Spreadsheet: vladi_pimenov__41007__EOL_Product_Listen
Sheet: EOL

 | Last Message: 1:20:53 PM | Last Message: 7:50:18 AM
 |  | Product | ID |  | MID | Bid | Offer | Bid Vol | [NAME] | Status
 |  | US Gas Swap      Nymex                   May01           USD/MM | 41970 |  |  | 4.82 | 4.84 | 10000 | 10000 | I
 |  | US Gas Phy       PGT Malin               28Nov01         USD/MM | 27827 |  |  | 2.35 | 2.38 | 10000 | 10000 | I |  | I | Inactive
 |  | US Gas Phy       PG&E CtyGte             28Nov01         USD/MM | 27765 |  |  | 2.41 | 2.44 | 10000 | 10000 | A |  | A | Active
 |  | US Gas Phy       NGPL LA Pool            28Nov01         USD/MM | 27817 |  |  | 1.68 | 2.25 | 20000 | 1 | A |  | S | Suspended
 |  | US Gas Phy       NGPL TxOk Intra         28Nov01         USD/MM | 31560 |  |  | 2.87 |  | 10000 |  | I
 |  | US Gas Phy       NNG Demarc              28Nov01         USD/MM | 27824 |  |  | 2.255 | 2.305 | 5000 | 5000 | A
 |  | US Gas Phy       NWPL RkyMtn Pool        28Nov01         USD/MM | 43798 |  |  | 1.8 | 1.84 | 18465 | 5000 | I
 |  | US Gas Phy       PEPL Pool               28Nov01         USD/MM | 27826 |  |  | 1.935 | 1.985 | 2000 | 5000 | A
 |  | US Gas Phy       TCO Pool                28Nov01         USD/MM | 27766 |  |  | 1.6 | 1.64 | 10000 | 10000 | A
 |  | US Gas Phy       TETCO M3                28Nov01         USD/MM | 27830 |  |  | 1.75 | 1.8 | 5000 | 5000 | A
 |  | US Gas Phy       [NAME] NY           28Nov01         USD/MM | 27947 |  |  | 1.84 | 1.89 | 5000 | 5000 | A
 |  | US Gas Phy       HeHub                   28Nov01         USD/MM | 27763 |  |  | 1.7 | 1.72 | 10000 | 10000 | A
 |  | CAN Gas Phy      Dawn                    28Nov01         USD/MM | 29602 |  |  | 2.15 |  | 17007 |  | I
 |  | CAN Gas Phy      NIT                     27Nov01         CAD/GJ | 30854 |  |  | 3.47 | 3.52 | 5000 | 5000 | I
 |  | US Gas Phy       NGPL Midcont            28Nov01         USD/MM | 27818 |  |  | 1.83 | 1.88 | 5000 | 5000 | A
 |  | US Gas Phy       NGPL AmarilloML         28Nov01         USD/MM | 35041 |  |  | 1.88 | 0 | 10000 | 0 | A
 |  | US Gas Phy       TETCO ELA               28Nov01         USD/MM | 27767 |  |  | 1.585 | 1.62 | 5000 | 5000 | A
 |  | US Gas Phy       [NAME]28Nov01         USD/MM | 27815 |  |  | 1.722 | 1.742 | 10000 | 10000 | A
 |  | US Gas Phy       TETCO WLA               28Nov01         USD/MM | 27769 |  |  | 1.53 | 1.565 | 5000 | 5000 | A
 |  | US Gas Phy       TranscoZ6NNY            28Nov01         USD/MM | 31834 |  |  | 1.8 | 1.85 | 5000 | 5000 | A
 |  | US Gas Phy       Transco St.65           28Nov01         USD/MM | 27771 |  |  |  | 1.91 |  | 10000 | I
 |  | US Gas Phy       Waha                    28Nov01          USD/MM | 27664 |  |  | 3.53 | 3.56 | 5000 | 5000 | I
 |  | US Gas Phy       Consumers Pwr           28Nov01         USD/MM | 27760 |  |  | 1.9 | 0 | 5000 | 0 | A
 |  | US Gas Phy       [NAME]28Nov01         USD/MM | 27814 |  |  | 2.015 | 0 | 10000 | 0 | A
 |  | US Gas Phy       SoCal Topk EPNG         28Nov01         USD/MM | 27762 |  |  | 2.4 | 2.44 | 10000 | 10000 | A
 |  | US Gas Phy       EPNG Keystone           28Nov01         USD/MM | 27761 |  |  | 2.21 | 2.24 | 10000 | 10000 | A
 |  | US Gas Phy       PG&E CtyGte             28Nov01         USD/MM | 27765 |  |  | 2.41 | 2.44 | 10000 | 10000 | A
 |  | US Gas Phy       Opal                    28Nov01         USD/MM | 27825 |  |  | 2.19 | 2.23 | 5000 | 5000 | A
 |  | US Gas Phy       CIG Mainline            28Nov01         USD/MM | 33884 |  |  | 2.2 | 2.23 | 5000 | 5000 | A
 |  | US Gas Phy       Cheyenne Hub            28Nov01         USD/MM | 34860 |  |  | 2.19 | 2.22 | 5000 | 5000 | A
 |  | US Gas Phy       EP Blanco Avg           28Nov01         USD/MM | 30016 |  |  | 2.2 | 2.22 | 10000 | 10000 | A
 |  | US Gas Phy       WIC                     28Nov01         USD/MM | 33885 |  |  | 2.175 | 2.205 | 5000 | 5000 | A
 |  | US Gas Basis     Waha                    Nov01-Mar02     USD/MM | 37322 |  |  | -0.14 | -0.13 | 10000 | 10000 | I
 |  | US Gas Phy Index Consumers NL1           Nov01-Mar02     USD/MM | 38153 |  |  |  |  |  |  | I
 |  | US Gas Daily     HHub                    28-30Nov01      USD/MM | 28312 |  |  | 2.155 | 2.175 | 10000 | 2500 | I
 |  | US Gas Daily     HHub                    29-30Nov01      USD/MM | 28251 |  |  | 2.43 | 2.46 | 5000 | 10000 | I
 |  | US Gas Basis     Transco St.65           Nov01-Mar02     USD/MM | 37882 |  |  | 0.0125 | 0.0175 | 25000 | 15000 | I
 |  | US Gas Basis     TETCO ELA               Nov01-Mar02     USD/MM | 37881 |  |  | -0.065 | -0.06 | 15000 | 15000 | I
 |  | US Gas Phy       Dom SP TT               28Nov01         USD/MM | 27754 |  |  | 1.56 | 1.66 | 5000 | 5000 | A
 |  | US Gas Basis     Transco Z6 NY           Oct01           USD/MM | 36170 |  |  | 0.3 | 0.32 | 10000 | 10000 | I
 |  | US Gas Basis     Transco Z6 NY           Nov01-Mar02     USD/MM | 35000 |  |  | 1.49 | 1.525 | 5000 | 5000 | I
 |  | US Gas Basis     TETCO M3                Oct01           USD/MM | 37104 |  |  | 0.26 | 0.28 | 10000 | 10000 | I
 |  | US Gas Basis     TETCO M3                Nov01-Mar02     USD/MM | 34999 |  |  | 0.915 | 0.955 | 5000 | 5000 | I
 |  | US Gas Basis     TCO Pool                Oct01           USD/MM | 36162 |  |  | 0.19 | 0.21 | 10000 | 10000 | I
 |  | US Gas Basis     TCO Pool                Nov01-Mar02     USD/MM | 34998 |  |  | 0.2425 | 0.2525 | 5000 | 5000 | I
 |  | US Gas Basis     Dom APP                 Oct01           USD/MM | 37073 |  |  | 0.1675 | 0.1875 | 10000 | 10000 | I
 |  | US Gas Basis     Dom APP                 Nov01-Mar02     USD/MM | 34993 |  |  | 0.3575 | 0.3775 | 5000 | 5000 | I
 |  | US Gas Phy       Mich Con                28Nov01         USD/MM | 27764 |  |  | 2 | 0 | 5000 | 0 | A
 |  | CAN Gas Phy      Dawn                    28Nov01         USD/MM | 29602 |  |  | 2.15 |  | 17007 |  | I
 |  | CAN Gas Phy      Niagara, TCPL           28Nov01         USD/MM | 29606 |  |  | 1.87 | 0 | 10000 | 0 | A
 |  | US Gas Basis     NGI Chicago             Nov01-Mar02     USD/MM | 29762 |  |  | 0.15 | 0.16 | 10000 | 10000 | I
 |  | US Gas Basis     GD/M Mich Con           Nov01-Mar02     USD/MM | 29764 |  |  |  |  |  |  | I
 |  | CAN Gas PhyBasis Dawn                    Nov01-Mar02     USD/MM | 29763 |  |  |  |  |  |  | I
 |  | US Gas Basis     NGI SoCal               Nov01-Mar02     USD/MM | 34973 |  |  | -0.005 | 0.01 | 5000 | 5000 | I
 |  | US Gas Basis     NGI PGE CtyGate         Jul-Sep01       USD/MM | 36696 |  |  | 0.85 | 1.19 | 5000 | 5000 | I
 |  | US Gas Basis     NGI PGE CtyGate         Nov01-Mar02     USD/MM | 45213 |  |  | 0.135 | 0.15 | 5000 | 5000 | I
 |  | US Gas Basis     CIG Rky Mtn             Jul-Sep01       USD/MM | 47662 |  |  |  |  |  |  | I
 |  | US Gas Basis     CIG Rky Mtn             Nov01-Mar02     USD/MM | 41229 |  |  |  |  |  |  | I
 |  | US Gas Swap      Nymex                   Nov01-Mar02     USD/MM | 35353 |  |  | 3.35 | 3.365 | 5000 | 5000 | I
 |  | US Gas Basis     HHub                    Nov01-Mar02     USD/MM | 37879 |  |  | 0.0025 | 0.0075 | 30000 | 30000 | I
 |  | US Gas Daily     HHub                    28-30Nov01      USD/MM | 28312 |  |  | 2.155 | 2.175 | 10000 | 2500 | I
 |  | US Gas Daily     HHub                    29-30Nov01      USD/MM | 28251 |  |  | 2.43 | 2.46 | 5000 | 10000 | I
 |  | US Gas Daily     Transco Z6 NY           29-30Nov01      USD/MM | 28195 |  |  | 2.93 | 3.04 | 5000 | 10000 | I
 |  | US Gas Daily     Transco Z6 NY           17-30Apr01      USD/MM | 48082 |  |  |  |  |  |  | I
 |  | US Gas Daily     TX E M3                 29-30Nov01      USD/MM | 28193 |  |  | 2.835 | 2.945 | 5000 | 10000 | I
 |  | US Gas Daily     TGT Z-SL                28-30Nov01      USD/MM | 28164 |  |  | 2.125 | 2.145 | 20000 | 20000 | I
 |  | US Gas Daily     TCO Pool                28-30Nov01      USD/MM | 28270 |  |  |  |  |  |  | I
 |  | US Gas Daily     TCO Pool                29-30Nov01      USD/MM | 28271 |  |  | 2.395 | 2.43 | 10000 | 10000 | I
 |  | US Gas Daily     Dom South               28-30Nov01      USD/MM | 28202 |  |  |  |  |  |  | I
 |  | US Gas Daily     Dom South               29-30Nov01      USD/MM | 28203 |  |  | 2.435 | 2.49 | 5000 | 5000 | I
 |  | US Gas Daily     Chicago                 29-30Nov01      USD/MM | 28206 |  |  |  |  |  |  | I
 |  | US Gas Daily     Chicago                 28-30Nov01      USD/MM | 28319 |  |  |  |  |  |  | I
 |  | US Gas Daily     Consumers Pwr           28-30Nov01      USD/MM | 28923 |  |  |  |  |  |  | I
 |  | US Gas Daily     Consumers Pwr           29-30Nov01      USD/MM | 28924 |  |  | 2.09 | 2.13 | 10000 | 10000 | I
 |  | US Gas Daily     Mich Con                28-30Nov01      USD/MM | 28256 |  |  |  |  |  |  | I
 |  | US Gas Daily     Mich Con                29-30Nov01      USD/MM | 28257 |  |  | 2.12 | 2.16 | 10000 | 10000 | I
 |  | CAN Gas Phy      Dawn                    28-30Nov01      USD/MM | 29720 |  |  |  |  |  |  | I
 |  | CAN Gas Phy      Dawn                    29-30Nov01      USD/MM | 29605 |  |  | 3.3075 | 3.3575 | 10000 | 10000 | I
 |  | US Gas Daily     CIG(N.syst)             17-30Apr01      USD/MM | 48078 |  |  |  |  |  |  | I
 |  | US Gas Daily     CIG(N.syst)             29-30Nov01      USD/MM | 44746 |  |  |  |  |  |  | I
 |  | US Gas Daily     Waha                    29-30Nov01      USD/MM | 28325 |  |  | 2.155 | 2.19 | 10000 | 5000 | I
 |  | US Gas Daily     Waha                    28-30Nov01      USD/MM | 28273 |  |  | 1.83 | 1.895 | 10000 | 10000 | I
 |  | US Gas Daily     PG&E CtyGate            29-30Nov01      USD/MM | 28317 |  |  | 2.3 | 2.33 | 10000 | 10000 | I
 |  | US Gas Daily     PG&E CtyGate            17-30Apr01      USD/MM | 48144 |  |  | 12.15 | 12.75 | 10000 | 10000 | I
 |  | US Gas Daily     SoCal                   17-30Apr01      USD/MM | 48140 |  |  | 13.25 | 13.85 | 10000 | 10000 | I
 |  | US Gas Daily     SoCal                   29-30Nov01      USD/MM | 28324 |  |  | 2.33 | 2.36 | 10000 | 10000 | I
 |  | US Gas Daily     Transco St.65           29-30Nov01      USD/MM | 28194 |  |  |  |  |  |  | I
 |  | US Gas Daily     Transco St.65           28-30Nov01      USD/MM | 28166 |  |  | 2.1775 | 2.1975 | 20000 | 10000 | I
 |  | US Gas Daily     TX E M3                 28-30Nov01      USD/MM | 28165 |  |  | 2.48 | 2.54 | 10000 | 2500 | I
 |  | US Gas Daily     Transco Z6 NY           28-30Nov01      USD/MM | 28167 |  |  | 2.59 | 2.68 | 10000 | 2500 | I
 |  | US Gas Phy       NGPL NICOR              28Nov01         USD/MM | 27819 |  |  | 1.99 | 2.01 | 10000 | 10000 | A
 |  | US Gas Phy       COL Onshore             29Nov01         USD/MM | 27773 |  |  |  |  |  |  | I
 |  | US Gas Phy       COL Onshore             28Nov01         USD/MM | 27759 |  |  | 1.615 | 1.645 | 10000 | 10000 | A
 |  | US Gas Swap      Nymex                   Jan-Dec02       USD/MM | 48724 |  |  | 2.97 | 2.98 | 5000 | 5000 | A
 |  | US Gas Basis     ColGulf LA              Sep01           USD/MM | 36094 |  |  | -0.0275 | -0.0175 | 25000 | 25000 | I
 |  | US Gas Basis     ColGulf LA              Nov01-Mar02     USD/MM | 37878 |  |  | -0.025 | -0.02 | 10000 | 10000 | I
 |  | US Gas Daily     COL Onshore             28-30Nov01      USD/MM | 28204 |  |  | 2.1125 | 2.1325 | 10000 | 15000 | I
 |  | US Gas Daily     COL Onshore             29-30Nov01      USD/MM | 28205 |  |  |  |  |  |  | I
 |  | US Gas Phy Index Consumers NL1           Jun-Oct01       USD/MM | 48784 |  |  |  |  |  |  | I
 |  | US Gas Swap      Nymex                   Aug01           USD/MM | 49353 |  |  | 3.165 | 3.175 | 20000 | 20000 | I
 |  | US Gas Daily     PG&E CtyGate            28-30Nov01      USD/MM | 28266 |  |  | 2.115 | 2.155 | 5000 | 5000 | I
 |  | US Gas Swap      Nymex                   Sep01           USD/MM | 49613 |  |  | 2.29 | 2.305 | 20000 | 70000 | I
 |  | US Gas Basis     HHub                    Oct01           USD/MM | 37084 |  |  | 0.0125 | 0.0225 | 50000 | 50000 | I
 |  | US Gas Basis     ColGulf LA              Oct01           USD/MM | 36095 |  |  | -0.0225 | -0.0125 | 15000 | 10000 | I
 |  | US Gas Basis     TETCO ELA               Oct01           USD/MM | 36166 |  |  | -0.07 | -0.06 | 15000 | 12500 | I
 |  | US Gas Basis     Transco St.65           Oct01           USD/MM | 36168 |  |  | 0.0075 | 0.0175 | 15000 | 50000 | I
 |  | US Gas Basis     Transco Z6 NY           Oct01           USD/MM | 36170 |  |  | 0.3 | 0.32 | 10000 | 10000 | I
 |  | US Gas Basis     GD/M Mich Con           Oct01           USD/MM | 36208 |  |  | 0.12 | 0.135 | 10000 | 10000 | I
 |  | CAN Gas PhyBasis Dawn                    Nov01           USD/MM | 36423 |  |  | 0.195 | 0.215 | 10000 | 10000 | I
 |  | US Gas Basis     NGI Chicago             Oct01           USD/MM | 36101 |  |  |  |  |  |  | I
 |  | US Gas Basis     NGI PGE CtyGate         Oct01           USD/MM | 39258 |  |  | -0.025 | -0.005 | 10000 | 10000 | I
 |  | US Gas Basis     NGI SoCal               Oct01           USD/MM | 36214 |  |  | -0.08 | -0.065 | 10000 | 5000 | I
 |  | US Gas Basis     CIG Rky Mtn             Oct01           USD/MM | 41313 |  |  |  |  |  |  | I
 |  | US Gas Basis     Transco Z6 NY           Oct 01           USD/MM | 37042 |  |  | 0.45 | 0.47 | 5000 | 5000 | I
 |  | US Gas Basis     TETCO M3                Oct 01           USD/MM | 37036 |  |  | 0.345 | 0.355 | 5000 | 5000 | I
 |  | US Gas Basis     TCO Pool                Oct 01           USD/MM | 37033 |  |  | 0.175 | 0.195 | 5000 | 5000 | I
 |  | US Gas Basis     Dom APP                 Oct 01           USD/MM | 37001 |  |  | 0.1275 | 0.1375 | 10000 | 10000 | I
 |  | US Pwr Phy Firm  Cinergy  Peak           Jan02            USD/MWh | 36463 |  |  | 28.25 | 28.75 | 50 | 50 | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         Jan02           USD/MWh | 40677 |  |  |  |  |  |  | I
 |  | US Pwr Phy Firm  PJM-W Peak              Jan02           USD/MWh | 36484 |  |  | 50.75 | 51.75 | 50 | 50 | I
 |  | US Pwr Phy Firm  Cinergy HE12-21         29Nov01         USD/MWh | 29565 |  |  | 23.5 | 26.5 | 50 | 50 | I
 |  | US Pwr Phy Firm  Cinergy HE12-21         29Nov01         USD/MWh | 29565 |  |  | 23.5 | 26.5 | 50 | 50 | I
 |  | US Pwr Phy Firm  Cinergy Peak            29Nov01         USD/MWh | 29067 |  |  | 14 | 16 | 50 | 50 | I
 |  | US Pwr Phy Firm  Cinergy Peak            03-07Dec01      USD/MWh | 29070 |  |  |  |  |  |  | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         29Nov01         USD/MWh | 32228 |  |  | 39.95 | 40.35 | 50 | 50 | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         29-30Nov01      USD/MWh | 32233 |  |  | 41.7 | 42.2 | 50 | 50 | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         03-07Dec01      USD/MWh | 32230 |  |  | 33.85 | 34.45 | 50 | 50 | I
 |  | US Pwr Phy Firm  PJM-W Peak              29Nov01         USD/MWh | 29086 |  |  | 23.65 | 24.15 | 50 | 50 | I
 |  | US Pwr Phy Firm  PJM-W Peak              29-30Nov01      USD/MWh | 29084 |  |  |  |  |  |  | I
 |  | US Pwr Phy Firm  PJM-W Peak              03-07Dec01      USD/MWh | 29089 |  |  | 23.8 | 24.3 | 50 | 50 | A
 |  | US Pwr Phy Firm  Cinergy Peak            29-30Nov01      USD/MWh | 29065 |  |  |  |  |  |  | I
 |  | US Pwr Phy Firm  PJM-W Peak              Jan02           USD/MWh | 36484 |  |  | 50.75 | 51.75 | 50 | 50 | I
 |  | US ResidOil Swap Platts No 6 NYH 1%      Jan02           USD/bl/m | 44329 |  |  | 15.6 | 15.95 | 25000 | 25000 | I
 |  | US ResidOil Swap Platts No 6 NYH 1%      Oct-Dec01       USD/bl/m | 44395 |  |  | 18.75 | 19.15 | 25000 | 25000 | I
 |  | US ResidOil Swap Platts No 6 NYH 1%      Jan02           USD/bl/m | 44329 |  |  | 15.6 | 15.95 | 25000 | 25000 | I
 |  | US Pwr Phy Firm  Cinergy Peak            Dec01           USD/MWh | 36462 |  |  | 50 | 51.5 | 50 | 50 | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         Jul-Aug01       USD/MWh | 32246 |  |  | 83.5 | 88.5 | 50 | 50 | I
 |  | US Gas Basis     Transco Z6 NY           Sep01           USD/MM | 36169 |  |  | 0.2825 | 0.2925 | 10000 | 10000 | I
 |  | US Gas Basis     Transco Z6 NY           Nov01           USD/MM | 39352 |  |  | 0.51 | 0.53 | 10000 | 10000 | I
 |  | US Gas Basis     HHub                    Sep01           USD/MM | 37083 |  |  | 0.0075 | 0.0125 | 50000 | 50000 | I
 |  | US Gas Basis     Transco St.65           Sep01           USD/MM | 36167 |  |  | 0.01 | 0.02 | 15000 | 15000 | I
 |  | US Gas Basis     TETCO ELA               Sep01           USD/MM | 36165 |  |  | -0.0725 | -0.0625 | 15000 | 25000 | I
 |  | US Gas Basis     TETCO M3                Sep01           USD/MM | 37103 |  |  | 0.2625 | 0.2725 | 10000 | 10000 | I
 |  | US Gas Basis     TCO Pool                Sep01           USD/MM | 36161 |  |  | 0.145 | 0.155 | 10000 | 10000 | I
 |  | US Gas Basis     Dom APP                 Sep01           USD/MM | 37071 |  |  | 0.11 | 0.12 | 10000 | 9000 | I
 |  | US Gas Basis     TETCO M3                Nov01           USD/MM | 39326 |  |  | 0.405 | 0.435 | 10000 | 10000 | I
 |  | US Gas Basis     TCO Pool                Nov01           USD/MM | 39312 |  |  | 0.225 | 0.235 | 10000 | 10000 | I
 |  | US Gas Basis     Dom APP                 Nov01           USD/MM | 39110 |  |  | 0.265 | 0.275 | 10000 | 10000 | I
 |  | US Gas Basis     NGI Chicago             Sep01           USD/MM | 36100 |  |  |  |  |  |  | I
 |  | US Gas Basis     GD/D TCO P-HHub         Jul-Sep01       USD/MM | 37016 |  |  |  |  |  |  | I
 |  | US Gas Basis     GD/M Mich Con           Sep01           USD/MM | 36207 |  |  |  |  |  |  | I
 |  | US Gas Basis     Transco Z6 NY           Dec01           USD/MM | 39354 |  |  | 0.73 | 0.75 | 10000 | 10000 | A
 |  | US Gas Basis     TETCO M3                Dec01           USD/MM | 39328 |  |  | 0.63 | 0.66 | 10000 | 10000 | A
 |  | US Gas Basis     TCO Pool                Dec01           USD/MM | 39314 |  |  | 0.135 | 0.137 | 10000 | 10000 | A
 |  | US Gas Basis     Dom APP                 Oct 01           USD/MM | 37001 |  |  | 0.1275 | 0.1375 | 10000 | 10000 | I
 |  | US Gas Basis     NGI PGE CtyGate         Sep01           USD/MM | 39256 |  |  | 0.32 | 0.34 | 5000 | 5000 | I
 |  | US Gas Basis     NGI SoCal               Sep01           USD/MM | 36213 |  |  | 0.27 | 0.3 | 15000 | 15000 | I
 |  | US Gas Basis     CIG Rky Mtn             Sep01           USD/MM | 41283 |  |  |  |  |  |  | I
 |  | US Gas Basis     Waha                    Sep01           USD/MM | 47099 |  |  | 0 | 0.01 | 10000 | 10000 | I
 |  | US Gas Basis     NGI PGE CtyGate         Nov01           USD/MM | 39260 |  |  | -0.17 | -0.155 | 10000 | 10000 | I
 |  | US Gas Basis     NGI SoCal               Nov01           USD/MM | 38914 |  |  | -0.235 | -0.215 | 10000 | 10000 | I
 |  | US Gas Basis     CIG Rky Mtn             Nov01           USD/MM | 41281 |  |  |  |  |  |  | I
 |  | US Gas Basis     Waha                    Nov01           USD/MM | 39370 |  |  | -0.325 | -0.305 | 10000 | 10000 | I
 |  | US Gas Basis     NGI PGE CtyGate         Nov01-Mar02     USD/MM | 45213 |  |  | 0.135 | 0.15 | 5000 | 5000 | I
 |  | US Gas Basis     NGI SoCal               Nov-Dec01       USD/MM | 49143 |  |  | 0.75 | 0.95 | 5000 | 5000 | I
 |  | US Gas Basis     Waha                    Oct01           USD/MM | 37116 |  |  | -0.145 | -0.125 | 10000 | 10000 | I
 |  | US Gas Basis     HHub                    Aug-Oct01       USD/MM | 54054 |  |  | -0.005 | 0 | 50000 | 50000 | I
 |  | US Gas Basis     Transco St.65           Aug-Oct01       USD/MM | 54070 |  |  | 0.0075 | 0.0125 | 25000 | 25000 | I
 |  | US Gas Basis     ColGulf LA              Aug-Oct01       USD/MM | 54050 |  |  | -0.03 | -0.025 | 25000 | 25000 | I
 |  | US Gas Basis     TETCO ELA               Aug-Oct01       USD/MM | 54062 |  |  | -0.0775 | -0.0725 | 25000 | 25000 | I
 |  | US Gas Swap      Nymex                   Aug-Oct01       USD/MM | 52722 |  |  | 3.2 | 3.215 | 5000 | 5000 | I
 |  | US Gas Swap      Nymex                   Oct01           USD/MM | 49615 |  |  | 1.83 | 1.835 | 50000 | 30000 | I
 |  | US Gas Basis     NGI Chicago             Aug-Oct01       USD/MM | 48730 |  |  | -0.0225 | -0.0125 | 10000 | 10000 | I
 |  | US Gas Phy Index Consumers NL1           Dec01           USD/MM | 37096 |  |  | 0.1 | 0.12 | 10000 | 9839 | I
 |  | US Gas Phy Index Consumers NL1           Aug-Oct01       USD/MM | 48788 |  |  |  |  |  |  | I
 |  | US Gas Phy Index [NAME]            Dec01           USD/MM | 37182 |  |  | 0.025 | 0.045 | 10000 | 10000 | I
 |  | US Gas Basis     GD/M Mich Con           Aug-Oct01       USD/MM | 48738 |  |  |  |  |  |  | I
 |  | US Gas Basis     CIG Rky Mtn             Oct 01           USD/MM | 47664 |  |  |  |  |  |  | I
 |  | US Gas Fin Spd   Nymex Spread            Aug01 vs Sep01  USD/MM-L | 49625 |  |  | 3.2185 | 3.2315 | 150 | 150 | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         Dec01           USD/MWh | 40519 |  |  | 36.9 | 37.7 | 50 | 50 | A
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         09-13Jul01      USD/MWh | 54117 |  |  |  |  |  |  | I
 |  | US Pwr Fin Swap  ISO NY Z-J Peak         05-06Jul01      USD/MWh | 54962 |  |  |  |  |  |  | I
 |  | US Pwr Phy Firm  PJM-W Peak              Aug01           USD/MWh | 40993 |  |  | 52.75 | 53.75 | 50 | 50 | I
 |  | US Pwr Phy Firm  PJM-W Peak              09-13Jul01      USD/MWh | 52917 |  |  | 38 | 39 | 50 | 50 | I
 |  | US Pwr Phy Firm  PJM-W Peak              05-06Jul01      USD/MWh | 54992 |  |  | 25.75 | 26.25 | 50 | 850 | I
 |  | US Pwr Phy Firm  PJM-W Peak              05-31Jul01      USD/MWh | 54994 |  |  | 43 | 44 | 100 | 50 | I
 |  | US Pwr Phy Firm  Cinergy Peak            29-30Nov01      USD/MWh | 29066 |  |  | 18.55 | 19.05 | 50 | 50 | A
 |  | US Pwr Phy Firm  Cinergy Peak            03-07Dec01      USD/MWh | 29070 |  |  |  |  |  |  | I
 |  | US Pwr Phy Firm  Cinergy Peak            Aug01           USD/MWh | 40869 |  |  | 53.75 | 54.75 | 50 | 50 | I
 |  | US ResidOil Swap Platts No 6 NYH 1%      Dec01           USD/bl/m | 44327 |  |  | 15.2 | 15.45 | 25000 | 25000 | I
 |  | US Gas Phy Index Consumers NL1           Jan02           USD/MM | 37098 |  |  | 0.14 | 0.16 | 5000 | 5000 | I
 |  | US Gas Basis     GD/M Mich Con           Oct01           USD/MM | 36208 |  |  | 0.12 | 0.135 | 10000 | 10000 | I
 |  | US Gas Swap      Nymex                   Dec01           USD/MM | 58074 |  |  | 2.56 | 2.57 | 20000 | 20000 | A