Spreadsheet: errol_mclaughlin_jr__10010__Basis Pipe Options 2001
Sheet: OCT-2001

BASIS OPTIONS |  |  |  |  |  |  |  |  |  |  |  | [NAME] ( DO NOT ERASE )
Counterparty |  | Deal Num | Pub Code | Fin | Call/Put | Period | Option Qty | Strike Price | INDEX | Basis | NYMEX | ABS VOL | Trans | Type | Trans Type | STRIKE | Value
VIRGINIAPOWENE |  | VA5251.1 | IF-CGT/APPALAC | F | C | 2001-11-01 00:00:00 | 300000 | 0.5 | 3.37 |  | 3.202
VIRGINIAPOWENE |  | V53667.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | 900000 | 0.2 | 2.79 |  | 3.202
VIRGINIAPOWENE |  | V64800.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | 900000 | 0.2 | 2.79 |  | 3.202
VIRGINIAPOWENE |  | V81056.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | 900000 | 0.12 | 2.79 |  | 3.202
VIRGINIAPOWENE |  | VJ1484.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | 300000 | 0 | 2.79 |  | 3.202
VIRGINIAPOWENE |  | VJ6421.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | 150000 | 0 | 2.79 |  | 3.202
VIRGINIAPOWENE |  | Y11219.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | 600000 | -0.13 | 2.79 |  | 3.202
ENTERGYKOCTRA |  | Y11242.1 | IF-ELPO/PERMIAN | F | C | 2001-11-01 00:00:00 | -150000 | -0.13 | 2.79 |  | 3.202
BANKAMENAT |  | QY1212.1 | IF-ELPO/SJ | F | P | 2001-11-01 00:00:00 | -600000 | -0.1 | 2.69 |  | 3.202
BPCORNORAME |  | Y81272.1 | IF-ELPO/SJ | F | C | 2001-11-01 00:00:00 | 900000 | -0.3 | 2.69 |  | 3.202
BPCORNORAME |  | [NAME] | IF-ELPO/SJ | F | P | 2001-11-01 00:00:00 | 900000 | -0.3 | 2.69 |  | 3.202
[NAME] |  | Y90302.1 | IF-ELPO/SJ | F | P | 2001-11-01 00:00:00 | -300000 | -0.5 | 2.69 |  | 3.202
BANKAMENAT |  | YE2964.1 | IF-ELPO/SJ | F | C | 2001-11-01 00:00:00 | 1000000 | -0.29 | 2.69 |  | 3.202
BANKAMENAT |  | YE2964.2 | IF-ELPO/SJ | F | P | 2001-11-01 00:00:00 | 1000000 | -0.29 | 2.69 |  | 3.202
DYNEGYMARAND |  | YB3172.1 | IF-HEHUB | F | P | 2001-11-01 00:00:00 | -1500000 | 0 | 3.16 |  | 3.202
VIRGINIAPOWENE |  | VA1496.1 | IF-NGPL/MIDCON | F | P | 2001-11-01 00:00:00 | 1500000 | -0.15 | 3.04 |  | 3.202
VIRGINIAPOWENE |  | VD3483.1 | IF-NGPL/MIDCON | F | P | 2001-11-01 00:00:00 | 1200000 | -0.2 | 3.04 |  | 3.202
VIRGINIAPOWENE |  | VU9333.1 | IF-NGPL/MIDCON | F | P | 2001-11-01 00:00:00 | -1500000 | -0.15 | 3.04 |  | 3.202
VIRGINIAPOWENE |  | VU9333.2 | IF-NGPL/MIDCON | F | P | 2001-11-01 00:00:00 | 1500000 | -0.2 | 3.04 |  | 3.202
VIRGINIAPOWENE |  | VA1410.1 | IF-NNG/DEMARCAT | F | C | 2001-11-01 00:00:00 | 1500000 | 0.1 | 3.11 |  | 3.202
VIRGINIAPOWENE |  | VD3701.1 | IF-NNG/DEMARCAT | F | C | 2001-11-01 00:00:00 | 1200000 | 0.1 | 3.11 |  | 3.202
ECC |  | V56856.1 | IF-NTHWST/CANBR | F | P | 2001-11-01 00:00:00 | -1500000 | 0.5 | 2.78 |  | 3.202
[NAME] |  | V81090.1 | IF-NWPL_ROCKY_M | F | P | 2001-11-01 00:00:00 | -300000 | -0.5 | 2.59 |  | 3.202
[NAME] |  | Y73669.1 | IF-NWPL_ROCKY_M | F | P | 2001-11-01 00:00:00 | -300000 | -0.5 | 2.59 |  | 3.202
ELPASOMERLP |  | YE2999.1 | IF-NWPL_ROCKY_M | F | C | 2001-11-01 00:00:00 | 300000 | -0.29 | 2.59 |  | 3.202
ELPASOMERLP |  | YE2999.2 | IF-NWPL_ROCKY_M | F | P | 2001-11-01 00:00:00 | 300000 | -0.29 | 2.59 |  | 3.202
VIRGINIAPOWENE |  | V64810.1 | IF-PAN/TX/OK | F | P | 2001-11-01 00:00:00 | 900000 | -0.11 | 3.05 |  | 3.202
VIRGINIAPOWENE |  | V81085.1 | IF-PAN/TX/OK | F | P | 2001-11-01 00:00:00 | 900000 | -0.1 | 3.05 |  | 3.202
VIRGINIAPOWENE |  | VF6826.1 | IF-PAN/TX/OK | F | C | 2001-11-01 00:00:00 | -900000 | -0.12 | 3.05 |  | 3.202
VIRGINIAPOWENE |  | VF6826.2 | IF-PAN/TX/OK | F | P | 2001-11-01 00:00:00 | -900000 | -0.12 | 3.05 |  | 3.202
VIRGINIAPOWENE |  | VH3525.1 | IF-PAN/TX/OK | F | P | 2001-11-01 00:00:00 | -1500000 | -0.13 | 3.05 |  | 3.202
VIRGINIAPOWENE |  | Y48783.1 | IF-PAN/TX/OK | F | C | 2001-11-01 00:00:00 | -1000000 | -0.1 | 3.05 |  | 3.202
ELPASOMERLP |  | [NAME] | IF-PAN/TX/OK | F | C | 2001-11-01 00:00:00 | -1000000 | -0.1 | 3.05 |  | 3.202
VIRGINIAPOWENE |  | Y52517.1 | IF-PAN/TX/OK | F | C | 2001-11-01 00:00:00 | -1000000 | -0.1 | 3.05 |  | 3.202
TRACTEBEENEMAR |  | Y65452.1 | IF-TETCO/M3 | F | P | 2001-11-01 00:00:00 | -900000 | 0.35 | 3.54 |  | 3.202
TXUENETRA |  | EM1452.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | -1000000 | 0.95 | 3.65 |  | 3.202
ELPASOMERLP |  | NM6058.5 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 500000 | 1.33 | 3.65 |  | 3.202
ELPASOMERLP |  | NM6058.6 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 500000 | 1.33 | 3.65 |  | 3.202
WILLIAMSENEMAR |  | NP8939.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -1000000 | 0.95 | 3.65 |  | 3.202
ELPASOMERLP |  | QF1168 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 5 | 3.65 |  | 3.202
ELPASOMERLP |  | QM7471.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 300000 | 1.5 | 3.65 |  | 3.202
ELPASOMERLP |  | QM7471.2 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -300000 | 0.75 | 3.65 |  | 3.202
BANKAMENAT |  | QZ5023.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -600000 | 0.5 | 3.65 |  | 3.202
BANKAMENAT |  | QZ5114.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -1000000 | 1 | 3.65 |  | 3.202
MIRANTAMEENE |  | V04215.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -150000 | 1.65 | 3.65 |  | 3.202
AEPENESER |  | V04313.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -1000000 | 1 | 3.65 |  | 3.202
ELPASOMERLP |  | V06558.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 300000 | 1.7 | 3.65 |  | 3.202
TRACTEBEENEMAR |  | V23022.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -300000 | 1 | 3.65 |  | 3.202
ELPASOMERLP |  | V27741.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 2 | 3.65 |  | 3.202
MIRANTAMEENE |  | V46022.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 500000 | 3 | 3.65 |  | 3.202
TRANSCANENEFIN |  | V90879 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | -150000 | 4 | 3.65 |  | 3.202
DYNEGYMARAND |  | VI2479.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 300000 | 1 | 3.65 |  | 3.202
JARON |  | VI2530.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 400000 | 1 | 3.65 |  | 3.202
CINERGYMARTRA |  | VI2547.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 1.2 | 3.65 |  | 3.202
PGEENETRAGAS |  | VI6104.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -300000 | 1 | 3.65 |  | 3.202
TRACTEBEENEMAR |  | VJ1452.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -150000 | 0.75 | 3.65 |  | 3.202
BANKAMENAT |  | VJ9792.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -2000000 | 0.5 | 3.65 |  | 3.202
PGEENETRAGAS |  | VJ9828.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -300000 | 1 | 3.65 |  | 3.202
RELIANTENESER |  | VK0076.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 450000 | 1 | 3.65 |  | 3.202
DEUTSCHEBANAKT |  | VL3467.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -300000 | 1 | 3.65 |  | 3.202
UNOCAL |  | [NAME] | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 0.6 | 3.65 |  | 3.202
AXIAENELP |  | VR7284.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 600000 | 0.6 | 3.65 |  | 3.202
ELPASOMERLP |  | VV6458.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | -300000 | 1.5 | 3.65 |  | 3.202
ELPASOMERLP |  | VV6458.2 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 2.5 | 3.65 |  | 3.202
ELPASOMERLP |  | Y28642.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 5 | 3.65 |  | 3.202
UNOCAL |  | Y39563.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 75000 | 1 | 3.65 |  | 3.202
BANKAMENAT |  | YC2231.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 1500000 | 1.2 | 3.65 |  | 3.202
BANKAMENAT |  | YC2888.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 600000 | 1 | 3.65 |  | 3.202
PSEGENERES |  | YD1642.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 300000 | 1 | 3.65 |  | 3.202
PSEGENERES |  | YD7450.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | 300000 | 1 | 3.65 |  | 3.202
WILLIAMSENEMAR |  | YE2830.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 1.15 | 3.65 |  | 3.202
ELPASOMERLP |  | YE2905.1 | IF-TRANSCO/Z6 | F | P | 2001-11-01 00:00:00 | -300000 | 1.15 | 3.65 |  | 3.202
UNION |  | YE2946.1 | IF-TRANSCO/Z6 | F | C | 2001-11-01 00:00:00 | 300000 | 1.15 | 3.65 |  | 3.202
VIRGINIAPOWENE |  | V73890.1 | MICH_CG-GD | F | P | 2001-11-01 00:00:00 | 300000 | 0.2 | 3.31 |  | 3.202
VIRGINIAPOWENE |  | QS3219.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1500000 | 0.5 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | V19831.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1000000 | 0.5 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | V31070.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 300000 | 0.15 | 3.21 |  | 3.202
TRANSCANENEFIN |  | V39066.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 400000 | 0.5 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | V53625.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -500000 | 0.3 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | V53625.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 500000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | V98379.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1000000 | 0.5 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | V98541.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 600000 | 0.3 | 3.21 |  | 3.202
BPCORNORAME |  | V98656.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.2 | 3.21 |  | 3.202
BPCORNORAME |  | V98656.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 300000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VA7704.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -600000 | 0.3 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VA7704.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 600000 | 0.15 | 3.21 |  | 3.202
BANKAMENAT |  | VB0796.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -300000 | 0.15 | 3.21 |  | 3.202
BANKAMENAT |  | VB0796.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 300000 | 0.3 | 3.21 |  | 3.202
BANKAMENAT |  | VB3222.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VB6794.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -500000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VB6794.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 500000 | 0.1 | 3.21 |  | 3.202
RELIANTENESER |  | VC0077.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 150000 | 0.5 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | [NAME] | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1000000 | 0.5 | 3.21 |  | 3.202
CINERGYMARTRA |  | VC7136.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.25 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VD3537.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -1000000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VD3537.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1000000 | 0.3 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VD3575.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VD3575.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.1 | 3.21 |  | 3.202
CINERGYMARTRA |  | VD8048.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VD8069.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VD8069.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.1 | 3.21 |  | 3.202
BANKAMENAT |  | VF5100.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -500000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VF8478.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VF8478.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VH3589.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.25 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VH3589.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1000000 | 0.5 | 3.21 |  | 3.202
DYNEGYMARAND |  | VJ1759.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 300000 | 0.1 | 3.21 |  | 3.202
BANKAMENAT |  | VJ6441.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -1000000 | 0.1 | 3.21 |  | 3.202
WILLIAMSENEMAR |  | VK5014.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.3 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VK6763.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -500000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VK6763.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 500000 | 0.25 | 3.21 |  | 3.202
BANKAMENAT |  | VL3468.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -1000000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VM5814.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 600000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VM5814.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -600000 | 0.3 | 3.21 |  | 3.202
DYNEGYMARAND |  | VN9430.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.1 | 3.21 |  | 3.202
WILLIAMSENEMAR |  | VN9448.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.2 | 3.21 |  | 3.202
WILLIAMSENEMAR |  | VN9458.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.3 | 3.21 |  | 3.202
RELIANTENESER |  | VP8482.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 300000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VZ4501.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VZ4501.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.05 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VZ8847.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | VZ8847.2 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.05 | 3.21 |  | 3.202
PGEENETRAGAS |  | Y04541.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.2 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | Y14174.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -1000000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | [NAME] | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -1000000 | 0.1 | 3.21 |  | 3.202
WILLIAMSENEMAR |  | Y36595.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | Y41744.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.05 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | Y41744.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.15 | 3.21 |  | 3.202
ENTERGYKOCTRA |  | Y46645.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -600000 | 0.1 | 3.21 |  | 3.202
WILLIAMSENEMAR |  | Y62135.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.11 | 3.21 |  | 3.202
DYNEGYMARAND |  | Y65443.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 1000000 | 0.1 | 3.21 |  | 3.202
DYNEGYMARAND |  | Y65461.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -2000000 | 0.15 | 3.21 |  | 3.202
RELIANTENESER |  | Y65467.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -300000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | Y70992.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -500000 | 0.11 | 3.21 |  | 3.202
PGEENETRAGAS |  | Y77338.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.15 | 3.21 |  | 3.202
DYNEGYMARAND |  | Y77344.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.15 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | Y90174.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -1000000 | 0.1 | 3.21 |  | 3.202
VIRGINIAPOWENE |  | Y90174.2 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 1000000 | 0.2 | 3.21 |  | 3.202
PGEENETRAGAS |  | YA1658.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | -1500000 | 0.1 | 3.21 |  | 3.202
RELIANTENESER |  | YA8160.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | -300000 | 0.15 | 3.21 |  | 3.202
PGEENETRAGAS |  | YC7534.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 300000 | 0.2 | 3.21 |  | 3.202
DYNEGYMARAND |  | YC7535.1 | NGI/CHI. GATE | F | C | 2001-11-01 00:00:00 | 2000000 | 0.2 | 3.21 |  | 3.202
PGEENETRAGAS |  | YD1738.1 | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 600000 | 0.1 | 3.21 |  | 3.202
PGEENETRAGAS |  | [NAME] | NGI/CHI. GATE | F | P | 2001-11-01 00:00:00 | 900000 | 0.1 | 3.21 |  | 3.202
DEUTSCHEBANAKT |  | VB0773.2 | NGI-MALIN | F | C | 2001-11-01 00:00:00 | -250000 | 5.75 | 2.91 |  | 3.202
ELPASOMERLP |  | QG7543 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 1000000 | 2 | 2.95 |  | 3.202
ELPASOMERLP |  | QH2326 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 1000000 | 2 | 2.95 |  | 3.202
[NAME] |  | QH4118 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 2 | 2.95 |  | 3.202
CONAGRAENESER |  | QS3253.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -150000 | 4 | 2.95 |  | 3.202
CONAGRAENESER |  | QS3253.2 | NGI-SOCAL | F | P | 2001-11-01 00:00:00 | 150000 | 1 | 2.95 |  | 3.202
ELPASOMERLP |  | QS8092.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 500000 | 3 | 2.95 |  | 3.202
[NAME] |  | V16887.1 | NGI-SOCAL | F | P | 2001-11-01 00:00:00 | -300000 | 2 | 2.95 |  | 3.202
SOCAL |  | V40776.1 | NGI-SOCAL | F | P | 2001-11-01 00:00:00 | 150000 | 4.5 | 2.95 |  | 3.202
SOCAL |  | V43248.1 | NGI-SOCAL | F | P | 2001-11-01 00:00:00 | 300000 | 7 | 2.95 |  | 3.202
FT-NORTHWEST |  | V78156.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 150000 | 10 | 2.95 |  | 3.202
GD-NEW |  | V78163.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 350000 | 10 | 2.95 |  | 3.202
WILLIAMSENEMAR |  | V78165.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -500000 | 10 | 2.95 |  | 3.202
FT-NORTHWEST |  | V89557.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 9 | 2.95 |  | 3.202
FT-WEST |  | V89569.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 9 | 2.95 |  | 3.202
MIRANTAMEENE |  | V89580.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -600000 | 9 | 2.95 |  | 3.202
WILLIAMSENEMAR |  | V89596.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -300000 | 9 | 2.95 |  | 3.202
FT-NORTHWEST |  | VB9912.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -150000 | 10 | 2.95 |  | 3.202
GD-NEW |  | VB9918.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -150000 | 10 | 2.95 |  | 3.202
SOCAL |  | VC0140.1 | NGI-SOCAL | F | P | 2001-11-01 00:00:00 | -150000 | 4 | 2.95 |  | 3.202
CONAGRAENESER |  | VC0177.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 10 | 2.95 |  | 3.202
MIRANTAMEENE |  | VC0295.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 150000 | 10 | 2.95 |  | 3.202
CONAGRAENESER |  | VD8126.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 10 | 2.95 |  | 3.202
[NAME] |  | VF0966.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -150000 | 5 | 2.95 |  | 3.202
WILLIAMSENEMAR |  | VF0994.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -500000 | 3 | 2.95 |  | 3.202
WILLIAMSENEMAR |  | VF1032.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -500000 | 5 | 2.95 |  | 3.202
MGMT-WEST |  | VF1980.2 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 3 | 2.95 |  | 3.202
MGMT-WEST |  | VF1980.3 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 5 | 2.95 |  | 3.202
WILLIAMSENEMAR |  | VI2617.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -500000 | 5 | 2.95 |  | 3.202
MIRANTAMEENE |  | VI6538.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 0.9 | 2.95 |  | 3.202
MIRANTAMEENE |  | VI6538.2 | NGI-SOCAL | F | P | 2001-11-01 00:00:00 | 300000 | 0.9 | 2.95 |  | 3.202
RELIANTENESER |  | VR4954.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -150000 | 1 | 2.95 |  | 3.202
PGEENETRAGAS |  | VU9324.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 500000 | 2 | 2.95 |  | 3.202
DYNEGYMARAND |  | VU9454.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 2 | 2.95 |  | 3.202
CONAGRAENESER |  | VW1058.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 1 | 2.95 |  | 3.202
MIRANTAMEENE |  | VW9223.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | 300000 | 1 | 2.95 |  | 3.202
ELPASOMERLP |  | VY5172.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -500000 | 2 | 2.95 |  | 3.202
ELPASOMERLP |  | VZ0150.1 | NGI-SOCAL | F | C | 2001-11-01 00:00:00 | -500000 | 2 | 2.95 |  | 3.202
ASIAN OPTION |  |  |  |  |  |  |  |  |  |  |  | [NAME] ( DO NOT ERASE )
Counterparty |  | Deal Num | Pub Code | Fin | Call/Put | Period | Option Qty | Strike Price | # SET DAYS | AVE. PRICE | NYMEX | ABS VOL | Trans | Type | Trans Type | STRIKE | Value
WEATHER-US-PRC |  | VG1266 | GDP-HEHUB | F | P | 7/1/01-10/31/2001 | 109962 | 3.5 | 123 | 2.6787