Spreadsheet: john_hodge__16280__PRM MTM as of 11-29-2001-ENA
Sheet: ENA Fincl  Pos 11262001 detail

Page: 1                                                                                                                        VSMTMACCT                                                                                                                   30NOV01 09:36
[NAME]: zainet_adhoc_prod                                                                                                            a/o 29NOV01
ETS MTM Financial Position and P&L report
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
NNG | NTHE | 00002 | Base Gas | AAA262 | 2000-05-31 00:00:00 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 | 2002-06-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -2000000 | 2.677 | 3.3 | 0 | 1233004.89 | NK7775.1 | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 | 2002-07-01 00:00:00 | 2002-09-30 00:00:00 | 2002-07-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.722 | 3.3 | 0 | 1712960.69 | NK7775.1 | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 | 2002-07-01 00:00:00 | 2002-09-30 00:00:00 | 2002-08-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.767 | 3.3 | 0 | 1576240.33 | NK7775.1 | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 | 2002-07-01 00:00:00 | 2002-09-30 00:00:00 | 2002-09-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.775 | 3.3 | 0 | 1548904.04 | NK7775.1 | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA264 | 2000-05-31 00:00:00 | 2002-10-01 00:00:00 | 2002-10-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -4000000 | 2.805 | 3.3 | 0 | 1943008.07 | NK7775.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NK7775.1 Total
NNG | NTHS | 00008 | Basis Back to Back | AAA483 | 2001-01-10 00:00:00 | 2002-04-01 00:00:00 | 2002-04-30 00:00:00 | 2002-04-01 00:00:00 | IFERC | [NAME] | B |  | BASIS SWAP | 500000 | 2.577 | 2.667 | 0.01 | -49658.53 | QK7503.1 | RMTC | SPEC
NNG | NTHS | 00008 | Basis Back to Back | AAA483 | 2001-01-10 00:00:00 | 2002-04-01 00:00:00 | 2002-04-30 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -500000 | 2.577 | 2.667 | 0.01 | 0 | QK7503.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QK7503.1 Total
NNG | NTHS | 0000P | Basis Back to Back | AAA715 | 2001-06-25 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | [NAME] | S |  | BASIS SWAP | -500000 | 2.296 | 2.316 | -0.0125 | 3749.09 | VJ5699.1 | RMTC | SPEC
NNG | NTHS | 0000P | Basis Back to Back | AAA715 | 2001-06-25 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 500000 | 2.296 | 2.316 | -0.0125 | 0 | VJ5699.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | VJ5699.1 Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Income hit
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 750000 | 2.767 | 3.1 | 0 | -247218.53 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 2.812 | 3.1 | 0 | -220559.64 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 2.857 | 3.1 | 0 | -185682.65 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 750000 | 2.865 | 3.1 | 0 | -173405.98 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 2.895 | 3.1 | 0 | -155966.64 | YD6460.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YD6460.1 Total
NNG | NTHE | 00002 | Base Gas | AAA815 | 2001-10-30 00:00:00 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 316667 | 2.767 | 3.275 | 0 | -159236.29 | YF5420.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YF5420.1 Total
NNG | NTHE | 00002 | Base Gas | AAA816 | 2001-10-30 00:00:00 | 2002-07-01 00:00:00 | 2002-07-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 825000 | 2.812 | 3.275 | 0 | -377456.41 | YF5420.2 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YF5420.2 Total
NNG | NTHE | 00002 | Base Gas | AAA817 | 2001-10-30 00:00:00 | 2002-08-01 00:00:00 | 2002-08-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 825000 | 2.857 | 3.275 | 0 | -340011.47 | YF5420.3 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YF5420.3 Total
NNG | NTHE | 00002 | Base Gas | AAA818 | 2001-10-30 00:00:00 | 2002-09-01 00:00:00 | 2002-09-30 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 850000 | 2.865 | 3.275 | 0 | -342876.51 | YF5420.4 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YF5420.4 Total
NNG | NTHE | 00002 | Base Gas | AAA819 | 2001-10-30 00:00:00 | 2002-10-01 00:00:00 | 2002-10-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1358333 | 2.895 | 3.275 | 0 | -506717.61 | YF5420.5 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | YF5420.5 Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OCI increase
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NNG |  | Net Cash Flow exposure
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | Buy/Sell | Put/Call | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 1.63 | 3.23 | 0 | 0 | [NAME] | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.23 | 0 | 0 | [NAME] | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.34 | 3.23 | 0 | 137916.61 | [NAME] | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NI8156.1 Total
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 1.63 | 3.74 | 0 | 0 | NK4742.1 | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.74 | 0 | 0 | NK4742.1 | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.34 | 3.74 | 0 | 216947.48 | NK4742.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NK4742.1 Total
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 1.63 | 3.63 | 0 | 0 | NT6154.1 | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.63 | 0 | 0 | NT6154.1 | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.34 | 3.63 | 0 | 199901.61 | NT6154.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NT6154.1 Total
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 1.63 | 3.585 | 0 | 0 | NV5358.1 | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.585 | 0 | 0 | NV5358.1 | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.34 | 3.585 | 0 | 192928.29 | NV5358.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NV5358.1 Total
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.331 | 2.561 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.331 | 2.561 | -0.27 | 34029.71 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -770000 | 2.452 | 2.672 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 770000 | 2.452 | 2.672 | -0.27 | 38353.38 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.432 | 2.682 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.432 | 2.682 | -0.27 | 16958.03 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.337 | 2.667 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.337 | 2.667 | -0.27 | -49161.95 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.387 | 2.717 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.387 | 2.717 | -0.27 | -50713.56 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.437 | 2.767 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.437 | 2.767 | -0.27 | -48983.74 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.512 | 2.812 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.512 | 2.812 | -0.27 | -25264.69 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.557 | 2.857 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.557 | 2.857 | -0.27 | -25210.97 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.565 | 2.865 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.565 | 2.865 | -0.27 | -24339.92 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.585 | 2.895 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.585 | 2.895 | -0.27 | -33462.92 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.88 | 3.095 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.88 | 3.095 | -0.27 | 44411.61 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 3.07 | 3.285 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 3.07 | 3.285 | -0.27 | 45766.95 | QL2915.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL2915.1 Total
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.571 | 2.561 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.571 | 2.561 | 1.05 | 884772.54 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 770000 | 2.682 | 2.672 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -770000 | 2.682 | 2.672 | 1.05 | 797750.33 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.662 | 2.682 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.662 | 2.682 | 1.05 | 907254.48 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 2.617 | 2.667 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 2.617 | 2.667 | 1.05 | 901302.34 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.697 | 2.717 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.697 | 2.717 | 1.05 | 904391.83 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 2.787 | 2.767 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 2.787 | 2.767 | 1.05 | 840887.57 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.002 | 2.812 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.002 | 2.812 | 1.05 | 724254.4 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.062 | 2.857 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.062 | 2.857 | 1.05 | 710109.09 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 3.055 | 2.865 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 3.055 | 2.865 | 1.05 | 697744.39 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.995 | 2.895 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.995 | 2.895 | 1.05 | 794744.27 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 3.22 | 3.095 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 3.22 | 3.095 | 1.05 | 746922.47 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.41 | 3.285 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.41 | 3.285 | 1.05 | 769716.88 | QL2918.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL2918.1 Total
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.495 | 3.39 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.495 | 3.39 | 1.03 | 1046561.47 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1050000 | 3.425 | 3.32 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1050000 | 3.425 | 3.32 | 1.03 | 942235.48 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.33 | 3.225 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.33 | 3.225 | 1.03 | 1040121.18 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.31 | 3.09 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.31 | 3.09 | 1.03 | 878648.35 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.31 | 3.09 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.31 | 3.09 | 1.03 | 904881.58 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.34 | 3.12 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.34 | 3.12 | 1.03 | 872428.76 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.38 | 3.16 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.38 | 3.16 | 1.03 | 898380.98 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.415 | 3.195 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.415 | 3.195 | 1.03 | 894969.55 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.415 | 3.195 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.415 | 3.195 | 1.03 | 862594.13 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.45 | 3.23 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.45 | 3.23 | 1.03 | 888025.09 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.605 | 3.375 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.605 | 3.375 | 1.03 | 845123.22 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.744 | 3.514 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.744 | 3.514 | 1.03 | 870032.27 | QL5357.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL5357.1 Total
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.175 | 3.39 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.175 | 3.39 | -0.15 | -73542.16 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1050000 | 3.105 | 3.32 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1050000 | 3.105 | 3.32 | -0.15 | -66211.14 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.01 | 3.225 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.01 | 3.225 | -0.15 | -73089.6 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.815 | 3.09 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.815 | 3.09 | -0.15 | -135593.88 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.815 | 3.09 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.815 | 3.09 | -0.15 | -139642.22 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.845 | 3.12 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.845 | 3.12 | -0.15 | -134634.07 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.885 | 3.16 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.885 | 3.16 | -0.15 | -138639.04 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.92 | 3.195 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.92 | 3.195 | -0.15 | -138112.58 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.92 | 3.195 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.92 | 3.195 | -0.15 | -133116.38 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.955 | 3.23 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.955 | 3.23 | -0.15 | -137040.91 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 3.205 | 3.375 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 3.205 | 3.375 | -0.15 | -21128.08 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.344 | 3.514 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.344 | 3.514 | -0.15 | -21750.81 | QL5358.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL5358.1 Total
TW | TTTW | 00006 | Transport Hedge | AAA359 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -418500 | 2.146 | 2.316 | -0.21 | 0 | QL5363.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA359 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 418500 | 2.146 | 2.316 | -0.21 | 16735.95 | QL5363.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL5363.1 Total
TW | TTTW | 00006 | Transport Hedge | AAA619 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 418500 | 2.366 | 2.316 | 0.9 | 0 | QL5365.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA619 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -418500 | 2.366 | 2.316 | 0.9 | 355638.9 | QL5365.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL5365.1 Total
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 645000 | 3.22 | 3.095 | 0.85 | 0 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -645000 | 3.22 | 3.095 | 0.85 | 457696.47 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 666500 | 3.41 | 3.285 | 0.85 | 0 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -666500 | 3.41 | 3.285 | 0.85 | 471664.35 | QL5424.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL5424.1 Total
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -645000 | 2.88 | 3.095 | -0.15 | 0 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 645000 | 2.88 | 3.095 | -0.15 | -41034.86 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -666500 | 3.07 | 3.285 | -0.15 | 0 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 666500 | 3.07 | 3.285 | -0.15 | -42287.15 | QL5444.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL5444.1 Total
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.495 | 3.39 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.495 | 3.39 | 1.16 | 366051.37 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 322000 | 3.425 | 3.32 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -322000 | 3.425 | 3.32 | 1.16 | 329561.71 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.33 | 3.225 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.33 | 3.225 | 1.16 | 363798.78 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.31 | 3.09 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.31 | 3.09 | 1.16 | 312697.57 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.31 | 3.09 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.31 | 3.09 | 1.16 | 322033.58 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.34 | 3.12 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.34 | 3.12 | 1.16 | 310484.11 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.38 | 3.16 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.38 | 3.16 | 1.16 | 319720.11 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.415 | 3.195 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.415 | 3.195 | 1.16 | 318506.04 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.415 | 3.195 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.415 | 3.195 | 1.16 | 306984.12 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.45 | 3.23 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.45 | 3.23 | 1.16 | 316034.61 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.605 | 3.375 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.605 | 3.375 | 1.16 | 301286.43 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.744 | 3.514 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.744 | 3.514 | 1.16 | 310166.5 | [NAME] | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL9270.1 Total
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.175 | 3.39 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.175 | 3.39 | -0.14 | -26022.61 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -322000 | 3.105 | 3.32 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 322000 | 3.105 | 3.32 | -0.14 | -23428.56 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.01 | 3.225 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.01 | 3.225 | -0.14 | -25862.47 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.815 | 3.09 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.815 | 3.09 | -0.14 | -44908.69 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.815 | 3.09 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.815 | 3.09 | -0.14 | -46249.5 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.845 | 3.12 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.845 | 3.12 | -0.14 | -44590.8 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.885 | 3.16 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.885 | 3.16 | -0.14 | -45917.25 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.92 | 3.195 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.92 | 3.195 | -0.14 | -45742.89 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.92 | 3.195 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.92 | 3.195 | -0.14 | -44088.14 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.955 | 3.23 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.955 | 3.23 | -0.14 | -45387.95 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 3.205 | 3.375 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 3.205 | 3.375 | -0.14 | -9718.92 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.344 | 3.514 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.344 | 3.514 | -0.14 | -10005.37 | QL9273.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QL9273.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.411 | 5.05 | 0 | 408201.87 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.517 | 5.05 | 0 | 353269.51 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.522 | 5.05 | 0 | 389726.31 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.492 | 5.05 | 0 | 381079.57 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.547 | 5.05 | 0 | 384654.67 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.607 | 5.05 | 0 | 362628.12 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.672 | 5.05 | 0 | 364117.75 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.737 | 5.05 | 0 | 353412.01 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.7275 | 5.05 | 0 | 342602.82 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.715 | 5.05 | 0 | 355163.23 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.9275 | 5.05 | 0 | 311615.32 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.1175 | 5.05 | 0 | 292378.94 | QV8401.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QV8401.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.411 | 3.46 | 0 | 162259.86 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.517 | 3.46 | 0 | 131517.23 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.522 | 3.46 | 0 | 144605.73 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.492 | 3.46 | 0 | 144208.37 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.547 | 3.46 | 0 | 140307.52 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.607 | 3.46 | 0 | 126615.55 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.672 | 3.46 | 0 | 120658.03 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.737 | 3.46 | 0 | 110469.9 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.7275 | 3.46 | 0 | 108054.5 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.715 | 3.46 | 0 | 113317.6 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.9275 | 3.46 | 0 | 78179.11 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.1175 | 3.46 | 0 | 51818.78 | VV1743.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | VV1743.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.411 | 3.3625 | 0 | 147178.51 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.517 | 3.3625 | 0 | 117919.21 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.522 | 3.3625 | 0 | 129574.75 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.492 | 3.3625 | 0 | 129683.25 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.547 | 3.3625 | 0 | 125323.97 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.607 | 3.3625 | 0 | 112143.08 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.672 | 3.3625 | 0 | 105728.89 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.737 | 3.3625 | 0 | 95572.51 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.7275 | 3.3625 | 0 | 93671.82 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.715 | 3.3625 | 0 | 98487.45 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.9275 | 3.3625 | 0 | 63864.62 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.1175 | 3.3625 | 0 | 37067.45 | Y31793.1 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Y31793.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.411 | 3.145 | 0 | 113535.5 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.517 | 3.145 | 0 | 87585.18 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.522 | 3.145 | 0 | 96044.1 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.492 | 3.145 | 0 | 97281.06 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.547 | 3.145 | 0 | 91899.12 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.607 | 3.145 | 0 | 79858.34 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.672 | 3.145 | 0 | 72425.44 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.737 | 3.145 | 0 | 62339.86 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.7275 | 3.145 | 0 | 61587.38 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.715 | 3.145 | 0 | 65404.79 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.9275 | 3.145 | 0 | 31932.31 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.1175 | 3.145 | 0 | 4160.63 | Y37193.2 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Y37193.2 Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OCI decrease
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.411 | 2.561 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.411 | 2.561 | 0.03 | 27842.49 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 140000 | 2.517 | 2.672 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -140000 | 2.517 | 2.672 | 0.03 | 25801.37 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.522 | 2.682 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.522 | 2.682 | 0.03 | 29291.14 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.492 | 2.667 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.492 | 2.667 | 0.03 | 30540 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.547 | 2.717 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.547 | 2.717 | 0.03 | 30735.49 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.607 | 2.767 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.607 | 2.767 | 0.03 | 28202.76 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.672 | 2.812 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.672 | 2.812 | 0.03 | 26030.29 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.737 | 2.857 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.737 | 2.857 | 0.03 | 22919.07 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.7275 | 2.865 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.7275 | 2.865 | 0.03 | 24708.71 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.715 | 2.895 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.715 | 2.895 | 0.03 | 31941.88 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.9275 | 3.095 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.9275 | 3.095 | 0.03 | 28996.01 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 3.1175 | 3.285 | 0.03 | 0 | QF0967.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 3.1175 | 3.285 | 0.03 | 29880.9 | QF0967.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QF0967.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.561 | 4.47 | 0 | 295392.06 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -140000 | 2.672 | 4.47 | 0 | 250805.29 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.682 | 4.47 | 0 | 275692.06 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.667 | 4.47 | 0 | 268678.03 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.717 | 4.47 | 0 | 269473.6 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.767 | 4.47 | 0 | 252860.75 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.812 | 4.47 | 0 | 253949.92 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.857 | 4.47 | 0 | 246507.08 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.865 | 4.47 | 0 | 236865.19 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.895 | 4.47 | 0 | 239656.05 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 3.095 | 4.47 | 0 | 201921.7 | QF4410.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3.285 | 4.47 | 0 | 179380.9 | QF4410.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QF4410.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.561 | 4.39 | 0 | -283013.14 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 140000 | 2.672 | 4.39 | 0 | -239645.99 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.682 | 4.39 | 0 | -263356.84 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.667 | 4.39 | 0 | -256756.65 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.717 | 4.39 | 0 | -257175.89 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.767 | 4.39 | 0 | -240982.38 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.812 | 4.39 | 0 | -241696.61 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.857 | 4.39 | 0 | -234281.07 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.865 | 4.39 | 0 | -225058.83 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.895 | 4.39 | 0 | -227483.05 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 3.095 | 4.39 | 0 | -190173.53 | QF4447.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3.285 | 4.39 | 0 | -167270.79 | QF4447.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QF4447.1 Total
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.411 | 2.561 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.411 | 2.561 | 0.04 | -29389.3 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -140000 | 2.517 | 2.672 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 140000 | 2.517 | 2.672 | 0.04 | -27196.03 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.522 | 2.682 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.522 | 2.682 | 0.04 | -30832.78 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.492 | 2.667 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.492 | 2.667 | 0.04 | -32029.75 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.547 | 2.717 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.547 | 2.717 | 0.04 | -32272.27 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.607 | 2.767 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.607 | 2.767 | 0.04 | -29687.12 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.672 | 2.812 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.672 | 2.812 | 0.04 | -27561.48 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.737 | 2.857 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.737 | 2.857 | 0.04 | -24447 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.7275 | 2.865 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.7275 | 2.865 | 0.04 | -26183.85 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.715 | 2.895 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.715 | 2.895 | 0.04 | -33462.92 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.9275 | 3.095 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.9275 | 3.095 | 0.04 | -30464.16 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 3.1175 | 3.285 | 0.04 | 0 | QF5953.1 | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 3.1175 | 3.285 | 0.04 | -31393.86 | QF5953.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | QF5953.1 Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Income hit
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TW |  | Net Cash Flow exposure