Spreadsheet: thomas_martin__39850__eol_texas
Sheet: Financial deals Sorted

Counterparty Name | Product Type | Product Name | Buy Volume | Sell Volume | Price | Risk Book | Begin Date | End Date | Expiration Date
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.02 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.045 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.09 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 15000 | 3.13 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM | 10000 |  | 3.05 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM | 10000 |  | 3.04 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0475 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 30000 | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 50000 |  | 0.0525 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 50000 |  | 0.05 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.0525 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0675 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM | 30000 |  | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 20000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.31 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.31 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.315 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.02 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0125 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.01 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.01 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.015 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM |  | 10000 | 3.135 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM |  | 10000 | 3.13 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM | 10000 |  | 3.07 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM | 10000 |  | 3.06 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM | 10000 |  | 3.04 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM | 10000 |  | 2.9075 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM | 10000 |  | 2.9175 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Aug01      USD/MM | 15000 |  | 3.065 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.6 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 10000 |  | 3.59 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.59 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.595 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM | 15000 |  | 3.345 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM | 15000 |  | 3.345 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.515 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.09 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.0925 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.0675 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.1 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.1 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 30000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 50000 | 0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 20000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 20000 |  | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 10000 |  | -0.085 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 10000 |  | -0.09 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.25 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM | 30000 |  | 2.375 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.44 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.44 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.44 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.415 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.41 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 50000 | 0.05 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.0575 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 1970 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 1970 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 1970 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 1970 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 1970 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.0525 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 50000 | 0.0575 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 20000 |  | -0.015 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Sep01      USD/MM | 15000 |  | 2.39 | FT-KATY | 2001-09-13 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Sep01      USD/MM | 15000 |  | 2.41 | FT-KATY | 2001-09-13 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM | 15000 |  | 2.405 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.085 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.09 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.095 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.1325 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 30000 |  | 0.005 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | 0 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | -0.0025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 45000 |  | -0.005 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 25000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 30000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 20000 | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.0725 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.9 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.905 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 30000 | -0.0525 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.0675 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.8 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.08 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM | 15000 |  | 1.62 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.645 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.11 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.1075 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0225 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM | 10000 |  | 1.64 | FT-KATY | 2001-10-02 00:00:00 | 2001-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM | 10000 |  | 1.61 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM | 10000 |  | 1.62 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM | 10000 |  | 1.615 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM | 10000 |  | 1.61 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM | 10000 |  | 1.695 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM | 10000 |  | 1.7 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM | 15000 |  | 2.01 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM |  | 15000 | 2.16 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 15000 |  | 2.42 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.495 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.32 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.345 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 20000 | 2.34 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 5000 |  | -0.0825 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 5000 |  | -0.0825 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 5000 |  | -0.0825 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.0825 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.1075 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.1275 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.1325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 5000 |  | -0.095 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.095 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.0225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 50000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 50000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 50000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.1975 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 30000 | -0.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.1775 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.1775 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.1775 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.0425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 20000 | -0.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.045 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 10000 | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 20000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.015 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM | 10000 |  | 2.705 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-30Nov01      USD/MM | 10000 |  | 2.47 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-30Nov01      USD/MM | 10000 |  | 2.46 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    09-30Nov01      USD/MM | 10000 |  | 2.49 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM | 10000 |  | 2.73 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.215 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.245 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.24 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.245 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-12-01 21:00:01 | 2001-12-31 21:00:01
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.115 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.11 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.105 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM | 10000 |  | -0.22 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.0975 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.105 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.1075 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.11 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.12 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.12 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 30000 |  | -0.125 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.125 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.125 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 20000 | 0.03 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.13 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 6500 |  | -0.1275 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.0925 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.085 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.095 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
AEP Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.0975 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
AEP Energy Services, Inc. Total
Allegheny Energy Supply Company, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Allegheny Energy Supply Company, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Allegheny Energy Supply Company, LLC Total
Anadarko Petroleum Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 20000 |  | -0.055 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Anadarko Petroleum Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 611 |  | 1.95 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Anadarko Petroleum Corporation Total
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.035 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 15000 | 3.015 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM | 10000 |  | 3.095 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.155 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM | 10000 |  | 3.1 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM | 10000 |  | 3.1 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.175 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM | 15000 |  | 3.12 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.115 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM | 15000 |  | 3.115 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 10000 | 3.13 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM | 15000 |  | 3.135 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.165 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.195 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM | 15000 |  | 3.21 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.2 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.235 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 10000 | 3.245 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.255 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 10000 | 3.24 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.175 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.185 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM | 10000 |  | 3.14 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM | 5000 |  | 3.13 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.19 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.195 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.2 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM | 10000 |  | 3.145 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 5000 |  | 3.195 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM | 10000 |  | 3.135 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM |  | 10000 | 3.115 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM |  | 5000 | 3.135 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.19 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM | 10000 |  | 3.135 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.155 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 10000 |  | 3.145 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.115 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.13 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.135 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.22 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.22 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM |  | 10000 | 3.22 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.25 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.255 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.27 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.24 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.225 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.23 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.23 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.21 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.235 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM |  | 15000 | 3.215 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 5000 |  | 3.285 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 10000 |  | 3.275 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM |  | 15000 | 3.245 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Jul01      USD/MM | 10000 |  | 3.2 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Jul01      USD/MM | 5000 |  | 3.18 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.22 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM |  | 15000 | 3.195 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM |  | 5000 | 3.205 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.205 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.23 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM |  | 15000 | 3.235 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.23 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.25 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.215 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.26 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.255 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.28 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.28 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.27 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.315 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Jul01      USD/MM | 10000 |  | 3.305 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Jul01      USD/MM | 10000 |  | 3.3 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.43 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 5000 | 3.41 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.405 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.375 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.365 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.365 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.36 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.35 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.33 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.35 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 5000 |  | 3.36 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 5000 |  | 3.375 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 5000 |  | 3.35 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 15000 | 3.235 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 20000 | 3.245 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 20000 | 3.195 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 20000 | 3.205 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM | 25000 |  | 3.09 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM |  | 25000 | 3.085 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM | 25000 |  | 3.075 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM | 20000 |  | 3.065 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM |  | 25000 | 3.05 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    18-31Jul01      USD/MM |  | 20000 | 2.97 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 10000 | 3.065 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 25000 | 3.185 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 25000 | 3.18 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 25000 | 3.165 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM | 5000 |  | 3.17 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM | 25000 |  | 3.16 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 25000 | 3.165 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 25000 | 3.125 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 25000 |  | 3.16 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 25000 | 3.165 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 25000 |  | 3.16 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Jul01      USD/MM | 20000 |  | 3.09 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Jul01      USD/MM | 25000 |  | 3.08 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 25000 | 3.165 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 15000 |  | 3.175 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 20000 |  | 3.175 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 30000 | 3.17 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 15000 | 3.18 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 30000 |  | 3.18 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Jul01      USD/MM | 20000 |  | 3.115 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Jul01      USD/MM | 20000 |  | 3.09 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 30000 | 3.16 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 30000 | 3.155 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 20000 | 3.18 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 10000 | 3.185 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 15000 | 3.19 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 10000 | 3.135 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 30000 |  | 3.085 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 30000 |  | 3.1 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 30000 | 3.065 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 10000 | 2.975 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM | 10000 |  | 2.99 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM |  | 10000 | 2.995 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM |  | 30000 | 3 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM | 30000 |  | 3.01 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM | 30000 |  | 3.01 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM |  | 30000 | 3.005 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM | 30000 |  | 3.02 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM |  | 30000 | 3.015 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Jul01      USD/MM | 30000 |  | 3 | FT-KATY | 2001-07-24 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Jul01      USD/MM |  | 15000 | 2.995 | FT-KATY | 2001-07-24 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Jul01      USD/MM | 30000 |  | 2.94 | FT-KATY | 2001-07-25 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Jul01      USD/MM | 35000 |  | 2.965 | FT-KATY | 2001-07-25 21:00:00 | 2001-07-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.0025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.0025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.0025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 20000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.085 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.1 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.1 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.12 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.135 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.045 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM | 30000 |  | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 5000 |  | 3.13 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.31 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.335 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.385 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 5000 |  | 3.26 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.335 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.31 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 20000 | -0.0025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.315 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.3 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.195 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.305 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.305 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.305 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.29 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.17 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.24 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.22 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.205 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.15 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.155 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.135 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 20000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.085 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.175 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.18 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.185 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 20000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.085 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.17 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM | 645 |  | 3.22 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 25000 | 3.2275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 25000 | 3.2275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 25000 | 3.2275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 5000 | 3.2275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.305 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 5000 | 3.335 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.39 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.29 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.375 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.29 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.38 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.37 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.29 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.41 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.315 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.4 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.4 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.39 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.4 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.3 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.39 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.295 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.39 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.38 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.385 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.285 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.395 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.385 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.38 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.445 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.445 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.44 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.325 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.425 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.41 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.42 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.35 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.375 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.375 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.385 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.26 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.35 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.33 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.325 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.02 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.015 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.02 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.01 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.375 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM | 10000 |  | 3.25 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.36 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.32 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 5000 |  | 3.325 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.325 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 5000 |  | 3.315 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.37 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.35 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.345 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.22 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.165 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.155 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.16 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.23 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM | 10000 |  | 3.13 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.205 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.205 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM | 10000 |  | 3.12 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM | 10000 |  | 3.125 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.22 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.215 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.23 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM |  | 10000 | 3.14 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.23 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.235 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    04-31Aug01      USD/MM |  | 10000 | 3.185 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.16 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.17 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.16 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.17 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.165 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.09 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.105 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.11 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.105 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM |  | 10000 | 3.06 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM |  | 10000 | 3.06 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM | 10000 |  | 2.985 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM |  | 10000 | 3.06 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM | 10000 |  | 2.98 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM | 10000 |  | 3.035 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM | 10000 |  | 3.03 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM | 10000 |  | 3.005 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.07 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.065 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.06 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.0775 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.0725 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.095 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.12 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM |  | 10000 | 3.03 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM |  | 10000 | 3.065 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.155 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.145 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.14 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.14 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.125 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.11 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.1075 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.13 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM | 10000 |  | 3.13 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.145 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.15 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.14 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.1425 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.1475 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.1125 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.105 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.0825 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM |  | 10000 | 3.0825 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.115 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.105 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM |  | 10000 | 3.0975 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM |  | 10000 | 3.09 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM |  | 10000 | 3.095 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.095 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM |  | 10000 | 3.12 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.115 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Aug01      USD/MM |  | 10000 | 3.1375 | FT-KATY | 2001-08-10 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Aug01      USD/MM | 10000 |  | 3.12 | FT-KATY | 2001-08-10 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM |  | 10000 | 2.945 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM | 10000 |  | 2.925 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.05 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM |  | 10000 | 3.0125 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM |  | 10000 | 3.0175 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM |  | 10000 | 3.0275 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.0175 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM |  | 10000 | 3.02 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.075 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.065 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.0575 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Aug01      USD/MM | 5000 |  | 3.015 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Aug01      USD/MM |  | 20000 | 3.02 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-31Aug01      USD/MM | 20000 |  | 3.02 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM | 20000 |  | 3.055 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM | 20000 |  | 3.04 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM |  | 20000 | 3.085 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM | 20000 |  | 3.09 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    15-31Aug01      USD/MM |  | 15000 | 2.955 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM | 15000 |  | 3.09 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    15-31Aug01      USD/MM |  | 15000 | 2.965 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM | 15000 |  | 3.085 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    16-31Aug01      USD/MM |  | 15000 | 2.98 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Aug01      USD/MM | 15000 |  | 3.1 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Aug01      USD/MM | 20000 |  | 3.215 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.45 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.43 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM |  | 10000 | 3.435 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM |  | 20000 | 3.4 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM |  | 15000 | 3.22 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 15000 |  | 3.34 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Aug01      USD/MM | 20000 |  | 3.375 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Aug01      USD/MM |  | 20000 | 3.34 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     22-31Aug01      USD/MM |  | 5000 | 3.235 | FT-KATY | 2001-08-22 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 15000 | 3.255 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 30000 |  | 2.825 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 30000 |  | 2.82 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Aug01      USD/MM | 30000 |  | 2.76 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Aug01      USD/MM | 30000 |  | 2.75 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Aug01      USD/MM | 30000 |  | 2.75 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM | 40000 |  | 2.855 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 40000 | 2.81 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 40000 | 2.815 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 40000 | 2.82 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 20000 | 2.8 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 20000 | 2.8 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 10000 | 2.805 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.0325 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.075 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 50000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 15000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 40000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 2500 |  | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 7500 |  | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 20000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 10000 |  | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.47 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.455 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.445 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 5000 |  | 2.445 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.515 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.385 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.52 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.52 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 20000 |  | -0.0325 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 30000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.51 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.52 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.53 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.51 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.5 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.5 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.48 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.48 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.47 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.48 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.445 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.44 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.455 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.455 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.34 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.43 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.41 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.41 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 30000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM |  | 30000 | -0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.405 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.38 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 10000 |  | -0.11 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM |  | 30000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.385 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.26 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.365 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.245 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.25 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM |  | 30000 | 2.3775 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM |  | 25000 | 2.3825 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.485 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.465 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 5000 |  | 2.445 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 5000 | 2.34 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.45 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.45 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.44 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.415 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.41 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.445 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.44 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.265 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.275 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.405 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.185 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.175 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.295 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.305 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.32 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.31 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 5000 |  | 2.295 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.2 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.195 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.185 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.18 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 5000 |  | 2.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.22 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.225 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.225 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.265 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.255 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.0575 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.045 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.07 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 50000 | 0.06 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM | 20000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM |  | 10000 | 2.31 | FT-Texas | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM | 10000 |  | 2.265 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM |  | 10000 | 2.105 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM |  | 10000 | 2.12 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM | 10000 |  | 2.27 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM |  | 10000 | 2.11 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM |  | 10000 | 2.12 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM | 10000 |  | 2.135 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.295 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.29 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.275 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.325 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.305 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.31 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.31 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.305 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Sep01      USD/MM |  | 5000 | 2.145 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.33 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.325 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 10000 | 2.295 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         07-30Sep01      USD/MM | 10000 |  | 2.28 | FT-Texas | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         07-30Sep01      USD/MM | 10000 |  | 2.275 | FT-Texas | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-30Sep01      USD/MM | 10000 |  | 2.19 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 15000 | 2.375 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 15000 | 2.39 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 15000 |  | 2.395 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.38 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.365 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.355 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.355 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.34 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         08-30Sep01      USD/MM | 10000 |  | 2.265 | FT-Texas | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         08-30Sep01      USD/MM | 10000 |  | 2.255 | FT-Texas | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.325 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.31 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         08-30Sep01      USD/MM |  | 10000 | 2.24 | FT-Texas | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 10000 | 2.32 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 10000 |  | 2.315 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         08-30Sep01      USD/MM |  | 10000 | 2.275 | FT-Texas | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.34 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.3 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.305 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 5000 | 2.31 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.33 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.345 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    08-30Sep01      USD/MM | 10000 |  | 2.155 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM |  | 15000 | 2.335 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 15000 | 2.365 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 5000 | 2.405 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.38 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM |  | 10000 | 2.165 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM |  | 10000 | 2.18 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 10000 |  | 2.19 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 10000 |  | 2.18 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.37 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM |  | 10000 | 2.18 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 15000 | 2.35 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.34 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 5000 |  | 2.345 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 15000 | 2.36 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 15000 | 2.37 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.365 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.36 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.35 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-30Sep01      USD/MM |  | 15000 | 2.31 | FT-KATY | 2001-09-12 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-30Sep01      USD/MM |  | 15000 | 2.135 | FT-KATY | 2001-09-12 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Sep01      USD/MM | 15000 |  | 2.4 | FT-KATY | 2001-09-13 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Sep01      USD/MM |  | 15000 | 2.425 | FT-KATY | 2001-09-13 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Sep01      USD/MM | 15000 |  | 2.41 | FT-KATY | 2001-09-13 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM |  | 15000 | 2.35 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM |  | 15000 | 2.36 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM | 15000 |  | 2.36 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM | 20000 |  | 2.36 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM |  | 20000 | 2.36 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 15000 |  | 2.395 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 20000 |  | 2.39 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM |  | 20000 | 2.4 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM |  | 15000 | 2.41 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 20000 |  | 2.41 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 20000 |  | 2.41 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM |  | 20000 | 2.425 | FT-KATY | 2001-09-15 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM |  | 20000 | 2.435 | FT-KATY | 2001-09-15 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         18-30Sep01      USD/MM |  | 10000 | 2.37 | FT-Texas | 2001-09-18 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    18-30Sep01      USD/MM |  | 15000 | 2.215 | FT-KATY | 2001-09-18 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         18-30Sep01      USD/MM |  | 5000 | 2.35 | FT-Texas | 2001-09-18 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         18-30Sep01      USD/MM |  | 15000 | 2.36 | FT-Texas | 2001-09-18 21:00:01 | 2001-09-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         19-30Sep01      USD/MM | 15000 |  | 2.175 | FT-Texas | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         19-30Sep01      USD/MM | 5000 |  | 2.135 | FT-Texas | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM | 5000 |  | 2.17 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM | 20000 |  | 2.17 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 15000 |  | 2.095 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM |  | 5000 | 2.095 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         20-30Sep01      USD/MM |  | 20000 | 2.065 | FT-Texas | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM | 20000 |  | 1.955 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM |  | 25000 | 2.08 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM |  | 25000 | 2.065 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    22-30Sep01      USD/MM | 20000 |  | 1.885 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    22-30Sep01      USD/MM |  | 20000 | 1.84 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.085 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.085 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.1175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.1025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.1225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 20000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.1875 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | -0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 20000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.2025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 30000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.1625 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.1575 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 30000 | -0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 25000 | -0.0025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 25000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 15000 |  | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.69 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.905 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.9 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 30000 |  | -0.0575 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.87 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.68 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.88 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.66 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.67 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.68 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM | 10000 |  | -0.0725 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.66 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.66 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM | 10000 |  | -0.08 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.8 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 10000 |  | -0.0525 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.81 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 20000 |  | -0.0525 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 20000 |  | -0.055 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.8 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.815 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.83 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.83 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.81 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.655 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF Waha                 Oct01           USD/MM | 10000 |  | 1.705 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.645 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.645 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM | 20000 |  | 1.615 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.655 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM |  | 20000 | 1.63 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.69 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.685 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.655 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF HSC                  Oct01           USD/MM |  | 25000 | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.855 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.865 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.865 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.71 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.88 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.685 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.865 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.685 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.675 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.645 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.66 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.655 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.64 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 5000 |  | 1.635 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0075 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.1 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.105 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.955 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.8 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.775 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.935 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.915 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.7 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.705 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 611 | -0.0475 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 5000 |  | -0.055 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.835 | FT-KATY | 2001-10-02 00:00:00 | 2001-10-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.65 | FT-KATY | 2001-10-02 00:00:00 | 2001-10-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.65 | FT-KATY | 2001-10-02 00:00:00 | 2001-10-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.825 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.82 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.74 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.72 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.575 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.6 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.605 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.615 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.6 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 10000 | 1.72 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM | 10000 |  | 1.615 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 10000 | 1.78 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 10000 | 1.785 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 10000 | 1.795 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 10000 | 1.8 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.755 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 5000 | 1.765 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.77 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.765 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.805 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.855 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM | 15000 |  | 1.85 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 15000 | 1.875 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 15000 | 1.885 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 10000 | 1.875 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 10000 |  | 1.91 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 15000 |  | 1.94 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.035 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.035 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.025 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.02 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.015 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.005 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.01 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.01 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 10000 |  | 1.97 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 1.98 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 15000 | 2.055 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 15000 | 2.075 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 15000 | 2.075 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.095 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.085 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 7500 |  | 2.07 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 10000 |  | 2.075 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.05 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.07 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 2.08 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 10000 |  | 2.065 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 1000 |  | 2.065 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 15000 |  | 2.085 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 15000 |  | 2.1 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.07 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.08 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.085 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.095 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.1 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 10000 | 2.095 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.1 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 10000 | 1.975 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-31Oct01      USD/MM | 10000 |  | 1.815 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 10000 | 1.98 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 15000 |  | 1.96 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 15000 |  | 1.95 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 10000 |  | 1.79 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 10000 |  | 1.775 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 10000 |  | 1.795 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 15000 |  | 1.96 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 1.92 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 1.93 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 1.925 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 1.93 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM |  | 7500 | 1.75 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM |  | 2500 | 1.765 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 2.005 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM |  | 10000 | 1.79 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 2 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM |  | 10000 | 1.79 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM | 15000 |  | 2.03 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM | 15000 |  | 2.025 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM | 25000 |  | 2.02 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM |  | 10000 | 1.805 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM |  | 10000 | 1.81 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.005 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.03 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.03 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.035 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.045 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.045 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.065 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.07 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM | 15000 |  | 2.115 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM | 15000 |  | 2.105 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    11-31Oct01      USD/MM |  | 15000 | 2.005 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 5000 |  | 2.065 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 5000 |  | 2.26 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 10000 |  | 2.26 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 10000 | 2.275 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 10000 | 2.28 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 15000 |  | 2.28 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 15000 |  | 2.27 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 15000 |  | 2.085 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 15000 |  | 2.07 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 15000 |  | 2.14 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 15000 |  | 2.16 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 15000 |  | 2.15 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 15000 |  | 2.145 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 15000 |  | 2.32 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 10000 |  | 2.31 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 15000 |  | 2.3 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 10000 |  | 2.3 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM | 10000 |  | 2.11 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.18 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.19 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.205 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.205 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.215 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.215 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.33 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 10000 | 2.35 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.35 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.355 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 10000 | 2.365 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.35 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.34 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.315 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.32 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.33 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.315 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 10000 |  | 2.305 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.275 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 10000 |  | 2.285 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.255 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM |  | 20000 | 2.265 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.27 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-31Oct01      USD/MM | 20000 |  | 2.26 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.27 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.265 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.27 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.19 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.19 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.19 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.2 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.185 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.18 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.205 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.2 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.225 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM |  | 20000 | 2.245 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.235 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.23 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    17-31Oct01      USD/MM |  | 10000 | 2.07 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    17-31Oct01      USD/MM | 10000 |  | 2.075 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.235 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.24 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.355 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.36 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.37 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.375 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.37 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.385 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.39 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.405 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.435 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    17-31Oct01      USD/MM | 10000 |  | 2.255 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.42 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 10000 |  | 2.425 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.42 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    17-31Oct01      USD/MM | 7000 |  | 2.26 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 20000 |  | 2.46 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 20000 |  | 2.46 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 10000 | 2.465 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 20000 |  | 2.455 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 20000 | 2.46 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM | 10000 |  | 2.35 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM | 20000 |  | 2.41 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 10000 |  | 2.615 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 25000 |  | 2.595 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 25000 |  | 2.57 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 25000 | 2.54 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 20000 | 2.54 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 20000 |  | 2.46 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 20000 | 2.495 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 20000 | 2.505 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 10000 |  | 2.485 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 10000 |  | 2.465 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.465 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.34 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.475 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.335 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.485 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.33 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 2000 | 2.505 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM | 20000 |  | 2.49 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.36 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.22 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM | 15000 |  | 2.37 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 5000 |  | 2.205 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.32 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 25000 | 2.31 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 5000 | 2.32 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.19 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.175 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.16 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.315 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.31 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.14 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.13 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 20000 | 2.315 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.15 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.32 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM | 20000 |  | 2.34 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.15 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM | 20000 |  | 2.33 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM | 20000 |  | 2.165 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 20000 | 2.345 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 15000 | 2.325 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.34 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM | 20000 |  | 2.17 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM | 20000 |  | 2.155 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.33 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM |  | 20000 | 2.19 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.35 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.34 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 20000 |  | 2.33 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.325 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.325 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.315 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 20000 |  | 2.3 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM | 10000 |  | 2.13 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 10000 | 2.34 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.345 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.365 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 10000 |  | 2.35 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.355 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.345 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.34 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.355 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 20000 |  | 2.36 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.335 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.345 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.36 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.385 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 20000 |  | 2.385 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.395 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.415 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM | 10000 |  | 2.215 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM |  | 10000 | 2.21 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 5000 | 2.415 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.43 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM |  | 20000 | 2.26 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM |  | 5000 | 2.27 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 20000 | 2.485 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 20000 |  | 2.49 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM | 10000 |  | 2.38 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 15000 |  | 2.6 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 5000 | 2.59 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 5000 | 2.57 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 5000 |  | 2.59 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM |  | 10000 | 2.385 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM |  | 10000 | 2.38 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 5000 | 2.585 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 15000 | 2.56 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 15000 | 2.55 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.53 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.545 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.555 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.57 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.59 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.615 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.655 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.665 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.655 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.645 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.665 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.63 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 10000 | 2.6 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.595 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.66 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 10000 |  | 2.66 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.67 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.69 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 10000 |  | 2.685 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 5000 |  | 2.685 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.7 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.68 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.68 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.69 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM | 20000 |  | 2.585 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM | 20000 |  | 2.555 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.695 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.71 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 20000 | 2.75 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 20000 |  | 2.75 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM | 20000 |  | 2.64 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 20000 |  | 2.77 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM |  | 20000 | 2.56 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 20000 | 2.74 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 20000 | 2.775 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 20000 |  | 2.77 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 20000 |  | 2.765 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 10000 | 2.745 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 25000 | 2.795 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 25000 | 2.81 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 20000 | 2.825 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 30000 | 2.835 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 10000 |  | 2.84 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 25000 | 2.84 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 20000 | 2.845 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM | 15000 |  | 2.695 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.835 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM | 20000 |  | 2.675 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 25000 | 2.835 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.84 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 25000 | 2.845 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.845 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 10000 | 2.85 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 10000 | 2.855 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM | 20000 |  | 2.72 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 10000 | 2.865 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 25000 | 2.835 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 20000 | 2.86 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM | 20000 |  | 2.7 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM | 5000 |  | 2.705 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 20000 |  | 2.735 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 10000 |  | 2.72 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 10000 |  | 2.705 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 20000 |  | 2.685 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.69 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 10000 | 2.705 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.69 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 5000 | 2.69 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.67 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.67 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.665 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 5000 | 2.665 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 20000 | 2.665 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.7 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 20000 |  | 2.69 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.7 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.71 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.725 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 20000 | 2.715 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 20000 | 2.505 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.49 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.48 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.465 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 20000 | 2.48 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.475 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.49 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.495 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 20000 | 2.5 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 20000 | 2.515 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.505 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.495 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 20000 |  | 2.5 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 35000 | 2.655 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.675 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 10000 |  | 2.665 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.71 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 15000 | 2.705 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.0975 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.1225 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 20000 |  | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.115 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.91 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.91 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.9 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.91 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.92 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.95 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.975 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.985 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.125 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 10000 | 0.035 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.145 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.955 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.965 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.975 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.14 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.135 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.975 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM | 20000 |  | -0.005 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 718 |  | 0.04 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.98 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 3.05 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 3.06 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.985 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.965 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 2500 |  | 2.99 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.215 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.16 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.145 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 4000 |  | 3.135 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.135 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1325 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 15000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.0175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.0175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.0175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 50000 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1575 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 5000 |  | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.0125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1475 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.1675 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.1375 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.23 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.24 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.24 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 2500 | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.265 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.295 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.315 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.22 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.33 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.335 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.235 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 2500 |  | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 2500 |  | -0.0325 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.0475 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.055 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 5000 |  | -0.0525 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 20000 |  | -0.0475 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.0425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.0375 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 20000 |  | -0.0375 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.0425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.0425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 20000 |  | -0.035 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM | 10000 |  | -0.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.97 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.97 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.97 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.965 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.79 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.985 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.995 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.985 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.825 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.835 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.84 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.845 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.0325 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 20000 | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.795 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 20000 |  | -0.0325 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 20000 |  | -0.0375 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 20000 |  | -0.04 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF Waha                 Nov01           USD/MM |  | 10000 | 2.895 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF Waha                 Nov01           USD/MM |  | 10000 | 2.9 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM |  | 3500 | 2.805 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM |  | 2000 | 2.81 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF Waha                 Nov01           USD/MM |  | 10000 | 2.905 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.9 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM | 10000 |  | 2.79 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.04 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM |  | 10000 | 2.795 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.89 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.9 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.08 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 5000 |  | 2.895 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.89 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.82 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.83 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.83 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.84 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.825 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.815 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.84 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.82 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.82 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM | 10000 |  | 2.785 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.035 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.06 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.055 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.065 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.07 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 2000 |  | 2.98 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.97 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.98 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.995 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 3.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 3 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 3.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 3.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.99 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.98 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.085 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.895 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.91 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.09 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.085 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.06 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.87 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.835 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.86 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.84 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.985 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.985 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.965 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.805 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.815 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.825 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.02 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 15000 |  | -0.0375 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.08 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.08 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.08 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.04 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.03 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.955 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 2500 | 2.745 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.865 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.67 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.88 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.715 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.895 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 15000 | -0.0175 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.74 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.92 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.915 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 2.92 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 2.92 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 5000 | 2.92 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.025 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.905 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.175 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.19 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.18 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.205 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.205 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 3.01 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 3.03 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.22 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 5000 |  | 3.205 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.195 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.07 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.06 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.065 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.065 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.03 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.015 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.78 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.02 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.775 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.78 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.035 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.03 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.815 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.025 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.045 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 5000 | 2.835 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.05 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM | 10000 |  | 2.815 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.05 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.1 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-30Nov01      USD/MM |  | 10000 | 2.895 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.12 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM |  | 10000 | 3.135 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.115 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-30Nov01      USD/MM |  | 10000 | 2.885 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM |  | 10000 | 3.005 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.05 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM |  | 5000 | 3.035 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-30Nov01      USD/MM |  | 10000 | 2.815 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM |  | 10000 | 3.06 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM |  | 10000 | 3.07 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.05 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.09 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.085 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM |  | 10000 | 3.055 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 3.07 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 3.085 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.87 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.88 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM | 10000 |  | 2.685 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM | 10000 |  | 2.675 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.88 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.865 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.85 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM |  | 10000 | 2.635 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM |  | 10000 | 2.645 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM |  | 10000 | 2.65 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.865 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.87 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.865 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.88 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM | 10000 |  | 2.675 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.87 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.835 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM | 10000 |  | 2.63 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.83 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.81 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.81 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM |  | 10000 | 2.595 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.805 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.795 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.765 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.775 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.78 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM | 10000 |  | 2.78 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM | 10000 |  | 2.77 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM | 10000 |  | 2.75 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 10000 | 2.71 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 10000 | 2.735 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-30Nov01      USD/MM |  | 10000 | 2.475 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-30Nov01      USD/MM | 10000 |  | 2.475 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 10000 | 2.69 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-30Nov01      USD/MM |  | 10000 | 2.485 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-30Nov01      USD/MM | 10000 |  | 2.42 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 10000 | 2.64 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 10000 | 2.68 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM | 10000 |  | 2.65 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 10000 | 2.65 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM | 10000 |  | 2.69 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM | 10000 |  | 2.675 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 10000 | 2.695 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM | 10000 |  | 2.715 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM | 10000 |  | 2.705 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 10000 | 2.7 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 5000 | 2.685 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM | 10000 |  | 2.62 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM | 10000 |  | 2.68 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM |  | 10000 | 2.645 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM |  | 10000 | 2.665 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM | 10000 |  | 2.65 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM |  | 10000 | 2.625 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-30Nov01      USD/MM | 10000 |  | 2.63 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM |  | 10000 | 2.64 | FT-KATY | 2001-11-10 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM |  | 10000 | 2.695 | FT-KATY | 2001-11-10 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM | 10000 |  | 2.7 | FT-KATY | 2001-11-10 21:00:01 | 2001-11-30 21:00:01
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.4 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.39 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.39 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.39 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.415 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.43 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.41 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.38 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.41 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.39 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.38 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM | 10000 |  | 2.085 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM |  | 15000 | 2.4 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM | 15000 |  | 2.39 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM |  | 10000 | 2.05 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM |  | 10000 | 2.05 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM |  | 15000 | 2.345 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM |  | 10000 | 2.085 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM |  | 10000 | 2.1 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM |  | 10000 | 2.105 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM |  | 10000 | 2.095 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM | 15000 |  | 2.385 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM |  | 15000 | 2.38 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM |  | 15000 | 2.395 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM | 15000 |  | 2.39 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM |  | 15000 | 2.4 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     14-30Nov01      USD/MM | 15000 |  | 2.395 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 15000 |  | 2.4 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 15000 |  | 2.41 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 15000 |  | 2.415 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 15000 | 2.355 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 15000 |  | 2.34 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 15000 | 2.295 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 15000 | 2.305 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 5000 |  | 2.29 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 15000 | 2.28 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 10000 |  | 2.28 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 10000 | 2.24 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 15000 | 2.12 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 10000 |  | 2.02 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 10000 |  | 2.005 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 15000 | 2.015 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 15000 |  | 2.055 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 15000 |  | 2.02 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 15000 | 2.015 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 15000 | 2.015 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 2.03 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 2 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.88 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM |  | 15000 | 1.87 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.88 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 10000 |  | 1.895 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.89 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM |  | 15000 | 1.885 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM |  | 10000 | 1.885 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.9 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM |  | 15000 | 1.93 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 10000 |  | 1.97 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM |  | 10000 | 1.955 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.935 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.04 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.785 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.07 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 1.97 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.675 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 1.94 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 10000 | 1.68 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.69 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.705 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.705 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.725 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM | 15000 |  | 1.75 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM | 15000 |  | 1.76 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM |  | 15000 | 2.085 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.17 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.205 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 15000 | 1.98 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM |  | 15000 | 2.21 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.21 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.185 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 15000 |  | 2.195 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 10000 |  | 2.175 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 15000 | 2.285 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 15000 |  | 2.29 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 10000 |  | 2.035 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 15000 |  | 2.085 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 15000 | 2.345 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 15000 |  | 2.375 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 15000 |  | 2.445 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 15000 |  | 2.435 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 15000 | 2.215 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 15000 | 2.225 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 15000 | 2.445 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 15000 |  | 2.455 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 15000 |  | 2.21 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 15000 | 2.445 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 20000 |  | 2.665 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 10000 |  | 2.345 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 20000 | 2.575 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 10000 |  | 2.345 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 20000 |  | 2.535 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 20000 | 2.435 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 10000 | 2.425 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.175 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 20000 |  | 2.365 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 5000 | 2.255 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     22-30Nov01      USD/MM | 20000 |  | 2.3 | FT-KATY | 2001-11-22 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     22-30Nov01      USD/MM |  | 10000 | 2.35 | FT-KATY | 2001-11-22 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     22-30Nov01      USD/MM |  | 10000 | 2.08 | FT-KATY | 2001-11-22 21:00:00 | 2001-11-30 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.1275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 5000 | -0.13 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 15000 | -0.0525 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0425 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.0225 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.18 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.185 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.235 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.18 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.03 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM | 10000 |  | -0.2125 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM | 20000 |  | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 20000 |  | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM | 20000 |  | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM |  | 10000 | -0.2225 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.255 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.175 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.28 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.285 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.285 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.285 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.28 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.265 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.3 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 20000 |  | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.24 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.235 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.225 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.225 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Dec01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM | 20000 |  | -0.03 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.615 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.625 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.64 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.65 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.64 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.63 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.635 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.625 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM | 20000 |  | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Dec01           USD/MM |  | 5000 | 2.5 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM | 5000 |  | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.64 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Dec01           USD/MM |  | 5000 | 2.36 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Dec01           USD/MM |  | 10000 | 2.375 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Dec01           USD/MM |  | 10000 | 2.38 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.5 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Dec01           USD/MM |  | 5000 | 2.395 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.51 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.53 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.55 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 5000 |  | 2.54 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-12-01 21:00:01 | 2001-12-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-12-01 21:00:01 | 2001-12-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.0425 | FT-Texas | 2001-12-01 21:00:01 | 2001-12-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan-Mar02       USD/MM |  | 10000 | -0.13 | FT-Texas | 2002-01-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan-Mar02       USD/MM |  | 10000 | -0.12 | FT-Texas | 2002-01-01 00:00:00 | 2002-03-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.1275 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM | 20000 |  | -0.05 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 10000 |  | -0.1325 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 5000 | -0.13 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 20000 | -0.055 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 10000 |  | -0.165 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 10000 |  | -0.17 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 10000 | -0.0525 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 10000 |  | -0.175 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.13 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.13 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.14 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 5000 |  | -0.15 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.145 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.135 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 4000 |  | -0.17 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 4000 |  | -0.18 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 10000 |  | -0.17 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.12 | FT-Texas | 2002-01-01 21:00:01 | 2002-01-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.115 | FT-Texas | 2002-01-01 21:00:01 | 2002-01-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 20000 | -0.0325 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 20000 |  | -0.035 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 20000 | -0.0425 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 10000 |  | -0.15 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 10000 |  | -0.155 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 10000 | -0.04 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 10000 |  | -0.16 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM |  | 10000 | -0.12 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM |  | 10000 | -0.12 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 6000 |  | -0.175 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 6000 |  | -0.19 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM | 10000 |  | -0.15 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 25000 |  | -0.0325 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 20000 |  | -0.035 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 20000 | -0.015 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 20000 | -0.0275 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 30000 | -0.03 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 10000 | -0.0275 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 10000 |  | -0.185 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 2000 |  | -0.19 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Mar02           USD/MM | 10000 |  | -0.145 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 20000 | -0.015 | FT-Texas | 2002-03-01 21:00:01 | 2002-03-31 21:00:01
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 10000 |  | 0.025 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 10000 |  | 0.035 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.0325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.08 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.08 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.0775 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.075 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.07 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.095 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.09 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.09 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.1075 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.1125 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Aquila Risk Management Corporation Total
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.075 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.11 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Bank of America, National Association | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.1175 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Bank of America, National Association Total
Bank of Montreal | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 5000 | 0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bank of Montreal Total
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.165 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.22 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Bankers Trust Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Bankers Trust Company Total
Barclays Bank PLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 2500 | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Barclays Bank PLC Total
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug-Oct01       USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.09 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.1425 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.135 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM | 5000 |  | -0.175 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 5000 | -0.13 | FT-Texas | 2002-01-01 21:00:01 | 2002-01-31 21:00:01
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 10000 |  | 0.03 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
BNP Paribas | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 7500 |  | -0.095 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
BNP Paribas Total
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 5000 | 3.005 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 15000 | 3.23 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM | 15000 |  | 3.18 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.3 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.315 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 30000 |  | 3.055 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 30000 |  | 3.05 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 30000 |  | 2.985 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Jul01      USD/MM |  | 40000 | 3.015 | FT-KATY | 2001-07-24 21:00:00 | 2001-07-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Jul01      USD/MM |  | 50000 | 3.045 | FT-KATY | 2001-07-25 21:00:01 | 2001-07-31 21:00:01
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | -0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | -0.045 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM |  | 10000 | 2.9875 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM |  | 20000 | 3.12 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Aug01      USD/MM |  | 15000 | 3.075 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Aug01      USD/MM |  | 10000 | 3.075 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM | 12500 |  | 3.315 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.47 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.075 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.1 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.515 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.5 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.515 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.51 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.47 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.23 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.225 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.255 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.24 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.335 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.335 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.24 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-30Sep01      USD/MM |  | 10000 | 2.155 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    07-30Sep01      USD/MM |  | 5000 | 2.205 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    07-30Sep01      USD/MM |  | 10000 | 2.24 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 5000 |  | 2.19 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.37 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 25000 |  | 2.06 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 20000 |  | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 20000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.795 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.79 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM | 9000 |  | 1.925 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-31Oct01      USD/MM | 9000 |  | 1.865 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 15000 |  | 2.005 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 15000 |  | 1.995 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 30000 |  | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.14 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.145 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.1425 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.23 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.0525 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 10000 |  | -0.0425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM | 10000 |  | -0.245 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.1 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.13 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM |  | 10000 | -0.075 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Mar02           USD/MM |  | 10000 | -0.07 | FT-KATY | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 5000 |  | -0.1275 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.1425 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 5000 |  | -0.1525 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
BP Corporation North America Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.085 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
BP Corporation North America Inc. Total
Bridgeline Gas Marketing LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 15000 | -0.0075 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Bridgeline Gas Marketing LLC Total
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM |  | 10000 | 2.21 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM |  | 10000 | 2.155 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM | 10000 |  | 2.175 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM |  | 10000 | 2.115 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.075 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM |  | 20000 | 2.06 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 25000 |  | 2.06 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 25000 |  | 2.05 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 25000 |  | 2.045 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM |  | 25000 | 2.04 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM | 30000 |  | 2.035 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM |  | 30000 | 2.035 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.9 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 5000 |  | 1.895 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.89 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 5000 |  | 1.81 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.79 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 5000 |  | 1.83 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.84 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.845 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.825 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.82 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.825 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.92 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.91 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.875 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.785 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 10000 | 1.745 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.75 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 10000 | 1.735 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM | 10000 |  | 1.71 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM | 10000 |  | 1.755 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM | 10000 |  | 1.765 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM | 10000 |  | 1.78 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM | 5000 |  | 1.78 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 15000 |  | 1.97 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 15000 |  | 1.96 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 15000 | 1.96 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 3000 | 1.955 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 3000 |  | 1.965 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 15000 |  | 2.29 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 15000 | 2.28 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.38 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 10000 | 2.395 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM | 20000 |  | 2.325 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM | 20000 |  | 2.32 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Oct01      USD/MM |  | 20000 | 2.32 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.675 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.66 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 40000 |  | 2.65 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 40000 | 2.65 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.705 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM |  | 20000 | 2.695 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 20000 |  | 2.695 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.865 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.84 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.825 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 50000 | 2.825 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 50000 |  | 2.825 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 22500 |  | 2.83 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 50000 | 2.73 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 50000 |  | 2.73 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 47500 |  | 2.725 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM |  | 47500 | 2.725 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.69 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.67 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.67 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.66 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Calpine Energy Services, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM |  | 25000 | 2.645 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Calpine Energy Services, L.P. Total
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 10000 | 3.05 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 5000 |  | 3.11 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 10000 | 3.08 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 15000 | 3.22 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM | 15000 |  | 3.065 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM |  | 10000 | 3.1 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM | 10000 |  | 3.1 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM |  | 15000 | 3.07 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM | 5000 |  | 3.07 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM | 15000 |  | 3.13 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM | 15000 |  | 3.125 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM | 10000 |  | 3.13 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 10000 |  | 3.13 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 5000 |  | 3.245 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.225 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 15000 | 3.235 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.235 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 10000 |  | 3.22 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 5000 |  | 3.215 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.045 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 30000 | 0.0475 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 5000 | 3.11 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 5000 | 3.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 5000 | 3.25 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.195 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM | 10000 |  | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.38 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.305 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.36 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.365 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.215 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.25 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.255 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.27 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.275 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.165 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.14 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.125 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.11 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.09 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 20000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 20000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM |  | 20000 | -0.0125 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 20000 |  | -0.02 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.61 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.615 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.6 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 5000 |  | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cargill Energy, a division of Cargill, Incorporated | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.04 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Cargill Energy, a division of Cargill, Incorporated Total
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug-Oct01       USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.0175 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.105 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 7500 | -0.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.11 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.03 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.0275 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 20000 |  | 0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 15000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.45 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.41 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 5000 |  | 2.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.075 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.095 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.095 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 22500 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.1975 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 8161 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.67 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.665 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.0775 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.0825 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.015 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.69 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.695 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 20000 |  | -0.0375 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.96 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.975 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.09 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.26 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.255 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.33 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.36 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.865 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.9 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.165 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 20000 |  | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 20000 |  | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.16 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 10000 |  | -0.17 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.165 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM |  | 10000 | -0.1475 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.18 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.245 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.13 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Cinergy Marketing & Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.1275 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Cinergy Marketing & Trading, LLC Total
Citibank, N.A. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 20000 | -0.0475 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Citibank, N.A. Total
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM | 1935 |  | 0.025 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM |  | 3870 | 0.03 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 400 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 1666 |  | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 3332 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.0225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.0175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 20000 | -0.05 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 1290 |  | 0.02 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 2580 | 0.025 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.035 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
CLECO Marketing and Trading, LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 5000 | 0.035 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
CLECO Marketing and Trading, LLC Total
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug-Oct01       USD/MM | 10000 |  | -0.0775 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
CMS Marketing, Services and Trading Company | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.135 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.15 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.33 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.36 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.425 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
CMS Marketing, Services and Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.265 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
CMS Marketing, Services and Trading Company Total
Cokinos Natural Gas Company | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM |  | 10000 | 3.115 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Cokinos Natural Gas Company | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.0925 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Cokinos Natural Gas Company Total
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.0675 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 11594 | 0.0775 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.33 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.36 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.36 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 5000 | 0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM |  | 3500 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM |  | 5000 | -0.09 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Sep01           USD/MM |  | 5000 | -0.09 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.385 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM |  | 10000 | 2.3875 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.415 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM |  | 5000 | 2.05 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | -0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.1625 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 5000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 6000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Swap      IF HSC                  Oct01           USD/MM |  | 10000 | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 6400 | 1.75 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.1 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.0675 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 5000 | -0.075 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM |  | 10000 | 1.815 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 2700 | -0.12 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.22 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.29 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Conoco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 15000 | -0.04 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Conoco Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 5000 |  | -0.145 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Conoco Inc. Total
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 15000 | 3.125 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 15000 | 3.195 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM |  | 15000 | 3.21 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 7000 | 3.37 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM |  | 8000 | 3.12 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 5000 | 3.065 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 5000 | 3.11 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Jul01      USD/MM |  | 5000 | 2.985 | FT-KATY | 2001-07-24 21:00:00 | 2001-07-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.3 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.23 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 7000 |  | 2.345 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 8000 |  | 2.345 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 1000 | 3.035 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 1000 | 2.86 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 1000 | 2.79 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 2000 | 2.675 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 3000 | 2.71 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM |  | 5000 | 2.59 | FT-KATY | 2001-11-10 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 5000 |  | 1.89 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM |  | 15000 | 1.96 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Nov01      USD/MM | 4000 |  | 2.05 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Constellation Power Source, Inc. Total
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM | 5000 |  | 2.955 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    15-30Nov01      USD/MM | 5000 |  | 2.115 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    15-30Nov01      USD/MM |  | 5000 | 2.05 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    17-30Nov01      USD/MM |  | 5000 | 1.795 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    17-30Nov01      USD/MM | 5000 |  | 1.64 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 5000 | 1.775 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 5000 |  | 2.325 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 5000 | 2.155 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 5000 | 2.13 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 5000 | 2.09 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Cook Inlet Energy Supply L.L.C. Total
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 10000 |  | 3.225 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 10000 |  | 3.37 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 5000 | 3.225 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 30000 |  | 2.99 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 15000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 25000 | 3.2275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.39 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 20000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM |  | 5000 | 2.3825 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM |  | 30000 | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.38 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.39 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Sep01           USD/MM |  | 20000 | 2.3875 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.385 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 667 | -0.06 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 10000 |  | 2.38 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM |  | 10000 | 2.025 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 15000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 15000 | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Oct01           USD/MM |  | 15000 | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 667 | -0.105 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.82 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 15000 |  | 1.93 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 2500 | -0.0375 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.0225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 3900 | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 1100 | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.245 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.0175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 5000 |  | 3.055 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 5000 | 3.045 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    09-30Nov01      USD/MM | 5000 |  | 2.495 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Coral Energy Holding, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 10000 |  | 2.315 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 20000 |  | -0.05 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.215 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.24 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM | 5000 |  | -0.175 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.0275 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Coral Energy Holding, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jul-Sep02       USD/MM |  | 10000 | 0.045 | FT-KATY | 2002-07-01 00:00:00 | 2002-09-30 00:00:00
Coral Energy Holding, L.P. Total
Deutsche Bank AG New York Branch | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 5000 | -0.0375 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Deutsche Bank AG New York Branch | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 5000 | -0.0325 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Deutsche Bank AG New York Branch | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 5000 | -0.0275 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Deutsche Bank AG New York Branch Total
Duke Energy Field Services Marketing, LLC | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 5000 |  | 1.965 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Duke Energy Field Services Marketing, LLC | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 5000 |  | 2.07 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Duke Energy Field Services Marketing, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.18 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Duke Energy Field Services Marketing, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.035 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Field Services Marketing, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 5000 |  | 3.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Field Services Marketing, LLC | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.175 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Duke Energy Field Services Marketing, LLC Total
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Jul01      USD/MM |  | 5000 | 3.035 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM |  | 5000 | 3.105 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM |  | 10000 | 3.11 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM | 10000 |  | 3.115 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM | 5000 |  | 3.085 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 5000 |  | 3.235 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 10000 | 3.17 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug-Oct01       USD/MM | 5000 |  | -0.055 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug-Oct01       USD/MM | 5000 |  | -0.055 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 30000 | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 2000 |  | 3.355 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM |  | 10000 | 3.255 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM |  | 5000 | 3.265 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.33 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM |  | 10000 | 3.06 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM |  | 5000 | 2.945 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    14-31Aug01      USD/MM |  | 10000 | 2.9675 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 10000 |  | 3.55 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Aug01      USD/MM |  | 10000 | 3.38 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 15000 |  | 0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.02 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.005 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 4500 | 2.295 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 4500 |  | 2.14 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.305 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         21-30Sep01      USD/MM | 20000 |  | 1.995 | FT-Texas | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 25000 |  | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.82 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.675 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.67 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 4468 | 1.84 | FT-KATY | 2001-10-02 00:00:00 | 2001-10-31 00:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 5000 | 1.745 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 3000 |  | 1.905 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 3000 | 1.98 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 15000 | 1.98 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 500 | 1.985 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM | 4200 |  | 1.81 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM |  | 6000 | 1.84 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Oct01      USD/MM | 10000 |  | 2.065 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Oct01      USD/MM | 3299 |  | 2.02 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Oct01      USD/MM | 3644 |  | 2.195 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.965 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 2765 | 3.05 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.05 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.06 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 1406 | 2.8 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 10000 | 2.69 | FT-KATY | 2001-11-08 21:00:00 | 2001-11-30 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin Swap | US Gas Daily     Waha                    09-30Nov01      USD/MM | 10000 |  | 2.45 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.265 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 15000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.03 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 10000 | -0.0525 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM |  | 5000 | -0.18 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Duke Energy Trading and Marketing, L.L.C. Total
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     03-31Jul01      USD/MM |  | 15000 | 3.035 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.13 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 15000 | 3.135 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.225 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.23 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 10000 | 3.22 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 10000 | 3.225 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 10000 | 3.215 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM |  | 15000 | 3.215 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM |  | 10000 | 3.095 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM |  | 10000 | 3.085 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug-Oct01       USD/MM | 10000 |  | -0.045 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | 0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.1 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.1 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.2525 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.2425 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.26 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.255 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.35 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.345 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.37 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.395 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.385 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.385 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.395 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.395 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.39 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.315 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.33 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.35 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.0875 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     10-31Aug01      USD/MM | 3902 |  | 3.1275 | FT-KATY | 2001-08-10 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     10-31Aug01      USD/MM | 10000 |  | 3.14 | FT-KATY | 2001-08-10 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.015 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     15-31Aug01      USD/MM |  | 10000 | 3.09 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.535 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM |  | 20000 | 3.47 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM |  | 20000 | 3.45 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM | 20000 |  | 3.44 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    18-31Aug01      USD/MM |  | 5000 | 3.16 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    25-31Aug01      USD/MM | 30000 |  | 2.75 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM | 40000 |  | 2.805 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    25-31Aug01      USD/MM |  | 30000 | 2.715 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     25-31Aug01      USD/MM |  | 40000 | 2.825 | FT-KATY | 2001-08-25 21:00:01 | 2001-08-31 21:00:01
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.385 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.405 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.245 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.255 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.085 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.08 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.28 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.31 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 10000 |  | 2.345 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 10000 |  | 2.33 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM |  | 5000 | 2.18 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 20000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 20000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 20000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 5000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 20000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.66 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM |  | 15000 | 2.13 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM |  | 15000 | 2.145 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM | 15000 |  | 2.3 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM | 10000 |  | 2.2 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.0275 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1725 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.1675 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1575 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.23 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.27 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.34 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.23 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.44 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.79 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.785 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.995 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.88 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.82 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM | 10000 |  | 2.8 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.795 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     Waha                    03-30Nov01      USD/MM | 10000 |  | 2.83 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 10000 |  | 3.035 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.83 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 2.805 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     08-30Nov01      USD/MM |  | 4000 | 2.7 | FT-KATY | 2001-11-08 21:00:01 | 2001-11-30 21:00:01
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 5000 | 2.02 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.885 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.175 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.185 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.24 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.24 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM | 10000 |  | -0.2275 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM | 10000 |  | -0.235 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.26 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.26 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.285 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.265 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM |  | 10000 | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 20000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Dec01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM | 10000 |  | -0.155 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM |  | 10000 | -0.155 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM | 5000 |  | -0.175 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 10000 | -0.2 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 10000 |  | -0.15 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 10000 |  | -0.135 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 10000 |  | -0.15 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 5000 |  | -0.145 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM |  | 10000 | -0.19 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 5000 | -0.1225 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.13 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Jun02       USD/MM | 10000 |  | -0.1225 | FT-KATY | 2002-04-01 21:00:00 | 2002-06-30 21:00:00
Dynegy Marketing and Trade | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM | 10000 |  | -0.0725 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
Dynegy Marketing and Trade Total
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM |  | 5000 | 0.045 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.0375 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | 0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.07 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 5000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 2000 |  | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM | 5000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 3000 | 3.44 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM |  | 5000 | 3.485 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     22-31Aug01      USD/MM |  | 10000 | 3.21 | FT-KATY | 2001-08-22 21:00:01 | 2001-08-31 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    22-31Aug01      USD/MM |  | 10000 | 3.09 | FT-KATY | 2001-08-22 21:00:01 | 2001-08-31 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 10000 | 2.87 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 10000 | 2.855 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.105 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 15000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 3000 |  | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 3000 |  | -0.01 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 3000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | 0.005 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 5000 |  | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 3667 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM |  | 3000 | -0.01 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM | 5000 |  | 1.99 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM |  | 5000 | 2.1 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | -0.005 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 3000 |  | 0.0025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 3000 |  | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.22 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 20000 |  | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 2000 |  | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 2000 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 3000 | -0.0525 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM |  | 15000 | 1.63 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM |  | 5000 | 2.135 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM |  | 5000 | 2.57 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 2500 |  | -0.0375 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.1725 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.1725 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1375 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | 0 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 1800 |  | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 5000 |  | -0.0075 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.0075 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.24 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.23 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.355 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.365 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.0225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 4500 | 2.815 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Swap      IF Waha                 Nov01           USD/MM | 5000 |  | 2.88 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 5000 | 2.81 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 2000 | 2.805 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 3000 | 2.805 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 4000 | 3.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 3000 | -0.02 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM | 5000 |  | 2.635 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    07-30Nov01      USD/MM |  | 5000 | 2.4 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM |  | 10000 | 2.68 | FT-KATY | 2001-11-10 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM |  | 10000 | 2.65 | FT-KATY | 2001-11-10 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM |  | 10000 | 2.4 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    13-30Nov01      USD/MM |  | 10000 | 2.195 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 5000 |  | 2.04 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     Waha                    17-30Nov01      USD/MM |  | 5000 | 1.765 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 15000 |  | -0.0525 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 6774 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 2000 |  | -0.255 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Dec01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM | 6774 |  | -0.0575 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM | 3226 |  | -0.0525 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
e prime, inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 3214 |  | -0.045 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
e prime, inc. Total
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.07 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.085 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 25000 | 3.23 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 40000 | 0.065 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM | 10000 |  | 3.035 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Aug01      USD/MM | 10000 |  | 3.0925 | FT-KATY | 2001-08-09 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    15-31Aug01      USD/MM | 10000 |  | 2.93 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM | 15000 |  | 3.17 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 20000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 50000 | 0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 25000 |  | 0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.38 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.18 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 20000 | 0.0375 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM | 5000 |  | 2.05 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.315 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 20000 |  | 2.42 | FT-KATY | 2001-09-15 21:00:01 | 2001-09-30 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 10000 |  | 2.425 | FT-KATY | 2001-09-15 21:00:01 | 2001-09-30 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 50000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.1325 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 30000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.875 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0175 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.02 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 25000 |  | 2.67 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     25-31Oct01      USD/MM | 10000 |  | 2.655 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.105 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 20000 | -0.02 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 30000 | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.1875 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.0125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | 0.0025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM | 20000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.02 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.115 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.1 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.145 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    09-30Nov01      USD/MM |  | 10000 | 2.42 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.18 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 20000 | -0.0475 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 20000 | -0.035 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 10000 | -0.0275 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 20000 |  | 0.02 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.03 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.085 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.0975 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 5000 |  | -0.105 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM |  | 10000 | -0.0625 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM |  | 20000 | -0.0625 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM |  | 50000 | -0.0625 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM |  | 20000 | -0.06 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
El Paso Merchant Energy, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM |  | 50000 | -0.06 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
El Paso Merchant Energy, L.P. Total
Enron Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 500 |  | -0.0975 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Enron Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 3700 | -0.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Enron Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 5000 | -0.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Enron Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 3700 | -0.045 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Enron Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 5000 | -0.02 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Enron Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM | 5000 |  | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Enron Energy Services, Inc. Total
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.015 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.015 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.06 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 10000 |  | 3.13 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.13 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 10000 |  | 3.1 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.195 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     Waha                    19-31Jul01      USD/MM |  | 5000 | 3.1 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 30000 |  | 3.195 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 25000 | 3.065 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     21-31Jul01      USD/MM | 25000 |  | 3.005 | FT-KATY | 2001-07-21 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     Waha                    24-31Jul01      USD/MM |  | 35000 | 2.965 | FT-KATY | 2001-07-24 21:00:00 | 2001-07-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.0575 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.0575 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | 0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | -0.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.095 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.09 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.145 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.17 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.09 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.105 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 10000 | 3.12 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     16-31Aug01      USD/MM |  | 20000 | 3.2 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     17-31Aug01      USD/MM |  | 20000 | 3.445 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     18-31Aug01      USD/MM |  | 20000 | 3.375 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     18-31Aug01      USD/MM |  | 10000 | 3.38 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     21-31Aug01      USD/MM |  | 20000 | 3.375 | FT-KATY | 2001-08-21 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     21-31Aug01      USD/MM |  | 10000 | 3.375 | FT-KATY | 2001-08-21 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     21-31Aug01      USD/MM |  | 10000 | 3.345 | FT-KATY | 2001-08-21 21:00:00 | 2001-08-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     Waha                    21-31Aug01      USD/MM |  | 10000 | 3.085 | FT-KATY | 2001-08-21 21:00:01 | 2001-08-31 21:00:01
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 10000 |  | 2.82 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.11 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.445 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.4 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.405 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.19 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.045 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 15000 |  | 2.39 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     14-30Sep01      USD/MM | 20000 |  | 2.385 | FT-KATY | 2001-09-14 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM |  | 20000 | 1.95 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.08 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.1075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 70000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 20000 | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | -0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 2500 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 25000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 15000 | -0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 50000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 50000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 600 | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 17834 | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.865 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.875 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.795 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.84 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.82 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.105 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.1 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 15000 |  | 2.07 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 5000 |  | 1.99 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM | 10000 |  | 1.83 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.1075 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 20000 |  | -0.04 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 20000 |  | -0.0425 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.13 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.105 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.11 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 20000 |  | -0.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1675 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.175 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1575 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.0225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1525 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.1725 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | 0.0025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 7500 | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 5200 | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 166 | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM |  | 10000 | 3.11 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.105 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 20000 |  | -0.055 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0425 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 20000 | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 10000 |  | -0.0275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 5000 | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 10000 |  | -0.135 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM | 10000 |  | -0.155 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.17 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.165 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 20000 |  | -0.035 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM | 10000 |  | -0.125 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 25000 | -0.0325 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM |  | 20000 | -0.015 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Mar02           USD/MM | 10000 |  | -0.125 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.11 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.1175 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.1325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 5000 | -0.13 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 10000 |  | 0.0325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.09 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.0925 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.095 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Jun02       USD/MM | 10000 |  | -0.1025 | FT-KATY | 2002-04-01 21:00:00 | 2002-06-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Jun02       USD/MM | 10000 |  | -0.1075 | FT-KATY | 2002-04-01 21:00:00 | 2002-06-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 5000 | -0.09 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Jun02       USD/MM |  | 5000 | -0.105 | FT-KATY | 2002-04-01 21:00:00 | 2002-06-30 21:00:00
Entergy-Koch Trading, LP | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jul-Sep02       USD/MM |  | 10000 | -0.0675 | FT-KATY | 2002-07-01 21:00:00 | 2002-09-30 21:00:00
Entergy-Koch Trading, LP Total
Firm Trade Bridgeline | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 10000 | 3.045 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Firm Trade Bridgeline | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.025 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Firm Trade Bridgeline Total
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     03-31Jul01      USD/MM |  | 15000 | 3.005 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     03-31Jul01      USD/MM | 15000 |  | 3.02 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 15000 | 3.115 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM | 15000 |  | 3.125 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 10000 | 3.095 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 15000 | 3.11 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 7500 | 3.12 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 7000 | 3.08 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM |  | 5000 | 3.05 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM | 15000 |  | 3.05 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM |  | 15000 | 3.085 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 10000 |  | 3.24 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM |  | 10000 | 3.235 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM |  | 15000 | 3.22 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.22 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.37 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM | 15000 |  | 3.06 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 25000 | 3.165 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 10000 | 3.18 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Firm Trading Bridgeline Gas Marketing | US Gas Fin Swap | US Gas Daily     HSC                     11-31Aug01      USD/MM | 10000 |  | 3.045 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Firm Trading Bridgeline Gas Marketing Total
Glencore Ltd. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM |  | 20000 | 0.0325 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Glencore Ltd. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Glencore Ltd. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 20000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Glencore Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.235 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Glencore Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.225 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Glencore Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.225 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Glencore Ltd. Total
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     03-31Jul01      USD/MM |  | 15000 | 2.995 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.0825 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.07 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.865 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.86 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 2 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 2.01 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM |  | 15000 | 2.185 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 15000 | 2.19 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.2025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.26 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 10000 |  | -0.15 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
J. Aron & Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 5000 | -0.1525 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
J. Aron & Company Total
Kerr-McGee Energy Services Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.105 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Kerr-McGee Energy Services Corporation Total
[NAME], Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Jul01      USD/MM | 5000 |  | 3.205 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
[NAME], Inc. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 5000 |  | 3.29 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
[NAME], Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 10000 |  | 3.06 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 2000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 5000 | 0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 2000 |  | 0.0375 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 2000 |  | 0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 20000 |  | 0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 2000 |  | 0.0375 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0525 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
[NAME], Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 5000 |  | 2.325 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 5000 |  | 2.35 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin Swap | US Gas Daily     HSC                     18-30Sep01      USD/MM |  | 5000 | 2.29 | FT-KATY | 2001-09-18 21:00:00 | 2001-09-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 2000 |  | 0.005 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 2000 |  | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
[NAME], Inc. | US Gas Fin Swap | US Gas Swap      IF HSC                  Oct01           USD/MM |  | 5000 | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 2000 |  | 0.005 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 2500 |  | 0.0175 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 2000 |  | -0.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 2500 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
[NAME], Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 1500 |  | -0.025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
[NAME], Inc. Total
Koch Midstream Services Company, LLC | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Koch Midstream Services Company, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.82 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Koch Midstream Services Company, LLC | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 3400 | 1.825 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Koch Midstream Services Company, LLC Total
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     14-31Aug01      USD/MM | 10000 |  | 3.06 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM | 10000 |  | 2.91 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM | 20000 |  | 2.88 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 20000 | 2.87 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mieco Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM |  | 20000 | -0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.37 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 5000 |  | 2.36 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 5000 | 2.35 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.43 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.415 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.205 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.225 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM | 10000 |  | 2.195 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM | 10000 |  | 2.21 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM |  | 10000 | 2.205 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM |  | 10000 | 2.215 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM |  | 10000 | 2.255 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM | 10000 |  | 2.26 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM |  | 10000 | 2.265 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-30Sep01      USD/MM | 10000 |  | 2.27 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 5000 | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 5000 | 2.315 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.305 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.34 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.33 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM | 10000 |  | 2.33 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Sep01      USD/MM |  | 10000 | 2.33 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 7500 | 2.335 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 10000 | 2.36 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 15000 |  | 2.35 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 15000 | 2.355 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 15000 |  | 2.385 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 15000 | 2.385 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 15000 | 2.36 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.36 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM | 15000 |  | 2.355 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-30Sep01      USD/MM |  | 15000 | 2.34 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM |  | 20000 | 2.045 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM |  | 5000 | 2.045 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM | 25000 |  | 2.055 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Mieco Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.165 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.84 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM |  | 10000 | 1.62 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM | 5000 |  | 1.97 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM |  | 10000 | 1.845 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 5000 | 2.07 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 5000 |  | 2.075 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 1.96 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 15000 |  | 1.96 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 1.945 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 1.965 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM |  | 15000 | 1.98 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM | 20000 |  | 2.42 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 10000 | 2.415 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Oct01      USD/MM | 10000 |  | 2.7 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.38 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.38 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 10000 |  | 2.37 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 15000 | 2.3 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 12500 | 2.275 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 2500 | 2.295 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM | 15000 |  | 2.285 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Nov01      USD/MM |  | 15000 | 2.285 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 10000 |  | 2.23 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 15000 |  | 2.03 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM |  | 15000 | 2.015 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     16-30Nov01      USD/MM | 15000 |  | 2.015 | FT-KATY | 2001-11-16 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-30Nov01      USD/MM | 15000 |  | 1.855 | FT-KATY | 2001-11-17 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 10000 |  | 2.455 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 10000 | 2.445 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 10000 |  | 2.455 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 20000 |  | 2.645 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 20000 | 2.6 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM | 10000 |  | 2.27 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Nov01      USD/MM |  | 10000 | 2.255 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Nov01      USD/MM | 10000 |  | 2.16 | FT-KATY | 2001-11-22 21:00:00 | 2001-11-30 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.52 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.52 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.515 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.5 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.515 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.515 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.505 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.5 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mieco Inc. Total
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Jul01      USD/MM | 5000 |  | 2.86 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Jul01      USD/MM | 10000 |  | 3.165 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    12-31Jul01      USD/MM |  | 10000 | 3.18 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.23 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    13-31Jul01      USD/MM | 5000 |  | 3.275 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.365 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM | 20000 |  | 3.1 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Jul01      USD/MM |  | 5000 | 3.03 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Jul01      USD/MM |  | 5000 | 3.03 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM | 20000 |  | 3.11 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM | 20000 |  | 3.115 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Jul01      USD/MM |  | 10000 | 2.99 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Jul01      USD/MM |  | 6428 | 3.15 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Jul01      USD/MM | 5000 |  | 3.005 | FT-KATY | 2001-07-25 21:00:01 | 2001-07-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.0175 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.0575 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.0575 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 30000 |  | 0.0625 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.0625 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 10000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.12 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 5000 |  | 3.13 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.18 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.32 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.33 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.35 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.34 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.27 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.27 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.12 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.1 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.12 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 5000 | 3.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.06 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM |  | 10000 | 3.045 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM | 20000 |  | -0.0025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Aug01      USD/MM |  | 5000 | 3.17 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Aug01      USD/MM |  | 5000 | 3.16 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Aug01      USD/MM |  | 5000 | 3.195 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    07-31Aug01      USD/MM |  | 5000 | 3 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM | 5000 |  | 2.8775 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    14-31Aug01      USD/MM | 5000 |  | 2.945 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    14-31Aug01      USD/MM | 5000 |  | 2.92 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    14-31Aug01      USD/MM | 5000 |  | 2.885 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    15-31Aug01      USD/MM | 5000 |  | 2.93 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    15-31Aug01      USD/MM | 5000 |  | 2.92 | FT-KATY | 2001-08-15 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM |  | 10000 | 3.34 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM |  | 5000 | 3.365 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM |  | 5000 | 3.285 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Aug01      USD/MM |  | 10000 | 3.345 | FT-KATY | 2001-08-18 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-31Aug01      USD/MM |  | 5000 | 3.2325 | FT-KATY | 2001-08-21 21:00:00 | 2001-08-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-31Aug01      USD/MM | 5000 |  | 3.08 | FT-KATY | 2001-08-21 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-31Aug01      USD/MM | 5000 |  | 3.08 | FT-KATY | 2001-08-21 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-31Aug01      USD/MM | 5000 |  | 3.08 | FT-KATY | 2001-08-21 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 15000 |  | 2.77 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 15000 |  | 2.765 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 15000 |  | 2.775 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM |  | 15000 | 2.78 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 15000 |  | 2.77 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.07 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.095 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.095 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.47 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 30000 |  | -0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 5000 | 2.27 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.275 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 5000 | 2.29 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 5000 |  | 2.38 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 5000 |  | 2.38 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 5000 |  | 2.39 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 5000 |  | 2.395 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 15000 |  | 2.325 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     08-30Sep01      USD/MM | 10000 |  | 2.315 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 5000 |  | 2.375 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 5000 |  | 2.375 | FT-KATY | 2001-09-15 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 10000 |  | 2.445 | FT-KATY | 2001-09-15 21:00:01 | 2001-09-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     15-30Sep01      USD/MM | 5000 |  | 2.44 | FT-KATY | 2001-09-15 21:00:01 | 2001-09-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-30Sep01      USD/MM |  | 5000 | 2.14 | FT-KATY | 2001-09-18 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    19-30Sep01      USD/MM |  | 5000 | 2.055 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM |  | 5000 | 2.205 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     KatyPltTailgate         19-30Sep01      USD/MM |  | 20000 | 2.1 | FT-Texas | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM |  | 5000 | 2 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM |  | 5000 | 2 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM | 10000 |  | 1.995 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM | 10000 |  | 1.995 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 10000 |  | 2.09 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 10000 |  | 2.095 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 20000 |  | 2.095 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 10000 |  | 2.09 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 10000 |  | 2.09 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     20-30Sep01      USD/MM | 20000 |  | 2.09 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM | 20000 |  | 1.94 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM | 20000 |  | 1.94 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.06 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 10000 |  | 1.895 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.035 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 20000 |  | 1.87 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 10000 |  | 1.87 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 10000 |  | 1.875 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 10000 |  | 1.87 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.045 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 15000 |  | 2.045 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 10000 |  | 1.865 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 10000 |  | 1.86 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Sep01      USD/MM | 5000 |  | 1.85 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.03 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.04 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 20000 |  | 2.04 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 10000 |  | 2.04 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 10000 |  | 2.04 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     21-30Sep01      USD/MM | 10000 |  | 2.04 | FT-KATY | 2001-09-21 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM | 20000 |  | 2.005 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM | 10000 |  | 2.01 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     22-30Sep01      USD/MM | 20000 |  | 2.025 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 20000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 20000 |  | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 40000 | -0.175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 25000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 50000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.1975 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 22500 | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 27500 | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | -0.005 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 50000 | 0 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 40000 |  | -0.1425 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 20000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 5000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 6098 | 0.0225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 20000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 25000 |  | -0.06 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.885 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.885 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 10000 |  | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 10000 |  | -0.0475 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 10000 |  | -0.0475 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 30000 |  | -0.055 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM | 30000 |  | -0.055 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.79 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 5000 | 1.815 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.835 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.845 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 10000 | 1.83 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Swap      IF HSC                  Oct01           USD/MM |  | 10000 | 1.86 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.675 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 5000 | 1.695 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM |  | 10000 | 1.56 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Oct01      USD/MM | 10000 |  | 1.6 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 10000 | 1.725 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Oct01      USD/MM |  | 10000 | 1.72 | FT-KATY | 2001-10-02 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM |  | 10000 | 1.61 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM |  | 10000 | 1.62 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Oct01      USD/MM |  | 15000 | 1.82 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Oct01      USD/MM | 10000 |  | 1.73 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Oct01      USD/MM | 5000 |  | 1.8 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 5000 | 1.935 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Oct01      USD/MM |  | 10000 | 1.935 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Oct01      USD/MM | 5000 |  | 1.84 | FT-KATY | 2001-10-04 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 10000 | 2.095 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 5000 | 2.065 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 5000 | 2.07 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 5000 | 2.07 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 5000 | 2.05 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM |  | 10000 | 2.045 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    06-31Oct01      USD/MM |  | 5000 | 1.915 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    06-31Oct01      USD/MM |  | 5000 | 1.915 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 15000 |  | 1.925 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 5000 |  | 1.725 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 1.95 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 5000 |  | 1.75 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 1.955 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 1.97 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 1.97 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 5000 |  | 1.985 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 5000 |  | 1.99 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 10000 |  | 1.995 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM | 5000 |  | 1.79 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Oct01      USD/MM | 10000 |  | 1.81 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Oct01      USD/MM | 10000 |  | 1.915 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 15000 | 2.285 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 10000 | 2.31 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Oct01      USD/MM |  | 10000 | 1.995 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Oct01      USD/MM |  | 10000 | 2.02 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     16-31Oct01      USD/MM | 20000 |  | 2.22 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Oct01      USD/MM |  | 5000 | 2.25 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.4 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.4 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM |  | 20000 | 2.465 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 10000 | 2.32 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 10000 | 2.305 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 10000 | 2.305 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 5000 | 2.45 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 5000 | 2.43 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 5000 | 2.41 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 5000 | 2.325 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 5000 | 2.345 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 5000 | 2.35 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 10000 | 2.35 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM |  | 10000 | 2.35 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM |  | 10000 | 2.17 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM |  | 5000 | 2.145 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM |  | 10000 | 2.14 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    19-31Oct01      USD/MM |  | 10000 | 2.135 | FT-KATY | 2001-10-19 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM | 10000 |  | 2.13 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    20-31Oct01      USD/MM | 5000 |  | 2.16 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM | 5000 |  | 2.38 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM |  | 5000 | 2.38 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM |  | 5000 | 2.37 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM |  | 10000 | 2.465 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM |  | 10000 | 2.635 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM |  | 10000 | 2.62 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Oct01      USD/MM |  | 10000 | 2.59 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.52 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.51 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.475 | FT-KATY | 2001-10-25 21:00:00 | 2001-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.525 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.51 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 10000 | 2.51 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM | 10000 |  | 2.55 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.99 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 3.045 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.09 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.12 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.1975 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.1575 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 20000 | -0.22 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM | 10000 |  | -0.1875 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.77 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.77 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.77 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.87 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.86 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.86 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.86 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.83 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.825 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.845 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.78 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.75 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.74 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.73 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 5000 | 2.8 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    03-30Nov01      USD/MM | 10000 |  | 2.93 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM | 10000 |  | 2.9 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    06-30Nov01      USD/MM | 10000 |  | 2.89 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    09-30Nov01      USD/MM |  | 10000 | 2.405 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.37 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.345 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.325 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.14 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.045 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.075 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM | 10000 |  | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.09 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.115 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.12 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.1175 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.11 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.125 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.1275 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 10000 |  | -0.135 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM | 5000 |  | -0.1375 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.07 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.085 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.0825 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.08 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.08 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 10000 |  | -0.0975 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 20000 |  | -0.095 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Mirant Americas Energy Marketing, L.P. Total
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM |  | 30000 | 0.0325 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 5000 | 0.0575 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 7000 |  | 0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 50000 | 0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 7000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Morgan Stanley Capital Group Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 9000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Morgan Stanley Capital Group Inc. Total
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 10000 | 0.0625 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | 0.0075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.1 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 4000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 2000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 3000 |  | 3.305 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 5000 | 0.0675 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | 0.025 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
NGTS LLC | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM |  | 1900 | 3.11 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 2500 | 2.94 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.095 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.3 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.3 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM |  | 1550 | 2.155 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | -0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.135 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 1900 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.22 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 1900 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 1700 | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 1700 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 1060 |  | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 1060 | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 3500 |  | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 3500 | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 6900 | -0.0675 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 1060 | -0.0825 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 3500 | -0.08 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 10000 |  | 1.695 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 5000 |  | 1.67 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM | 5500 |  | 1.68 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM |  | 311 | 1.955 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM |  | 2500 | 1.745 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     HSC                     20-31Oct01      USD/MM |  | 1780 | 2.335 | FT-KATY | 2001-10-20 21:00:00 | 2001-10-31 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 8723 | 2.51 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
NGTS LLC | US Gas Fin Swap | US Gas Daily     Waha                    25-31Oct01      USD/MM |  | 4300 | 2.5 | FT-KATY | 2001-10-25 21:00:01 | 2001-10-31 21:00:01
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 4500 | 0 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 5000 |  | 0.045 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM |  | 3500 | 0.005 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2025 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.1525 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 1200 |  | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 3900 |  | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 7500 | -0.26 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 3760 |  | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 5200 |  | -0.01 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5200 | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.365 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 5000 |  | -0.25 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 8740 | -0.035 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 5000 |  | -0.03 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM |  | 5200 | -0.035 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM |  | 6085 | 3.075 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin Swap | US Gas Daily     HSC                     03-30Nov01      USD/MM | 6085 |  | 3.085 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.21 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
NGTS LLC | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.27 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
NGTS LLC Total
Noble Gas Marketing Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 2400 | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Noble Gas Marketing Inc. Total
Occidental Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM |  | 5000 | 3.28 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Aug01      USD/MM | 5000 |  | 2.815 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 5000 |  | 2.235 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.32 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 5000 |  | 1.74 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Oct01      USD/MM |  | 5000 | 2.07 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Occidental Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.15 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Occidental Energy Marketing, Inc. Total
OGE Energy Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
OGE Energy Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
OGE Energy Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.315 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
OGE Energy Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
OGE Energy Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
OGE Energy Resources, Inc. Total
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    13-31Jul01      USD/MM | 10000 |  | 3.325 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | 0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 5000 | 0.03 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.115 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    11-31Aug01      USD/MM |  | 10000 | 2.9225 | FT-KATY | 2001-08-11 21:00:00 | 2001-08-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.165 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.165 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.165 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | -0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 10000 | -0.0475 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM | 3600 |  | -0.07 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM | 10000 |  | 1.93 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 10000 |  | -0.1 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1425 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.15 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.335 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM | 10000 |  | 2.865 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM | 10000 |  | 2.845 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.845 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     Waha                    10-30Nov01      USD/MM | 10000 |  | 2.405 | FT-KATY | 2001-11-10 21:00:00 | 2001-11-30 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.17 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Dec01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Dec01           USD/MM |  | 10000 | -0.0525 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 10000 |  | -0.14 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 10000 |  | -0.145 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM | 10000 |  | -0.18 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM | 20000 |  | -0.03 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Mar02           USD/MM | 10000 |  | -0.175 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.09 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
ONEOK Energy Marketing and Trading Company, L.P. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.085 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
ONEOK Energy Marketing and Trading Company, L.P. Total
PanCanadian Energy Services Inc. | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 10000 | 3.075 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
PanCanadian Energy Services Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-30Sep01      USD/MM | 10000 |  | 2.15 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
PanCanadian Energy Services Inc. Total
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM | 10000 |  | 2.085 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    07-30Sep01      USD/MM |  | 10000 | 2.125 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    19-30Sep01      USD/MM | 10000 |  | 2.035 | FT-KATY | 2001-09-19 21:00:00 | 2001-09-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    20-30Sep01      USD/MM |  | 10000 | 1.99 | FT-KATY | 2001-09-20 21:00:00 | 2001-09-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 5000 |  | 2.055 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     HSC                     09-31Oct01      USD/MM | 5000 |  | 1.915 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 30000 | -0.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | 0 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.29 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.76 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM | 5000 |  | 3.015 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM | 10000 |  | 2.77 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin Swap | US Gas Daily     Waha                    03-30Nov01      USD/MM | 5000 |  | 2.81 | FT-KATY | 2001-11-03 21:00:00 | 2001-11-30 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.2025 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
PG&E Energy Trading-Gas Corporation | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 5000 |  | -0.275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
PG&E Energy Trading-Gas Corporation Total
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.13 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.085 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.155 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM |  | 5000 | 1.63 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 5000 | -0.095 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.175 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 5000 | -0.14 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Phibro Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 5000 | -0.13 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Phibro Inc. Total
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Jul01      USD/MM |  | 15000 | 3.125 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.23 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 15000 | 3.23 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 10000 |  | 3.335 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    17-31Jul01      USD/MM |  | 15000 | 3.03 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 25000 |  | 3.15 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM | 25000 |  | 3.125 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 30000 | 3.175 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 30000 | 3.195 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 30000 | 3.14 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 10000 | 3.09 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 20000 | 3.105 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 30000 | 3.1 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    24-31Jul01      USD/MM | 20000 |  | 2.96 | FT-KATY | 2001-07-24 21:00:00 | 2001-07-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.07 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.08 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.335 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.36 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.215 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM | 10000 |  | 3.2225 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.235 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.305 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.365 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM | 10000 |  | 3.2 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM | 10000 |  | 3.21 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.23 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.195 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 5000 |  | 3.1 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     08-31Aug01      USD/MM |  | 15000 | 3.075 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM | 10000 |  | 3.08 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     23-31Aug01      USD/MM | 40000 |  | 3.25 | FT-KATY | 2001-08-23 21:00:01 | 2001-08-31 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 40000 | 2.92 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 40000 | 2.89 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM | 20000 |  | 2.87 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.095 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.095 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.105 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.58 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 15000 |  | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.35 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.36 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.405 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 10000 |  | -0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM |  | 10000 | 2.37 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-30Sep01      USD/MM | 10000 |  | 2.095 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-30Sep01      USD/MM | 10000 |  | 2.13 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    08-30Sep01      USD/MM | 10000 |  | 2.14 | FT-KATY | 2001-09-08 21:00:00 | 2001-09-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 5000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.1925 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.16 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.15 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 60000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 40000 | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.195 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.69 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Oct01           USD/MM |  | 10000 | 1.705 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.12 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 15000 | 2.13 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-31Oct01      USD/MM | 10000 |  | 1.84 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-31Oct01      USD/MM | 10000 |  | 1.8 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM | 15000 |  | 2.18 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    13-31Oct01      USD/MM |  | 15000 | 2.17 | FT-KATY | 2001-10-13 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.42 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     18-31Oct01      USD/MM | 20000 |  | 2.48 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    23-31Oct01      USD/MM | 10000 |  | 2.385 | FT-KATY | 2001-10-23 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Oct01      USD/MM | 25000 |  | 2.75 | FT-KATY | 2001-10-24 21:00:00 | 2001-10-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.14 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.965 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.97 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 10000 |  | 3.145 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | -0.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.195 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.1525 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.185 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1325 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.215 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.26 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.245 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.34 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.33 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 10000 | -0.22 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.3 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.8 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.775 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 4667 |  | 2.955 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.795 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 5000 |  | 2.77 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM |  | 10000 | 2.8 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.87 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.87 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.86 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.83 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.945 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.925 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.795 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.755 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 2.66 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.065 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    02-30Nov01      USD/MM |  | 10000 | 2.85 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 5000 |  | 3.065 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-30Nov01      USD/MM | 10000 |  | 2.77 | FT-KATY | 2001-11-06 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM | 10000 |  | 2.055 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM | 10000 |  | 2.105 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    15-30Nov01      USD/MM | 10000 |  | 2.01 | FT-KATY | 2001-11-15 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 10000 |  | 2.37 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 10000 |  | 2.39 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM | 10000 |  | 2.33 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    22-30Nov01      USD/MM |  | 10000 | 2.11 | FT-KATY | 2001-11-22 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    22-30Nov01      USD/MM |  | 5000 | 2.13 | FT-KATY | 2001-11-22 21:00:00 | 2001-11-30 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.24 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.25 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.275 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 5000 |  | -0.1525 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.165 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Dec01           USD/MM |  | 10000 | 2.495 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM | 5000 |  | -0.15 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan02           USD/MM |  | 1200 | -0.24 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM |  | 1300 | -0.22 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM |  | 1200 | -0.215 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Reliant Energy Services, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Jun02       USD/MM | 10000 |  | -0.11 | FT-KATY | 2002-04-01 21:00:00 | 2002-06-30 21:00:00
Reliant Energy Services, Inc. Total
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Jul01      USD/MM |  | 5000 | 2.98 | FT-KATY | 2001-07-03 21:00:00 | 2001-07-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 5000 | 3 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 5000 | 2.925 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    10-31Jul01      USD/MM |  | 5000 | 3.095 | FT-KATY | 2001-07-10 21:00:00 | 2001-07-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    12-31Jul01      USD/MM | 5000 |  | 3.15 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    18-31Jul01      USD/MM |  | 17000 | 3.065 | FT-KATY | 2001-07-18 21:00:00 | 2001-07-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    25-31Jul01      USD/MM |  | 5000 | 2.985 | FT-KATY | 2001-07-25 21:00:01 | 2001-07-31 21:00:01
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 5000 |  | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 10000 |  | 3.275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    Aug01           USD/MM | 5000 |  | 3.265 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.565 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 5000 |  | 2.395 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 3666 | -0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 5000 |  | 2.195 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 5000 |  | 2.165 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    22-30Sep01      USD/MM | 10000 |  | 1.865 | FT-KATY | 2001-09-22 21:00:00 | 2001-09-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM |  | 5000 | 1.63 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Swap      IF Waha                 Oct01           USD/MM | 5000 |  | 1.705 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM | 10000 |  | 1.99 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM | 5000 |  | 1.98 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM |  | 10000 | 1.945 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    05-31Oct01      USD/MM |  | 5000 | 1.94 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM |  | 10000 | 2.07 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 10000 |  | 1.77 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    12-31Oct01      USD/MM |  | 10000 | 2.06 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    16-31Oct01      USD/MM |  | 10000 | 2.075 | FT-KATY | 2001-10-16 21:00:00 | 2001-10-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.1225 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.1275 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.1275 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 5000 |  | 2.95 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM | 10000 |  | 3.035 | FT-Texas | 2001-11-01 20:00:01 | 2001-11-30 20:00:01
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 5000 |  | -0.155 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 3000 |  | -0.2 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.0125 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.205 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.33 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.375 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.28 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     HSC                     Nov01           USD/MM | 5000 |  | 3.085 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 5000 | 2.89 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    Nov01           USD/MM |  | 10000 | 2.945 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 5000 |  | 3.125 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     HSC                     13-30Nov01      USD/MM | 5000 |  | 2.375 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    13-30Nov01      USD/MM |  | 10000 | 2.12 | FT-KATY | 2001-11-13 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    14-30Nov01      USD/MM | 10000 |  | 2.11 | FT-KATY | 2001-11-14 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin Swap | US Gas Daily     Waha                    21-30Nov01      USD/MM |  | 10000 | 2.235 | FT-KATY | 2001-11-21 21:00:00 | 2001-11-30 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 5000 | -0.205 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM | 5000 |  | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Richardson Energy Marketing, Ltd. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 5000 |  | -0.0975 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Richardson Energy Marketing, Ltd. Total
Sempra Energy Trading Corp. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Jul01      USD/MM | 15000 |  | 3.275 | FT-KATY | 2001-07-12 21:00:00 | 2001-07-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM | 15000 |  | 3.325 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM |  | 10000 | 0.03 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 15000 |  | 0.0625 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 15000 |  | 0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 3600 |  | 2.435 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 10000 |  | -0.09 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 15000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 30000 | 0.0075 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 25000 | 0.0175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10968 | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM |  | 2000 | 1.845 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM | 1429 |  | 2.115 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 2500 |  | -0.0375 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0375 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.015 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 10000 |  | -0.0325 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.18 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.21 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01-Mar02     USD/MM |  | 10000 | -0.175 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM | 10000 |  | -0.235 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01-Mar02     USD/MM | 10000 |  | -0.235 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 5000 | -0.125 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 10000 |  | 0.035 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 5000 |  | 0.035 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Sempra Energy Trading Corp. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM | 2500 |  | -0.075 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Sempra Energy Trading Corp. Total
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    04-31Aug01      USD/MM |  | 10000 | 3.02 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM |  | 10000 | 3.04 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    08-31Aug01      USD/MM |  | 10000 | 3.0325 | FT-KATY | 2001-08-08 21:00:00 | 2001-08-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    14-31Aug01      USD/MM |  | 15000 | 2.905 | FT-KATY | 2001-08-14 21:00:00 | 2001-08-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    16-31Aug01      USD/MM | 15000 |  | 2.97 | FT-KATY | 2001-08-16 21:00:00 | 2001-08-31 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.0825 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.175 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Southern California Gas Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.215 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Swap      IF EP Perm              Oct01           USD/MM |  | 10000 | 1.635 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    03-31Oct01      USD/MM |  | 10000 | 1.615 | FT-KATY | 2001-10-03 21:00:00 | 2001-10-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    09-31Oct01      USD/MM | 10000 |  | 1.78 | FT-KATY | 2001-10-09 21:00:00 | 2001-10-31 21:00:00
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    09-30Nov01      USD/MM | 10000 |  | 2.51 | FT-KATY | 2001-11-09 21:00:01 | 2001-11-30 21:00:01
Southern California Gas Company | US Gas Fin Swap | US Gas Daily     Waha                    20-30Nov01      USD/MM |  | 10000 | 1.975 | FT-KATY | 2001-11-20 21:00:00 | 2001-11-30 21:00:00
Southern California Gas Company Total
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM |  | 10000 | 3.08 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     07-31Jul01      USD/MM |  | 10000 | 3.085 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 10000 |  | 3.185 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 10000 |  | 3.175 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     13-31Jul01      USD/MM |  | 10000 | 3.39 | FT-KATY | 2001-07-13 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     14-31Jul01      USD/MM | 10000 |  | 3.215 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 10000 | 3.175 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 5000 |  | 3.045 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM | 10000 |  | 3.04 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     20-31Jul01      USD/MM |  | 5000 | 2.995 | FT-KATY | 2001-07-20 21:00:00 | 2001-07-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.45 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Sprague Energy Corp. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.15 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Sprague Energy Corp. Total
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 5000 |  | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM | 5000 |  | 0.01 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 10000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Aug01           USD/MM |  | 5000 | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM | 2500 |  | 3.25 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    17-31Aug01      USD/MM | 2500 |  | 3.325 | FT-KATY | 2001-08-17 21:00:00 | 2001-08-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    23-31Aug01      USD/MM | 5000 |  | 3.095 | FT-KATY | 2001-08-23 21:00:01 | 2001-08-31 21:00:01
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 5000 | -0.0425 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | 0.005 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 3000 | 2.335 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.305 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.255 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.0525 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     Waha                    18-31Oct01      USD/MM | 5000 |  | 2.335 | FT-KATY | 2001-10-18 21:00:00 | 2001-10-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM |  | 10000 | -0.0375 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.1675 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.235 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Nov01           USD/MM | 10000 |  | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM |  | 7667 | -0.12 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Tenaska Marketing Ventures | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Nov01           USD/MM | 5000 |  | -0.04 | FT-Texas | 2001-11-01 21:00:01 | 2001-11-30 21:00:01
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 15000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.23 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-12-01 21:00:01 | 2001-12-31 21:00:01
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 11000 | -0.0525 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 10000 | -0.115 | FT-Texas | 2002-01-01 21:00:01 | 2002-01-31 21:00:01
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 20000 |  | -0.0375 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 17000 |  | -0.0475 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 20000 | -0.0225 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Feb02           USD/MM |  | 8929 | -0.105 | FT-Texas | 2002-02-01 21:00:01 | 2002-02-28 21:00:01
Tenaska Marketing Ventures | US Gas Fin BasisSwap | US Gas Basis     Waha                    Mar02           USD/MM |  | 5806 | -0.095 | FT-Texas | 2002-03-01 21:00:01 | 2002-03-31 21:00:01
Tenaska Marketing Ventures Total
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 5000 | 3.085 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Jul01      USD/MM |  | 5000 | 3.085 | FT-KATY | 2001-07-06 21:00:00 | 2001-07-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     Waha                    07-31Jul01      USD/MM |  | 10000 | 3.065 | FT-KATY | 2001-07-07 21:00:00 | 2001-07-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | 0.025 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0775 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0775 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.14 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.07 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 2500 |  | 0.065 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.15 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.25 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 30000 | -0.0075 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.28 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.35 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM | 20000 |  | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.27 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.155 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.14 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.18 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.21 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM |  | 10000 | 3.245 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 5000 |  | 3.41 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.38 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.395 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.335 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.33 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Aug01           USD/MM | 10000 |  | 3.33 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.36 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.315 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.315 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 5000 |  | 3.325 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.34 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.36 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.35 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 10000 |  | 3.34 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.34 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM | 5000 |  | 3.345 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.36 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.36 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.375 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-31Aug01      USD/MM |  | 10000 | 3.37 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.375 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM |  | 10000 | 3.38 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.185 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 5000 |  | 3.225 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     03-31Aug01      USD/MM | 10000 |  | 3.23 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.07 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM | 10000 |  | 3.075 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-31Aug01      USD/MM |  | 10000 | 3.11 | FT-KATY | 2001-08-07 21:00:00 | 2001-08-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 7000 |  | 0.0325 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.03 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.0475 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.085 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.05 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 900 | 0.0625 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 10000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 5000 | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | 0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 10000 |  | 0.02 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.095 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.095 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 2500 |  | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.115 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 20000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.165 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 5000 |  | -0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 450 | -0.0025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 400 | -0.0025 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 968 | 0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.21 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.2 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 5000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.19 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 900 | 0.025 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.135 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM | 6666 |  | -0.02 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 23 |  | -0.165 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 1400 | 0.0075 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 8000 |  | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 2000 |  | -0.42 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM | 448 |  | -0.175 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 2000 | -0.0475 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.135 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM | 9516 |  | -0.0525 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 10000 |  | -0.115 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM | 10000 |  | -0.125 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM |  | 6071 | -0.135 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Feb02           USD/MM |  | 38 | -0.155 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM | 1000 |  | -0.0475 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 2500 | -0.0325 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 10000 |  | -0.1 | FT-KATY | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM | 10000 |  | -0.12 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Mar02           USD/MM | 6936 |  | -0.02 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM |  | 6096 | -0.13 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Mar02           USD/MM |  | 13 | -0.135 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Texaco Natural Gas Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jul-Sep02       USD/MM |  | 5000 | 0.0475 | FT-KATY | 2002-07-01 00:00:00 | 2002-09-30 00:00:00
Texaco Natural Gas Inc. Total
Texla Energy Management Inc. | US Gas Fin Swap | US Gas Daily     HSC                     05-31Oct01      USD/MM | 10000 |  | 2.025 | FT-KATY | 2001-10-05 21:00:00 | 2001-10-31 21:00:00
Texla Energy Management Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM | 10000 |  | 2.695 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Texla Energy Management Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Nov01      USD/MM |  | 10000 | 2.68 | FT-KATY | 2001-11-07 21:00:00 | 2001-11-30 21:00:00
Texla Energy Management Inc. Total
The Chase Manhattan Bank | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
The Chase Manhattan Bank | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 10000 | 0.0525 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
The Chase Manhattan Bank | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 15000 |  | 0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
The Chase Manhattan Bank | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | -0.0275 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
The Chase Manhattan Bank | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM | 5000 |  | -0.2075 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
The Chase Manhattan Bank | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.19 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
The Chase Manhattan Bank Total
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM | 10000 |  | 3.055 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Jul01      USD/MM | 15000 |  | 3.215 | FT-KATY | 2001-07-11 21:00:00 | 2001-07-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Jul01      USD/MM |  | 20000 | 3.24 | FT-KATY | 2001-07-17 21:00:00 | 2001-07-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    02-31Aug01      USD/MM |  | 10000 | 3.22 | FT-KATY | 2001-08-02 21:00:00 | 2001-08-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    03-31Aug01      USD/MM | 10000 |  | 3.11 | FT-KATY | 2001-08-03 21:00:00 | 2001-08-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.24 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     04-31Aug01      USD/MM | 10000 |  | 3.255 | FT-KATY | 2001-08-04 21:00:00 | 2001-08-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.065 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 10000 |  | -0.075 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.035 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.025 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 10000 | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.325 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.315 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.3 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.29 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM | 10000 |  | 2.28 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.375 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.37 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.37 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.355 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    Sep01           USD/MM |  | 10000 | 2.23 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Sep01           USD/MM | 10000 |  | 2.305 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 30000 | 0.0525 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    05-30Sep01      USD/MM | 10000 |  | 2.05 | FT-KATY | 2001-09-05 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    06-30Sep01      USD/MM | 5000 |  | 2.095 | FT-KATY | 2001-09-06 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     Waha                    11-30Sep01      USD/MM | 5000 |  | 2.15 | FT-KATY | 2001-09-11 21:00:00 | 2001-09-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.09 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.09 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.12 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.105 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM | 10000 |  | -0.1225 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.1125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.11 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 30000 |  | 0.0125 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Oct01           USD/MM | 5000 |  | 1.79 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.1325 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM |  | 10000 | -0.105 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 10000 | -0.13 | FT-Texas | 2001-10-01 21:00:01 | 2001-10-31 21:00:01
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     06-31Oct01      USD/MM | 15000 |  | 1.975 | FT-KATY | 2001-10-06 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 15000 | 2.03 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 10000 | 2.02 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM |  | 5000 | 2.02 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM | 15000 |  | 2.04 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-31Oct01      USD/MM | 15000 |  | 2.065 | FT-KATY | 2001-10-10 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM | 10000 |  | 2.11 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 15000 | 2.185 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 15000 | 2.32 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     12-31Oct01      USD/MM |  | 10000 | 2.305 | FT-KATY | 2001-10-12 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM | 20000 |  | 2.23 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     17-31Oct01      USD/MM |  | 20000 | 2.425 | FT-KATY | 2001-10-17 21:00:00 | 2001-10-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 5000 | -0.12 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 5000 |  | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 5000 |  | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.1 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM | 10000 |  | 3.015 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     02-30Nov01      USD/MM |  | 10000 | 3.015 | FT-KATY | 2001-11-02 21:00:00 | 2001-11-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     10-30Nov01      USD/MM |  | 10000 | 2.65 | FT-KATY | 2001-11-10 21:00:00 | 2001-11-30 21:00:00
Tractebel Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 5000 | -0.1225 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Tractebel Energy Marketing, Inc. Total
TXU Energy Trading Company | US Gas Fin Swap | US Gas Daily     HSC                     19-31Jul01      USD/MM |  | 30000 | 3.185 | FT-KATY | 2001-07-19 21:00:00 | 2001-07-31 21:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.015 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 5000 | -0.02 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.05 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
TXU Energy Trading Company | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 4500 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
TXU Energy Trading Company | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Aug01           USD/MM |  | 3000 | 0 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
TXU Energy Trading Company | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Sep01           USD/MM |  | 6000 | -0.01 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
TXU Energy Trading Company | US Gas Fin Swap | US Gas Daily     IF GD/D HSC             Oct01           USD/MM |  | 4000 | -0.0475 | FT-Texas | 2001-10-01 23:00:00 | 2001-10-31 23:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1675 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.1675 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
TXU Energy Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 10000 | -0.315 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
TXU Energy Trading Company Total
Virginia Power Energy Marketing, Inc. | US Gas Fin Swap | US Gas Swap      IF HSC                  Aug01           USD/MM |  | 5000 | 3.2275 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM | 15000 |  | 2.325 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     07-30Sep01      USD/MM |  | 15000 | 2.315 | FT-KATY | 2001-09-07 21:00:00 | 2001-09-30 21:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01-Mar02     USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 10000 | -0.17 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin Swap | US Gas Swap      IF EP Perm              Nov01           USD/MM |  | 10000 | 2.795 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Dec01           USD/MM |  | 10000 | -0.265 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Virginia Power Energy Marketing, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Apr-Oct02       USD/MM |  | 10000 | -0.085 | FT-KATY | 2002-04-01 21:00:00 | 2002-10-31 21:00:00
Virginia Power Energy Marketing, Inc. Total
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.125 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM |  | 10000 | -0.115 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Aug01           USD/MM |  | 10000 | -0.085 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Aug01           USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM |  | 10000 | -0.045 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.05 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM |  | 5000 | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Sep01           USD/MM | 5000 |  | -0.0625 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.09 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM | 5000 |  | -0.0575 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Sep01           USD/MM |  | 5000 | -0.06 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.0525 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 5000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:01 | 2001-09-30 21:00:01
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.18 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.13 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Oct01           USD/MM |  | 5000 | -0.205 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Oct01           USD/MM | 5000 |  | -0.145 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 10000 | -0.0525 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin Swap | US Gas Daily     IF GD/D Waha            Oct01           USD/MM |  | 5000 | -0.05 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.16 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 10000 | 0.005 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.225 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01           USD/MM |  | 5000 | -0.24 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Western Gas Resources, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM | 10000 |  | 2.16 | FT-KATY | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin Swap | US Gas Daily     HSC                     Dec01           USD/MM |  | 10000 | 2.16 | FT-KATY | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM | 5000 |  | -0.05 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM | 5000 |  | -0.05 | FT-Texas | 2002-01-01 21:00:00 | 2002-01-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Jan-Mar02       USD/MM |  | 7000 | -0.14 | FT-Texas | 2002-01-01 21:00:00 | 2002-03-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Jan02           USD/MM |  | 5000 | -0.115 | FT-Texas | 2002-01-01 21:00:01 | 2002-01-31 21:00:01
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     Waha                    Mar02           USD/MM |  | 5000 | -0.145 | FT-Texas | 2002-03-01 21:00:00 | 2002-03-31 21:00:00
Western Gas Resources, Inc. | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 2500 | -0.145 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Western Gas Resources, Inc. Total
Williams Energy Marketing & Trading Company | US Gas Fin Swap | US Gas Daily     Waha                    04-31Jul01      USD/MM |  | 10000 | 3.065 | FT-KATY | 2001-07-04 21:00:00 | 2001-07-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin Swap | US Gas Daily     Waha                    14-31Jul01      USD/MM | 10000 |  | 3.245 | FT-KATY | 2001-07-14 21:00:00 | 2001-07-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug-Oct01       USD/MM |  | 20000 | 0.0425 | FT-Texas | 2001-08-01 00:00:00 | 2001-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.0525 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.06 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 50000 | 0.06 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 20000 |  | 0.0725 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0775 | FT-Texas | 2001-08-01 21:00:00 | 2001-08-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM |  | 20000 | 0.0675 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 35000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 20000 | 0.01 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM |  | 15000 | 0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Oct01           USD/MM | 50000 |  | -0.015 | FT-Texas | 2001-10-01 21:00:00 | 2001-10-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 10000 |  | -0.0325 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 20000 |  | -0.045 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     Waha                    Nov01           USD/MM | 10000 |  | -0.1625 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Nov01-Mar02     USD/MM |  | 5000 | -0.145 | FT-Texas | 2001-11-01 21:00:00 | 2002-03-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01           USD/MM |  | 20000 | 0 | FT-Texas | 2001-11-01 21:00:00 | 2001-11-30 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     Waha                    Dec01           USD/MM | 10000 |  | -0.185 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM | 20000 |  | -0.0375 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM | 10000 |  | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 15000 | -0.04 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01-Mar02     USD/MM | 20000 |  | -0.035 | FT-Texas | 2001-12-01 21:00:00 | 2002-03-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 10000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Dec01           USD/MM |  | 5000 | -0.0325 | FT-Texas | 2001-12-01 21:00:00 | 2001-12-31 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jan02           USD/MM |  | 20000 | -0.05 | FT-Texas | 2002-01-01 21:00:01 | 2002-01-31 21:00:01
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Feb02           USD/MM |  | 20000 | -0.0425 | FT-Texas | 2002-02-01 21:00:00 | 2002-02-28 21:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 20000 |  | 0.03 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 30000 |  | 0.025 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     EP Permian              Apr-Oct02       USD/MM |  | 10000 | -0.13 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.0325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM | 10000 |  | 0.0325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.0325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Apr-Oct02       USD/MM |  | 10000 | 0.0325 | FT-KATY | 2002-04-01 00:00:00 | 2002-10-31 00:00:00
Williams Energy Marketing & Trading Company | US Gas Fin BasisSwap | US Gas Basis     HSC                     Jul-Sep02       USD/MM |  | 10000 | 0.0475 | FT-KATY | 2002-07-01 00:00:00 | 2002-09-30 00:00:00
Williams Energy Marketing & Trading Company Total
XTO Energy Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Aug01           USD/MM | 10000 |  | 0.065 | FT-Texas | 2001-08-01 21:00:01 | 2001-08-31 21:00:01
XTO Energy Inc. | US Gas Fin Swap | US Gas Daily     HSC                     24-31Aug01      USD/MM |  | 5000 | 2.88 | FT-KATY | 2001-08-24 21:00:01 | 2001-08-31 21:00:01
XTO Energy Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Sep01           USD/MM | 10000 |  | 0.055 | FT-Texas | 2001-09-01 21:00:00 | 2001-09-30 21:00:00
XTO Energy Inc. | US Gas Fin Swap | US Gas Daily     HSC                     11-31Oct01      USD/MM | 10000 |  | 2.08 | FT-KATY | 2001-10-11 21:00:00 | 2001-10-31 21:00:00
XTO Energy Inc. | US Gas Fin BasisSwap | US Gas Basis     HSC                     Nov01-Mar02     USD/MM | 10000 |  | -0.035 | FT-Texas | 2001-11-01 00:00:00 | 2002-03-31 00:00:00
XTO Energy Inc. Total
Grand Total