Spreadsheet: fletcher_sturm__10987__1019optsheet
Sheet: sheet 1

Close of Business: |  | 2001-10-19 00:00:00
 | Month | Underlying | Option | Bid | Offer | Bid Vol | Ask Vol
Cinergy Options
Cin | [NAME] | 23.1 | ATM MTH Straddle | 1.4 | 1.9 | 0.43 | 0.58
 |  |  | 22MP | 0.25 | 0.5
 |  |  | 24MC | 0.3 | 0.6
 |  |  | 25MC | 0.15 | 0.4
 |  |  | ATM Daily Straddle | 4.25 | 5.25 | 0.95 | 1.05
 |  |  | 20dp | 0.8 | 1
 |  |  | 25dp | 3.4 | 3.7
 |  |  | 30dc | 0.5 | 1
 |  |  | 35dc | 0.2 | 0.8
 | Dec_01 | 26.15 | ATM MTH Straddle | 3.4 | 3.6 | 0.49 | 0.51
 |  |  | 25MP | 1.05 | 1.25
 |  |  | 26MC | 1.7 | 1.95
 |  |  | 27MC | 1.45 | 1.65
 |  |  | ATM Daily Straddle | 6.5 | 8 | 0.8 | 1
 |  |  | 20dp | 0.5 | 1
 |  |  | 25dc | 4 | 4.5
 |  |  | 30dc | 2 | 2.75
 |  |  | 35dc | 1.25 | 1.75
 |  |  | 40dc | 0.75 | 1.25
Cin | Jan-Dec_02 | 32.3 | ATM 1x Straddle | 3.2 | 3.7 | 0.31 | 0.35
 |  |  | 30 1xP | 0.6 | 0.8
 |  |  | 33 1xC | 1.3 | 1.6
 |  |  | 35 1xC | 0.7 | 1
 |  |  | 43 1xC | 0.1 | 0.2
 | Jan-Feb_02 | 28.5 | [NAME] | 5.4 | 6 | 0.51 | 0.55
Cin |  |  | 28MP | 2.6 | 2.8
Cin |  |  | 30MC | 2.15 | 2.45
Cin |  |  | 32MC | 1.7 | 2
Cin |  |  | 35MC | 1.2 | 1.45
 |  |  | 40MC | 0.6 | 0.8
 |  |  | ATM daily Straddle | 9.75 | 11 | 0.85 | 0.95
Cin |  |  | 20 | 0.75 | 1.25
Cin |  |  | 25 | 3 | 3.5
Cin |  |  | 30 | 5.75 | 6.75
Cin |  |  | 35 mc | 0.75 | 1
Cin |  |  | 40 | 2 | 3
Cin |  |  | 50 | 1.5 | 2.5
Cin | [NAME] | 26.45 | [NAME] | 4.7 | 5.5 | 0.36 | 0.42
Cin |  |  | 25MP | 1.5 | 2
Cin |  |  | 30MC | 1.25 | 1.75
Cin |  |  | 35MC | 0.5 | 0.8
Cin |  |  | ATM daily Straddle | 7 | 10 | 0.5 | 0.75
Cin |  |  | 20dp | 0.5 | 1.5
Cin |  |  | 25dp | 2.5 | 4
Cin |  |  | 30dp | 6 | 7
Cin |  |  | 40dc | 1 | 2.5
Cin | May_02 | 29 | ATM MTH Straddle | 5.75 | 6.75 | 0.36 | 0.41
Cin |  |  | 28MP | 2.25 | 2.5
Cin |  |  | 35MC | 1.4 | 1.7
Cin |  |  | 40MC | 0.8 | 1.2
Cin | May_02 | 29 | ATM Daily Straddle | 10 | 12.5 | 0.6 | 0.75
Cin |  |  | 20dp | 0.75 | 1.75
Cin |  |  | 25dp | 2.5 | 4
Cin |  |  | 30dp | 5.5 | 7
Cin |  |  | 35dc | 3 | 5
Cin |  |  | 40dc | 2.5 | 4
Cin |  |  | 50dc | 1.5 | 3.5
Cin | June_02 | 38.75 | [NAME] | 8 | 10 | 0.35 | 0.43
Cin |  |  | 35MP | 2 | 3
Cin |  |  | 40MP | 4.75 | 5.75
Cin |  |  | 50MC | 1.75 | 2.5
Cin |  |  | ATM Daily Straddle | 15.5 | 20 | 0.65 | 0.85
Cin |  |  | 25dp | 1 | 2.25
Cin |  |  | 30dp | 2.75 | 4.5
Cin |  |  | 35dp | 5.5 | 7.5
Cin |  |  | 40dp | 8.5 | 11
Cin |  |  | 50dc | 5 | 7.75
Cin | Jul-Aug_02 | 50.25 | [NAME] | 13.5 | 14.5 | 0.42 | 0.44
Cin |  |  | 50MP | 6.75 | 7.25
Cin |  |  | 60MC | 4 | 4.5
Cin |  |  | 70MC | 2.5 | 3.25
Cin |  |  | 100MC | 1.2 | 1.6
Cin | Jul-Aug_02 | 50.25 | ATM Daily Straddle | 27.75 | 30 | 0.85 | 0.9
Cin |  |  | 30dp | 2 | 3.5
Cin |  |  | 40dp | 6 | 8
Cin |  |  | 50dp | 13.5 | 15
Cin |  |  | 75dc | 7 | 10
Cin |  |  | 100dc | 6.5 | 8
Cin | Sept_02 | 26.5 | [NAME] | 5.5 | 7.5 | 0.3 | 0.4
Cin |  |  | 24MP | 1.25 | 2.5
Cin |  |  | 28MC | 2.25 | 3.75
Cin |  |  | 30MC | 2 | 3
Cin |  |  | 35MC | 3 | 3.75
Cin |  |  | ATM Daily Straddle | 7.5 | 10.5 | 0.4 | 0.55
Cin |  |  | 20dp | 0.5 | 1.5
Cin |  |  | 25dp | 2.5 | 4
Cin |  |  | 30dp | 6 | 8
Cin |  |  | 35dc | 1.5 | 3.5
Cin | Oct-Dec_02 | 27.5 | [NAME] | 6 | 7 | 0.29 | 0.34
Cin |  |  | 25MP | 1.75 | 2.5
Cin |  |  | 30MC | 2 | 2.75
Cin |  |  | 35MC | 0.75 | 1.5
Cin |  |  | ATM Daily Straddle | 7.5 | 11.5 | 0.35 | 0.55
Cin |  |  | 25dp | 2 | 4
Cin |  |  | 30dp | 5.75 | 8
Cin |  |  | 35dc | 2 | 4.5
Cin |  |  | 40dc | 1.5 | 3.5
PJM Options
PJM | [NAME] | 27.3 | ATM MTH Straddle | 1.5 | 1.9 | 0.41 | 0.49
 |  |  | 26MP | 0.25 | 0.45
 |  |  | 28MC | 0.5 | 0.7
 |  |  | 30MC | 0.1 | 0.4
 |  |  | ATM Daily Straddle | 3.75 | 5.5 | 0.65 | 0.95
 |  |  | 25dp | 0.75 | 1.5
 |  |  | 30dp | 3.5 | 4.5
 |  |  | 35dc | 0.4 | 1.1
 |  |  | 40dc | 0.25 | 0.75
 | Dec_01 | 30 | ATM MTH Straddle | 3.4 | 3.9 | 0.44 | 0.52
 |  |  | 27MP | 0.5 | 0.9
 |  |  | 32MC | 1 | 1.35
 |  |  | 34MC | 0.6 | 0.9
 |  |  | ATM Daily Straddle | 5.75 | 7.4 | 0.65 | 0.8
 |  |  | 25dp | 0.5 | 1
 |  |  | 30dp | 3 | 3.75
 |  |  | 35dc | 1.5 | 2
 |  |  | 40dc | 0.75 | 1.5
 |  |  | 40dc | 0.75 | 1.25
 | Jan-Dec_02 | 37.7 | ATM 1x Straddle | 3.7 | 4.2 | 0.3 | 0.34
 |  |  | 35 1xP | 0.65 | 1
 |  |  | 38 1xC | 1.6 | 2
 |  |  | 40 1xC | 0.95 | 1.2
 | Jan-Feb_02 | 34.4 | [NAME] | 5.4 | 6 | 0.51 | 0.56
 |  |  | 30MP | 1.2 | 1.6
 |  |  | 40MC | 1.5 | 2
 |  |  | 45MC | 0.75 | 1.5
 |  |  | 50MC | 0.6 | 0.75
 |  |  | ATM daily Straddle | 10.75 | 11.25 | 0.75 | 0.8
 |  |  | 25 | 0.6 | 1
 |  |  | 30 | 2.75 | 3.25
 |  |  | 35 | 5.5 | 6
 |  |  | 40 | 3.75 | 4.25
 |  |  | 45 | 2.75 | 3.5
 |  |  | 50 | 2.25 | 2.75
 | [NAME] | 31.75 | [NAME] | 5.5 | 6.5 | 0.34 | 0.4
 |  |  | 26MP | 0.45 | 0.75
 |  |  | 30MP | 1.75 | 2.25
 |  |  | 35MC | 1.5 | 2.1
 |  |  | 40MC | 0.75 | 1.25
 |  |  | ATM daily Straddle | 7.5 | 10.5 | 0.45 | 0.65
 |  |  | 25dp | 0.75 | 1.75
 |  |  | 30dp | 2.5 | 4.5
 |  |  | 35dc | 2.5 | 4
 |  |  | 40dc | 1.25 | 2.75
 |  |  | 50dc | 0.5 | 1.75
 | May_02 | 35 | ATM MTH Straddle | 6.6 | 8 | 0.36 | 0.41
 |  |  | 30MP | 2.25 | 2.5
 |  |  | 40MC | 1.4 | 1.7
 |  |  | 45MC | 0.8 | 1.2
 | May_02 |  | ATM Daily Straddle | 10 | 12.5 | 0.55 | 0.7
 |  |  | 25dp | 0.75 | 1.75
 |  |  | 30dp | 3 | 4
 |  |  | 40dc | 4 | 5.75
 |  |  | 50dc | 3 | 3.75
 | June_02 | 45 | [NAME] | 10.5 | 12 | 0.4 | 0.45
 |  |  | 40MP | 2 | 3
 |  |  | 50MC | 4.75 | 5.75
 |  |  | 60MC | 1.75 | 2.5
 |  |  | ATM Daily Straddle | 15.5 | 20 | 0.65 | 0.85
 |  |  | 30dp | 1 | 2.25
 |  |  | 40dp | 2.75 | 4.5
 |  |  | 50dc | 5.5 | 7.5
 |  |  | 75dc | 8.5 | 11
 | Jul-Aug_02 | 57 | [NAME] | 16 | 18 | 0.43 | 0.49
 |  |  | 45MP | 2 | 2.75
 |  |  | 50MP | 4.7 | 5.25
 |  |  | 60MC | 6.75 | 8
 |  |  | 70MC | 5 | 6
 |  |  | 100MC | 1.5 | 2
 | Jul-Aug_02 |  | ATM Daily Straddle | 29 | 34 | 0.8 | 0.9
 |  |  | 40dp | 3.5 | 5.5
 |  |  | 50dp | 9 | 12
 |  |  | 75dc | 10 | 14
 |  |  | 100dc | 9 | 11.5
PJM | Sept_02 | 31 | [NAME] | 6.5 | 8 | 0.31 | 0.37
 |  |  | 30MP | 2.5 | 3.5
 |  |  | 35MC | 1.75 | 3
 |  |  | 40MC | 1.25 | 2
 |  |  | ATM Daily Straddle | 7.75 | 11 | 0.35 | 0.5
 |  |  | 25dp | 0.75 | 1.75
 |  |  | 30dp | 3.5 | 5
 |  |  | 35dc | 3 | 4.5
 |  |  | 50dc | 1 | 2.5
PJM | Oct-Dec_02 | 31.2 | [NAME] | 6.5 | 7.5 | 0.28 | 0.32
 |  |  | 25MP | 0.75 | 1.25
 |  |  | 30MC | 2.5 | 3.25
 |  |  | 35MC | 2 | 2.5
 |  |  | ATM Daily Straddle | 9 | 13 | 0.38 | 0.55
 |  |  | 25dp | 1 | 2
 |  |  | 30dp | 3.5 | 6
 |  |  | 35dc | 3 | 6
 |  |  | 40dc | 2 | 5