ending total capitalization, less debt-related restricted cash for the period calculated. This measure is used to evaluate operational performance and management effectiveness. Special Items (non-GAAP): Unusual charges related to the implementation of the performance improvement program, the effects of unrealized gains and losses from cash flow hedge ineffectiveness and other mark-to-market valuations of positions in the long-term hedging program and other charges, credits or gains that are unusual or nonrecurring. Special items are included in reported GAAP earnings, but are excluded from operational earnings. Total Capitalization (non-GAAP): Total debt plus common stock equity. This measure is used to evaluate operational performance and management effectiveness. Total Debt (GAAP): Long-term debt (including current portion), plus bank loans and commercial paper, plus long-term debt held by subsidiary trusts and preferred securities of subsidiaries. Total Debt less Transition Bonds and Debt-Related Restricted Cash (non- GAAP): TXU also uses a total debt measure that excludes transition bonds and debt-related restricted cash. Transition, or securitization, bonds are serviced by a regulatory transition charge on wires rates and are therefore excluded from debt in credit reviews. Debt-related restricted cash is treated as net debt in credit reviews. TXU uses this measure to evaluate its debt and capitalization levels. Exhibits: Regulation G - Reconciliation of Non-GAAP Financial Measures to the Most Directly Comparable GAAP Financial Measures Exhibit 1: Return on average common stock equity calculation Twelve months ended 12/31/06 and 12/31/05; $ millions unless otherwise noted Component 12/31/06 12/31/05 Ref Net income available to common shareholders 2,552 1,712 A Income from continuing operations before extraordinary gain and cumulative effect of changes in accounting principles 2,465 1,775 Special items 127 (137) Preference stock dividends - (10) Operational earnings 2,592 1,628 B Average common equity 1,308 407 C Return on average common stock equity - based on net income (A/C) (%) 195.1 420.6 Return on average common stock equity - based on operational earnings (B/C) (%) 198.2 400.0 Exhibit 2: Return on average invested capital calculation Twelve months ended 12/31/06 and 12/31/05; $ millions unless otherwise noted Component 12/31/06 12/31/05 Ref Net income 2,552 1,722 After-tax interest expense and related charges net of interest income (a) 510 490 Total return (based on net income) 3,062 2,212 A Operational earnings 2,592 1,628 Preference stock dividends - 10 After-tax interest expense and related charges net of interest income (a) 510 490 Total return (based on operational earnings) 3,102 2,128 B Average total capitalization 14,301 13,692 C Return on average invested capital - based on adjusted net income (A/C) (%) 21.4 16.2 Return on average invested capital - based on adjusted operational earnings (B/C) (%) 21.7 15.5 (a) After-tax interest expense and related charges net of interest income Interest expense 830 802 Interest income (46) (48) Net 784 754 Tax at 35% 274 264 Net of tax 510 490 Exhibit 3: Interest and debt coverage ratios Twelve months ended 12/31/06 and 12/31/05; $ millions unless otherwise noted Component 12/31/06 12/31/05 Ref Cash provided by operating activities 4,954 2,793 A Reconciling adjustments from cash flow statement 2,489 1,018 B Income from continuing operations before extraordinary gain and cumulative effect of changes in accounting principles 2,465 1,775 Income tax expense 1,263 632 Interest expense and related charges 830 802 Interest income (46) (48) Depreciation and amortization 830 776 EBITDA 5,342 3,937 Special items 127 2 EBITDA (excluding special items) 5,469 3,939 C Interest expense and related charges 830 802 Amortization of discount and reacquired debt expense (16) (18) Capitalized interest 47 17 Cash interest expense 861 801 D Total debt 12,607 13,380 E Transition bonds (1,074) (1,167) Debt-related restricted cash (241) - Total debt less transition bonds 11,292 12,213 F EBITDA/interest (C/D) 6.4 4.9 Debt/EBITDA (F/C) 2.1 3.1 Cash provided by operating activities+cash interest expense/cash interest expense (A+D/D) 6.8 4.5 Total debt/cash provided by operating activities - ratio (E/A) 2.5 4.8 Exhibit 4a: Consolidated -- operational earnings reconciliation Q4 06; $ millions and $ per share after tax Energy Energy Electric Electric Factor Holdings Holdings Delivery Delivery Corp. Corp. Total Total Operational earnings (loss) 568 1.23 64 0.14 (76) (0.17) 556 1.20 Special items (84) (0.18) (2) - (1) - (87) (0.18) Discontinued operations - - - - 6 0.01 6 0.01 Rounding - (0.01) - (0.01) - 0.02 - - Net income (loss) to common 484 1.04 62 0.13 (71) (0.14) 475 1.03 Average shares - diluted 463 Exhibit 4b: Consolidated -- operational earnings reconciliation Q4 05; $ millions and $ per share after tax Energy Energy Electric Electric Factor Holdings Holdings Delivery Delivery Corp. Corp. Total Total Operational earnings (loss) 436 0.90 49 0.10 (58) (0.12) 427 0.88 Special items (13) (0.03) - - - - (13) (0.03) Discontinued operations (2) - - - 2 - - - Extraordinary loss (50) (0.10) - - - - (50) (0.10) Cum. effect of accounting change (8) (0.02) - - - - (8) (0.02) Rounding (1) - - - 1 0.01 - 0.01 Net income (loss) to common 362 0.75 49 0.10 (55) (0.11) 356 0.74 Average shares - diluted 485 Exhibit 4c: Consolidated -- operational earnings reconciliation YTD 06; $ millions and $ per share after tax Energy Energy Electric Electric Factor Holdings Holdings Delivery Delivery Corp. Corp. Total Total Operational earnings (loss) 2,495 5.34 349 0.75 (252) (0.54) 2,592 5.55 Special items (132) (0.28) (5) (0.01) 10 0.02 (127) (0.27) Discontinued operations - - - - 87 0.19 87 0.19 Rounding - - - - - (0.01) - (0.01) Net income (loss) to common 2,363 5.06 344 0.74 (155) (0.34) 2,552 5.46 Average shares - diluted 467 Exhibit 4d: Consolidated -- operational earnings reconciliation YTD 05; $ millions and $ per share after tax Energy Energy Electric Electric Factor Holdings Holdings Delivery Delivery Corp. Corp. Total Total Operational earnings (loss) 1,448 2.98 352 0.72 (172) (0.35) 1,628 3.35 Special items (19) (0.04) (1) - 157 0.32 137 0.28 Discontinued operations (8) (0.02) - - 13 0.03 5 0.01 Extraordinary loss (50) (0.10) - - - - (50) (0.10) Cum. effect of accounting change (8) (0.02) - - - - (8) (0.02) Effect of share repurchase dilution - - - - - (1.02) - (1.02) Net income (loss) to common 1,363 2.80 351 0.72 (2) (1.02) 1,712 2.50 Average shares - diluted 486 TXU CORP. DALLAS, TEXAS SUMMARY OF CONSOLIDATED EARNINGS (Unaudited) THREE MONTHS ENDED December 31 2006 2005 % Change Operating Revenues $2,375,000,000 $2,755,000,000 -13.8% Income from Continuing Operations (a) $469,000,000 $414,000,000 13.3% Consolidated Net Income Available for Common Stock (b) $475,000,000 $356,000,000 33.4% Average Number of Shares of Common Stock Outstanding, Basic 458,000,000 474,000,000 -3.4% Average Number of Shares of Common Stock Outstanding, Diluted 463,000,000 485,000,000 -4.5% Basic Earnings Per Share $1.04 $0.75 38.7% Diluted Earnings Per Share $1.03 $0.74 39.2% TWELVE MONTHS ENDED December 31 2006 2005 % Change Operating Revenues $10,856,000,000 $10,662,000,000 1.8% Income from Continuing Operations (a) $2,465,000,000 $1,765,000,000 (c) 39.7% Consolidated Net Income Available for Common Stock (b) $2,552,000,000 $1,712,000,000 49.1% Average Number of Shares of Common Stock Outstanding, Basic 460,000,000 476,000,000 -3.4% Average Number of Shares of Common Stock Outstanding, Diluted 467,000,000 486,000,000 -3.9% Basic Earnings Per Share $5.55 $3.60 54.2% Diluted Earnings Per Share $5.46 $2.50 (d) - (a) Q4 06 includes special items of $87 million in net charges primarily related to a charge for a one-time customer appreciation bonus net of unrealized hedge ineffectiveness and mark-to-market net gains associated with the company's long-term hedging program. Q4 05 includes special items of $13 million in net charges related to unrealized hedge ineffectiveness and mark-to-market losses associated with the company's long-term hedging program. TME 06 includes $127 million in net charges primarily related to a charge for a one-time customer appreciation bonus, a charge for the impairment of gas-fired generation plants, a "day one" loss related to a series of commodity hedge transactions, and the net deferred tax effect of a newly enacted state tax, partially offset by unrealized hedge ineffectiveness and mark-to-market gains associated with the company's long-term hedging program. TME 05 includes special items of $137 million in net income primarily related to a tax benefit and insurance recoveries. (b) Includes income from discontinued operations of $6 million in Q4 06, $87 million in TME 06, and $5 million in TME 05. Includes an extraordinary loss of $50 million and a loss from the cumulative effect of changes in accounting principles of $8 million in both Q4 05 and TME 05. (c) After preference stock dividends. (d) TME 05 includes the dilution effect of $1.02 per share related to the accounting treatment of the 2005 true-up for the November 2004 accelerated share repurchase program. (1) Per share earnings amounts reflect diluted earnings per share. See calculations in Tables 2a and 2b on page 5. (2) Operational earnings is a non-GAAP measure that adjusts net income for special items and income or losses that are not related to continuing operations. See Attachment 1: Financial Definitions for a detailed definition of operational earnings and other GAAP and non-GAAP financial measures used in this release. (3) Beginning in the fourth quarter 2006, TXU treats as a special item and excludes from operational earnings the effects of unrealized gains and losses from cash flow hedge ineffectiveness and other mark-to-market valuations of positions in its long-term hedging program. Prior periods have been adjusted accordingly. Management uses this view to evaluate results on an as realized basis and believes it is a useful measure when combined with the GAAP presentation. See Appendix Tables A1 and A2 for details of special items. (4) See Appendix Table L for details of discontinued operations. (5) For fourth quarter 2006, the dilution calculation for reported and operational earnings reflects the addition to net income available to common shareholders of interest on convertible senior notes of $0.3 million (after tax), and the addition to shares outstanding of 5.8 million shares related to the effect of: 1) share-based compensation (4.3 million) and 2) convertible senior notes (1.5 million). For fourth quarter 2005, the dilution calculation for reported and operational earnings per share reflects the addition to net income available to common shareholders of interest on convertible senior notes of $0.3 million (after tax), and the addition to shares outstanding of 11.4 million shares related to the effect of: 1) share- based compensation (7.2 million), 2) equity-linked securities (2.7 million) and 3) convertible senior notes (1.5 million). (6) For year-to-date 2006, the dilution calculation for reported and operational earnings reflects the addition to net income available to common shareholders of interest on convertible senior notes of $1.2 million (after tax), and the addition to shares outstanding of 7.6 million shares related to the effect of: 1) share-based compensation (5.3 million), 2) convertible senior notes (1.5 million) and 3) equity-linked securities (0.8 million). For year-to-date 2005, the dilution calculation for reported and operational earnings per share reflects the addition to net income available to common shareholders of interest on convertible senior notes of $1 million (after tax), and the addition to shares outstanding of 10.5 million shares related to the effect of: 1) share-based compensation (6.6 million), 2) equity- linked securities (2.4 million) and 3) convertible senior notes (1.5 million). The diluted earnings per share calculation for 2005 reported earnings also reflects a reduction to net income of $498 million ($1.02 per share) related to the May 2005 true-up of the company's accelerated share repurchase program. (7) Prior to January 1, 2006, all wholesale power purchases and sales scheduled with ERCOT for delivery were reported gross in the income statement and "booked-out" sales and purchases were reported net. Subsequent to an internal reorganization of TXU Wholesale, contracts that are now separately managed as a trading book and scheduled for physical delivery are reported net upon settlement in accordance with existing accounting rules. All transactions reported net, including "booked-out" contracts, are reported as a component of revenues. Fourth quarter and year-to-date 2006 gross revenues from power trading activities totaled approximately $312 million and $1,338 million, respectively. (8) While these items are reflected in earnings for the current period, the cash impact, if any, will be realized in future periods. These items are considered non-cash for the current period. (9) Includes approximately $2 million related to the write-off of natural gas-fueled generation plant inventories. (10) Adjusted for the change in reporting of trading activities in 2006 and ERCOT balancing transactions for 2005 and 2006. (11) Amounts in 2006 include unrealized net gains of $39 million in the fourth quarter and $340 million year-to-date from cash flow hedge ineffectiveness and other mark-to-market valuations of positions in the long-term hedging program. Year-to-date also includes a $109 million unrealized "day one" loss recorded in the second quarter of 2006 related to a series of positions in the long-term hedging program entered into at below-market prices. The fourth quarter and year-to-date 2005 impact of the long-term hedge program was a loss of $20 million. (12) Other Revenues include the one-time customer appreciation bonus of $165 million (pre-tax). (13) Adjusted for the change in reporting of trading activities in 2006 and ERCOT balancing transactions for 2005 and 2006. Includes volumes related to ERCOT balancing of 394 gigawatt-hours (GWh) of net purchases in fourth quarter 2006, 865 GWh of net sales in fourth quarter 2005, and 874 GWh and 4,787 GWh of net sales in year-to-date 2006 and 2005, respectively. (14) Based upon the average of the period beginning and ending customers. (15) Average for service territory is based on a 50 percent - Dallas/Fort Worth, 25 percent - Mineral Wells and 25 percent Waco weighting. Weather data is obtained from WeatherBank, Inc., an independent company that collects and archives weather data from reporting stations of the National Oceanic and Atmospheric Administration (a federal agency under the U.S. Department of Commerce). (16) End of period. Estimated market share is based on the estimated number of customers (meters) in the native market and the estimated number of customers (meters) in ERCOT that have choice. (17) Adjusted for the change in reporting of trading activities in 2006 and ERCOT balancing transactions for 2005 and 2006. (18) Adjusted for the change in reporting of trading activities in 2006 and ERCOT balancing transactions for 2005 and 2006. (19) Excludes planned outages and economic back-down. (20) Represents reversals of unrealized mark-to-market valuations of these positions recognized in earnings prior to the beginning of the period, to offset realized gains and losses upon settlement. (21) Includes a $109 million charge for a "day one" loss recorded in the second quarter of 2006 related to a series of commodity price hedge transactions entered into at below-market prices. (22) These amounts do not arise from mark-to-market valuations. Includes initial values of positions involving the receipt or payment of cash or other consideration such as option premiums paid and received and related amortization. Activity for the period includes $8 million of natural gas received related to physical swap transactions offset by $8 million of option premium payments. (23) Includes lighting sites, principally guard lights, for which TXU Energy Retail is the REP, which are not included in TXU Energy Retail's customer count. Such sites totaled 82,337 and 86,495 at December 31, 2006 and 2005, respectively. Adjusting for the guard lights, which have minimal value, points of delivery increased 1.6 percent. (24) SAIDI is the number of minutes in a year the average customer is out of electric service. SAIFI is the number of times in a year the average customer experiences an interruption to electric service. CAIDI is the duration in minutes of the average interruption to electric service for those customers experiencing an outage. DATASOURCE: TXU Corp.

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