Spreadsheet: danny_mccarty__4643__PRM MTM as of 12-10-2001
Sheet: ENA Reserve 12102001 detail

Page: 1 |  |  | VSMTMACCT |  |  | 2001-12-11 08:34:00
ZAI*NET v6.02 |  |  | Database: zainet_adhoc_prod |  |  | a/o 10DEC01
ETS MTM Financial Position and P&L report
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 750000 | 2.91 | 3.1 | 0 | -141188.73 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 2.955 | 3.1 | 0 | -111153.89 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 3 | 3.1 | 0 | -76489.87 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 750000 | 2.99 | 3.1 | 0 | -81252.85 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 | 2002-06-01 00:00:00 | 2002-10-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 3.005 | 3.1 | 0 | -72352.18 | YD6460.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA815 | 2001-10-30 00:00:00 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 316667 | 2.91 | 3.275 | 0 | -114519.86 | YF5420.1 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA816 | 2001-10-30 00:00:00 | 2002-07-01 00:00:00 | 2002-07-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 825000 | 2.955 | 3.275 | 0 | -261131.28 | YF5420.2 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA817 | 2001-10-30 00:00:00 | 2002-08-01 00:00:00 | 2002-08-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 825000 | 3 | 3.275 | 0 | -223917.93 | YF5420.3 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA818 | 2001-10-30 00:00:00 | 2002-09-01 00:00:00 | 2002-09-30 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 850000 | 2.99 | 3.275 | 0 | -238587.91 | YF5420.4 | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA819 | 2001-10-30 00:00:00 | 2002-10-01 00:00:00 | 2002-10-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1358333 | 3.005 | 3.275 | 0 | -360409.61 | YF5420.5 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OCI reduction
NNG | NTHE | 00002 | Base Gas | AAA262 | 2000-05-31 00:00:00 | 2002-06-01 00:00:00 | 2002-06-30 00:00:00 | 2002-06-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -2000000 | 2.82 | 3.3 | 0 | 950889.77 | NK7775.1 | ENA | SPEC
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 | 2002-07-01 00:00:00 | 2002-09-30 00:00:00 | 2002-07-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.865 | 3.3 | 0 | 1290429.54 | NK7775.1 | ENA | SPEC
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 | 2002-07-01 00:00:00 | 2002-09-30 00:00:00 | 2002-08-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.91 | 3.3 | 0 | 1154516.54 | NK7775.1 | ENA | SPEC
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 | 2002-07-01 00:00:00 | 2002-09-30 00:00:00 | 2002-09-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.9 | 3.3 | 0 | 1181343.56 | NK7775.1 | ENA | SPEC
NNG | NTHE | 00002 | Base Gas | AAA264 | 2000-05-31 00:00:00 | 2002-10-01 00:00:00 | 2002-10-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -4000000 | 2.915 | 3.3 | 0 | 1512795.24 | NK7775.1 | ENA | SPEC
NNG | NTHS | 00008 | Basis Back to Back | AAA483 | 2001-01-10 00:00:00 | 2002-04-01 00:00:00 | 2002-04-30 00:00:00 | 2002-04-01 00:00:00 | IFERC | [NAME] | B |  | BASIS SWAP | 500000 | 2.707 | 2.797 | 0.01 | -49701.37 | QK7503.1 | RMTC | SPEC
NNG | NTHS | 00008 | Basis Back to Back | AAA483 | 2001-01-10 00:00:00 | 2002-04-01 00:00:00 | 2002-04-30 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -500000 | 2.707 | 2.797 | 0.01 | 0 | QK7503.1 | RMTC | SPEC
NNG | NTHS | 0000P | Basis Back to Back | AAA715 | 2001-06-25 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | [NAME] | S |  | BASIS SWAP | -500000 | 2.34 | 2.316 | -0.0125 | 0 | VJ5699.1 | RMTC | SPEC
NNG | NTHS | 0000P | Basis Back to Back | AAA715 | 2001-06-25 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 500000 | 2.34 | 2.316 | -0.0125 | 0 | VJ5699.1 | RMTC | SPEC
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Income hit
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.23 | 0 | 0 | [NAME] | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.23 | 0 | 0 | [NAME] | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.74 | 0 | 0 | NK4742.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.74 | 0 | 0 | NK4742.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.63 | 0 | 0 | NT6154.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.63 | 0 | 0 | NT6154.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.585 | 0 | 0 | NV5358.1 | ENA | HEDGE
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 | 2001-01-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.585 | 0 | 0 | NV5358.1 | ENA | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.497 | 2.747 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.497 | 2.747 | -0.27 | 17028.84 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -770000 | 2.562 | 2.827 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 770000 | 2.562 | 2.827 | -0.27 | 3838.87 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.54 | 2.825 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.54 | 2.825 | -0.27 | -12731.24 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.467 | 2.797 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.467 | 2.797 | -0.27 | -49204.35 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.522 | 2.852 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.522 | 2.852 | -0.27 | -50759.68 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.58 | 2.91 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.58 | 2.91 | -0.27 | -49030.25 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.625 | 2.955 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.625 | 2.955 | -0.27 | -50578.9 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.67 | 3 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.67 | 3 | -0.27 | -50473.1 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.66 | 2.99 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.66 | 2.99 | -0.27 | -48730.42 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.645 | 3.005 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.645 | 3.005 | -0.27 | -75369.62 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.96 | 3.19 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.96 | 3.19 | -0.27 | 32331.43 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 3.135 | 3.365 | -0.27 | 0 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 3.135 | 3.365 | -0.27 | 33316 | QL2915.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.797 | 2.747 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.797 | 2.747 | 1.05 | 851442.16 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 770000 | 2.797 | 2.827 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -770000 | 2.797 | 2.827 | 1.05 | 829195.3 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.775 | 2.825 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.775 | 2.825 | 1.05 | 933624.22 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 2.707 | 2.797 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 2.707 | 2.797 | 1.05 | 934882.7 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.782 | 2.852 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.782 | 2.852 | 1.05 | 947513.95 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 2.86 | 2.91 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 2.86 | 2.91 | 1.05 | 898887.98 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.12 | 2.955 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.12 | 2.955 | 1.05 | 746038.85 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.17 | 3 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.17 | 3 | 1.05 | 740272.06 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 3.155 | 2.99 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 3.155 | 2.99 | 1.05 | 718773.72 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.045 | 3.005 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.045 | 3.005 | 1.05 | 845814.62 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 3.26 | 3.19 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 3.26 | 3.19 | 1.05 | 792119.96 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.435 | 3.365 | 1.05 | 0 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.435 | 3.365 | 1.05 | 816242.03 | QL2918.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.505 | 3.445 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.505 | 3.445 | 1.03 | 1098402.56 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1050000 | 3.43 | 3.37 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1050000 | 3.43 | 3.37 | 1.03 | 988798.18 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.34 | 3.28 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.34 | 3.28 | 1.03 | 1091394.03 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.295 | 3.125 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.295 | 3.125 | 1.03 | 933319.35 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.305 | 3.135 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.305 | 3.135 | 1.03 | 960996.77 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.34 | 3.17 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.34 | 3.17 | 1.03 | 926315.23 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.385 | 3.215 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.385 | 3.215 | 1.03 | 953648.09 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.43 | 3.26 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.43 | 3.26 | 1.03 | 949767.09 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.43 | 3.26 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.43 | 3.26 | 1.03 | 915129.57 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.45 | 3.28 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.45 | 3.28 | 1.03 | 941843.21 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.595 | 3.415 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.595 | 3.415 | 1.03 | 896702.92 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.73 | 3.55 | 1.03 | 0 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.73 | 3.55 | 1.03 | 922865.16 | QL5357.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.215 | 3.445 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.215 | 3.445 | -0.15 | -90589.9 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1050000 | 3.14 | 3.37 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1050000 | 3.14 | 3.37 | -0.15 | -81550.37 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.05 | 3.28 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.05 | 3.28 | -0.15 | -90011.88 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.845 | 3.125 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.845 | 3.125 | -0.15 | -141083.16 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.855 | 3.135 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.855 | 3.135 | -0.15 | -145266.95 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.89 | 3.17 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.89 | 3.17 | -0.15 | -140024.4 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.935 | 3.215 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.935 | 3.215 | -0.15 | -144156.11 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.98 | 3.26 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.98 | 3.26 | -0.15 | -143569.44 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.98 | 3.26 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.98 | 3.26 | -0.15 | -138333.54 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3 | 3.28 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3 | 3.28 | -0.15 | -142371.65 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 3.235 | 3.415 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 3.235 | 3.415 | -0.15 | -31648.34 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.37 | 3.55 | -0.15 | 0 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.37 | 3.55 | -0.15 | -32571.71 | QL5358.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA359 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -418500 | 2.09 | 2.316 | -0.21 | 0 | QL5363.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA359 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 418500 | 2.09 | 2.316 | -0.21 | 0 | QL5363.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA619 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 418500 | 2.225 | 2.316 | 0.9 | 0 | QL5365.1 | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA619 | 2001-01-16 00:00:00 | 2001-12-01 00:00:00 | 2001-12-31 00:00:00 | 2001-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -418500 | 2.225 | 2.316 | 0.9 | 0 | QL5365.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 645000 | 3.26 | 3.19 | 0.85 | 0 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -645000 | 3.26 | 3.19 | 0.85 | 492907.3 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 666500 | 3.435 | 3.365 | 0.85 | 0 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -666500 | 3.435 | 3.365 | 0.85 | 507917.58 | QL5424.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -645000 | 2.96 | 3.19 | -0.15 | 0 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 645000 | 2.96 | 3.19 | -0.15 | -50554.59 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -666500 | 3.135 | 3.365 | -0.15 | 0 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 | 2002-11-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 666500 | 3.135 | 3.365 | -0.15 | -52094.11 | QL5444.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.505 | 3.445 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.505 | 3.445 | 1.16 | 381987.42 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 322000 | 3.43 | 3.37 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -322000 | 3.43 | 3.37 | 1.16 | 343870.71 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.34 | 3.28 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.34 | 3.28 | 1.16 | 379550.09 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.295 | 3.125 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.295 | 3.125 | 1.16 | 329483.44 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.305 | 3.135 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.305 | 3.135 | 1.16 | 339254.21 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.34 | 3.17 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.34 | 3.17 | 1.16 | 327010.82 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.385 | 3.215 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.385 | 3.215 | 1.16 | 336659.95 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.43 | 3.26 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.43 | 3.26 | 1.16 | 335289.87 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.43 | 3.26 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.43 | 3.26 | 1.16 | 323062.02 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.45 | 3.28 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.45 | 3.28 | 1.16 | 332492.56 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.595 | 3.415 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.595 | 3.415 | 1.16 | 317046.02 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.73 | 3.55 | 1.16 | 0 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.73 | 3.55 | 1.16 | 326296.17 | [NAME] | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.215 | 3.445 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.215 | 3.445 | -0.14 | -31253.52 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -322000 | 3.14 | 3.37 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 322000 | 3.14 | 3.37 | -0.14 | -28134.88 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.05 | 3.28 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.05 | 3.28 | -0.14 | -31054.1 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.845 | 3.125 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.845 | 3.125 | -0.14 | -46593.62 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.855 | 3.135 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.855 | 3.135 | -0.14 | -47975.34 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.89 | 3.17 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.89 | 3.17 | -0.14 | -46243.95 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.935 | 3.215 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.935 | 3.215 | -0.14 | -47608.48 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.98 | 3.26 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.98 | 3.26 | -0.14 | -47414.73 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.98 | 3.26 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.98 | 3.26 | -0.14 | -45685.54 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3 | 3.28 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3 | 3.28 | -0.14 | -47019.15 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 3.235 | 3.415 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 3.235 | 3.415 | -0.14 | -12940.65 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.37 | 3.55 | -0.14 | 0 | QL9273.1 | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 | 2003-01-01 00:00:00 | 2003-12-31 00:00:00 | 2003-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.37 | 3.55 | -0.14 | -13318.21 | QL9273.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 5.05 | 0 | 379743.2 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 5.05 | 0 | 331957.31 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 5.05 | 0 | 368048.56 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 5.05 | 0 | 362024.75 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 5.05 | 0 | 364239.13 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 5.05 | 0 | 342468.89 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 5.05 | 0 | 340258.09 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 5.05 | 0 | 330369.35 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 5.05 | 0 | 324500.31 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 5.05 | 0 | 337640.67 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 5.05 | 0 | 296126.48 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 5.05 | 0 | 278718.64 | QV8401.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 3.46 | 0 | 133599.01 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 3.46 | 0 | 110000.99 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 3.46 | 0 | 122682.85 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 3.46 | 0 | 124949.23 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 3.46 | 0 | 119669.78 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 3.46 | 0 | 106232.22 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 3.46 | 0 | 96559.73 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 3.46 | 0 | 87180.8 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 3.46 | 0 | 89708.28 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 3.46 | 0 | 95544.32 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 3.46 | 0 | 62458.44 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 3.46 | 0 | 37934.81 | VV1743.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 3.3625 | 0 | 118505.27 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 3.3625 | 0 | 96390.46 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 3.3625 | 0 | 107636.84 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 3.3625 | 0 | 110411.58 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 3.3625 | 0 | 104672.6 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 3.3625 | 0 | 91746 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 3.3625 | 0 | 81615.96 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 3.3625 | 0 | 72268.3 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 3.3625 | 0 | 75310.65 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 3.3625 | 0 | 80698.78 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 3.3625 | 0 | 48129.74 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 3.3625 | 0 | 23169.76 | Y31793.1 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 3.145 | 0 | 84834.6 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 3.145 | 0 | 66028.51 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 3.145 | 0 | 74072.67 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 3.145 | 0 | 77981.44 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 3.145 | 0 | 71217.36 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 3.145 | 0 | 59430.61 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 3.145 | 0 | 48279.86 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 3.145 | 0 | 39001.94 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 3.145 | 0 | 43192.87 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 3.145 | 0 | 47581.83 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 3.145 | 0 | 16165.71 | Y37193.2 | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 3.145 | 0 | -9767.65 | Y37193.2 | RMTC | HEDGE
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | OCI reduction
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.597 | 2.747 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.597 | 2.747 | 0.03 | 27865.38 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 140000 | 2.672 | 2.827 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -140000 | 2.672 | 2.827 | 0.03 | 25825.11 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.665 | 2.825 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.665 | 2.825 | 0.03 | 29320.43 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.622 | 2.797 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.622 | 2.797 | 0.03 | 30566.34 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.682 | 2.852 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.682 | 2.852 | 0.03 | 30763.44 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.745 | 2.91 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.745 | 2.91 | 0.03 | 28972.42 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.83 | 2.955 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.83 | 2.955 | 0.03 | 23756.76 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.89 | 3 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.89 | 3 | 0.03 | 21412.83 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.8525 | 2.99 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.8525 | 2.99 | 0.03 | 24734.38 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.8325 | 3.005 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.8325 | 3.005 | 0.03 | 30833.03 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 3.035 | 3.19 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 3.035 | 3.19 | 0.03 | 27187.79 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 3.2095 | 3.365 | 0.03 | 0 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 3.2095 | 3.365 | 0.03 | 28091.45 | QF0967.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.747 | 4.47 | 0 | 266820.23 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -140000 | 2.827 | 4.47 | 0 | 229392.78 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.825 | 4.47 | 0 | 253894.34 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.797 | 4.47 | 0 | 249527.46 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.852 | 4.47 | 0 | 248945.45 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.91 | 4.47 | 0 | 231846.75 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.955 | 4.47 | 0 | 232273.31 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3 | 4.47 | 0 | 224880.22 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.99 | 4.47 | 0 | 218644.03 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3.005 | 4.47 | 0 | 223149.37 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 3.19 | 4.47 | 0 | 188158.21 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3.365 | 4.47 | 0 | 167428.46 | QF4410.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.747 | 4.39 | 0 | -254431.6 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 140000 | 2.827 | 4.39 | 0 | -218223.32 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.825 | 4.39 | 0 | -241546.89 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.797 | 4.39 | 0 | -237595.49 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.852 | 4.39 | 0 | -236636.65 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.91 | 4.39 | 0 | -219957.17 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.955 | 4.39 | 0 | -220008.05 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3 | 4.39 | 0 | -212641.84 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.99 | 4.39 | 0 | -206825.43 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3.005 | 4.39 | 0 | -210963.74 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 3.19 | 4.39 | 0 | -176398.32 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3.365 | 4.39 | 0 | -155306.94 | QF4447.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.597 | 2.747 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-01-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.597 | 2.747 | 0.04 | -29413.46 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -140000 | 2.672 | 2.827 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-02-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 140000 | 2.672 | 2.827 | 0.04 | -27221.06 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.665 | 2.825 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-03-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.665 | 2.825 | 0.04 | -30863.61 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.622 | 2.797 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-04-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.622 | 2.797 | 0.04 | -32057.38 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.682 | 2.852 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-05-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.682 | 2.852 | 0.04 | -32301.61 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.745 | 2.91 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-06-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.745 | 2.91 | 0.04 | -30458.19 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.83 | 2.955 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-07-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.83 | 2.955 | 0.04 | -25289.45 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.89 | 3 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-08-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.89 | 3 | 0.04 | -22942.32 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.8525 | 2.99 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-09-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.8525 | 2.99 | 0.04 | -26211.06 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.8325 | 3.005 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-10-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.8325 | 3.005 | 0.04 | -32355.64 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 3.035 | 3.19 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-11-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 3.035 | 3.19 | 0.04 | -28657.4 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 3.2095 | 3.365 | 0.04 | 0 | QF5953.1 | ENA | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 | 2002-01-01 00:00:00 | 2002-12-31 00:00:00 | 2002-12-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 3.2095 | 3.365 | 0.04 | -29605.81 | QF5953.1 | ENA | SPEC
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