Spreadsheet: jeffrey_a_shankman__13817__Liqbench
Sheet: Benchmark Report

 |  |  | CONFIDENTIAL |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NYMEX Equivalent Crude Position
 |  |  | 2000-12-18 00:00:00
 |  |  | TIME BUCKET/KEY: |  | Report Group | Report Subgroup | RISK TYPE | Key |  | 1 |  | 2 |  | 3 |  | 4 |  | 5 |  | 6 |  | 7 |  | 8 |  | 9 |  | 10 |  | 11 |  | 12 |  | 13 |  | 14
(Notional Positions in Ctrc. [NAME].) |  |  |  | From: |  |  |  |  |  | 2000-12-01 00:00:00 |  | 2001-01-01 00:00:00 |  | 2001-02-01 00:00:00 |  | 2001-03-01 00:00:00 |  | 2001-04-01 00:00:00 |  | 2001-05-01 00:00:00 |  | 2001-06-01 00:00:00 |  | 2001-09-01 00:00:00 |  | 2002-03-01 00:00:00 |  | 2002-09-01 00:00:00 |  | 2003-09-01 00:00:00 |  | 2004-09-01 00:00:00 |  | 2005-09-01 00:00:00 |  | 2006-09-01 00:00:00 |  | ECT |  | Prior
(Benchmark Positions in WTI [NAME].) |  |  |  | To: |  |  |  |  |  | 2000-12-31 00:00:00 |  | 2001-01-31 00:00:00 |  | 2001-02-28 00:00:00 |  | 2001-03-31 00:00:00 |  | 2001-04-30 00:00:00 |  | 2001-05-31 00:00:00 |  | 2001-08-31 00:00:00 |  | 2002-02-28 00:00:00 |  | 2002-08-31 00:00:00 |  | 2003-08-31 00:00:00 |  | 2004-08-31 00:00:00 |  | 2005-08-31 00:00:00 |  | 2006-08-31 00:00:00 |  | 2028-05-31 00:00:00 |  | Total |  | Day |  | Change
DOMESTIC
 | CRUDE OIL
 |  | Oil Price  (Bbls)
 |  | HO-PRICE-PRC |  | Notional | 10 | 0 | P | 100P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 0 | P | 100P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-ERMS-XL-PRC |  | Notional | 10 | 1 | P | 101P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 1 | P | 101P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICEII-PRC |  | Notional | 10 | 2 | P | 102P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 2 | P | 102P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICE-3-PRC |  | Notional | 10 | 2.5 | P | 102.5P |  | 0 |  | -687.087657 |  | 137.052591 |  | -176.981375 |  | -226.543792 |  | -216.746664 |  | -257.411693 |  | 572.943935 |  | -417.6866099999999 |  | 481.873001 |  | 70.49331799999999 |  | -75.84383100000001 |  | 86.55741199999999 |  | 0 |  | -709.381365 |  | 1.764799999999838 |  | -711.1461649999998
 |  |  |  | Benchmark | 10 | 2.5 | P | 102.5P |  | 0 |  | -687.087657 |  | 137.052591 |  | -176.981375 |  | -226.543792 |  | -216.746664 |  | -257.411693 |  | 572.943935 |  | -417.68661 |  | 481.8730009999999 |  | 70.49331799999997 |  | -75.843831 |  | 86.55741200000001 |  | 0 |  | -709.3813650000001 |  | 1.764800000000136 |  | -711.1461650000002
 |  | OIL-PRICE-PRC |  | Notional | 10 | 3 | P | 103P |  | 0 |  | -73.716523 |  | -3.907473 |  | -196.883635 |  | -18.379486 |  | 48.128035 |  | -265.0246059999999 |  | -287.375439 |  | -259.925909 |  | -400.5345320000001 |  | 250.5937749999998 |  | -1335.021153 |  | 60.76117499999996 |  | 45.138334 |  | -2436.147437 |  | -2478.840799 |  | 42.69336199999998
 |  |  |  | Benchmark | 10 | 3 | P | 103P |  | 0 |  | -73.716523 |  | -3.907472999999998 |  | -196.883635 |  | -18.379486 |  | 48.128035 |  | -265.024606 |  | -287.3754390000001 |  | -259.925909 |  | -400.534532 |  | 250.5937749999998 |  | -1335.021153 |  | 60.76117499999998 |  | 45.13833399999999 |  | -2436.147437 |  | -2478.840799 |  | 42.69336199999998
 |  | OIL-PRICE-HU-PRC |  | Notional | 10 | 3.5 | P | 103.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 3.5 | P | 103.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CAND-EGSC-PRC |  | Notional | 10 | 4 | P | 104P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 4 | P | 104P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CAND-EGSC-W-P |  | Notional | 10 | 4.1 | P | 104.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 4.1 | P | 104.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CITIBANKII-PRC |  | Notional | 10 | 5 | P | 105P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 5 | P | 105P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CHASEIII-PRC |  | Notional | 10 | 6 | P | 106P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 6 | P | 106P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CAND-ERMS-PRC |  | Notional | 10 | 7 | P | 107P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 7 | P | 107P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-BRENT-PRCII-PRC |  | Notional | 10 | 8 | P | 108P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 8 | P | 108P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-BRENT-PRICE-PRC |  | Notional | 10 | 9 | P | 109P |  | 5.664104999999999 |  | 0 |  | -31.79202 |  | 152.930902 |  | 83.01348700000001 |  | 86.837796 |  | 198.03208 |  | -72.718154 |  | 249.464393 |  | 414.8847029999999 |  | 391.151495 |  | 100.909422 |  | 155.721541 |  | 802.3402919999999 |  | 2536.440042 |  | 2427.844967 |  | 108.5950749999997
 |  |  |  | Benchmark | 10 | 9 | P | 109P |  | 5.664104999999999 |  | 0 |  | -31.79202 |  | 152.930902 |  | 83.01348700000001 |  | 86.837796 |  | 198.03208 |  | -72.718154 |  | 249.464393 |  | 414.8847030000001 |  | 391.151495 |  | 100.909422 |  | 155.721541 |  | 802.3402919999999 |  | 2536.440042 |  | 2427.844967 |  | 108.5950749999997
 |  |  |  | Notional | 11 | 0 | P | 110P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0
 |  |  |  | Benchmark | 11 | 0 | P | 110P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | 0 |  |  |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1
 |  | OIL-BRENT-PRC3-PRC |  | Notional | 10 | 9.5 | P | 109.5P |  | -0.174632 |  | -32.719421 |  | 0.6154350000000015 |  | -7.492769 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -39.77138700000001 |  | -23.470872 |  | -16.30051500000001
 |  |  |  | Benchmark | 10 | 9.5 | P | 109.5P |  | -0.174632 |  | -32.719421 |  | 0.6154350000000013 |  | -7.492769 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -39.77138700000001 |  | -23.470872 |  | -16.30051500000001
 |  | MS-PREPAY-PRC |  | Notional | 11 | 0.5 | P | 110.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 0.5 | P | 110.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ALUMINUM-PRC |  | Notional | 11 | 1 | P | 111P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 1 | P | 111P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICEII-HO-PRC |  | Notional | 11 | 2 | P | 112P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 2 | P | 112P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICEII-HU-PRC |  | Notional | 11 | 3 | P | 113P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 3 | P | 113P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 5.489472999999999 |  | -793.5236010000001 |  | 101.968533 |  | -228.426877 |  | -161.909791 |  | -81.78083299999997 |  | -324.404219 |  | 212.850342 |  | -428.1481259999999 |  | 496.2231719999999 |  | 712.2385879999997 |  | -1309.955562 |  | 303.040128 |  | 847.4786259999998 |  | -648.8601470000001 |  | -72.70190400000014 |  | -576.158243
 |  |  | Total Oil Price  (Bbls) | Benchmark |  |  |  |  |  | 5.489472999999999 |  | -793.5236010000001 |  | 101.968533 |  | -228.426877 |  | -161.909791 |  | -81.78083299999997 |  | -324.404219 |  | 212.8503419999999 |  | -428.148126 |  | 496.223172 |  | 712.2385879999997 |  | -1309.955562 |  | 303.040128 |  | 847.4786259999998 |  | -648.8601470000006 |  | -72.70190400000014 |  | -576.1582430000004
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -1766.381856999999 |  |  |  |  |  |  |  |  |  |  |  | 0
 |  | Oil Specific    (Bbls)
 |  | OIL-PRICE-SPEC-PRC |  | Notional | 12 | 5 | P | 125P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 5 | P | 125P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BRNT-PRC-SPEC-PRC |  | Notional | 12 | 6 | P | 126P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 6 | P | 126P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SING-GO-SPEC-PRC |  | Notional | 12 | 7 | P | 127P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 7 | P | 127P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | GOIP-SPEC-PRC |  | Notional | 12 | 8 | P | 128P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 8 | P | 128P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-SPEC-NG-PRC |  | Notional | 14 | 9.3 | P | 149.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 14 | 9.3 | P | 149.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-SPEC-NG-BAS |  | Notional | 14 | 9.5 | D | 149.5D |  | 0 |  | 0 |  | 0 |  | 0 |  | -49.076611 |  | -34.178742 |  | -116.082672 |  | -81.211015 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -280.54904 |  | -280.364768 |  | -0.1842720000000213
 |  |  |  | Benchmark | 14 | 9.5 | D | 149.5D |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.423723 |  | 5.866588000000001 |  | 19.924935 |  | 13.939413 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 48.154659 |  | 48.123029 |  | 0.03162999999999982
 |  | JL-OIL-SPEC-PRC |  | Notional | 80 | 0.5 | P | 800.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 0.5 | P | 800.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CHASE-MAHII-PRC |  | Notional | 12 | 9 | P | 129P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 9 | P | 129P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | -49.076611 |  | -34.178742 |  | -116.082672 |  | -81.211015 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -280.54904 |  | -280.364768 |  | -0.1842720000000213
 |  |  | Total Oil Specific    (Bbls) | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.423723 |  | 5.866588000000001 |  | 19.924935 |  | 13.939413 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 48.154659 |  | 48.123029 |  | 0.03162999999999982
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 48.154659
 |  | Oil Specific II     (Bbls)
 |  | OIL-SPECII-PRC |  | Notional | 15 | 0 | P | 150P |  | 0 |  | -474.437623 |  | -80.439028 |  | -98.68370599999999 |  | -49.076611 |  | -48.82677400000001 |  | -48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -800.0399359999999 |  | -828.790564 |  | 28.75062800000012
 |  |  |  | Benchmark | 15 | 0 | P | 150P |  | 0 |  | -474.437623 |  | -80.439028 |  | -98.68370599999999 |  | -49.076611 |  | -48.82677400000001 |  | -48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -800.0399359999999 |  | -828.790564 |  | 28.75062800000012
 |  | OIL-SPECII-BRENT-PRC |  | Notional | 15 | 1 | P | 151P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 15 | 1 | P | 151P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-SPECII-NG-PRC |  | Notional | 15 | 1.5 | P | 151.5P |  | 0 |  | -306.714624 |  | 277.691669 |  | 98.68370599999999 |  | 98.15322300000001 |  | 97.65354699999999 |  | 290.028039 |  | 380.201791 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 935.697351 |  | 2000.427367 |  | -1064.730016
 |  |  |  | Benchmark | 15 | 1.5 | P | 151.5P |  | 0 |  | -52.645833 |  | 47.664207 |  | 16.938501 |  | 16.847446 |  | 16.76168 |  | 49.781675 |  | 65.25949 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 160.607166 |  | 343.362061 |  | -182.754895
 |  | OIL-SPECII-HO-PRC |  | Notional | 15 | 1.6 | P | 151.6P |  | 0.0004 |  | -234.398796 |  | 49.58879 |  | 0.000987 |  | 0.000982 |  | 0.000977 |  | 0.002901 |  | 0.003802 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -184.7999569999999 |  | -85.29354800000002 |  | -99.50640899999993
 |  |  |  | Benchmark | 15 | 1.6 | P | 151.6P |  | 0.0004 |  | -234.35848 |  | 49.580261 |  | 0.000987 |  | 0.0009809999999999999 |  | 0.000976 |  | 0.0029 |  | 0.003802 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -184.768173 |  | -85.27887700000001 |  | -99.48929599999995
 |  | OIL-SPECII-HU-PRC |  | Notional | 15 | 2 | P | 152P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 15 | 2 | P | 152P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0.0004 |  | -1015.551043 |  | 246.841431 |  | 0.000987 |  | 49.07759400000001 |  | 48.82774999999998 |  | 241.4547460000001 |  | 380.205593 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -49.14254199999982 |  | 1086.343255 |  | -1135.485797
 |  |  | Total Oil Specific II     (Bbls) | Benchmark |  |  |  |  |  | 0.0004 |  | -761.4419359999999 |  | 16.80544000000001 |  | -81.74421799999999 |  | -32.22818399999999 |  | -32.064118 |  | 1.208380999999999 |  | 65.26329199999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -824.2009429999998 |  | -570.7073800000001 |  | -253.4935629999998
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | -840.4015150000001
 |  | Physical Oil (Bbls)
 |  | ERAC-ERMS-XL-PRC |  | Notional | 17 | 5 | P | 175P |  | 0 |  | 0 |  | 15.87825599999996 |  | 21.766509 |  | 249.77342 |  | 286.188488 |  | 917.9901709999999 |  | 1609.870272 |  | 655.425475 |  | 437.019898 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4193.912488999999 |  | 4187.436291999999 |  | 6.476196999999956
 |  |  |  | Benchmark | 17 | 5 | P | 175P |  | 0 |  | 0 |  | 15.87825599999994 |  | 21.76650900000001 |  | 249.77342 |  | 286.188488 |  | 917.9901709999999 |  | 1609.870272 |  | 655.425475 |  | 437.019898 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4193.912489 |  | 4187.436292 |  | 6.476196999999956
 |  | PHYOIL-PRICE-PRC |  | Notional | 17 | 6 | P | 176P |  | -776.1339999999999 |  | 1081.588429 |  | 2261.379812 |  | -269.5537039999999 |  | -629.485863 |  | -170.6141689999999 |  | -1709.093927 |  | -5391.200748 |  | -1156.563876 |  | -452.059718 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7211.737764000001 |  | -5921.430442000001 |  | -1290.307322000001
 |  |  |  | Benchmark | 17 | 6 | P | 176P |  | -607.334 |  | 1081.588429 |  | 2261.379812 |  | -269.5537039999999 |  | -629.485863 |  | -170.614169 |  | -1716.828234 |  | -5418.098754 |  | -1156.563876 |  | -452.0597179999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7077.570076999998 |  | -5743.138757999999 |  | -1334.431318999999
 |  | PHYOIL2-PRC |  | Notional | 17 | 6.1 | P | 176.1P |  | 108.5 |  | 46.38123599999996 |  | 41.65375 |  | 45.88792299999999 |  | 44.16895 |  | 45.40889900000001 |  | 133.405752 |  | 87.38171600000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 552.7882259999999 |  | 552.509277 |  | 0.2789489999998978
 |  |  |  | Benchmark | 17 | 6.1 | P | 176.1P |  | 108.5 |  | 42.67073699999999 |  | 36.099917 |  | 39.76953299999999 |  | 44.16895 |  | 45.40889900000001 |  | 133.405752 |  | 87.38171599999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 537.405504 |  | 534.6627599999999 |  | 2.742744000000016
 |  | PHYOIL-BRENT-PRC |  | Notional | 17 | 7 | P | 177P |  | 0 |  | 0 |  | 288.600985 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 288.600985 |  | 288.442806 |  | 0.1581789999999614
 |  |  |  | Benchmark | 17 | 7 | P | 177P |  | 0 |  | 0 |  | 288.600985 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 288.600985 |  | 288.442806 |  | 0.1581789999999614
 |  | PHYOIL-EVERGREE-IDX |  | Notional | 17 | 7.1 | I | 177.1I |  | 0.465 |  | 58.749565 |  | 24.992251 |  | 35.853764 |  | 34.510673 |  | 35.479487 |  | 50.422055 |  | 7.811319 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 248.284114 |  | 248.139481 |  | 0.1446330000000273
 |  |  |  | Benchmark | 17 | 7.1 | I | 177.1I |  | 0.465 |  | 58.749565 |  | 24.992251 |  | 35.853764 |  | 34.510673 |  | 35.479487 |  | 50.422055 |  | 7.811319 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 248.284114 |  | 248.139481 |  | 0.1446329999999989
 |  | RESID-BOW-RIVER-PRC |  | Notional | 17 | 8 | P | 178P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 17 | 8 | P | 178P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RLL-ERMS-XL-PRC |  | Notional | 17 | 9 | P | 179P |  | 514.726945 |  | -1081.275696 |  | -2630.42427 |  | -1025.498103 |  | -1281.348267 |  | -582.1312310000001 |  | 1104.410956 |  | 4766.377985 |  | 701.2775429999999 |  | -181.915111 |  | 0 |  | 0 |  | 0 |  | 0 |  | 304.2007509999995 |  | 246.3563370000006 |  | 57.84441399999884
 |  |  |  | Benchmark | 17 | 9 | P | 179P |  | 514.726945 |  | -1081.275696 |  | -2630.42427 |  | -1025.498103 |  | -1281.348267 |  | -582.1312310000001 |  | 1104.410956 |  | 4766.377985 |  | 701.2775429999999 |  | -181.915111 |  | 0 |  | 0 |  | 0 |  | 0 |  | 304.2007509999994 |  | 246.3563370000005 |  | 57.84441399999889
 |  | SE-PREPAY-WTI-PRC |  | Notional | 17 | 9.5 | P | 179.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 17 | 9.5 | P | 179.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-SING-FO-ARB-PRC |  | Notional | 18 | 0 | P | 180P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 18 | 0 | P | 180P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  |  | 18 | 1 | P
 |  |  |  |  | 18 | 1 | P
 |  |  |  |  | 18 | 2 | P
 |  |  |  |  | 18 | 2 | P
 |  | BOW-RESID3%-HDG-PRC |  | Notional | 18 | 3 | P | 183P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 18 | 3 | P | 183P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BOW-WTI-HEDGE-PRC |  | Notional | 18 | 4 | P | 184P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 18 | 4 | P | 184P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BOW-WTS-HEDGE-PRC |  | Notional | 18 | 5 | P | 185P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -2.842170943040401e-14 |  | -1.000000100503939e-06 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1.000000128925649e-06 |  | -1.000000043660521e-06 |  | -8.526512829121202e-14
 |  |  |  | Benchmark | 18 | 5 | P | 185P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.999999529100022e-07 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.999999529100022e-07 |  | -9.999999492720234e-07 |  | -3.637978768128197e-15
 |  |  |  | Notional |  |  |  |  |  | -152.4420549999999 |  | 105.443534 |  | 2.080783999999767 |  | -1191.543611 |  | -1582.381087 |  | -385.668526 |  | 497.1350070000002 |  | 1080.240543 |  | 200.139142 |  | -196.954931 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1623.951200000003 |  | -398.5462500000007 |  | -1225.404950000002
 |  |  | Total Physical Oil (Bbls) | Benchmark |  |  |  |  |  | 16.35794500000003 |  | 101.733035 |  | -3.473048999999719 |  | -1197.662001 |  | -1582.381087 |  | -385.668526 |  | 489.4007 |  | 1053.342537 |  | 200.139142 |  | -196.9549309999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1505.166234999999 |  | -238.1010829999983 |  | -1267.065152000001
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-03-01 00:00:00 |  | to |  | 2002-02-01 00:00:00 |  | is |  | -4708.557236999999
 |  |  |  | Notional |  |  |  |  |  | -146.9521819999999 |  | -1703.63111 |  | 350.8907479999997 |  | -1419.969501 |  | -1744.289895 |  | -452.800351 |  | 298.1028620000003 |  | 1592.085462999999 |  | -228.0089839999999 |  | 299.2682409999999 |  | 712.2385879999997 |  | -1309.955562 |  | 303.040128 |  | 847.4786259999998 |  | -2602.502929000003 |  | 334.730332999999 |  | -2937.233262000002
 |  |  | TOTAL CRUDE OIL | Benchmark |  |  |  |  |  | 21.84781800000003 |  | -1453.232502 |  | 115.3009240000003 |  | -1507.833096 |  | -1768.095339 |  | -493.646889 |  | 186.129797 |  | 1345.395584000001 |  | -228.0089840000001 |  | 299.2682410000001 |  | 712.2385879999997 |  | -1309.955562 |  | 303.040128 |  | 847.4786259999998 |  | -2930.072665999999 |  | -833.3873379999984 |  | -2096.685328
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -6696.700553999998
 | RESIDUAL FUELS
 |  | RES-1%-GR-PRC |  | Notional | 20 | 0 | P | 200P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 0 | P | 200P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-1%-GC-PRC |  | Notional | 20 | 1 | P | 201P |  | -118.0976 |  | -294.431599 |  | -260.128872 |  | -277.997745 |  | -259.482285 |  | -259.49907 |  | -723.495684 |  | -1460.469065 |  | -1282.261407 |  | -2203.495003 |  | -1973.312986 |  | -1831.274398 |  | 0 |  | 0 |  | -10943.945714 |  | -10650.365194 |  | -293.5805199999995
 |  |  |  | Benchmark | 20 | 1 | P | 201P |  | -94.47808 |  | -235.545279 |  | -208.103098 |  | -222.398196 |  | -207.585828 |  | -207.599256 |  | -578.7965479999999 |  | -1213.242333 |  | -1154.035267 |  | -1983.145503 |  | -1905.905582 |  | -1831.274398 |  | 0 |  | 0 |  | -9842.109368 |  | -9574.27525 |  | -267.8341179999989
 |  | RESID-1%-PRC |  | Notional | 20 | 2 | P | 202P |  | 167.08 |  | 44.286599 |  | -102.745918 |  | -109.144179 |  | -7.263339 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.786837000000004 |  | 13.19606700000001 |  | -20.98290400000001
 |  |  |  | Benchmark | 20 | 2 | P | 202P |  | 133.664 |  | 35.429279 |  | -82.19673399999999 |  | -87.31534300000001 |  | -5.810670999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.229469000000009 |  | 10.55685400000001 |  | -16.78632300000002
 |  | RESID-3%-PRC |  | Notional | 20 | 3 | P | 203P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 3 | P | 203P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-WTI-HEDGE-PRC |  | Notional | 20 | 4 | P | 204P |  | 0 |  | -362.437951 |  | 332.822657 |  | 284.2847 |  | 335.849371 |  | 363.06009 |  | 806.464699 |  | 1589.651137 |  | 1575.30461 |  | 2432.044832 |  | 1785.70257 |  | 1822.725508 |  | 211.962875 |  | 0 |  | 11177.435098 |  | 11093.528883 |  | 83.90621499999725
 |  |  |  | Benchmark | 20 | 4 | P | 204P |  | 0 |  | -362.437951 |  | 332.822657 |  | 284.2847 |  | 335.849371 |  | 363.06009 |  | 806.4646989999999 |  | 1589.651137 |  | 1575.30461 |  | 2432.044832 |  | 1785.70257 |  | 1822.725508 |  | 211.962875 |  | 0 |  | 11177.435098 |  | 11093.528883 |  | 83.90621499999907
 |  | RESID-BRENT-PRC |  | Notional | 20 | 5 | P | 205P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 5 | P | 205P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-2.2%-PRC |  | Notional | 20 | 6 | P | 206P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 6 | P | 206P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-62NY-PRC |  | Notional | 20 | 7 | P | 207P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 7 | P | 207P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-HO-PRC |  | Notional | 20 | 8 | P | 208P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 8 | P | 208P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID1%-EURO-PRC |  | Notional | 21 | 0 | P | 210P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 21 | 0 | P | 210P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID3%-EURO-PRC |  | Notional | 21 | 5 | P | 215P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 21 | 5 | P | 215P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-RES-GR-PRC |  | Notional | 21 | 7 | P | 217P |  | 8.178 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.178 |  | 8.178 |  | 0
 |  |  |  | Benchmark | 21 | 7 | P | 217P |  | 6.5424 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.5424 |  | 6.5424 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 57.16040000000001 |  | -612.582951 |  | -30.05213300000003 |  | -102.857224 |  | 69.10374700000006 |  | 103.56102 |  | 82.96901500000001 |  | 129.1820719999998 |  | 293.0432029999999 |  | 228.549829 |  | -187.610416 |  | -8.548890000000029 |  | 211.962875 |  | 0 |  | 233.880546999999 |  | 464.5377560000017 |  | -230.6572090000027
 |  |  | Total RESIDUAL FUELS | Benchmark |  |  |  |  |  | 45.72831999999998 |  | -562.553951 |  | 42.52282500000001 |  | -25.42883900000004 |  | 122.452872 |  | 155.460834 |  | 227.668151 |  | 376.4088039999997 |  | 421.2693429999997 |  | 448.8993290000003 |  | -120.2030119999995 |  | -8.548890000000029 |  | 211.962875 |  | 0 |  | 1335.638660999999 |  | 1536.352886999999 |  | -200.7142260000001
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-02-01 00:00:00 |  | to |  | 2002-01-01 00:00:00 |  | is |  | 1011.786956
 | REFINED PRODUCTS
 |  | NG-HO-HDG-SPEC-PRC |  | Notional | 25 | 0 | P | 250P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 0 | P | 250P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ECTGR-HU-PRC |  | Notional | 25 | 1 | P | 251P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 1 | P | 251P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ECTGR-HO-PRC |  | Notional | 25 | 2 | P | 252P |  | 0.12386145 |  | -0.17954027 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.05567882 |  | -0.03486663999999998 |  | -0.02081218000000003
 |  |  |  | Benchmark | 25 | 2 | P | 252P |  | 12.384015 |  | -17.950939 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -5.566923999999998 |  | -3.486064000000001 |  | -2.080859999999998
 |  | ECTGR-KERO-PRC |  | Notional | 25 | 2.5 | P | 252.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 2.5 | P | 252.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ECTGR-CO-PRC |  | Notional | 25 | 3 | P | 253P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.001994 |  | 0.001994
 |  |  |  | Benchmark | 25 | 3 | P | 253P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.001994 |  | 0.001994
 |  | ECTGR-CO-BRNT-PRC |  | Notional | 25 | 3.1 | P | 253.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 3.1 | P | 253.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ECTGR-BLND-PRC |  | Notional | 25 | 4 | P | 254P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 4 | P | 254P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ISOBUTYLENE-PRC |  | Notional | 25 | 5 | P | 255P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 5 | P | 255P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | MTBE-NC4-HEDGE-PRC |  | Notional | 25 | 6 | P | 256P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 6 | P | 256P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | MTBE-PRICE-PRC |  | Notional | 25 | 8 | P | 258P |  | 285.84012 |  | 74.808445 |  | 44.62901799999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 405.277583 |  | 432.307425 |  | -27.02984199999997
 |  |  |  | Benchmark | 25 | 8 | P | 258P |  | 192.915212 |  | 50.488668 |  | 30.120392 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 273.524272 |  | 291.766875 |  | -18.24260300000003
 |  | ALKYLATE-PRC |  | Notional | 25 | 8.2 | P | 258.2P |  | 2.885 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.885 |  | 2.885 |  | 0
 |  |  |  | Benchmark | 25 | 8.2 | P | 258.2P |  | 2.599769 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.599769 |  | 2.599769 |  | 0
 |  | BLND-HU-HDG-PRC |  | Notional | 26 | 0 | P | 260P |  | -45.74399999999999 |  | -564.607605 |  | -584.5614520000001 |  | 817.445951 |  | -1342.995299 |  | 166.4543420000002 |  | 951.926169 |  | 1192.066654 |  | 413.796909 |  | 269.305622 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1273.087291 |  | 1509.919643 |  | -236.8323519999999
 |  |  |  | Benchmark | 26 | 0 | P | 260P |  | -41.221428 |  | -508.8160189999999 |  | -526.7969210000001 |  | 736.5983610000002 |  | -1210.231885 |  | 149.983072 |  | 857.7263819999997 |  | 1074.098252 |  | 372.8860500000001 |  | 242.680183 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1146.906046999999 |  | 1360.323702 |  | -213.4176550000004
 |  | [NAME] |  | Notional | 26 | 1 | P | 261P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 1 | P | 261P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-HU-HDG-PRC |  | Notional | 26 | 2 | P | 262P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 2 | P | 262P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HU-PRC |  | Notional | 26 | 3 | P | 263P |  | 0 |  | -49.87229599999999 |  | -49.58779799999999 |  | -49.34185299999999 |  | -49.076611 |  | -48.82677400000001 |  | -145.014019 |  | -190.100895 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -581.820246 |  | -581.439284 |  | -0.3809619999999541
 |  |  |  | Benchmark | 26 | 3 | P | 263P |  | 0 |  | -44.941572 |  | -44.68520099999999 |  | -44.463572 |  | -44.224554 |  | -43.999417 |  | -130.676919 |  | -171.30619 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -524.297425 |  | -523.954126 |  | -0.3432990000000018
 |  | MTBE-UNL-HEDGE-PRC |  | Notional | 26 | 4 | P | 264P |  | 0 |  | 0 |  | -49.58779799999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -49.58779799999999 |  | -49.56062 |  | -0.02717799999999215
 |  |  |  | Benchmark | 26 | 4 | P | 264P |  | 0 |  | 0 |  | -44.68520099999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.68520099999999 |  | -44.66071 |  | -0.02449099999999049
 |  | PROD-HU-ERMS-XL-PRC |  | Notional | 26 | 5 | P | 265P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 5 | P | 265P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-WTI-HDG-PRC |  | Notional | 26 | 6 | P | 266P |  | 0 |  | -44.114634 |  | -0.23887 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.353504 |  | -4.813388 |  | -39.540116
 |  |  |  | Benchmark | 26 | 6 | P | 266P |  | 0 |  | -44.114634 |  | -0.23887 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.353504 |  | -4.813388 |  | -39.540116
 |  | HO-WTI-HEDGE-PRC |  | Notional | 26 | 7 | P | 267P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 7 | P | 267P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | MTBE-WTI-HEDGE-PRC |  | Notional | 26 | 8 | P | 268P |  | 0 |  | 5e-05 |  | 0.00103 |  | 0.001012 |  | -73.613991 |  | 0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.61153999999999 |  | -73.56960400000001 |  | -0.04193599999997843
 |  |  |  | Benchmark | 26 | 8 | P | 268P |  | 0 |  | 5e-05 |  | 0.00103 |  | 0.001012 |  | -73.613991 |  | 0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.61153999999999 |  | -73.56960400000001 |  | -0.04193599999997843
 |  | PROD-WTI-ERMS-XL-PRC |  | Notional | 26 | 9 | P | 269P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 9 | P | 269P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROD-OPT-HO-PRC |  | Notional | 26 | 9.1 | P | 269.1P |  | 0 |  | 89.55280900000001 |  | 211.900513 |  | 159.351543 |  | 47.429118 |  | 18.759902 |  | -9.537653 |  | -5.754587 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 511.701645 |  | 479.359956 |  | 32.34168900000003
 |  |  |  | Benchmark | 26 | 9.1 | P | 269.1P |  | 0 |  | 132.429769 |  | 267.572928 |  | 190.822355 |  | 47.42096 |  | 18.756676 |  | -9.536012999999999 |  | -5.753597 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 641.713078 |  | 609.4910269999999 |  | 32.22205100000008
 |  | PROD-OPT-HU-PRC |  | Notional | 26 | 9.2 | P | 269.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 9.2 | P | 269.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROD-OPT-WTI-PRC |  | Notional | 26 | 9.3 | P | 269.3P |  | 0 |  | -49.872297 |  | 0 |  | -49.34185299999999 |  | 0 |  | 0 |  | 0 |  | 23.594758 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -75.61939199999999 |  | -75.583437 |  | -0.03595499999998708
 |  |  |  | Benchmark | 26 | 9.3 | P | 269.3P |  | 0 |  | -49.872297 |  | 0 |  | -49.34185299999999 |  | 0 |  | 0 |  | 0 |  | 23.594758 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -75.61939199999999 |  | -75.583437 |  | -0.03595499999998708
 |  | REFP-WTI-HDG-PRC |  | Notional | 27 | 0 | P | 270P |  | 0 |  | -55.16243599999999 |  | -157.330415 |  | -125.859376 |  | -117.01511 |  | -105.965135 |  | -232.075891 |  | -724.6318210000001 |  | -155.94835 |  | -199.750812 |  | 1.651453 |  | 0 |  | 0 |  | 0 |  | -1872.087893 |  | -1879.983878 |  | 7.895984999999882
 |  |  |  | Benchmark | 27 | 0 | P | 270P |  | 0 |  | -55.16243599999999 |  | -157.330415 |  | -125.859376 |  | -117.01511 |  | -105.965135 |  | -232.075891 |  | -724.6318209999998 |  | -155.94835 |  | -199.7508119999999 |  | 1.651453 |  | 0 |  | 0 |  | 0 |  | -1872.087893 |  | -1879.983878 |  | 7.895984999999882
 |  | DIST2-HO-HDG-PRC |  | Notional | 27 | 1 | P | 271P |  | 159.264 |  | 163.391176 |  | 252.6143489999999 |  | 54.09514800000005 |  | -230.490249 |  | -178.076401 |  | 245.122429 |  | 71.41965399999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 537.340106 |  | 554.8597470000001 |  | -17.51964100000009
 |  |  |  | Benchmark | 27 | 1 | P | 271P |  | 159.236607 |  | 163.363073 |  | 252.570899 |  | 54.08584399999998 |  | -230.450606 |  | -178.045771 |  | 245.080267 |  | 71.40736700000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 537.2476800000001 |  | 554.764311 |  | -17.51663099999996
 |  | DIST-ERMS-XL-PRC |  | Notional | 27 | 2 | P | 272P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 27 | 2 | P | 272P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-GO-IPE-PRC |  | Notional | 27 | 2.3 | P | 272.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 27 | 2.3 | P | 272.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-HO-HDG-PRC |  | Notional | 27 | 3 | P | 273P |  | 143.111 |  | 59.10959400000002 |  | 120.756842 |  | -138.629905 |  | -177.636182 |  | -77.86491900000001 |  | -240.204557 |  | -437.102808 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -748.4609350000001 |  | -829.3582080000001 |  | 80.89727300000004
 |  |  |  | Benchmark | 27 | 3 | P | 273P |  | 143.086385 |  | 59.09942599999999 |  | 120.736072 |  | -138.60606 |  | -177.605629 |  | -77.85152599999999 |  | -240.163243 |  | -437.027627 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -748.3322019999999 |  | -829.215559 |  | 80.88335700000005
 |  | HO-PRC |  | Notional | 27 | 4 | P | 274P |  | 40 |  | 453.786817 |  | -63.14635200000009 |  | 193.83139 |  | 129.92312 |  | 354.147593 |  | 434.8550789999999 |  | 478.2326290000003 |  | 275.864606 |  | 179.537081 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2477.031963 |  | 2477.774301 |  | -0.7423380000004727
 |  |  |  | Benchmark | 27 | 4 | P | 274P |  | 39.99312 |  | 453.708766 |  | -63.13549100000004 |  | 193.798051 |  | 129.900774 |  | 354.0866790000001 |  | 434.7802829999999 |  | 478.1503689999998 |  | 275.817157 |  | 179.506201 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2476.605909 |  | 2477.348123 |  | -0.7422139999998763
 |  | PROD-HO-ERMS-XL-PRC |  | Notional | 27 | 5 | P | 275P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 27 | 5 | P | 275P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | GASOIL-INTL-.2GO-PRC |  | Notional | 27 | 6 | P | 276P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 27 | 6 | P | 276P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST2-KERO-HDG-PRC |  | Notional | 27 | 8 | P | 278P |  | -105.644 |  | 98.527709 |  | 86.282769 |  | 85.85482499999999 |  | -46.13201400000001 |  | -41.01449 |  | -89.02291600000001 |  | -237.287865 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -248.435982 |  | -261.497603 |  | 13.06162099999995
 |  |  |  | Benchmark | 27 | 8 | P | 278P |  | -105.625829 |  | 98.51076199999999 |  | 86.26792799999998 |  | 85.840058 |  | -46.12408 |  | -41.007435 |  | -89.007604 |  | -237.247052 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -248.393252 |  | -261.452623 |  | 13.059371
 |  | DIST-JET-HDG-PRC |  | Notional | 27 | 9 | P | 279P |  | 204.894 |  | -0.0009969999999981383 |  | -0.0009919999999965512 |  | -0.0009869999999949641 |  | 73.61393500000001 |  | 73.239183 |  | 217.518127 |  | 285.149432 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 854.411701 |  | 853.963607 |  | 0.4480939999999691
 |  |  |  | Benchmark | 27 | 9 | P | 279P |  | 204.818674 |  | 0.1148069999999861 |  | 0.1141499999999942 |  | 0.1135850000000064 |  | 73.601274 |  | 73.226587 |  | 217.480716 |  | 285.100386 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 854.570179 |  | 854.1219660000002 |  | 0.4482129999998961
 |  | KERO-PRC |  | Notional | 28 | 0 | P | 280P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 0 | P | 280P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | GASOIL-INTL-PRC |  | Notional | 28 | 2 | P | 282P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 2 | P | 282P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HO-INTL-PRC |  | Notional | 28 | 3 | P | 283P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 3 | P | 283P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DABHOL-HO-PRC |  | Notional | 28 | 5 | P | 285P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 5 | P | 285P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROD-ERMS-XL-PRC |  | Notional | 28 | 6 | P | 286P |  | -0.02624799999999539 |  | -0.1423800000001165 |  | -1.033851999999996 |  | -5.334953000000041 |  | -0.5970979999999884 |  | -0.01674300000000528 |  | -0.05680599999998037 |  | -0.728276999999963 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.936357000000086 |  | -5.637286999999972 |  | -2.299070000000114
 |  |  |  | Benchmark | 28 | 6 | P | 286P |  | -0.01461900000000605 |  | -59.171131 |  | -1.010502999999968 |  | -5.311396000000037 |  | -0.5816049999999959 |  | -0.004081000000005588 |  | -0.01774700000000303 |  | -0.6504970000000175 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -66.76157900000001 |  | -64.466063 |  | -2.295516000000006
 |  | COND-DUBAI-PRC |  | Notional | 28 | 7 | P | 287P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 7 | P | 287P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | CONDENSATE-PRC |  | Notional | 28 | 8 | P | 288P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 8 | P | 288P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 28 | 9 | P | 289P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 9 | P | 289P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-BRENT-HDG-PRC |  | Notional | 29 | 0 | P | 290P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 0 | P | 290P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BLENDSTOCK-PRC |  | Notional | 29 | 1 | P | 291P |  | 0 |  | 239.387023 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 239.387023 |  | 0 |  | 239.387023
 |  |  |  | Benchmark | 29 | 1 | P | 291P |  | 0 |  | 215.719546 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 215.719546 |  | 0 |  | 215.719546
 |  | BLND-HO-HDG-PRC |  | Notional | 2 | 19 | P | 219P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 2 | 19 | P | 219P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | Refp-Blend-Reformate-Prc |  | Notional | 29 | 2 | P | 292P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 2 | P | 292P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-BLEND-TOL-PRC |  | Notional | 29 | 3 | P | 293P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 3 | P | 293P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | TOL-PRC |  | Notional | 29 | 4 | P | 294P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 4 | P | 294P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-61GC-HDG-PRC |  | Notional | 29 | 5 | P | 295P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 5 | P | 295P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-61NY-HDG-PRC |  | Notional | 29 | 6 | P | 296P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 6 | P | 296P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-RES3%-HDG-PRC |  | Notional | 29 | 7 | P | 297P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 7 | P | 297P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BLND-WTI-HDG-PRC |  | Notional | 29 | 8 | P | 298P |  | 0 |  | 14.805054 |  | 96.40716 |  | 318.267755 |  | 344.291213 |  | 221.128953 |  | -891.16768 |  | -698.892692 |  | -416.380331 |  | -359.2367840000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1370.777352 |  | -1353.571032 |  | -17.20632000000023
 |  |  |  | Benchmark | 29 | 8 | P | 298P |  | 0 |  | 14.805054 |  | 96.40716 |  | 318.267755 |  | 344.291213 |  | 221.128953 |  | -891.1676799999999 |  | -698.892692 |  | -416.380331 |  | -359.236784 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1370.777352 |  | -1353.571032 |  | -17.20631999999978
 |  | [NAME] |  | Notional | 29 | 9 | P | 299P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 9 | P | 299P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 29 | 9.5 | P | 299.5P |  | 0 |  | -42.878432 |  | 189.738113 |  | -408.438223 |  | -172.875667 |  | 8.890449 |  | 137.778108 |  | 26.75075099999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -261.034901 |  | -263.6262989999999 |  | 2.591397999999913
 |  |  |  | Benchmark | 29 | 9.5 | P | 299.5P |  | 0 |  | -42.878432 |  | 189.738113 |  | -408.438223 |  | -172.875667 |  | 8.890449 |  | 137.778108 |  | 26.75075099999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -261.034901 |  | -263.6262989999999 |  | 2.591397999999856
 |  | CLEAN-ERMS-XL-PRC |  | Notional | 29 | 9.6 | P | 299.6P |  | -0.0002889999999999837 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.0002889999999999837 |  | 0 |  | -0.0002889999999999837
 |  |  |  | Benchmark | 29 | 9.6 | P | 299.6P |  | 0.01347 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.01347 |  | 0 |  | 0.01347
 |  |  |  | Notional |  |  |  |  |  | 684.70344445 |  | 386.53805973 |  | 96.84226499999957 |  | 851.9004740000001 |  | -1615.174835 |  | 390.8563190000001 |  | 380.1203899999999 |  | -217.2850670000002 |  | 117.3328340000001 |  | -110.1448930000001 |  | 1.651453 |  | 0 |  | 0 |  | 0 |  | 967.3404441799995 |  | 932.39217836 |  | 34.94826581999951
 |  |  | Total REFINED PRODUCTS | Benchmark |  |  |  |  |  | 608.1853759999998 |  | 365.332461 |  | 205.6460699999999 |  | 807.5065410000001 |  | -1477.508906 |  | 379.1994100000002 |  | 300.2006589999997 |  | -316.4075930000005 |  | 76.37452600000006 |  | -136.8012119999999 |  | 1.651453 |  | 0 |  | 0 |  | 0 |  | 813.3787849999989 |  | 772.0309959999994 |  | 41.34778899999947
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-03-01 00:00:00 |  | to |  | 2002-02-01 00:00:00 |  | is |  | -1054.199378
 | NATURAL GAS LIQUIDS
 |  | Long-Term NGL
 |  | C2-PRC |  | Notional | 30 | 0 | P | 300P |  | 46.065511 |  | 107.319922 |  | 4.994865000000001 |  | 3.802476 |  | 15.230744 |  | 15.635528 |  | 58.411627 |  | 28.747829 |  | 16.00556 |  | 16.236103 |  | 0 |  | 0 |  | 0 |  | 0 |  | 312.450165 |  | 303.462589 |  | 8.987576000000047
 |  |  |  | Benchmark | 30 | 0 | P | 300P |  | 24.369024 |  | 56.77309699999999 |  | 2.642324 |  | 2.01154 |  | 8.057185 |  | 8.271319 |  | 30.900219 |  | 15.207831 |  | 8.467068999999999 |  | 8.589027 |  | 0 |  | 0 |  | 0 |  | 0 |  | 165.288635 |  | 160.534139 |  | 4.754496000000017
 |  | [NAME] |  | Notional | 30 | 1 | P | 301P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 30 | 1 | P | 301P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 30 | 2 | P | 302P |  | 46.932475 |  | 469.417797 |  | 369.923734 |  | 247.082756 |  | 2.315317 |  | 22.260164 |  | 174.1424240000001 |  | 417.4979069999999 |  | 27.212657 |  | 538.427444 |  | 716.4243299999999 |  | 416.942002 |  | 0 |  | 0 |  | 3448.579007 |  | 3490.77887 |  | -42.19986299999937
 |  |  |  | Benchmark | 30 | 2 | P | 302P |  | 30.901655 |  | 309.07782 |  | 243.568145 |  | 162.686204 |  | 1.524469999999996 |  | 14.656715 |  | 114.660247 |  | 274.8923139999999 |  | 17.917575 |  | 354.515705 |  | 471.7138380000001 |  | 274.526289 |  | 0 |  | 0 |  | 2270.640977 |  | 2298.42655 |  | -27.78557300000011
 |  | NC4-PRC |  | Notional | 30 | 3 | P | 303P |  | -4.948781999999998 |  | 19.02515199999999 |  | 49.869943 |  | 0.326832999999997 |  | 14.25183 |  | 14.641285 |  | 63.465244 |  | 100.011838 |  | 5.443197 |  | 6.516499 |  | 0 |  | 0 |  | 0 |  | 0 |  | 268.603039 |  | 277.339716 |  | -8.736676999999986
 |  |  |  | Benchmark | 30 | 3 | P | 303P |  | -3.674634000000002 |  | 14.126804 |  | 37.030079 |  | 0.2426839999999993 |  | 10.582455 |  | 10.871638 |  | 47.125039 |  | 74.26209000000001 |  | 4.041755 |  | 4.838716000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 199.446626 |  | 205.933888 |  | -6.487261999999987
 |  | IC4-PRC |  | Notional | 30 | 4 | P | 304P |  | 5.057238 |  | 7.480994000000001 |  | 7.447925 |  | 7.453873 |  | 7.437486 |  | 7.419903000000001 |  | 24.962093 |  | 34.25540100000001 |  | 4.425916 |  | 5.305574999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 111.246404 |  | 111.834969 |  | -0.5885649999999742
 |  |  |  | Benchmark | 30 | 4 | P | 304P |  | 3.449618000000001 |  | 5.102897999999999 |  | 5.080341000000001 |  | 5.084398999999999 |  | 5.073221 |  | 5.061227 |  | 17.027017 |  | 23.366123 |  | 3.018982 |  | 3.619012 |  | 0 |  | 0 |  | 0 |  | 0 |  | 75.88283799999999 |  | 76.284308 |  | -0.4014700000000033
 |  | [NAME] |  | Notional | 30 | 6 | P | 306P |  | -0.412316 |  | 17.925719 |  | 17.875533 |  | 17.852726 |  | 17.826669 |  | 17.788874 |  | 53.094842 |  | 74.45088399999999 |  | 13.427894 |  | 14.667143 |  | 0 |  | 0 |  | 0 |  | 0 |  | 244.497968 |  | 244.386072 |  | 0.1118959999999447
 |  |  |  | Benchmark | 30 | 6 | P | 306P |  | -0.326965 |  | 14.215042 |  | 14.175244 |  | 14.157158 |  | 14.136495 |  | 14.106524 |  | 42.104051 |  | 59.03932700000001 |  | 10.64828 |  | 11.630999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 193.886155 |  | 193.797424 |  | 0.0887310000000241
 |  | C5+-BNT-HEDGE-PRC |  | Notional | 30 | 7 | P | 307P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 30 | 7 | P | 307P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | C5+-BRNT-HEDGE-PRC |  | Notional | 30 | 8 | P | 308P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 30 | 8 | P | 308P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | C5+-WTI-HEDGE-PRC |  | Notional | 30 | 9 | P | 309P |  | 0 |  | -7.1429 |  | -109.831556 |  | -93.858977 |  | -21.70829 |  | -60.18846599999999 |  | -216.83942 |  | -381.21242 |  | -38.540587 |  | -216.522849 |  | -347.849216 |  | -273.443491 |  | 0 |  | 0 |  | -1767.138172 |  | -1870.847921 |  | 103.7097490000001
 |  |  |  | Benchmark | 30 | 9 | P | 309P |  | 0 |  | -7.1429 |  | -109.831556 |  | -93.858977 |  | -21.70829 |  | -60.18846599999999 |  | -216.83942 |  | -381.21242 |  | -38.540587 |  | -216.522849 |  | -347.8492160000001 |  | -273.4434910000001 |  | 0 |  | 0 |  | -1767.138172 |  | -1870.847921 |  | 103.7097490000001
 |  | NC4-EUR-PRC |  | Notional | 31 | 0 | P | 310P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 31 | 0 | P | 310P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 31 | 1 | P | 311P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 31 | 1 | P | 311P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NG-NGL_HEDGE-PRC |  | Notional | 31 | 4 | P | 314P |  | 0 |  | 0 |  | -208.268752 |  | 76.479872 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -131.78888 |  | -131.7179 |  | -0.0709799999999916
 |  |  |  | Benchmark | 31 | 4 | P | 314P |  | 0 |  | 0 |  | -35.748155 |  | 13.127338 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -22.620817 |  | -22.608634 |  | -0.01218299999999317
 |  | NGL-HO-PRC |  | Notional | 31 | 4.1 | P | 314.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 31 | 4.1 | P | 314.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NAPTHA-EUR-PRC |  | Notional | 31 | 5 | P | 315P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 31 | 5 | P | 315P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NAPTHA-PRC |  | Notional | 31 | 6 | P | 316P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 31 | 6 | P | 316P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 92.694126 |  | 614.0266839999998 |  | 132.011692 |  | 259.1395590000001 |  | 35.35375599999999 |  | 17.55728800000001 |  | 157.23681 |  | 273.751439 |  | 27.974637 |  | 364.6299149999999 |  | 368.5751139999999 |  | 143.498511 |  | 0 |  | 0 |  | 2486.449531 |  | 2425.236395 |  | 61.2131360000003
 |  |  | Total Long-Term NGL | Benchmark |  |  |  |  |  | 54.71869799999999 |  | 392.152761 |  | 156.916422 |  | 103.450346 |  | 17.66553599999999 |  | -7.221042999999995 |  | 34.97715299999996 |  | 65.55526499999996 |  | 5.553073999999995 |  | 166.67061 |  | 123.864622 |  | 1.082797999999912 |  | 0 |  | 0 |  | 1115.386242 |  | 1041.519754 |  | 73.86648800000034
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 846.6618959999998
 |  | Physical NGL
 |  | EGLI-C2MW-PRC |  | Notional | 35 | 0 | P | 350P |  | 45.332981 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 45.332981 |  | 49.782981 |  | -4.45
 |  |  |  | Benchmark | 35 | 0 | P | 350P |  | 23.98151 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 23.98151 |  | 26.335595 |  | -2.354085000000001
 |  | EGLI-C2GC-PRC |  | Notional | 35 | 1 | P | 351P |  | 135.031077 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 135.031077 |  | 139.513677 |  | -4.482600000000019
 |  |  |  | Benchmark | 35 | 1 | P | 351P |  | 71.432519 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 71.432519 |  | 73.803851 |  | -2.371331999999995
 |  | EGLI-C3MW-PRC |  | Notional | 35 | 2 | P | 352P |  | -35.916131 |  | -19.948918 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -55.865049 |  | -40.96817 |  | -14.896879
 |  |  |  | Benchmark | 35 | 2 | P | 352P |  | -23.648186 |  | -13.134926 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.783112 |  | -26.974591 |  | -9.808520999999999
 |  | EGLI-C3GC-PRC |  | Notional | 35 | 3 | P | 353P |  | 380.3663550000001 |  | 0 |  | 0 |  | -24.670927 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 355.695428 |  | 201.578404 |  | 154.117024
 |  |  |  | Benchmark | 35 | 3 | P | 353P |  | 250.443859 |  | 0 |  | 0 |  | -16.244029 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 234.19983 |  | 132.724866 |  | 101.474964
 |  | EGLI-NC4MW-PRC |  | Notional | 35 | 4 | P | 354P |  | 3.725995999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.725995999999999 |  | 3.725995999999999 |  | 0
 |  |  |  | Benchmark | 35 | 4 | P | 354P |  | 2.766675 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.766675 |  | 2.766675 |  | 0
 |  | EGLI-WTI-PRC |  | Notional | 35 | 5 | P | 355P |  | 0 |  | 49.872297 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.872297 |  | 0 |  | 49.872297
 |  |  |  | Benchmark | 35 | 5 | P | 355P |  | 0 |  | 49.872297 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.872297 |  | 0 |  | 49.872297
 |  | EGLI-NC4GC-PRC |  | Notional | 35 | 6 | P | 356P |  | 24.066236 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 24.066236 |  | 11.684935 |  | 12.381301
 |  |  |  | Benchmark | 35 | 6 | P | 356P |  | 17.869974 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 17.869974 |  | 8.676450000000003 |  | 9.193524
 |  | EGLI-IC4MW-PRC |  | Notional | 35 | 7 | P | 357P |  | 2.348212 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.348212 |  | 2.348212 |  | 0
 |  |  |  | Benchmark | 35 | 7 | P | 357P |  | 1.601751 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.601751 |  | 1.601751 |  | 0
 |  | EGLI-IC4GC-PRC |  | Notional | 35 | 8 | P | 358P |  | 30.83637 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 30.83637 |  | 31.56632 |  | -0.7299499999999988
 |  |  |  | Benchmark | 35 | 8 | P | 358P |  | 21.03395 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 21.03395 |  | 21.53186 |  | -0.497910000000001
 |  | EGLI-C5GC-PRC |  | Notional | 35 | 9 | P | 359P |  | 192.757411 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 192.757411 |  | 193.653261 |  | -0.8958499999999958
 |  |  |  | Benchmark | 35 | 9 | P | 359P |  | 152.856049 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 152.856049 |  | 153.566455 |  | -0.7104059999999777
 |  | EGLI-C5MW-PRC |  | Notional | 36 | 0 | P | 360P |  | 9.843365 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 9.843365 |  | 9.843365 |  | 0
 |  |  |  | Benchmark | 36 | 0 | P | 360P |  | 7.805759 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 7.805759 |  | 7.805759 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 788.391872 |  | 29.923379 |  | 0 |  | -24.670927 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 793.644324 |  | 602.728981 |  | 190.915343
 |  |  | Total Physical NGL | Benchmark |  |  |  |  |  | 526.14386 |  | 36.737371 |  | 0 |  | -16.244029 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 546.637202 |  | 401.838671 |  | 144.798531
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 546.6372020000001
 |  |  |  | Notional |  |  |  |  |  | 881.085998 |  | 643.9500629999998 |  | 132.011692 |  | 234.4686320000001 |  | 35.35375599999999 |  | 17.55728800000001 |  | 157.23681 |  | 273.751439 |  | 27.974637 |  | 364.6299149999999 |  | 368.5751139999999 |  | 143.498511 |  | 0 |  | 0 |  | 3280.093855 |  | 3027.965376 |  | 252.128479
 |  |  | TOTAL NATURAL GAS LIQUIDS | Benchmark |  |  |  |  |  | 580.862558 |  | 428.890132 |  | 156.916422 |  | 87.206317 |  | 17.66553599999999 |  | -7.221042999999995 |  | 34.97715299999996 |  | 65.55526499999996 |  | 5.553073999999995 |  | 166.67061 |  | 123.864622 |  | 1.082797999999912 |  | 0 |  | 0 |  | 1662.023444 |  | 1443.358425 |  | 218.6650190000003
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 1393.299098
 | PETROCHEMICALS
 |  | BENZENE-PRC |  | Notional | 40 | 0 | P | 400P |  | -50.44345 |  | -109.719052 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -160.162502 |  | -110.257569 |  | -49.90493300000003
 |  |  |  | Benchmark | 40 | 0 | P | 400P |  | -48.24421599999999 |  | -104.935521 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 7.275957614183426e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -153.179737 |  | -105.450558 |  | -47.72917899999999
 |  | PARAXYLENE-PRC |  | Notional | 40 | 1 | P | 401P |  | 0.01305 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.01305 |  | 0.01305 |  | 0
 |  |  |  | Benchmark | 40 | 1 | P | 401P |  | 0.091319 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.091319 |  | 0.091319 |  | 0
 |  | STYRENE-PRC |  | Notional | 40 | 2 | P | 402P |  | 2.902 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.902 |  | 2.902 |  | 0
 |  |  |  | Benchmark | 40 | 2 | P | 402P |  | 20.042786 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 20.042786 |  | 20.042786 |  | 0
 |  | TOLUENE-PRC |  | Notional | 40 | 3 | P | 403P |  | 6.849 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.849 |  | 16.849 |  | -10
 |  |  |  | Benchmark | 40 | 3 | P | 403P |  | 6.550397 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.550397 |  | 16.114417 |  | -9.56402
 |  | XYLENE-PRC |  | Notional | 40 | 4 | P | 404P |  | 0.05333 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.05333 |  | 0.05333 |  | 0
 |  |  |  | Benchmark | 40 | 4 | P | 404P |  | 0.051353 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.051353 |  | 0.051353 |  | 0
 |  | BTX-UNL-HEDGE-PRC |  | Notional | 40 | 7 | P | 407P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 40 | 7 | P | 407P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | METH-PRC |  | Notional | 40 | 8 | P | 408P |  | -4.07463 |  | 9.974459000000001 |  | 19.835119 |  | 19.736741 |  | 19.630645 |  | 19.530709 |  | 58.005608 |  | 76.040358 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 218.679009 |  | 218.532065 |  | 0.1469439999999906
 |  |  |  | Benchmark | 40 | 8 | P | 408P |  | -1.89324 |  | 4.634543 |  | 9.216209999999998 |  | 9.170499 |  | 9.121201999999998 |  | 9.074768 |  | 26.951784 |  | 35.331467 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 101.607233 |  | 101.538957 |  | 0.06827599999999734
 |  | [NAME] |  | Notional | 41 | 0 | P | 410P |  | 243.68204 |  | -54.51740199999999 |  | -54.206406 |  | -53.93755400000001 |  | -53.647607 |  | -53.37449899999999 |  | -158.520625 |  | -197.794468 |  | 29.478892 |  | 56.455361 |  | 18.093096 |  | 0 |  | 0 |  | 0 |  | -278.289172 |  | -254.0847409999999 |  | -24.20443100000011
 |  |  |  | Benchmark | 41 | 0 | P | 410P |  | 109.391844 |  | -25.33102 |  | -25.186519 |  | -25.061599 |  | -24.92687800000001 |  | -24.799981 |  | -73.655182 |  | -91.903419 |  | 13.697102 |  | 26.231475 |  | 8.406794 |  | 0 |  | 0 |  | 0 |  | -133.137383 |  | -123.857374 |  | -9.280008999999978
 |  | METH-NG-HDG-PRC |  | Notional | 41 | 1 | P | 411P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 41 | 1 | P | 411P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | METH-NG-HDG-BAS |  | Notional | 4 | 12 | D | 412D |  | -3.6632 |  | -4.9772552 |  | -5.4321449 |  | -5.9827984 |  | -7.900254700000001 |  | -4.0368023 |  | -15.8590281 |  | -32.27978940000001 |  | -31.9552124 |  | -58.2245833 |  | -49.15857839999999 |  | -29.0542613 |  | 0 |  | 0 |  | -248.5239084 |  | -248.242637 |  | -0.2812713999999801
 |  |  |  | Benchmark | 4 | 12 | D | 412D |  | -6.287675999999999 |  | -8.543177 |  | -9.32397 |  | -10.269136 |  | -13.560341 |  | -6.928943 |  | -27.221126 |  | -55.40643499999999 |  | -54.84931899999999 |  | -99.939209 |  | -84.37792300000002 |  | -49.869998 |  | 0 |  | 0 |  | -426.577253 |  | -426.094469 |  | -0.482783999999981
 |  | METH-NG-HDG-BAS |  | Notional |  |  |  |  |  | 3.6632 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.6632 |  | 3.6632 |  | 0
 |  |  |  | Benchmark |  |  |  |  |  | 6.287675999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.287675999999999 |  | 6.287675999999999 |  | 0
 |  | PYGAS-PRC |  | Notional | 41 | 3 | P | 413P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 41 | 3 | P | 413P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 198.98134 |  | -159.2392502 |  | -39.8034319 |  | -40.1836114 |  | -41.9172167 |  | -37.8805923 |  | -116.3740451 |  | -154.0338994 |  | -2.476320399999995 |  | -1.769222300000003 |  | -31.06548239999999 |  | -29.0542613 |  | 0 |  | 0 |  | -454.8159934000001 |  | -370.5723019999999 |  | -84.24369140000022
 |  |  | Total PETROCHEMICALS | Benchmark |  |  |  |  |  | 85.99024299999998 |  | -134.175175 |  | -25.294279 |  | -26.160236 |  | -29.36601700000001 |  | -22.654156 |  | -73.92452399999999 |  | -111.978387 |  | -41.15221699999999 |  | -73.707734 |  | -75.97112900000002 |  | -49.869998 |  | 0 |  | 0 |  | -578.263609 |  | -511.2758930000001 |  | -66.98771599999992
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -410.337872
PLASTICS (000's Lbs)
 |  | PLAST-C2-HEDGE-PRC |  | Notional | 45 | 1 | P | 451P |  | 0 |  | 0.001154 |  | 0.001147 |  | 0.001142 |  | 0.001135 |  | 0.00113 |  | 0.001495 |  | 0.000734 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.007937000000000001 |  | 0.9894180000000001 |  | -0.9814810000000002
 |  |  |  | Benchmark | 45 | 1 | P | 451P |  | 0 |  | 9.497824000000001 |  | 9.443643 |  | 9.396805 |  | 9.346290999999999 |  | 9.298710999999999 |  | 12.311973 |  | 6.033894 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 65.329141 |  | 65.290162 |  | 0.03897900000001187
 |  | PLAST-C3-HEDGE-PRC |  | Notional | 45 | 2 | P | 452P |  | 0 |  | 0 |  | 0.000158 |  | 0.000157 |  | 0.000157 |  | 0.000156 |  | 0.000463 |  | 0.000607 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001698 |  | 0.300333 |  | -0.298635
 |  |  |  | Benchmark | 45 | 2 | P | 452P |  | 0 |  | 0 |  | 3.264999 |  | 3.248806 |  | 3.231341 |  | 3.214892 |  | 9.54813 |  | 12.516775 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 35.024943 |  | 35.001649 |  | 0.02329399999999993
 |  | PLAST-BENZENE-PRC |  | Notional | 47 | 1 | P | 471P |  | -25 |  | 0 |  | -9.91756 |  | -9.868371 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.78593100000001 |  | -44.774924 |  | -0.01100700000000643
 |  |  |  | Benchmark | 47 | 1 | P | 471P |  | -23.91005 |  | 0 |  | -9.485174 |  | -9.438129 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -42.833353 |  | -42.82282699999999 |  | -0.01052600000001291
 |  | PLAST-GR-PRC |  | Notional | 45 | 2.5 | P | 452.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 45 | 2.5 | P | 452.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PLAST-UNLEADED-PRC |  | Notional | 45 | 3.5 | P | 453.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 45 | 3.5 | P | 453.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PLAST-STYRENE-PRC |  | Notional | 45 | 3.3 | P | 453.3P |  | -1.123776 |  | -0.896716 |  | -0.8916000000000001 |  | -0.887178 |  | -0.882409 |  | -0.877917 |  | -2.607386 |  | -3.418059 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -11.585041 |  | -11.578191 |  | -0.006850000000000023
 |  |  |  | Benchmark | 45 | 3.3 | P | 453.3P |  | -7.717519 |  | -6.158186 |  | -6.123055999999999 |  | -6.092687 |  | -6.059935 |  | -6.029086 |  | -17.906199 |  | -23.473485 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -79.560153 |  | -79.513113 |  | -0.04703999999999553
 |  | PLAST-WTI-PRC |  | Notional | 45 | 5.8 | P | 455.8P |  | 0 |  | 0 |  | 0 |  | 4.934185 |  | 0 |  | -4.882676999999999 |  | -14.501402 |  | -22.757956 |  | -11.034584 |  | -21.132456 |  | -6.772637 |  | 0 |  | 0 |  | 0 |  | -76.147527 |  | -76.07418799999999 |  | -0.07333900000000426
 |  |  |  | Benchmark | 45 | 5.8 | P | 455.8P |  | 0 |  | 0 |  | 0 |  | 4.934185 |  | 0 |  | -4.882676999999999 |  | -14.501402 |  | -22.757956 |  | -11.034584 |  | -21.132456 |  | -6.772637 |  | 0 |  | 0 |  | 0 |  | -76.14752700000001 |  | -76.07418799999999 |  | -0.07333900000001847
 |  |  |  | Notional |  |  |  |  |  | -26.123776 |  | -0.895562 |  | -10.807855 |  | -10.75425 |  | -0.881117 |  | -0.8766309999999999 |  | -2.605428 |  | -3.416717999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -56.36133700000001 |  | -55.06336399999999 |  | -1.297973000000013
 |  |  | TOTAL C2-C3_HEDGE | Benchmark |  |  |  |  |  | -31.627569 |  | 3.339638000000002 |  | -2.899587999999999 |  | -2.885204999999999 |  | 6.517696999999999 |  | 6.484517 |  | 3.953904000000001 |  | -4.922816000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -98.18694900000001 |  | -98.11831699999999 |  | -0.06863200000002223
 |  | ETHYLENE-PRC |  | Notional | 45 | 0 | P | 450P |  | 1000 |  | 997.445931 |  | 991.7559609999998 |  | 986.8370620000001 |  | 981.532227 |  | 976.5354709999999 |  | 4829.036886 |  | 9477.968752 |  | 5517.292126 |  | 10566.228548 |  | 3386.317926 |  | 0 |  | 0 |  | 0 |  | 39710.95089000001 |  | 39674.57915100001 |  | 36.37173900000198
 |  |  |  | Benchmark | 45 | 0 | P | 450P |  | 1.5 |  | 1.496169 |  | 1.487634 |  | 1.480256 |  | 1.472298 |  | 1.464803 |  | 7.243556000000001 |  | 14.216954 |  | 8.275937 |  | 15.849343 |  | 5.079477000000001 |  | 0 |  | 0 |  | 0 |  | 59.56642699999999 |  | 59.51186799999999 |  | 0.05455899999999758
 |  | PLAST-NG-HEDGE-PRC |  | Notional | 45 | 3 | P | 453P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3.747865899999999 |  | -11.0345843 |  | -21.1324572 |  | -6.7726358 |  | 0 |  | 0 |  | 0 |  | -42.68754319999999 |  | -42.6385002 |  | -0.04904299999999751
 |  |  |  | Benchmark | 45 | 3 | P | 453P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.433 |  | -18.940241 |  | -36.272671 |  | -11.624847 |  | 0 |  | 0 |  | 0 |  | -73.270759 |  | -73.186579 |  | -0.08418000000000347
 |  | POLYETHYLENE-PRC |  | Notional | 45 | 4 | P | 454P |  | -992.042184 |  | -3491.060757 |  | -3471.145863 |  | -3453.929718 |  | -3435.362794 |  | -1464.803207 |  | -4350.420578 |  | -5703.02685 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -26361.791951 |  | -26342.221104 |  | -19.57084700000269
 |  |  |  | Benchmark | 45 | 4 | P | 454P |  | -0.198408 |  | -0.6982119999999999 |  | -0.6942289999999999 |  | -0.690786 |  | -0.6870729999999999 |  | -0.292961 |  | -0.8700840000000001 |  | -1.140605 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -5.272358 |  | -5.268444 |  | -0.003913999999999973
 |  | POLYSTYRENE-PRC |  | Notional | 45 | 5 | P | 455P |  | -900 |  | -897.701338 |  | -892.580365 |  | -888.1533559999999 |  | -883.3790040000001 |  | -878.8819240000001 |  | -2610.252347 |  | -4920.962472 |  | -4413.833701 |  | -267.997906 |  | 0 |  | 0 |  | 0 |  | 0 |  | -17553.742413 |  | -17541.049986 |  | -12.69242699999813
 |  |  |  | Benchmark | 45 | 5 | P | 455P |  | -0.45 |  | -0.448851 |  | -0.44629 |  | -0.444077 |  | -0.44169 |  | -0.439441 |  | -1.305127 |  | -2.460481 |  | -2.206916 |  | -0.134 |  | 0 |  | 0 |  | 0 |  | 0 |  | -8.776873 |  | -8.770527 |  | -0.006346000000000629
 |  | PROP-ERMS-XL-PRC |  | Notional | 45 | 6 | P | 456P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.005000000000000006 |  | 0.005000000000000006
 |  |  |  | Benchmark | 45 | 6 | P | 456P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROPYLENE-PRC |  | Notional | 45 | 7 | P | 457P |  | 500 |  | 997.445931 |  | 991.7559609999998 |  | 986.8370620000001 |  | 981.532227 |  | 976.5354709999999 |  | 971.523886 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6405.630538 |  | 6402.242279999999 |  | 3.38825800000086
 |  |  |  | Benchmark | 45 | 7 | P | 457P |  | 3.2 |  | 6.383654000000001 |  | 6.347238 |  | 6.315757 |  | 6.281806 |  | 6.249826999999999 |  | 6.217753000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 40.996035 |  | 40.974351 |  | 0.02168400000000048
 |  | POLYPROPYLENE-PRC |  | Notional | 45 | 8 | P | 458P |  | -2112.5 |  | -1645.785785 |  | -1636.397335 |  | -1628.281153 |  | -1619.528174 |  | -1611.283527 |  | -4785.462634999999 |  | -4399.396583 |  | 5517.292126 |  | 10566.228548 |  | 3386.317926 |  | 0 |  | 0 |  | 0 |  | 31.20340799999758 |  | 19.25381800000014 |  | 11.94958999999744
 |  |  |  | Benchmark | 45 | 8 | P | 458P |  | -1.8675 |  | -1.486194 |  | -1.477716 |  | -1.470387 |  | -1.462483 |  | -1.455037 |  | -4.321416999999999 |  | -5.477614000000002 |  | 0.551729 |  | 1.056622 |  | 0.338631 |  | 0 |  | 0 |  | 0 |  | -17.071366 |  | -17.062467 |  | -0.008899000000003099
 |  | PYPP-ERMS-XL-PRC |  | Notional | 45 | 9 | P | 459P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 45 | 9 | P | 459P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PVC-PRC |  | Notional | 46 | 0 | P | 460P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 46 | 0 | P | 460P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -2504.542184 |  | -4039.656018 |  | -4016.611641 |  | -3996.690103 |  | -3975.205517999999 |  | -2001.897716 |  | -5945.574787999999 |  | -5549.1650189 |  | 6609.715966700001 |  | 20843.3267328 |  | 6765.863216199999 |  | 0 |  | 0 |  | 0 |  | 2189.562928800005 |  | 2170.160658800004 |  | 19.40226999999946
 |  |  | TOTAL PLASTICS (LBS) | Benchmark |  |  |  |  |  | 2.184092000000001 |  | 5.246566000000001 |  | 5.216637 |  | 5.190762999999999 |  | 5.162858 |  | 5.527190999999999 |  | 6.964681000000003 |  | -1.294746000000003 |  | -12.319491 |  | -19.500706 |  | -6.206738999999998 |  | 0 |  | 0 |  | 0 |  | -3.828894000000009 |  | -3.801797999999998 |  | -0.02709600000000911
 |  |  |  | Notional |  |  |  |  |  | -2530.66596 |  | -4040.55158 |  | -4027.419496 |  | -4007.444353 |  | -3976.086634999999 |  | -2002.774347 |  | -5948.180215999999 |  | -5552.581736900001 |  | 6609.715966700001 |  | 20843.3267328 |  | 6765.863216199999 |  | 0 |  | 0 |  | 0 |  | 2133.201591800005 |  | 2115.097294800004 |  | 18.10429699999945
 |  |  | [NAME] (LBS) | Benchmark |  |  |  |  |  | -29.443477 |  | 8.586204000000002 |  | 2.317049000000002 |  | 2.305558 |  | 11.680555 |  | 12.011708 |  | 10.918585 |  | -6.217562000000004 |  | -12.319491 |  | -19.500706 |  | -6.206738999999998 |  | 0 |  | 0 |  | 0 |  | -102.015843 |  | -101.920115 |  | -0.09572800000003134
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-07-01 00:00:00 |  | to |  | 2002-06-01 00:00:00 |  | is |  | -55.29422700000001
US-UK-ARB
 |  | US-UK-KE-ARB-PRC |  | Notional | 50 | 0 | P | 500P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 50 | 0 | P | 500P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | US-UK-KERO-ARB-PRC |  | Notional | 50 | 0.5 | P | 500.5P |  | 0.001 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.000982 |  | 0.000977 |  | 0.002901 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.008836000000000002 |  | 0.008829 |  | 7.000000000001796e-06
 |  |  |  | Benchmark | 50 | 0.5 | P | 500.5P |  | 0.001 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.0009809999999999999 |  | 0.000976 |  | 0.0029 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.008833 |  | 0.008829 |  | 4.000000000000531e-06
 |  | US-UK-ARB-.2GO-PRC |  | Notional | 49 | 1.5 | P | 491.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 49 | 1.5 | P | 491.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | US-UK-GO-ARB-PRC |  | Notional | 50 | 1 | P | 501P |  | 3.684211 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.684211 |  | 4.210526 |  | -0.5263149999999999
 |  |  |  | Benchmark | 50 | 1 | P | 501P |  | 27.472126 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 27.472126 |  | 31.396716 |  | -3.924590000000002
 |  | US-UK-GR-ARB-GOI-PRC |  | Notional | 50 | 1.7 | P | 501.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 50 | 1.7 | P | 501.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1e-06 |  | 1e-06
 |  | US-UK-GR-KE-ARB-PRC |  | Notional | 52 | 1 | P | 521P |  | 20 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 20 |  | 22.5 |  | -2.5
 |  |  |  | Benchmark | 52 | 1 | P | 521P |  | 19.99656 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 19.99656 |  | 22.49613 |  | -2.499569999999999
 |  | US-UK-GR-HO-ARB-PRC |  | Notional | 50 | 1.9 | P | 501.9P |  | -20 |  | -427.904304 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -447.904304 |  | -450.1709470000001 |  | 2.266643000000045
 |  |  |  | Benchmark | 50 | 1.9 | P | 501.9P |  | -19.99656 |  | -427.830705 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -447.827265 |  | -450.093517 |  | 2.266252000000009
 |  | US-UK-GR-KR-ARB-PRC |  | Notional | 52 | 1.8 | P | 521.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 52 | 1.8 | P | 521.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | US-UK-HO-ARB-PRC |  | Notional | 50 | 2 | P | 502P |  | 0 |  | 427.904304 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 427.904304 |  | 427.6709470000001 |  | 0.2333569999999554
 |  |  |  | Benchmark | 50 | 2 | P | 502P |  | 0 |  | 427.830705 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 427.830705 |  | 427.597387 |  | 0.233317999999997
 |  |  |  | Notional |  |  |  |  |  | 3.685210999999999 |  | 0.0009969999999839274 |  | 0.000992 |  | 0.000987 |  | 0.000982 |  | 0.000977 |  | 0.002901 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.693046999999979 |  | 4.219355000000007 |  | -0.5263080000000286
 |  |  | Total US-UK-ARB | Benchmark |  |  |  |  |  | 27.473126 |  | 0.0009969999999839274 |  | 0.000992 |  | 0.000987 |  | 0.0009809999999999999 |  | 0.000976 |  | 0.0029 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 27.48095900000004 |  | 31.40554400000002 |  | -3.924584999999979
 |  |  |  | Notional |  |  |  |  |  | -852.0017485499999 |  | -5485.51577147 |  | -3517.5293639 |  | -4484.0845964 |  | -7273.010096699999 |  | -1981.4796863 |  | -5146.122283099999 |  | -3928.881729300002 |  | 6817.581336300001 |  | 21623.8606025 |  | 7629.6524728 |  | -1204.0602023 |  | 515.0030029999999 |  | 847.4786259999998 |  | 3560.890562580001 |  | 6508.369991160004 |  | -2947.479428580006
 |  |  | TOTAL DOMESTIC | Benchmark |  |  |  |  |  | 1340.643964 |  | -1347.151834 |  | 497.4100030000002 |  | -662.4027679999996 |  | -3123.170318 |  | 23.15084000000007 |  | 685.9727209999998 |  | 1352.756111 |  | 221.7162509999997 |  | 684.8285280000005 |  | 635.3737830000002 |  | -1367.291652 |  | 515.0030029999999 |  | 847.4786259999998 |  | 228.1697309999981 |  | 2336.564506 |  | -2108.394775000001
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-03-01 00:00:00 |  | to |  | 2002-02-01 00:00:00 |  | is |  | -6020.141143999999 |  |  |  |  |  |  |  |  |  |  |  | 0
Southern Cone
 |  | TBS-MTM-CRD |  | Notional | 50 | 3 | P | 503P |  | 15.23093 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.28089399999999 |  | 174.017517 |  | 16.44711300000001 |  | -100.568706 |  | -88.54900900000001 |  | 2.871286999999991 |  | 7.260687999999994 |  | -646.2492609999999 |  | -368.5567549999999 |  | -380.1519469999997 |  | 11.59519199999983
 |  |  |  | Benchmark | 50 | 3 | P | 503P |  | 15.23093 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.280894 |  | 174.017517 |  | 16.44711300000001 |  | -100.568706 |  | -88.54900899999998 |  | 2.871286999999994 |  | 7.260687999999991 |  | -646.2492609999999 |  | -368.556755 |  | -380.1519469999997 |  | 11.59519199999971
 |  | EI-TBS-PRC |  | Notional | 50 | 4 | P | 504P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 50 | 4 | P | 504P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | EI-SC-XL-PRC |  | Notional | 50 | 4.5 | P | 504.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.924666 |  | 5.063499 |  | 16.068194 |  | 23.333261 |  | 13.725849 |  | 132.523557 |  | 191.639026 |  | 202.895631 |  | -11.25660500000004
 |  |  |  | Benchmark | 50 | 4.5 | P | 504.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.9246660000000001 |  | 5.063499 |  | 16.068194 |  | 23.333261 |  | 13.725849 |  | 132.523557 |  | 191.639026 |  | 202.895631 |  | -11.25660500000004
 |  |  |  | Notional |  |  |  |  |  | 15.23093 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.28089399999999 |  | 174.017517 |  | 17.37177900000001 |  | -95.50520699999998 |  | -72.480815 |  | 26.20454799999999 |  | 20.98653699999999 |  | -513.725704 |  | -176.9177289999999 |  | -177.2563159999997 |  | 0.3385869999997908
 |  |  | Total Southern Cone | Benchmark |  |  |  |  |  | 15.23093 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.280894 |  | 174.017517 |  | 17.371779 |  | -95.50520700000001 |  | -72.48081499999998 |  | 26.204548 |  | 20.98653699999999 |  | -513.725704 |  | -176.917729 |  | -177.2563159999996 |  | 0.3385869999996771
INTERNATIONAL
 | INT'L CRUDE OIL
 |  | UK-CRD-WTI-PRC |  | Notional | 61 | 2 | P | 612P |  | 0 |  | -41.892729 |  | 29.752679 |  | -1.973674 |  | 78.522578 |  | 67.380948 |  | 198.206822 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 329.996624 |  | 525.742432 |  | -195.745808
 |  |  |  | Benchmark | 61 | 2 | P | 612P |  | 0 |  | -41.892729 |  | 29.752679 |  | -1.973674 |  | 78.522578 |  | 67.380948 |  | 198.206822 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 329.996624 |  | 525.742432 |  | -195.745808
 |  |  |  | Notional |  |  |  |  |  | 0 |  | -41.892729 |  | 29.752679 |  | -1.973674 |  | 78.522578 |  | 67.380948 |  | 198.206822 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 329.996624 |  | 525.742432 |  | -195.745808
 |  |  | Total INT'L CRUDE OIL | Benchmark |  |  |  |  |  | 0 |  | -41.892729 |  | 29.752679 |  | -1.973674 |  | 78.522578 |  | 67.380948 |  | 198.206822 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 329.996624 |  | 525.742432 |  | -195.745808
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 00:00:00 |  | to |  | - |  | is |  | 0
 | INT'L REFINED PRODUCTS
 |  | UK-MTBE-EURO-PRC |  | Notional | 51 | 1 | P | 511P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | (Notional in actual positions, not 000's) |  | Benchmark | 51 | 1 | P | 511P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-DUBA-PRC |  | Notional | 51 | 2 | P | 512P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 2 | P | 512P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-JET-PRC |  | Notional | 51 | 3 | P | 513P |  | 36.842105 |  | 0 |  | 87.383618 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 124.225723 |  | 85.773125 |  | 38.45259800000001
 |  |  |  | Benchmark | 51 | 3 | P | 513P |  | 36.83576799999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.83576799999999 |  | 42.098021 |  | -5.262253000000001
 |  | UK-JV-ARB-BRNT-PRC |  | Notional | 51 | 4 | P | 514P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 4 | P | 514P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-GASOIL-ARB-PRC |  | Notional | 51 | 5 | P | 515P |  | -9.210526 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.210526 |  | -10.526316 |  | 1.315790000000002
 |  |  |  | Benchmark | 51 | 5 | P | 515P |  | -9.208941999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.208941999999999 |  | -10.524505 |  | 1.315563000000001
 |  | UK-JV-ARB-GOSG-PRC |  | Notional | 51 | 6 | P | 516P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 6 | P | 516P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-HO-PRC |  | Notional | 51 | 7 | P | 517P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 7 | P | 517P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-HO-IDX |  | Notional | 51 | 8 | P | 518P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 8 | P | 518P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-.2GO-PRC |  | Notional | 51 | 9 | P | 519P |  | -0.045316 |  | -0.201484 |  | -0.117027 |  | -0.067105 |  | -0.044169 |  | -0.001953 |  | -0.014506 |  | -0.615559 |  | -0.178306 |  | -1.089441 |  | -1.068883 |  | -1.026597 |  | -0.942261 |  | -2.620964 |  | -8.033571 |  | -8.020783 |  | -0.01278800000000047
 |  |  |  | Benchmark | 51 | 9 | P | 519P |  | -0.337907 |  | -1.502411 |  | -0.8726389999999999 |  | -0.500382 |  | -0.329356 |  | -0.014564 |  | -0.108168 |  | -4.590047999999999 |  | -1.329582 |  | -8.123645 |  | -7.970348999999998 |  | -7.655037000000001 |  | -7.026172 |  | -19.54374200000001 |  | -59.90400200000001 |  | -59.80867600000001 |  | -0.09532600000000002
 |  | UK-LITE-HU-EURO-PRC |  | Notional | 52 | 0 | P | 520P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 52 | 0 | P | 520P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 0 | 0 | P | 00P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 0 | 0 | P | 00P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GAS-FUEL-HDG |  | Notional | 52 | 1.5 | P | 521.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 52 | 1.5 | P | 521.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 27.586263 |  | -0.201484 |  | 87.266591 |  | -0.067105 |  | -0.044169 |  | -0.001953 |  | -0.014506 |  | -0.615559 |  | -0.178306 |  | -1.089441 |  | -1.068883 |  | -1.026597 |  | -0.942261 |  | -2.620964 |  | 106.981626 |  | 67.22602599999999 |  | 39.75560000000002
 |  |  | Total INT'L REFINED PRODUCTS | Benchmark |  |  |  |  |  | 27.28891899999999 |  | -1.502411 |  | -0.8726389999999999 |  | -0.500382 |  | -0.329356 |  | -0.014564 |  | -0.108168 |  | -4.590047999999999 |  | -1.329582 |  | -8.123645 |  | -7.970348999999998 |  | -7.655037000000001 |  | -7.026172 |  | -19.54374200000001 |  | -32.27717600000001 |  | -28.23516000000001 |  | -4.042016000000004
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | - |  | to |  | - |  | is |  | 0
 | Int'l Residual Fuels
 |  | FINLAND-JV-.2GO-PRC |  | Notional | 55 | 0 | P | 550P |  | 2.668 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.668 |  | 2.668 |  | 0
 |  |  |  | Benchmark | 55 | 0 | P | 550P |  | 19.894529 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 19.894529 |  | 19.894529 |  | 0
 |  | FINLAND-JV-BRNT-PRC |  | Notional | 55 | 1 | P | 551P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 55 | 1 | P | 551P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FINLAND-JV-EN590-PRC |  | Notional | 55 | 2 | P | 552P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 55 | 2 | P | 552P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FINLAND-JV-GO-PRC |  | Notional | 55 | 3 | P | 553P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 55 | 3 | P | 553P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-3.5%-PRC |  | Notional | 55 | 4 | P | 554P |  | 13.343121 |  | 68.57566499999999 |  | -8.64716 |  | 5.736138 |  | 44.997854 |  | 45.288122 |  | 146.174492 |  | 154.136557 |  | 158.33016 |  | 164.082391 |  | 54.36879 |  | 35.219059 |  | 33.195902 |  | 84.05020599999999 |  | 998.851297 |  | 999.0738980000001 |  | -0.2226010000000542
 |  |  |  | Benchmark | 55 | 4 | P | 554P |  | 67.783053 |  | 348.364378 |  | -43.927573 |  | 29.139583 |  | 228.589097 |  | 230.063659 |  | 742.566421 |  | 817.0585500000001 |  | 904.85686 |  | 937.7308760000001 |  | 326.264218 |  | 223.641021 |  | 210.793963 |  | 533.7187949999999 |  | 5556.642901000001 |  | 5556.831881 |  | -0.1889799999989918
 |  | UK-FIN-HSNC-PRC |  | Notional | 55 | 7 | P | 557P |  | 1.661262 |  | -18.641227 |  | -15.960448 |  | -2.800772 |  | -2.559885 |  | -2.366536 |  | -17.548765 |  | -23.278541 |  | -11.121776 |  | -7.249775999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -99.86646400000001 |  | -99.55730900000002 |  | -0.3091549999999899
 |  |  |  | Benchmark | 55 | 7 | P | 557P |  | 8.439210999999998 |  | -94.697435 |  | -81.079074 |  | -14.227921 |  | -13.004216 |  | -12.022003 |  | -89.147729 |  | -120.726071 |  | -63.56094899999999 |  | -41.432469 |  | 0 |  | 0 |  | 0 |  | 0 |  | -521.458656 |  | -519.873975 |  | -1.584681000000046
 |  | UK-FIN-HSNF-PRC |  | Notional | 55 | 8 | P | 558P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 55 | 8 | P | 558P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-LSNC-PRC |  | Notional | 56 | 1 | P | 561P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.212960000000001 |  | -20.781252 |  | -28.215524 |  | -44.82817799999999 |  | -207.21878 |  | -308.256694 |  | -307.0568510000001 |  | -1.19984299999993
 |  |  |  | Benchmark | 56 | 1 | P | 561P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -41.222066 |  | -129.17184 |  | -179.168574 |  | -284.6589259999999 |  | -1315.839236 |  | -1950.060642 |  | -1942.451446 |  | -7.609196000000793
 |  | UK-RESID3%-HSFS-PRC |  | Notional | 56 | 4 | P | 564P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 56 | 4 | P | 564P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RHEIN-GASOIL-PRC |  | Notional | 56 | 4.5 | P | 564.5P |  | -8.881784197001252e-16 |  | -1.000000001027956e-06 |  | 1.77635683940025e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.359223927328458e-16 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.999999999038556e-07 |  | -9.992007221626409e-16 |  | -9.999999989046549e-07
 |  |  |  | Benchmark | 56 | 4.5 | P | 564.5P |  | 0 |  | 0 |  | -1.000000003841706e-06 |  | 1.455191522836685e-14 |  | 0 |  | 0 |  | 0 |  | 1.4210854715202e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.99999987868705e-07 |  | 1.000000005376478e-06 |  | -1.999999993245183e-06
 |  | UK-RESID3%-HSMF-PRC |  | Notional | 56 | 5 | P | 565P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 56 | 5 | P | 565P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID3%-HSNC-PRC |  | Notional | 56 | 6 | P | 566P |  | -6.447368 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.447368 |  | -7.368421 |  | 0.9210529999999997
 |  |  |  | Benchmark | 56 | 6 | P | 566P |  | -32.752631 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -32.752631 |  | -37.431579 |  | 4.678947999999998
 |  | UK-RESID3%-HSNF-PRC |  | Notional | 56 | 7 | P | 567P |  | 48.237105 |  | -24.936149 |  | -19.835119 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.465837000000004 |  | 6.209527000000005 |  | -2.743690000000001
 |  |  |  | Benchmark | 56 | 7 | P | 567P |  | 245.044495 |  | -126.675634 |  | -100.762406 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 17.60645499999998 |  | 31.54440099999997 |  | -13.93794599999998
 |  | UK-FIN-1%-PRC |  | Notional | 56 | 8 | P | 568P |  | -0.4408789999999989 |  | -6.118174000000003 |  | 2.879558999999997 |  | 4.131813999999999 |  | 18.487037 |  | 18.277279 |  | 26.515535 |  | 27.85627800000001 |  | 48.000442 |  | 7.866161 |  | 0 |  | 0 |  | 0 |  | 0 |  | 147.455052 |  | 105.163573 |  | 42.29147899999998
 |  |  |  | Benchmark | 56 | 8 | P | 568P |  | -2.23966599999999 |  | -31.080326 |  | 14.62815700000001 |  | 20.98961600000001 |  | 93.91414900000001 |  | 92.848573 |  | 134.698911 |  | 151.8624360000001 |  | 274.322523 |  | 44.955111 |  | 0 |  | 0 |  | 0 |  | 0 |  | 794.899484 |  | 534.2309540000001 |  | 260.6685299999999
 |  | UK-FIN-1%-SUB-PRC |  | Notional | 56 | 8.5 | P | 568.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 56 | 8.5 | P | 568.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-LSMC-PRC |  | Notional | 57 | 3 | P | 573P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 3 | P | 573P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-LSMF-PRC |  | Notional | 57 | 4 | P | 574P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 4 | P | 574P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-LSNF-PRC |  | Notional | 57 | 5 | P | 575P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 5 | P | 575P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-EURO-PRC |  | Notional | 57 | 6 | P | 576P |  | 4.375 |  | 4.987229999999999 |  | 9.91756 |  | 19.736741 |  | 4.907661 |  | -19.530709 |  | 19.359022 |  | -2.325523 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 41.426982 |  | 31.777076 |  | 9.649905999999998
 |  |  |  | Benchmark | 57 | 6 | P | 576P |  | 32.623148 |  | 37.188374 |  | 73.95246499999999 |  | 147.171353 |  | 36.595055 |  | -145.635031 |  | 144.354801 |  | -17.340774 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 308.909391 |  | 236.952742 |  | 71.956649
 |  | UK-HU-KERO-PRC |  | Notional | 57 | 6.1 | P | 576.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.815322 |  | -9.765355 |  | -9.715239 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -29.295916 |  | -29.278479 |  | -0.01743700000000459
 |  |  |  | Benchmark | 57 | 6.1 | P | 576.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.19010899999999 |  | -72.817516 |  | -72.443815 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -218.45144 |  | -218.32142 |  | -0.1300199999999734
 |  | UK-HU-NAPE-PRC |  | Notional | 57 | 6.2 | P | 576.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 6.2 | P | 576.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-NAPS-PRC |  | Notional | 57 | 6.3 | P | 576.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 6.3 | P | 576.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-SING-PRC |  | Notional | 57 | 6.4 | P | 576.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 6.4 | P | 576.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-PRC |  | Notional | 57 | 7 | P | 577P |  | 124 |  | -123.683295 |  | 0 |  | 0 |  | -81.467175 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -81.15047 |  | -81.036663 |  | -0.1138069999999942
 |  |  |  | Benchmark | 57 | 7 | P | 577P |  | 111.740492 |  | -111.455099 |  | 0 |  | 0 |  | -73.41275999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.12736699999999 |  | -73.02481099999999 |  | -0.102556000000007
 |  | UK-.2GO-JV-PRC |  | Notional | 57 | 9 | P | 579P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 9 | P | 579P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-EN590-P-EN59-PRC |  | Notional | 58 | 0 | P | 580P |  | 14.464602 |  | -4.987229999999999 |  | -4.95878 |  | -4.934185 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.4155930000000012 |  | 4.361167000000002 |  | -4.776760000000003
 |  |  |  | Benchmark | 58 | 0 | P | 580P |  | 107.858488 |  | -37.188375 |  | -36.976233 |  | -36.792838 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3.09895800000001 |  | 32.51999900000001 |  | -35.61895700000002
 |  | UK-FIN-GASOIL-PRC |  | Notional | 58 | 1 | P | 581P |  | 1.289537 |  | -7.008213999999999 |  | 2.255095 |  | 2.24391 |  | 1.092907 |  | 1.087343 |  | 2.447767 |  | 1.378091 |  | 0.06514 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4.851576000000001 |  | 5.03314 |  | -0.1815639999999989
 |  |  |  | Benchmark | 58 | 1 | P | 581P |  | 9.615712 |  | -52.258295 |  | 16.815609 |  | 16.732205 |  | 8.149499 |  | 8.108012 |  | 18.252306 |  | 10.276046 |  | 0.485732 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.17682600000001 |  | 37.530703 |  | -1.35387699999999
 |  | UK-GASOIL-JV-PRC |  | Notional | 58 | 2 | P | 582P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 58 | 2 | P | 582P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GASOIL-PRC |  | Notional | 58 | 3 | P | 583P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 58 | 3 | P | 583P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GO.2-PHY-.2GO-PRC |  | Notional | 58 | 5 | P | 585P |  | 12.392172 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 12.392172 |  | 16.784071 |  | -4.391899000000002
 |  |  |  | Benchmark | 58 | 5 | P | 585P |  | 92.40495899999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 92.40495899999999 |  | 125.154117 |  | -32.74915800000001
 |  | UK-LITE-GASOIL-PRC |  | Notional | 58 | 6 | P | 586P |  | 0 |  | 233.612079 |  | 66.509651 |  | -92.90283899999999 |  | -240.168878 |  | -28.630403 |  | 225.652177 |  | 7.933505 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 172.0052920000001 |  | 141.084495 |  | 30.92079700000005
 |  |  |  | Benchmark | 58 | 6 | P | 586P |  | 0 |  | 1741.979861 |  | 495.943844 |  | -692.750453 |  | -1790.872077 |  | -213.4889 |  | 1682.625097 |  | 59.157929 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1282.595301 |  | 1052.027579 |  | 230.567722
 |  | UK-RESID-GO-PRC |  | Notional | 58 | 7 | P | 587P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 58 | 7 | P | 587P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-EN590-FNCL-PRC |  | Notional | 58 | 8 | P | 588P |  | -9.919245000000002 |  | 69.754225 |  | 39.934284 |  | 38.325778 |  | 0.891503 |  | -0.4542430000000001 |  | 26.99748 |  | 19.145391 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 184.675173 |  | 183.139859 |  | 1.535313999999971
 |  |  |  | Benchmark | 58 | 8 | P | 588P |  | -73.965034 |  | 520.1377239999999 |  | 297.778776 |  | 285.784596 |  | 6.647685999999999 |  | -3.387166 |  | 201.312649 |  | 142.761818 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1377.071049 |  | 1365.622641 |  | 11.44840799999997
 |  | UK-GO.2-CIF-.2GO-PRC |  | Notional | 58 | 9 | P | 589P |  | 53.61137100000001 |  | 143.728202 |  | 122.878966 |  | 118.667099 |  | 0.29981 |  | -1.0513 |  | -7.110583 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 431.023565 |  | 438.470827 |  | -7.44726200000008
 |  |  |  | Benchmark | 58 | 9 | P | 589P |  | 399.764975 |  | 1071.740957 |  | 916.2740460000001 |  | 884.867329 |  | 2.235602000000001 |  | -7.839251 |  | -53.021629 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3214.022029000001 |  | 3269.554179 |  | -55.53214999999909
 |  | UK-FIN-SING-PRC |  | Notional | 59 | 0 | P | 590P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 59 | 0 | P | 590P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HFO-ERMS-XL-PRC |  | Notional | 59 | 2 | P | 592P |  | -15.944752 |  | -42.802043 |  | -42.80009099999999 |  | -42.815099 |  | -42.11471299999999 |  | -42.124174 |  | -126.41257 |  | -249.342858 |  | -241.281728 |  | -423.718133 |  | -344.9680210000001 |  | -251.685365 |  | -140.794598 |  | -33.666952 |  | -2040.471097 |  | -2040.994788 |  | 0.5236910000003263
 |  |  |  | Benchmark | 59 | 2 | P | 592P |  | -80.99933999999999 |  | -217.434376 |  | -217.424461 |  | -217.500704 |  | -213.942744 |  | -213.990805 |  | -642.1758540000001 |  | -1317.878059 |  | -1378.925072 |  | -2421.549128 |  | -2106.204473 |  | -1598.202074 |  | -894.0456950000001 |  | -213.78515 |  | -11734.057935 |  | -11735.189798 |  | 1.131862999996883
 |  | HFO-ETRENDS-PRC |  | Notional | 59 | 2.1 | P | 592.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 59 | 2.1 | P | 592.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HFO-FX-PRC |  | Notional | 59 | 2.2 | P | 592.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 59 | 2.2 | P | 592.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HFO-MIDLANDS-PRC |  | Notional | 59 | 2.3 | P | 592.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 59 | 2.3 | P | 592.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HFO-WATERSHED-PRC |  | Notional | 59 | 2.4 | P | 592.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 59 | 2.4 | P | 592.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HO-PRC |  | Notional | 59 | 4 | P | 594P |  | 0 |  | -36.9055 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.9055 |  | -36.885373 |  | -0.02012700000000223
 |  |  |  | Benchmark | 59 | 4 | P | 594P |  | 0 |  | -36.899152 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.899152 |  | -36.879029 |  | -0.02012299999999811
 |  | UK-HO-SPEC |  | Notional | 59 | 5 | P | 595P |  | 0 |  | 0.0004 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.000982 |  | 0.002916 |  | 0.004764 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.012038 |  | 0.012078 |  | -4.00000000000001e-05
 |  |  |  | Benchmark | 59 | 5 | P | 595P |  | 0 |  | 0.0004 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.0009809999999999999 |  | 0.002914 |  | 0.004764 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.012035 |  | 0.012077 |  | -4.199999999999864e-05
 |  | UK-BRENT-PRICE-PRC |  | Notional | 59 | 7 | P | 597P |  | 0.128947 |  | -0.049872 |  | -15.733843 |  | 106.305291 |  | -60.637484 |  | -8.593511999999999 |  | -88.88211799999999 |  | 19.371609 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -48.090982 |  | 34.13557399999999 |  | -82.22655599999999
 |  |  |  | Benchmark | 59 | 7 | P | 597P |  | 0.128947 |  | -0.049872 |  | -15.733843 |  | 106.305291 |  | -60.637484 |  | -8.593511999999999 |  | -88.882118 |  | 19.371609 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -48.090982 |  | 34.13557399999999 |  | -82.22655599999999
 |  | UK-FIN-BRNT-PRC |  | Notional | 59 | 8 | P | 598P |  | 92.10268400000001 |  | 140.357599 |  | -383.102831 |  | 33.585176 |  | 227.301552 |  | 72.688418 |  | -4.918080000000003 |  | 437.3193419999999 |  | 548.974209 |  | 1700.15821 |  | 1995.897916 |  | 1580.045984 |  | 1002.389691 |  | 1032.809288 |  | 8475.609158000001 |  | 8580.747532999998 |  | -105.1383749999968
 |  |  |  | Benchmark | 59 | 8 | P | 598P |  | 92.10268400000001 |  | 140.357599 |  | -383.102831 |  | 33.585176 |  | 227.301552 |  | 72.688418 |  | -4.918080000000002 |  | 437.319342 |  | 548.9742089999999 |  | 1700.15821 |  | 1995.897916 |  | 1580.045984 |  | 1002.389691 |  | 1032.809288 |  | 8475.609158000001 |  | 8580.747533 |  | -105.1383749999986
 |  | UK-LITE-BRENT-PRC |  | Notional | 60 | 0 | P | 600P |  | 0 |  | 0 |  | -955.023195 |  | -1168.004721 |  | 774.329398 |  | 309.882809 |  | 558.7893200000001 |  | 20.63012100000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -459.3962680000001 |  | -1172.680303 |  | 713.284035
 |  |  |  | Benchmark | 60 | 0 | P | 600P |  | 0 |  | 0 |  | -955.023195 |  | -1168.004721 |  | 774.329398 |  | 309.882809 |  | 558.7893200000001 |  | 20.63012100000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -459.3962680000001 |  | -1172.680303 |  | 713.284035
 |  | UK-RES-BRNTHDG-PRC |  | Notional | 60 | 1 | P | 601P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 60 | 1 | P | 601P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-DUBAI-PRC |  | Notional | 60 | 2 | P | 602P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 60 | 2 | P | 602P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-LITE-DUBAI-PRC |  | Notional | 60 | 3 | P | 603P |  | -257.894737 |  | -49.872297 |  | -49.58779799999999 |  | -49.34185299999999 |  | 49.076611 |  | 48.82677400000001 |  | 48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -260.217106 |  | -297.0641670000001 |  | 36.84706100000005
 |  |  |  | Benchmark | 60 | 3 | P | 603P |  | -257.894737 |  | -49.872297 |  | -49.58779799999999 |  | -49.34185299999999 |  | 49.076611 |  | 48.82677400000001 |  | 48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -260.217106 |  | -297.0641670000001 |  | 36.84706100000005
 |  | UK-KERO-EURO-PRC |  | Notional | 60 | 4 | P | 604P |  | 19.622322 |  | 7.012587 |  | -28.289204 |  | -34.579648 |  | -5.342619000000001 |  | -3.352514 |  | -43.395833 |  | -19.145391 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -107.4703 |  | -111.697353 |  | 4.227052999999998
 |  |  |  | Benchmark | 60 | 4 | P | 604P |  | 146.318159 |  | 52.2909 |  | -210.944675 |  | -257.850751 |  | -39.83841200000001 |  | -24.998755 |  | -323.590566 |  | -142.761818 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -801.375918 |  | -832.8958959999999 |  | 31.51997799999992
 |  | UK-KERO-PRC |  | Notional | 60 | 5 | P | 605P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 60 | 5 | P | 605P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-KERS-PRC |  | Notional | 60 | 6 | P | 606P |  | 0.000368 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | -294.458686 |  | -292.959665 |  | -387.8920899999999 |  | -47.85780099999999 |  | 0.005518 |  | 0.010566 |  | 0.003387 |  | 0 |  | 0 |  | 0 |  | -1023.145427 |  | -1022.522312 |  | -0.623114999999757
 |  |  |  | Benchmark | 60 | 6 | P | 606P |  | 0.000368 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | -294.40804 |  | -292.909276 |  | -387.825373 |  | -47.849568 |  | 0.005516 |  | 0.010564 |  | 0.003386 |  | 0 |  | 0 |  | 0 |  | -1022.969447 |  | -1022.346436 |  | -0.6230109999997921
 |  | UK-FIN-WTI-PRC |  | Notional | 60 | 7 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 60 | 7 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GARCIA-.2GO-PRC |  | Notional | 60 | 8.3 | P | 608.3P |  | 46.81128 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 46.81128 |  | 46.81128 |  | 0
 |  |  |  | Benchmark | 60 | 8.3 | P | 608.3P |  | 349.058607 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 349.058607 |  | 349.058607 |  | 0
 |  | UK-GARCIA-EN590-PRC |  | Notional | 60 | 8.5 | P | 608.5P |  | -3.157865 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3.157865 |  | -2.894707 |  | -0.2631579999999993
 |  |  |  | Benchmark | 60 | 8.5 | P | 608.5P |  | -23.547313 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -23.547313 |  | -21.585018 |  | -1.962295000000001
 |  | UK-GARCIA-GOIP-PRC |  | Notional | 60 | 8.7 | P | 608.7P |  | 0 |  | -46.580725 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -46.580725 |  | -46.555322 |  | -0.02540300000000428
 |  |  |  | Benchmark | 60 | 8.7 | P | 608.7P |  | 0 |  | -347.339423 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -347.339423 |  | -347.150002 |  | -0.1894209999999248
 |  | UK-LITE-OIL-PRC |  | Notional | 60 | 9 | P | 609P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 60 | 9 | P | 609P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RES-WTI-HDG-PRC |  | Notional | 61 | 1 | P | 611P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 61 | 1 | P | 611P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GOIP-.2GO-PRC |  | Notional | 61 | 3 | P | 613P |  | 0 |  | -99.28089700000001 |  | -141.48686 |  | -119.350052 |  | -83.769011 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -443.8868200000001 |  | -451.302774 |  | 7.415953999999942
 |  |  |  | Benchmark | 61 | 3 | P | 613P |  | 0 |  | -740.309844 |  | -1055.027897 |  | -889.9599240000001 |  | -624.6420580000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3309.939723 |  | -3365.238424 |  | 55.29870099999926
 |  | UK-GOIP-KERO-PRC |  | Notional | 61 | 4 | P | 614P |  | 0 |  | 2.224995 |  | 4.445075 |  | 27.93243 |  | 23.012533 |  | 2.636506 |  | 30.46453 |  | 32.263138 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 122.979207 |  | 118.606841 |  | 4.372366
 |  |  |  | Benchmark | 61 | 4 | P | 614P |  | 0 |  | 16.591163 |  | 33.145682 |  | 208.284306 |  | 171.598018 |  | 19.659689 |  | 227.165474 |  | 240.577184 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 917.021516 |  | 884.418009 |  | 32.60350700000004
 |  | UK-GOIP-EN590-PRC |  | Notional | 61 | 5 | P | 615P |  | 0 |  | -12.35516 |  | -61.489958 |  | -38.345398 |  | -26.913738 |  | 0 |  | -25.457382 |  | -32.263138 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -196.824774 |  | -195.29401 |  | -1.530763999999976
 |  |  |  | Benchmark | 61 | 5 | P | 615P |  | 0 |  | -92.128969 |  | -458.5133970000001 |  | -285.930899 |  | -200.688211 |  | 0 |  | -189.828574 |  | -240.577183 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1467.667233 |  | -1456.252755 |  | -11.41447799999992
 |  | UK-RHEIN-FO-PRC |  | Notional | 61 | 6 | P | 616P |  | 0 |  | -8.677780000000002 |  | -8.628277 |  | -8.585482000000003 |  | -8.53933 |  | -8.495859000000003 |  | -25.23244 |  | -49.38077200000001 |  | -48.000442 |  | -7.866161 |  | 0 |  | 0 |  | 0 |  | 0 |  | -173.406543 |  | 0 |  | -173.406543
 |  |  |  | Benchmark | 61 | 6 | P | 616P |  | 0 |  | -44.08312 |  | -43.83164700000001 |  | -43.614251 |  | -43.37979799999999 |  | -43.15896200000001 |  | -128.180793 |  | -261.206868 |  | -274.322523 |  | -44.955111 |  | 0 |  | 0 |  | 0 |  | 0 |  | -926.7330729999999 |  | -7.275957614183426e-15 |  | -926.7330729999999
 |  | UK-SIN-FOPHY-AR-PRC |  | Notional | 61 | 8 | P | 618P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 61 | 8 | P | 618P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-SING-GO-PRC |  | Notional | 61 | 9 | P | 619P |  | 9.210526000000009 |  | 66.496728 |  | -82.64599900000002 |  | -32.89424 |  | 245.383057 |  | 244.133868 |  | 339.318797 |  | 47.863477 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 836.866214 |  | 837.6736910000001 |  | -0.8074770000000626
 |  |  |  | Benchmark | 61 | 9 | P | 619P |  | 9.208942000000002 |  | 66.48528999999999 |  | -82.631784 |  | -32.888582 |  | 245.340851 |  | 244.091877 |  | 339.2604340000001 |  | 47.85524400000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 836.7222720000001 |  | 837.5296089999999 |  | -0.8073369999998476
 |  | UK-LITE-HU-PRC |  | Notional | 62 | 0 | P | 620P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 62 | 0 | P | 620P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-US-PRC |  | Notional | 62 | 1 | P | 621P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 62 | 1 | P | 621P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CRD-BRNTOPT-PRC |  | Notional | 62 | 2 | P | 622P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001874 |  | 0.005518 |  | 0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.010983 |  | 0.010972 |  | 1.100000000000059e-05
 |  |  |  | Benchmark | 62 | 2 | P | 622P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001874 |  | 0.005517999999999999 |  | 0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.010983 |  | 0.010972 |  | 1.099999999999886e-05
 |  | UK-FIN-BRNT-SUB-PRC |  | Notional | 62 | 3 | P | 623P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 62 | 3 | P | 623P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional
 |  |  |  | Benchmark
 |  |  |  | Notional
 |  |  |  | Benchmark
 |  |  |  | Notional |  |  |  |  |  | 150.113451 |  | 254.8521430000001 |  | -1569.367384 |  | -1237.887933 |  | 533.9940689999999 |  | 325.497831 |  | 687.7331300000001 |  | 344.310123 |  | 454.9770409999999 |  | 1426.073889 |  | 1684.52082 |  | 1335.364154 |  | 849.9628169999999 |  | 875.9737620000001 |  | 6116.117913000002 |  | 5649.574769999997 |  | 466.5431430000044
 |  |  | Total Int'l Residual Fuels | Benchmark |  |  |  |  |  | 1220.588048 |  | 2013.665426 |  | -1886.026247 |  | -1956.001463 |  | -1584.237404 |  | -12.67038500000004 |  | 2117.58999 |  | -201.4634240000002 |  | 11.84181399999972 |  | 133.6995780000001 |  | 86.78920700000018 |  | 26.31635700000015 |  | 34.47903299999984 |  | 36.90369699999906 |  | 41.47422700000265 |  | -130.6089519999969 |  | 172.0831789999995
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-05-01 00:00:00 |  | to |  | 2002-04-01 00:00:00 |  | is |  | 5394.595346999999
 | INT'L PETROCHEMICALS
 |  | (Petchems Notional in actual positions, not 000's)
 |  | UK-BENZ-EURO-PRC |  | Notional | 65 | 0 | P | 650P |  | 1 |  | 2.992344 |  | 0.991759 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4.984103 |  | 3.990699 |  | 0.993404
 |  |  |  | Benchmark | 65 | 0 | P | 650P |  | 6.819146 |  | 20.405231 |  | 6.762951 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 33.987328 |  | 27.213156 |  | 6.774172
 |  | UK-BENZ-FIN-PRC |  | Notional | 65 | 0.5 | P | 650.5P |  | 0 |  | -0.997448 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.997448 |  | -0.9969 |  | -0.0005479999999999929
 |  |  |  | Benchmark | 65 | 0.5 | P | 650.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-PARA-EURO-PRC |  | Notional | 65 | 1 | P | 651P |  | 0 |  | 0 |  | 0.991759 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.991759 |  | 0.9912110000000001 |  | 0.0005479999999998819
 |  |  |  | Benchmark | 65 | 1 | P | 651P |  | 0 |  | 0 |  | 6.939932 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.939932 |  | 6.936098000000001 |  | 0.003833999999998561
 |  | UK-STYR-EURO-PRC |  | Notional | 65 | 2 | P | 652P |  | 1.85546 |  | 1.231848 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.087308 |  | 3.086631 |  | 0.0006770000000004828
 |  |  |  | Benchmark | 65 | 2 | P | 652P |  | 12.742354 |  | 8.459707 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 21.202061 |  | 21.197409 |  | 0.004652000000003653
 |  | UK-TOLU-EURO-PRC |  | Notional | 65 | 3 | P | 653P |  | 5.82399 |  | 0.329158 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.153148 |  | 6.152967 |  | 0.0001809999999995426
 |  |  |  | Benchmark | 65 | 3 | P | 653P |  | 36.533272 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.533272 |  | 36.533272 |  | 0
 |  | UK-METHANOL-PRC |  | Notional | 65 | 4 | P | 654P |  | -23 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -23 |  | -23 |  | 0
 |  |  |  | Benchmark | 65 | 4 | P | 654P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-XYLENE-PRC |  | Notional | 65 | 5 | P | 655P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 5 | P | 655P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGO-TOLUENE-PRC |  | Notional | 65 | 6 | P | 656P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 6 | P | 656P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SING-MTBE-PRC |  | Notional | 65 | 7 | P | 657P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 7 | P | 657P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-BENZENE-PRC |  | Notional | 65 | 8 | P | 658P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 8 | P | 658P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-RESID-BRNT-P |  | Notional | 65 | 9.1 | P | 659.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 9.1 | P | 659.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-PARAXYLENE-PRC |  | Notional | 65 | 9 | P | 659P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 9 | P | 659P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -14.32055 |  | 3.555902 |  | 1.983518 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -8.78113 |  | -9.775392 |  | 0.9942620000000009
 |  |  | Total INT'L PETROCHEMICALS | Benchmark |  |  |  |  |  | 56.09477199999999 |  | 28.864938 |  | 13.702883 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 98.66259299999999 |  | 91.87993499999999 |  | 6.782657999999998
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -385.255051
 | INT'L NATURAL GAS LIQUIDS
 |  | UK-C3-EURO |  | Notional | 70 | 1 | P | 701P |  | 35.905514 |  | -21.208692 |  | -30.301121 |  | 1.023349 |  | -19.478507 |  | -19.171344 |  | -87.314865 |  | 3.766408999999996 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -136.779257 |  | -119.149501 |  | -17.62975599999997
 |  |  |  | Benchmark | 70 | 1 | P | 701P |  | 285.357618 |  | -155.900235 |  | -229.768285 |  | 8.303424999999999 |  | -158.048063 |  | -155.555748 |  | -708.470372 |  | 30.560533 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1083.521127 |  | -941.345512 |  | -142.175615
 |  | UK-C3-PRC |  | Notional | 70 | 2 | P | 702P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 2 | P | 702P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-C3-US |  | Notional | 70 | 3 | P | 703P |  | 8 |  | 44.885067 |  | 29.752679 |  | 29.605112 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 112.242858 |  | 113.185362 |  | -0.9425040000000138
 |  |  |  | Benchmark | 70 | 3 | P | 703P |  | 5.267424 |  | 29.553585 |  | 19.589997 |  | 19.492835 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 73.903841 |  | 74.524411 |  | -0.6205700000000007
 |  | UK-CD-BRNTEOL-PRC |  | Notional | 70 | 3.3 | P | 703.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 3.3 | P | 703.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CD-BRNTOTC-PRC |  | Notional | 70 | 3.5 | P | 703.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 3.5 | P | 703.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CD-BRNT-PRC |  | Notional | 70 | 3.8 | P | 703.8P |  | -8.143946999999999 |  | 126.675633 |  | 239.118858 |  | -696.071722 |  | -665.7208320000001 |  | 101.182626 |  | 733.5921440000001 |  | 147.751614 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -21.61562599999993 |  | 100.7717310000001 |  | -122.387357
 |  |  |  | Benchmark | 70 | 3.8 | P | 703.8P |  | -8.143946999999999 |  | 126.675633 |  | 239.118858 |  | -696.071722 |  | -665.7208320000001 |  | 101.182626 |  | 733.5921440000001 |  | 147.751614 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -21.61562599999993 |  | 100.7717310000002 |  | -122.3873570000001
 |  | UK-CD-WTI-PRC |  | Notional | 70 | 3.9 | P | 703.9P |  | 0 |  | 0 |  | 29.269994 |  | 0 |  | 0 |  | 0 |  | 0 |  | -47.189517 |  | 0 |  | 44.56123599999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 26.64171299999999 |  | 46.919991 |  | -20.278278
 |  |  |  | Benchmark | 70 | 3.9 | P | 703.9P |  | 0 |  | 0 |  | 29.269994 |  | 0 |  | 0 |  | 0 |  | 0 |  | -47.189517 |  | 0 |  | 44.56123599999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 26.64171299999999 |  | 46.919991 |  | -20.278278
 |  | UK-NC4-EURO |  | Notional | 70 | 4 | P | 704P |  | 0.017316 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.017316 |  | 0.01979 |  | -0.002474000000000001
 |  |  |  | Benchmark | 70 | 4 | P | 704P |  | 0.138026 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.138026 |  | 0.157745 |  | -0.01971899999999999
 |  | UK-NGL-WTI |  | Notional | 70 | 5 | P | 705P |  | 0 |  | 0 |  | -0.9917560000000001 |  | 0 |  | 0 |  | 0 |  | -30.937229 |  | -244.139942 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -276.068927 |  | -275.865295 |  | -0.2036320000000273
 |  |  |  | Benchmark | 70 | 5 | P | 705P |  | 0 |  | 0 |  | -0.9917560000000001 |  | 0 |  | 0 |  | 0 |  | -30.937229 |  | -244.139942 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -276.068927 |  | -275.8652949999999 |  | -0.2036320000000842
 |  | UK-C2-US |  | Notional | 70 | 6 | P | 706P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 6 | P | 706P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NC4-US |  | Notional | 70 | 7 | P | 707P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 7 | P | 707P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NAP-ERMS-XL-PRC |  | Notional | 70 | 8 | P | 708P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 8 | P | 708P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NAPHTHA |  | Notional | 70 | 9 | P | 709P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 9 | P | 709P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NAPTHA-EURO-PRC |  | Notional | 71 | 0 | P | 710P |  | 0 |  | 0 |  | 0 |  | 0 |  | 4.907661 |  | 4.39441 |  | 24.145184 |  | 9.572695 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 43.01994999999999 |  | 28.352283 |  | 14.66766699999999
 |  |  |  | Benchmark | 71 | 0 | P | 710P |  | 0 |  | 0 |  | 0 |  | 0 |  | 39.119771 |  | 35.028561 |  | 192.465224 |  | 76.30552499999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 342.919081 |  | 226.000705 |  | 116.918376
 |  | UK-CRD-BRNT-PRC |  | Notional | 71 | 1 | P | 711P |  | 814.775527 |  | 1.994891999999993 |  | -617.9620649999999 |  | -138.026326 |  | -68.707256 |  | -61.380948 |  | -198.206821 |  | -0.001873999999999556 |  | -0.005518 |  | -0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | -267.5239799999999 |  | -648.2697980000003 |  | 380.7458180000003
 |  |  |  | Benchmark | 71 | 1 | P | 711P |  | 84.77552699999998 |  | 1.994891999999993 |  | -617.9620649999999 |  | -138.026326 |  | -68.707256 |  | -61.380948 |  | -198.206821 |  | -0.001874000000000455 |  | -0.005517999999999999 |  | -0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | -997.5239800000002 |  | -1378.269798 |  | 380.7458179999999
 |  | UK-NGL-BRENT |  | Notional | 71 | 2 | P | 712P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 2 | P | 712P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NGL-GAS-PRC |  | Notional | 71 | 3 | P | 713P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 3 | P | 713P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CRD-PHY-PRC |  | Notional | 71 | 4 | P | 714P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 4 | P | 714P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NGL-NG |  | Notional | 71 | 5 | P | 715P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 5 | P | 715P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-C3-EURO-LT-PRC |  | Notional | 71 | 6 | P | 716P |  | 0 |  | 0.130665 |  | 0.27075 |  | 0.326643 |  | 0 |  | 0 |  | 0 |  | 19.159603 |  | 52.93807 |  | 102.984423 |  | 93.505991 |  | 65.440796 |  | 49.744542 |  | 17.439069 |  | 401.940552 |  | 401.261881 |  | 0.6786710000000085
 |  |  |  | Benchmark | 71 | 6 | P | 716P |  | 0 |  | 1.060215 |  | 2.196854 |  | 2.650373 |  | 0 |  | -1e-06 |  | -2e-06 |  | 155.460479 |  | 429.538014 |  | 835.6127359999998 |  | 758.704983 |  | 530.984772 |  | 403.6258089999999 |  | 141.500124 |  | 3261.334356 |  | 3255.827646000001 |  | 5.506709999999657
 |  | UK-NAP-LT-PRC |  | Notional | 71 | 7 | P | 717P |  | -0.145895 |  | 4.093518 |  | -1.804996 |  | 8.984165 |  | 1.265195 |  | 2.054631 |  | 19.785788 |  | 74.16425699999999 |  | 75.861008 |  | 147.58632 |  | 133.995089 |  | 93.77314500000001 |  | 71.251116 |  | 25.008589 |  | 655.87193 |  | 669.460563 |  | -13.58863299999996
 |  |  |  | Benchmark | 71 | 7 | P | 717P |  | -1.162952 |  | 32.630103 |  | -14.387918 |  | 71.61424900000002 |  | 10.085079 |  | 16.377797 |  | 157.715753 |  | 591.175461 |  | 604.700533 |  | 1176.434755 |  | 1068.096833 |  | 747.4811 |  | 567.954328 |  | 199.34757 |  | 5228.062690999999 |  | 5336.379906 |  | -108.3172150000009
 |  | UK-NC4-EURO-LT-PRC |  | Notional | 71 | 8 | P | 718P |  | -1.491 |  | 0 |  | 0 |  | 0 |  | -0.0009809999999999999 |  | 0 |  | 0 |  | -0.001888 |  | 0 |  | -0.000883 |  | 0 |  | -0.001549 |  | 0 |  | 0.028172 |  | -1.468129 |  | -1.681269 |  | 0.2131399999999999
 |  |  |  | Benchmark | 71 | 8 | P | 718P |  | -11.885006 |  | -1e-06 |  | 0 |  | -1e-06 |  | -0.007823 |  | 0 |  | -1e-06 |  | -0.015046 |  | -2e-06 |  | -0.007036000000000001 |  | -2e-06 |  | -0.012342 |  | -1e-06 |  | 0.224549 |  | -11.702712 |  | -13.401672 |  | 1.698960000000003
 |  | UK-NGL-BRNT-LT-PRC |  | Notional | 71 | 9 | P | 719P |  | 0 |  | 0 |  | -18.970584 |  | -34.924028 |  | -54.32145 |  | -40.233302 |  | -116.951187 |  | -452.1448589999999 |  | -709.1325410000001 |  | -1333.15502 |  | -1319.366587 |  | -867.8824649999999 |  | -638.301373 |  | -274.0075439999998 |  | -5859.39094 |  | -5981.02982 |  | 121.6388799999995
 |  |  |  | Benchmark | 71 | 9 | P | 719P |  | 0 |  | 0 |  | -18.970584 |  | -34.924028 |  | -54.32145 |  | -40.233302 |  | -116.951187 |  | -452.144859 |  | -709.132541 |  | -1333.15502 |  | -1319.366587 |  | -867.8824650000001 |  | -638.3013729999999 |  | -274.0075439999999 |  | -5859.390939999999 |  | -5981.029819999999 |  | 121.6388799999995
 |  | UK-NGL-WTI-LT-PRC |  | Notional | 72 | 0 | P | 720P |  | 0 |  | 61.582636 |  | -2.91311 |  | 9.865785 |  | -10.226826 |  | -1.917148 |  | 0.4235579999999999 |  | -40.38431200000001 |  | -318.199818 |  | -588.546275 |  | -499.4715320000001 |  | -330.254432 |  | -228.739149 |  | -90.362042 |  | -2039.142665 |  | -2039.04674 |  | -0.09592499999985193
 |  |  |  | Benchmark | 72 | 0 | P | 720P |  | 0 |  | 61.582636 |  | -2.91311 |  | 9.865785 |  | -10.226826 |  | -1.917148 |  | 0.423558 |  | -40.38431200000001 |  | -318.1998180000001 |  | -588.546275 |  | -499.471532 |  | -330.254432 |  | -228.739149 |  | -90.36204199999999 |  | -2039.142665 |  | -2039.04674 |  | -0.09592500000007931
 |  | UK-NGL-GAS-LT-PRC |  | Notional | 72 | 1 | P | 721P |  | -0.004328 |  | -0.026174 |  | -0.022627 |  | -0.024402 |  | -0.022985 |  | -0.023053 |  | -0.06557 |  | 0.382908 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.193769 |  | 0.191117 |  | 0.002652000000000043
 |  |  |  | Benchmark | 72 | 1 | P | 721P |  | -0.032276 |  | -0.195171 |  | -0.168722 |  | -0.181961 |  | -0.171393 |  | -0.171902 |  | -0.488938 |  | 2.855236 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.444873 |  | 1.425112 |  | 0.0197609999999997
 |  | UK-NGL-NG-LT-PRC |  | Notional | 72 | 2 | P | 722P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 72 | 2 | P | 722P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.9969 |  | 0.9969
 |  |  |  | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 848.913187 |  | 218.127545 |  | -374.5539779999999 |  | -819.2414240000002 |  | -812.3059810000002 |  | -15.09412800000002 |  | 344.4710020000002 |  | -529.064906 |  | -898.5387990000002 |  | -1626.57379 |  | -1591.337039 |  | -1038.924505 |  | -746.044864 |  | -321.8937559999998 |  | -7362.061436 |  | -7704.879704999999 |  | 342.8182689999994
 |  |  | Total INT'L NATURAL GAS LIQUIDS | Benchmark |  |  |  |  |  | 354.3144139999999 |  | 97.40165699999996 |  | -594.9867369999998 |  | -757.2773710000002 |  | -907.9987930000001 |  | -106.670065 |  | 29.14212900000007 |  | 220.233298 |  | 6.900667999999996 |  | 134.8968049999995 |  | 7.963695000000428 |  | 80.31663299999991 |  | 104.5396140000001 |  | -23.29734299999991 |  | -1354.521396 |  | -1586.951589999998 |  | 232.4301939999978
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -704.3097720000002
 | FINLAND
 |  | FINLAND-WTI-PRC |  | Notional | 75 | 0 | P | 750P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 0 | P | 750P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-WTI-PRC |  | Notional | 75 | 1 | P | 751P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 1 | P | 751P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOU-BRNT-PRC |  | Notional | 75 | 2 | P | 752P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 2 | P | 752P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOU-C3E-PRC |  | Notional | 75 | 3 | P | 753P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 3 | P | 753P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOU-NC4E-PRC |  | Notional | 75 | 4 | P | 754P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | Check Link w/R. Cross.
 |  |  |  | Benchmark | 75 | 4 | P | 754P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | JV Link needed.
 |  | FINLAND-JV-3.5%-PRC |  | Notional | 75 | 5 | P | 755P |  | 0.08496 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.08496 |  | 0.08496 |  | 0
 |  |  |  | Benchmark | 75 | 5 | P | 755P |  | 0.431597 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.431597 |  | 0.431597 |  | 0
 |  | FINLAND-GASOIL-PRC |  | Notional | 75 | 6 | P | 756P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 6 | P | 756P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-62NY-PRC |  | Notional | 75 | 7 | P | 757P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 7 | P | 757P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FINLAND-JET FUEL-PRC |  | Notional | 75 | 8 | P | 758P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 8 | P | 758P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-GOIP-PRC |  | Notional | 75 | 9 | P | 759P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 9 | P | 759P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-GO-PRC |  | Notional | 76 | 0 | P | 760P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 0 | P | 760P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-HO-PRC |  | Notional | 76 | 1 | P | 761P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 1 | P | 761P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-JET-PRC |  | Notional | 76 | 2 | P | 762P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 2 | P | 762P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-HU-PRC |  | Notional | 76 | 3 | P | 763P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 3 | P | 763P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-HU-U-PRC |  | Notional | 76 | 4 | P | 764P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 4 | P | 764P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-NAP-PRC |  | Notional | 76 | 7 | P | 767P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 7 | P | 767P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0.08496 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.08496 |  | 0.08496 |  | 0
 |  |  | Total FINLAND | Benchmark |  |  |  |  |  | 0.431597 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.431597 |  | 0.431597 |  | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 0.431597
 | J BLOCK
 |  | J-Block Propane |  | Notional | 80 | 0 | P | 800P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 0 | P | 800P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | J-Block Butane |  | Notional | 80 | 1 | P | 801P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 1 | P | 801P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | J-Block Condensate |  | Notional | 80 | 2 | P | 802P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 2 | P | 802P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 3 | P | 803P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 3 | P | 803P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 4 | P | 804 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 4 | P | 804 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 5 | P | 805 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 5 | P | 805 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 6 | P | 806 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 6 | P | 806 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  | Total J BLOCK | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | - |  | to |  | - |  | is |  | 0
 | SINGAPORE
 |  | SING-OIL-PRICE-PRC |  | Notional | 82 | 5 | P | 825P |  | 0 |  | 0 |  | 47.60428599999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 47.60428599999999 |  | 47.578195 |  | 0.02609099999999387
 |  |  |  | Benchmark | 82 | 5 | P | 825P |  | 0 |  | 0 |  | 47.60428599999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 47.60428599999999 |  | 47.578195 |  | 0.02609099999999387
 |  | SGP-BRENT-PRC |  | Notional | 82 | 6 | P | 826P |  | 0 |  | 0 |  | 118.018959 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 118.018959 |  | 117.954275 |  | 0.06468400000001395
 |  |  |  | Benchmark | 82 | 6 | P | 826P |  | 0 |  | 0 |  | 118.018959 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 118.018959 |  | 117.954275 |  | 0.06468400000001395
 |  | SGP-CR-HO-PRC |  | Notional | 82 | 6.1 | P | 826.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.1 | P | 826.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-CRD-GOIP-PRC |  | Notional | 82 | 6.2 | P | 826.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.2 | P | 826.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-CR-GOSG-PRC |  | Notional | 82 | 6.7 | P | 826.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.7 | P | 826.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-DIST-DUBA-P |  | Notional | 82 | 6.8 | P | 826.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.8 | P | 826.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-DIST-WTI-P |  | Notional | 82 | 6.9 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.9 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-HU-NYMEX-PRC |  | Notional | 82 | 7 | P | 827P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 7 | P | 827P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGPHO-PRC |  | Notional | 82 | 8 | P | 828P |  | 0 |  | 23.938702 |  | 61.48887000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 85.42757200000001 |  | 73.486267 |  | 11.94130500000001
 |  |  |  | Benchmark | 82 | 8 | P | 828P |  | 0 |  | 23.934585 |  | 61.478293 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 85.412878 |  | 73.47362700000001 |  | 11.939251
 |  | SGP-RESID-DUBA-P |  | Notional | 82 | 8.9 | P | 828.9P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 8.9 | P | 828.9P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-RESID-WTI-P |  | Notional | 82 | 8.95 | P | 828.95P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 8.95 | P | 828.95P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-RESID3%-EUR-PRC |  | Notional | 82 | 9 | P | 829P |  | 0 |  | 1.595913 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.595913 |  | 1.595043 |  | 0.0008699999999997043
 |  |  |  | Benchmark | 82 | 9 | P | 829P |  | 0 |  | 8.10724 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.10724 |  | 8.102819 |  | 0.004420999999998898
 |  | UK-SING-FO-HSNF-PRC |  | Notional | 83 | 0 | P | 830P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 0 | P | 830P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGO-ERMS-XL-PRC |  | Notional | 83 | 1 | P | 831P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 1 | P | 831P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-GO-PRC |  | Notional | 83 | 2 | P | 832P |  | -4.881579 |  | 13.216159 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.334579999999999 |  | 7.630004000000001 |  | 0.7045759999999976
 |  |  |  | Benchmark | 83 | 2 | P | 832P |  | -4.880739 |  | 13.213885 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.333146 |  | 7.628690999999997 |  | 0.704455000000002
 |  | SGP-GOIP-PRC |  | Notional | 83 | 3 | P | 833P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 3 | P | 833P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-GOIP-PRC |  | Notional | 83 | 4 | P | 834P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 4 | P | 834P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-KERS-PRC |  | Notional | 83 | 5 | P | 835P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 5 | P | 835P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-DUBAI-PRC |  | Notional | 83 | 6 | P | 836P |  | 36.842105 |  | -73.81099900000001 |  | 24.793899 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -12.17499500000001 |  | 42.675446 |  | -54.85044100000001
 |  |  |  | Benchmark | 83 | 6 | P | 836P |  | 36.842105 |  | -73.81099900000001 |  | 24.793899 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -12.17499500000001 |  | 42.675446 |  | -54.85044100000001
 |  | SGP-DUB-PRC |  | Notional | 83 | 7 | P | 837P |  | 660.961368 |  | 910.2192840000001 |  | 713.469238 |  | 407.11963 |  | 816.144047 |  | 695.83035 |  | 1890.700389 |  | 4651.128234 |  | 4815.087267 |  | 3144.416394999999 |  | 948.45432 |  | 402.004896 |  | 85.438496 |  | 0 |  | 20140.973914 |  | 20217.721329 |  | -76.74741500000528
 |  |  |  | Benchmark | 83 | 7 | P | 837P |  | 660.961368 |  | 910.2192840000001 |  | 713.469238 |  | 407.11963 |  | 816.144047 |  | 695.83035 |  | 1890.700389 |  | 4651.128234 |  | 4815.087267 |  | 3144.416395000001 |  | 948.45432 |  | 402.004896 |  | 85.43849599999999 |  | 0 |  | 20140.973914 |  | 20217.721329 |  | -76.74741500000528
 |  | SGP-FGH-BRNT-P |  | Notional | 83 | 7.1 | P | 837.1P |  | 0 |  | 0 |  | 88.26628 |  | 98.68370599999999 |  | 49.076611 |  | 48.826773 |  | 48.576194 |  | 284.474837 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 617.904401 |  | 533.2369590000001 |  | 84.66744199999994
 |  |  |  | Benchmark | 83 | 7.1 | P | 837.1P |  | 0 |  | 0 |  | 88.26628 |  | 98.68370599999999 |  | 49.076611 |  | 48.826773 |  | 48.576194 |  | 284.474837 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 617.904401 |  | 533.2369590000001 |  | 84.66744199999994
 |  | SGP-FGH-GOIP-P |  | Notional | 83 | 7.2 | P | 837.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 7.2 | P | 837.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-FGH-HO-PRC |  | Notional | 83 | 7.5 | P | 837.5P |  | 0 |  | 0 |  | 0 |  | 49.34185299999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.34185299999999 |  | 49.314001 |  | 0.02785199999999577
 |  |  |  | Benchmark | 83 | 7.5 | P | 837.5P |  | 0 |  | 0 |  | 0 |  | 49.333366 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.333366 |  | 49.305519 |  | 0.02784700000000129
 |  | SGP-FGH-HU-P |  | Notional | 83 | 7.6 | P | 837.6P |  | 0 |  | 0 |  | 0 |  | 0 |  | 73.614917 |  | 48.82677400000001 |  | 217.521028 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 339.962719 |  | 339.748616 |  | 0.2141030000000228
 |  |  |  | Benchmark | 83 | 7.6 | P | 837.6P |  | 0 |  | 0 |  | 0 |  | 0 |  | 66.33683099999999 |  | 43.999417 |  | 196.015377 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 306.351625 |  | 306.15869 |  | 0.1929350000000341
 |  | SGP-FGH-TAPIS-P |  | Notional | 83 | 7.7 | P | 837.7P |  | 0 |  | 0 |  | 0 |  | 394.734825 |  | 49.076611 |  | 48.826773 |  | 725.78466 |  | 191.453907 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1409.876776 |  | 1408.984683 |  | 0.892093000000159
 |  |  |  | Benchmark | 83 | 7.7 | P | 837.7P |  | 0 |  | 0 |  | 0 |  | 394.734825 |  | 49.076611 |  | 48.826773 |  | 725.78466 |  | 191.453907 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1409.876776 |  | 1408.984683 |  | 0.892093000000159
 |  | SGP-FGH-WTI-P |  | Notional | 83 | 7.8 | P | 837.8P |  | 40 |  | 49.872297 |  | 113.450013 |  | 49.34185299999999 |  | -24.538306 |  | 0 |  | -72.507009 |  | 190.100896 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 345.719744 |  | 437.0277750000001 |  | -91.30803100000008
 |  |  |  | Benchmark | 83 | 7.8 | P | 837.8P |  | 40 |  | 49.872297 |  | 113.450013 |  | 49.34185299999999 |  | -24.538306 |  | 0 |  | -72.507009 |  | 190.100896 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 345.719744 |  | 437.0277750000001 |  | -91.30803100000008
 |  | SGP-TAPIS-PRC |  | Notional | 83 | 8 | P | 838P |  | -125 |  | 0 |  | 198.351192 |  | -148.025559 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -74.67436700000005 |  | -74.69952500000002 |  | 0.02515799999997625
 |  |  |  | Benchmark | 83 | 8 | P | 838P |  | -125 |  | 0 |  | 198.351192 |  | -148.025559 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -74.67436700000005 |  | -74.69952500000002 |  | 0.02515799999997625
 |  | SGP-US-ARB-HO-PRC |  | Notional | 83 | 8.2 | P | 838.2P |  | 0 |  | -82.759086 |  | -641.6661070000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -724.4251930000001 |  | -648.2650510000001 |  | -76.16014200000006
 |  |  |  | Benchmark | 83 | 8.2 | P | 838.2P |  | 0 |  | -82.744852 |  | -641.55574 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -724.300592 |  | -648.15355 |  | -76.14704200000006
 |  | SGP-GASOIL-ST-PRC |  | Notional | 83 | 9 | P | 839P |  | 36.84210599999999 |  | 199.489186 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 236.331292 |  | 241.485658 |  | -5.154365999999982
 |  |  |  | Benchmark | 83 | 9 | P | 839P |  | 36.835769 |  | 199.454874 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 236.290643 |  | 241.444122 |  | -5.153479000000033
 |  | SGP-STYRENE-PRC |  | Notional | 84 | 0 | P | 840P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 0 | P | 840P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-GOAG-PRC |  | Notional | 84 | 1 | P | 841P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 1 | P | 841P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-KERO-PRC |  | Notional | 84 | 2 | P | 842P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 2 | P | 842P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-NAPHTHA-PRC |  | Notional | 84 | 3 | P | 843P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 3 | P | 843P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-1%NYH HSFO-PRC |  | Notional | 84 | 4 | P | 844P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 4 | P | 844P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SING-COND-PRC |  | Notional | 84 | 5 | P | 845P |  | -697.803474 |  | -960.0915809999999 |  | -862.232632 |  | -949.8800140000001 |  | -914.2972690000001 |  | -939.964218 |  | -2761.499068 |  | -5317.157872000001 |  | -4815.087267 |  | -3144.416394999999 |  | -948.45432 |  | -402.004896 |  | -85.438496 |  | 0 |  | -22798.327502 |  | -22878.645123 |  | 80.31762100000196
 |  |  |  | Benchmark | 84 | 5 | P | 845P |  | -697.803474 |  | -960.0915809999999 |  | -862.232632 |  | -949.8800140000001 |  | -914.2972690000001 |  | -939.964218 |  | -2761.499068000001 |  | -5317.157872 |  | -4815.087267 |  | -3144.416395000001 |  | -948.45432 |  | -402.004896 |  | -85.43849599999999 |  | 0 |  | -22798.327502 |  | -22878.645123 |  | 80.31762100000196
 |  | SGP-AUST-WTI-PRC |  | Notional | 84 | 5.5 | P | 845.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 5.5 | P | 845.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-AUST-JET-PRC |  | Notional | 84 | 6 | P | 846P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 6 | P | 846P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional
 |  |  |  | Benchmark
 |  |  |  | Notional |  |  |  |  |  | -53.03947400000015 |  | 81.66987500000027 |  | -138.4560019999998 |  | -98.68370600000014 |  | 49.07661099999973 |  | -97.653548 |  | 48.57619400000021 |  | 1.999998858082108e-06 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -208.5100479999965 |  | -83.17144799999733 |  | -125.3385999999991
 |  |  | Total SINGAPORE | Benchmark |  |  |  |  |  | -53.04497100000003 |  | 88.15473300000008 |  | -138.3562119999997 |  | -98.69219300000009 |  | 41.7985249999997 |  | -102.480905 |  | 27.07054299999936 |  | 1.99999976757681e-06 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -235.5504780000047 |  | -110.2060679999959 |  | -125.3444100000088
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-02-01 00:00:00 |  | to |  | 2002-01-01 00:00:00 |  | is |  | -270.6602400000004
 |  |  |  | Notional |  |  |  |  |  | 959.3378369999997 |  | 558.0039810000002 |  | -1993.127254999999 |  | -2155.880168 |  | -229.2794700000005 |  | 212.7482020000002 |  | 1080.765820000001 |  | -185.3703400000013 |  | -443.7400640000001 |  | -201.5893420000004 |  | 92.11489799999993 |  | 295.4130519999999 |  | 102.9756919999998 |  | 551.4590420000004 |  | -1203.089219999994 |  | -1732.454672999999 |  | 529.3654530000042
 |  |  | TOTAL INTERNATIONAL | Benchmark |  |  |  |  |  | 1605.672779 |  | 2226.584343 |  | -2606.538951999999 |  | -2812.471409 |  | -2450.767028 |  | -221.835919 |  | 2173.694494 |  | 14.17982799999936 |  | 17.41289999999981 |  | 260.4727379999995 |  | 86.78255300000058 |  | 98.97795299999993 |  | 131.9924749999999 |  | -5.937388000000809 |  | -1328.701738000002 |  | -1415.20412199999 |  | 86.50238399998807
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-05-01 00:00:00 |  | to |  | 2002-04-01 00:00:00 |  | is |  | 5080.177334
 |  |  |  | Notional |  |  |  |  |  | 107.3360884499998 |  | -4927.51179047 |  | -5510.6566189 |  | -6639.9647644 |  | -7502.289566699999 |  | -1768.7314843 |  | -4065.356463099998 |  | -4114.252069300003 |  | 6373.8412723 |  | 21422.2712605 |  | 7721.7673708 |  | -908.6471503 |  | 617.9786949999997 |  | 1398.937668 |  | 2357.801342580006 |  | 4775.915318160006 |  | -2418.11397558
 |  |  | TOTAL GLOBAL LIQUIDS | Benchmark |  |  |  |  |  | 2946.316742999999 |  | 879.4325090000002 |  | -2109.128948999999 |  | -3474.874177 |  | -5573.937346000001 |  | -198.685079 |  | 2859.667215 |  | 1366.935938999999 |  | 239.1291509999995 |  | 945.3012659999999 |  | 722.1563360000008 |  | -1268.313699 |  | 646.9954779999998 |  | 841.541237999999 |  | -1100.532007000004 |  | 921.3603840000094 |  | -2021.892391000014
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | .Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-02-01 00:00:00 |  | to |  | 2002-01-01 00:00:00 |  | is |  | -6275.950393
METALS
 |  | COPPER-PRC |  | Notional | 49 | 1 | P | 491P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 49 | 1 | P | 491P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  | Total | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | .Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-12-01 00:00:00 |  | to |  | 2002-11-01 00:00:00