Spreadsheet: phillip_m_love__30673__finliq03
Sheet: Sheet1

RPT_ID | Co/Region/B/S | I/C | DEAL_NUM_STR | DEL_POINT_CD | COMM_CD | REF_IDX_CD | DEL_IDX_CD | BUY_SELL_CD | MapCounter | CTRPTY_LEGAL_NM | SWP_VOL_AMT | OPT_VOL_AMT | TOT_PL_AMT | DEAL_DT | ENTITY_CD | NATR_CD | PMT_CD | PRC_FIX_AMT | PRC_FLOAT_AMT | PRC_PL_AMT | [NAME] | PRC_BOOK_CD | PRC_ORG_CD | BAS_FIX_AMT | [NAME] | BAS_PL_AMT | BAS_PORT_CD | BAS_BOOK_CD | BAS_ORG_CD | PRM_FIX_AMT | [NAME] | PRM_PORT_CD | [NAME] | PRM_ORG_CD | ANN_FIX_AMT | [NAME] | ANN_PORT_CD | ANN_BOOK_CD | ANN_ORG_CD | CTRCT_PRC_AMT | ORIG_CD | TYPE_CD | CALL_PUT_CD | TRAN_START_DT | TRAN_STOP_DT | [NAME] | STATE_OF_INCORPORATION | CURRENCY_CD | UOM_CD | PRC_UOM_CD | ACCT_ENTITY_CD | BookCode | [NAME] | CODED | CoNum | CTRPTY_CD | RegionCode | SpreadSheet
19660 | 12STORF | 12SFS | NB4327.1 | N/A | NG | ANNUITY |  | S |  | Intra-Month Storage Book -Hattiesburg | -71770 | 0 | 71770 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 71770 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-HATT | [NAME] | MARFTNYBK.Detail
19644 | 12STORF | 12SFS | NB2083.1 | N/A | NG | ANNUITY |  | S |  | Intra-Month Storage Book -Hattiesburg | -51051 | 0 | 51051 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 51051 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-HATT | CENTRAL | MARFTCEBK.Detail
19539 | 12STORF | 12SFB | EB3932.3 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 155000 | 0 | 72540 | 1997-04-10 00:00:00 | ECT | F | 5BDAP | 2.135 | 2.603 | 72540 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.135 | [NAME] | SWAP | C | 2000-01-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19653 | 12STORF | 12SFB | EI8987.1 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | 15004 | 1998-02-13 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0575 | 0.0393 | 15004 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0575 | SHIAU | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | EAST | MARFTEABK.Detail
19653 | 12STORF | 12SFB | [NAME] | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | 15004 | 1998-02-27 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0575 | 0.0393 | 15004 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0575 | SHIAU | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | EAST | MARFTEABK.Detail
19633 | 12STORF | 12SFB | EI9581.2 | N/A | NG | ANNUITY |  | B |  | Storage Book - Bammel | 930000 | 0 | -39525 | 1998-05-11 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0425 | -39525 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-03-01 00:00:00 | 2001-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EK1302.1 | N/A | NG | ANNUITY |  | B |  | Storage Book - Bammel | 50000 | 0 | -50000 | 1998-03-31 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -50000 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EL5317.1 | N/A | NG | ANNUITY |  | B |  | Storage Book - Bammel | 9525000 | 0 | -404812.5 | 1998-05-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0425 | -404812.5 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-05-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EL5317.3 | N/A | NG | ANNUITY |  | B |  | Storage Book - Bammel | 0 | 0 | 0 | 1998-05-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0425 | 0 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-05-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EN2080.1 | N/A | NG | ANNUITY |  | B |  | Storage Book - Bammel | 4915 | 0 | -4915 | 1998-07-13 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -4915 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1999-09-01 00:00:00 | 2002-08-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER3061.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | 18104 | 1998-11-19 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0775 | 0.0393 | 18104 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0775 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER7488.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 36983 | 1998-12-03 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.08 | 0.0393 | 36983 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.08 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER8075.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 1240000 | 0 | 151032 | 1998-12-04 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0825 | 0.0393 | 151032 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0825 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER8085.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 930000 | 0 | 113274 | 1998-12-04 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0825 | 0.0393 | 113274 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0825 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER8089.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 37758 | 1998-12-04 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0825 | 0.0393 | 37758 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0825 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER8092.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 620000 | 0 | 75516 | 1998-12-04 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0825 | 0.0393 | 75516 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0825 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ER9175.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 775000 | 0 | 94395 | 1998-12-08 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0825 | 0.0393 | 94395 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0825 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ES0656.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 38533 | 1998-12-11 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.085 | 0.0393 | 38533 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.085 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ET1014.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 39308 | 1999-01-14 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0875 | 0.0393 | 39308 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0875 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | [NAME] | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 1550000 | 0 | 196540 | 1999-01-14 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0875 | 0.0393 | 196540 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0875 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | ET1069.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 39308 | 1999-01-14 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0875 | 0.0393 | 39308 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0875 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EU9102.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | 18104 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0775 | 0.0393 | 18104 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0775 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EU9104.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | 18104 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0775 | 0.0393 | 18104 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0775 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EU9107.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 36208 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0775 | 0.0393 | 36208 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0775 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | EU9121.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 36208 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.0775 | 0.0393 | 36208 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0775 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N16534.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | 8060 | 1999-09-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.055 | -0.003 | 8060 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.055 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N80603.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 1550000 | 0 | 10850 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.01 | -0.003 | 10850 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.01 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N80618.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 3100000 | 0 | 13950 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.003 | 13950 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19529 | 12STORF | 12SFB | N71409.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | -465.02 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.003 | -465.02 | B | { | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2001-01-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | B{ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | [NAME]
19633 | 12STORF | 12SFS | EL3941.2 | N/A | NG | NX3 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | -26133 | 1998-05-08 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | -0.045 | 0.0393 | -26133 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.045 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N66711.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -3100000 | 0 | -29450 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0125 | -0.003 | -29450 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0125 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N66724.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -3100000 | 0 | -29450 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0125 | -0.003 | -29450 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0125 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N68114.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -2480000 | 0 | -11160 | 1999-12-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.003 | -11160 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N68115.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -930000 | 0 | -4185 | 1999-12-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.003 | -4185 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N68115.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -930000 | 0 | -4185 | 1999-12-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.003 | -4185 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | [NAME] | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | 1705 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.003 | 1705 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N71098.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | 1705 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.003 | 1705 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N71124.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | 1705 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.003 | 1705 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N71142.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | 1705 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.003 | 1705 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N71149.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | 1705 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.003 | 1705 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N73512.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -1550000 | 0 | 12400 | 2000-01-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.003 | 12400 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | EL5317.4 | N/A | NG | ANNUITY |  | S |  | Storage Book - Bammel | 0 | 0 | 0 | 1998-05-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0425 | 0 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-05-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19539 | 12STORF | 12SFS | EA6836.1 | N/A | NG | NX3 |  | S |  | Storage Book - Bammel | -150000 | 0 | -59025 | 1997-03-06 00:00:00 | ECT | F | 5BDAP | 2.1672 | 2.5607 | -59025 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.1672 | SHANKMAN | SWAP | C | 1998-10-01 00:00:00 | 2002-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | ET4135.6 | N/A | NG | NX3 |  | B |  | Storage Book - Bammel | 980000 | 0 | 347606 | 1999-01-25 00:00:00 | ECT | F | 5BDAP | 2.206 | 2.5607 | 347606 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.206 | SHANKMAN | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N44381.3 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 18000 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | 18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N44381.4 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | -17000 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N45354.5 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 2000000 | 0 | 146000 | 1999-11-16 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 146000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N45354.9 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 103000 | 1999-11-16 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.603 | 103000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N48913.1 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 300000 | 0 | 63900 | 1999-11-23 00:00:00 | ECT | F | 5BDAP | 2.39 | 2.603 | 63900 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.39 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N48913.2 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 700000 | 0 | 156100 | 1999-11-23 00:00:00 | ECT | F | 5BDAP | 2.38 | 2.603 | 156100 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.38 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N79848.8 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 7000000 | 0 | 231000 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | 231000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N81073.D | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 200000 | 0 | 24600 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.48 | 2.603 | 24600 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.48 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N86001.8 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1700000 | 0 | 90100 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 90100 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N86001.9 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 20500 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.5825 | 2.603 | 20500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5825 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N86001.A | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 23000 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 23000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N86001.B | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 33000 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | 33000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19633 | 12STORF | 12SFB | N79571.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 620 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.005 | -0.003 | 620 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.005 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | [NAME] | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 3100000 | 0 | 13950 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.003 | 13950 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86759.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 8370 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.003 | 8370 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86804.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 930000 | 0 | 22785 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | 22785 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86817.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 620000 | 0 | 16740 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.003 | 16740 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86832.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 4650000 | 0 | 113925 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | 113925 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86845.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 8370 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.003 | 8370 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86853.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 8370 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.003 | 8370 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86859.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 7595 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | 7595 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N86875.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 6820 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | 6820 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N90886.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 930000 | 0 | 34410 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.04 | -0.003 | 34410 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.04 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N90894.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 310000 | 0 | 11470 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.04 | -0.003 | 11470 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.04 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | N90904.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 620000 | 0 | 22940 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.04 | -0.003 | 22940 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.04 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFB | [NAME] | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 93000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 93000 | G | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19529 | 12STORF | 12SFB | N78575.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Storage Book - Bammel | 155000 | 0 | -852.5 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.003 | -852.5 | B | { | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | B{ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | [NAME]
19539 | 12STORF | 12SFB | N86001.C | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 38000 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | 38000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N87000.7 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 500000 | 0 | 14000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | 14000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N89653.6 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 500000 | 0 | -46000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.603 | -46000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | SHANKMAN | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | N90660.3 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | -127000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | -127000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | NA4376.1 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1500000 | 0 | 162000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.495 | 2.603 | 162000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.495 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | NA4383.1 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1500000 | 0 | 79500 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 79500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFB | NA5524.1 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 1000000 | 0 | 118000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.485 | 2.603 | 118000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.485 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19561 | 12STORF | 12SFB | N87870.1 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 250000 | 0 | 3250 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | 3250 | B | $ | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | B$ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | marb$bk.[NAME]
19561 | 12STORF | 12SFB | N89519.1 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 250000 | 0 | -18000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.603 | -18000 | B | $ | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | B$ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | marb$bk.[NAME]
19561 | 12STORF | 12SFB | N89519.3 | N/A | NG | NX1 |  | B |  | Storage Book - Bammel | 250000 | 0 | -26750 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -26750 | B | $ | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | B$ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | marb$bk.[NAME]
19633 | 12STORF | 12SFS | [NAME] | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -1550000 | 0 | 12400 | 2000-01-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.003 | 12400 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N95407.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -4650000 | 0 | -102300 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -102300 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N95432.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -930000 | 0 | -18135 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -18135 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N95450.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | -6045 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -6045 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N95463.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -620000 | 0 | -12090 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -12090 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N95463.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -4185000 | 0 | -71145 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.02 | -0.003 | -71145 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.02 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | N99255.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -930000 | 0 | -20460 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -20460 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA0014.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | -7595 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | -7595 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA0019.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -620000 | 0 | -13640 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -13640 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA0019.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -2170000 | 0 | -47740 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -47740 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA0972.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -930000 | 0 | -22785 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | -22785 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA0977.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -620000 | 0 | -13640 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -13640 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | [NAME] | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -310000 | 0 | -6820 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -6820 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA0985.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -620000 | 0 | -15190 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | -15190 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA1001.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -775000 | 0 | -17050 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -17050 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA1294.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -620000 | 0 | -12090 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -12090 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA1303.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -620000 | 0 | -12090 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -12090 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19633 | 12STORF | 12SFS | NA7744.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Storage Book - Bammel | -930000 | 0 | -8835 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0125 | -0.003 | -8835 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0125 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | TEXAS | MARFTTXBK.Detail
19583 | 12STORF | 12SFS | NA0376.9 | N/A | NG | ANNUITY |  | S |  | Storage Book - Bammel | -696012 | 0 | 696012 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 696012 | N | B | HPLC | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | HPLC | MARNBBK.Detail
19539 | 12STORF | 12SFS | N67176.8 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -6000000 | 0 | -1698000 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.32 | 2.603 | -1698000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.32 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N69564.4 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1800000 | 0 | -711900 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.2075 | 2.603 | -711900 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2075 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N72209.3 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -5000000 | 0 | -1802500 | 2000-01-07 00:00:00 | ECT | F | 5BDAP | 2.2425 | 2.603 | -1802500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2425 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N75614.5 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -310000 | 0 | -93930 | 2000-01-13 00:00:00 | ECT | F | 5BDAP | 2.3 | 2.603 | -93930 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.3 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N87000.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -500000 | 0 | -11500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -11500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N87000.6 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -53000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N88386.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -500000 | 0 | -6500 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -6500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N88386.2 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -500000 | 0 | -9000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -9000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N88386.3 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -3000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -3000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N88386.4 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | 9500 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | 9500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N89653.5 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -2000000 | 0 | 214000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | 214000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | SHANKMAN | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N89653.8 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -500000 | 0 | 36000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.603 | 36000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | SHANKMAN | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N94420.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -500000 | 0 | 38500 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.603 | 38500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N96604.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -600000 | 0 | -37800 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -37800 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N99298.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -53000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | N99298.3 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -4000000 | 0 | -332000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | -332000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA1258.3 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -18000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA1258.5 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -2500000 | 0 | -57500 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -57500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA2962.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | 32000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | 32000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA4380.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -880000 | 0 | -73040 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | -73040 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA6719.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -78000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.525 | 2.603 | -78000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA6720.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -68000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA6721.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -53000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA6722.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -73000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -73000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA6723.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -83000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | -83000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA6724.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -70500 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5325 | 2.603 | -70500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5325 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA7978.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -2000000 | 0 | -116000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -116000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA7979.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -53000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA7980.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -33000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | -33000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA7981.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -28000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -28000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA7982.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -20500 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5825 | 2.603 | -20500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5825 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19539 | 12STORF | 12SFS | NA7983.1 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -1000000 | 0 | -13000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -13000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | MARPGBK.Detail
19561 | 12STORF | 12SFS | N87870.2 | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -250000 | 0 | 10500 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 10500 | B | $ | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | B$ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | marb$bk.[NAME]
19561 | 12STORF | 12SFS | [NAME] | N/A | NG | NX1 |  | S |  | Storage Book - Bammel | -250000 | 0 | 23000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.603 | 23000 | B | $ | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | B$ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BAMMEL | DESK | marb$bk.[NAME]
19583 | 12STORF | 12SPS | ND2710.3 | N/A | NG | ANNUITY |  | S |  | Storage Book - Bammel | -55850 | 0 | 55850 | 2000-03-28 00:00:00 | ECT | P | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 55850 | N | B | HPLC | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Phy | 16 | ST-BAMMEL | HPLC | MARNBBK.Detail
19583 | 12STORF | 12SFB | EX1218.2 | N/A | NG | ANNUITY |  | B |  | Storage Book - Spindletop | 5000 | 0 | -5000 | 1999-05-17 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -5000 | N | B | HPLC | 0 | N/A | ANNUITY | C | 1999-05-01 00:00:00 | 2001-07-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | NB | 2000-03-01 00:00:00 | Deal Coded | 16 | ST-SPINDLETOP | HPLC | MARNBBK.Detail
 | 12STORF Total
19633 | 12TF | 12TFB | ES5823.Y | N/A | NG | NX3 | IF-HPL/SHPCHAN | B |  | Cabot Oil & Gas Marketing Corporation | 155000 | 0 | 7254 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | -0.0075 | 0.0393 | 7254 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | SCHEUER | SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | X | DE | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | CABOTOILGASMARK | TEXAS | MARFTTXBK.Detail
19539 | 12TF | 12TPB | ES5823.Y | N/A | NG | NX3 |  | B |  | Cabot Oil & Gas Marketing Corporation | 155000 | 0 | 17933.5 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.445 | 2.5607 | 17933.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.445 | SCHEUER | SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | X | DE | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CABOTOILGASMARK | DESK | MARPGBK.Detail
19539 | 12TF | 12TPB | N82893.1 | N/A | NG | NX1 |  | B |  | Cabot Oil & Gas Marketing Corporation | 155000 | 0 | 8990 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 8990 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | SCHEUER | SWAP | C | 2000-03-01 00:00:00 | 2000-04-30 00:00:00 | X | DE | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CABOTOILGASMARK | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | E90253.G | N/A | NG | ANNUITY |  | S |  | EOG Resources, Inc. | -1875810 | 0 | 1875810 | 1998-04-24 00:00:00 | RMTC | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 1875810 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-12-31 00:00:00 | X | DE | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded |  | EOGRES | DESK | MARPGBK.Detail
19583 | 12TF | 12TFS | EY2670.1 | N/A | NG | ANNUITY |  | S |  | Exxon Company, USA, a Division of Exxon Corporation | -15500 | 0 | 852.5 | 1999-06-18 00:00:00 | HPL | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.055 | 852.5 | N | B | HPLC | 0 | N/A | ANNUITY | C | 1999-06-01 00:00:00 | 2000-08-31 00:00:00 | X |  | USD | MMPD | MMBTU | 012T | NB | 2000-03-01 00:00:00 | Deal Coded | 12 | EXXONCOMUSA | HPLC | MARNBBK.Detail
19529 | 12TF | 12TFS | NA7651.1 | N/A | NG | ANNUITY |  | S |  | HPL Transport Physical Assumptions | -155000 | 0 | 395250 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | 395250 | B | { | TEXAS | 0 | N/A | ANNUITY | C | 2000-02-01 00:00:00 | 2001-01-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | B{ | 2000-03-01 00:00:00 | Deal Coded | 16 | TP-HPL-ASSPT | TEXAS
19529 | 12TF | 12TFS | NA7655.1 | N/A | NG | ANNUITY |  | S |  | HPL Transport Physical Assumptions | -155000 | 0 | 368125 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.375 | 368125 | B | { | TEXAS | 0 | N/A | ANNUITY | C | 2000-02-01 00:00:00 | 2001-01-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | B{ | 2000-03-01 00:00:00 | Deal Coded | 16 | TP-HPL-ASSPT | TEXAS
19633 | 12TF | 12TFB | N09275.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 15345 | 1999-08-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0525 | -0.003 | 15345 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0525 | MCCLENDON | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | N81627.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 1860000 | 0 | 13020 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.01 | -0.003 | 13020 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.01 | MCCLENDON | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19583 | 12TF | 12TFB | ET5235.1 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading Texas | 100000 | 0 | -100000 | 1999-01-27 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -100000 | N | B | HPLC | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2006-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | HPLC | MARNBBK.Detail
19578 | 12TF | 12TFB | N38487.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 65906 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.8026 | 65906 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | N38490.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 65906 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.8026 | 65906 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | N38492.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 65906 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.8026 | 65906 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19633 | 12TF | 12TFS | [NAME] | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -310000 | 0 | -6045 | 1999-12-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -6045 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | MCCLENDON | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19583 | 12TF | 12TFS | ET5235.2 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading Texas | -100000 | 0 | 100000 | 1999-02-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 100000 | N | B | HPLC | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2006-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | HPLC | MARNBBK.Detail
19653 | 12TF | 12TFB | N90459.2 | N/A | NG | NX1 | IF-TETCO/STX | B |  | Intra-Month Trading Texas | 465000 | 0 | 9067.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1025 | -0.083 | 9067.5 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFB | N90493.2 | N/A | NG | NX1 | IF-TETCO/STX | B |  | Intra-Month Trading Texas | 310000 | 0 | 5270 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1 | -0.083 | 5270 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFB | NA7595.2 | N/A | NG | NX1 | IF-TETCO/ELA | B |  | Intra-Month Trading Texas | 620000 | 0 | -3410 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0375 | -0.043 | -3410 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFB | NA7619.2 | N/A | NG | NX1 | IF-TETCO/ELA | B |  | Intra-Month Trading Texas | 310000 | 0 | -1705 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0375 | -0.043 | -1705 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFB | NA7622.2 | N/A | NG | NX1 | IF-TETCO/ELA | B |  | Intra-Month Trading Texas | 930000 | 0 | -5115 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0375 | -0.043 | -5115 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19633 | 12TF | 12TFB | N86753.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 7595 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | 7595 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | N86771.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 7595 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | 7595 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | N86832.3 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 1550000 | 0 | 37975 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0275 | -0.003 | 37975 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0275 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | N90870.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 11470 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.04 | -0.003 | 11470 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.04 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | N90891.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 10695 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0375 | -0.003 | 10695 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | NA1860.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 775000 | 0 | 17050 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | 17050 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFB | NA3876.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 1000000 | 0 | 53000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | G | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19635 | 12TF | 12TFB | N87127.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 500000 | 0 | 26500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 26500 | G | G | WAHA | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | WAHA | MARFTWABK.Detail
19539 | 12TF | 12TFB | N86540.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 155000 | 0 | -3410 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.603 | -3410 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N90684.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 500000 | 0 | -53500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -53500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N90684.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 2000000 | 0 | -224000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -224000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N95219.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 155000 | 0 | 14027.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5125 | 2.603 | 14027.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N95219.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 155000 | 0 | 14802.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | 14802.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N95219.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 310000 | 0 | 34255 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.4925 | 2.603 | 34255 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N95740.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 1000000 | 0 | 88000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 88000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N95740.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 1000000 | 0 | 93000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 93000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N95740.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 1500000 | 0 | 169500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.49 | 2.603 | 169500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.49 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | N97752.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 1000000 | 0 | 53000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | NA1769.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 155000 | 0 | -3797.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6275 | 2.603 | -3797.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6275 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFB | NA6765.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Texas | 2000000 | 0 | 191000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | 191000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19578 | 12TF | 12TFB | NA7778.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 620000 | 0 | 125611.94 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6000001 | 2.8026 | 125611.94 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6000001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NA7778.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 310000 | 0 | 62805.97 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6000001 | 2.8026 | 62805.97 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6000001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NA9999.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 155000 | 0 | 18197 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.7674 | 18197 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB1002.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 150000 | 0 | 8580 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.7722 | 8580 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB1002.3 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 150000 | 0 | 3330 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.7722 | 3330 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB1797.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 300000 | 0 | 23190 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.8073 | 23190 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB1817.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 300000 | 0 | 23190 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.8073 | 23190 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB1969.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 300000 | 0 | 8190 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8073 | 8190 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB3069.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 1400000 | 0 | 54740 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8091 | 54740 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB3276.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 140000 | 0 | 6874 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8091 | 6874 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB3278.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 140000 | 0 | 6874 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8091 | 6874 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB4322.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 280000 | 0 | 13104 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.7275 | 2.7743 | 13104 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7275 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB4324.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 140000 | 0 | 8274 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8091 | 8274 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB4324.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 140000 | 0 | 10374 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.8091 | 10374 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB4324.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 140000 | 0 | 11774 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.8091 | 11774 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB4324.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 140000 | 0 | 12124 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.7225 | 2.8091 | 12124 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7225 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB8356.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 110000 | 0 | 15246 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.7836 | 15246 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB9444.4 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 105000 | 0 | 2740.5 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.7625 | 2.7886 | 2740.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7625 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB9444.6 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 90000 | 0 | -1647 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.7967 | -1647 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB9444.7 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 90000 | 0 | 1953 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.7967 | 1953 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NB9444.8 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 90000 | 0 | 3978 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.7525 | 2.7967 | 3978 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7525 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NC6107.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 55000 | 0 | 5401 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.705 | 2.8032 | 5401 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.705 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NC7728.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 45000 | 0 | 2974.5 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8211 | 2974.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFB | NC7728.3 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Texas | 40000 | 0 | 2324 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8281 | 2324 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19595 | 12TF | 12TFB | NB2779.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Texas | 840000 | 0 | 23268 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7877 | 23268 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19595 | 12TF | 12TFB | NB2790.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Texas | 280000 | 0 | 7756 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7877 | 7756 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19595 | 12TF | 12TFB | NB2880.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Texas | 560000 | 0 | 15512 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7877 | 15512 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19595 | 12TF | 12TFB | NB4693.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Texas | 250000 | 0 | 1300 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.7952 | 1300 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19595 | 12TF | 12TFB | NB4693.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Texas | 250000 | 0 | 1300 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.7952 | 1300 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19595 | 12TF | 12TFB | NB4898.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Texas | 500000 | 0 | 12600 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.7952 | 12600 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19653 | 12TF | 12TFS | N87851.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Texas | -620000 | 0 | 8060 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.043 | 8060 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFS | N87858.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Texas | -1550000 | 0 | 27900 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.043 | 27900 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFS | N89138.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Texas | -620000 | 0 | 4960 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 4960 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFS | N89140.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Texas | -930000 | 0 | 7440 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 7440 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19653 | 12TF | 12TFS | N93986.3 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Texas | -930000 | 0 | 7440 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 7440 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARFTEABK.Detail
19633 | 12TF | 12TFS | N95407.3 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -1550000 | 0 | -34100 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.025 | -0.003 | -34100 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | N95410.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -620000 | 0 | -12090 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -12090 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | N95419.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -1550000 | 0 | -30225 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -30225 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | N95419.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -775000 | 0 | -13175 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.02 | -0.003 | -13175 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.02 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | [NAME] | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -930000 | 0 | -18135 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0225 | -0.003 | -18135 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0225 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | NA3898.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -1550000 | 0 | -26350 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.02 | -0.003 | -26350 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.02 | MCCLENDON | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | NA7768.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -310000 | 0 | -6199.97 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -7130 | G | G | TEXAS | 1e-07 | -0.003 | 930.03 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5800001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | NA7779.2 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -155000 | 0 | -3099.98 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -3565 | G | G | TEXAS | 1e-07 | -0.003 | 465.02 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5800001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MARFTTXBK.Detail
19635 | 12TF | 12TFS | N94115.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -310000 | 0 | 19995 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6675 | 2.603 | 19995 | G | G | WAHA | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | WAHA | MARFTWABK.Detail
19635 | 12TF | 12TFS | N94115.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -1627.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.5925 | 2.603 | -1627.5 | G | G | WAHA | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | WAHA | MARFTWABK.Detail
19635 | 12TF | 12TFS | N95744.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -310000 | 0 | -28830 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | -28830 | G | G | WAHA | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | WAHA | MARFTWABK.Detail
19635 | 12TF | 12TFS | N95744.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -17515 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.49 | 2.603 | -17515 | G | G | WAHA | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.49 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | WAHA | MARFTWABK.Detail
19535 | 12TF | 12TFS | N93347.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -190000 | 0 | 20805 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7125 | 2.603 | 20805 | G | B | SOTEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | GB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | SOTEXAS | MARGBBK.Detail
19535 | 12TF | 12TFS | N95744.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -500000 | 0 | -56500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.49 | 2.603 | -56500 | G | B | SOTEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.49 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | GB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | SOTEXAS | MARGBBK.Detail
19535 | 12TF | 12TFS | NA2353.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 7285 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 7285 | G | B | SOTEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | SOTEXAS | MARGBBK.Detail
19535 | 12TF | 12TFS | NA7630.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -465 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -465 | G | B | SOTEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | SOTEXAS | MARGBBK.Detail
19535 | 12TF | 12TFS | NC2776.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -256000 | 0 | -10956.8 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8328 | -10956.8 | G | B | SOTEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | SOTEXAS | MARGBBK.Detail
19535 | 12TF | 12TFS | NC6307.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -100000 | 0 | -11950 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.8495 | -11950 | G | B | SOTEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GB | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | SOTEXAS | MARGBBK.Detail
19539 | 12TF | 12TFS | N88193.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1000000 | 0 | -3000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -3000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N88193.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -500000 | 0 | 6000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 6000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N88193.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1000000 | 0 | 9500 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | 9500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N92924.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 15422.5 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7025 | 2.603 | 15422.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N92924.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 15810 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.705 | 2.603 | 15810 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.705 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N92924.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 16197.5 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7075 | 2.603 | 16197.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 1085 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 1085 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N94040.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 1472.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | 1472.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N94040.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -2790 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N96161.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -8990 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -8990 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N96161.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -310000 | 0 | -17980 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N96161.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -8602.5 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.5475 | 2.603 | -8602.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N97349.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -310000 | 0 | -13330 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | -13330 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N97349.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -6277.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5625 | 2.603 | -6277.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N97752.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1500000 | 0 | -34500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -34500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N97752.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -2000000 | 0 | -6000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -6000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | N98500.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -5115 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | -5115 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA1023.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | 1860 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 1860 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA1023.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -1240 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -1240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA1023.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -1240 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -1240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA1023.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -2790 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA1281.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1000000 | 0 | -8000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -8000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA3019.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -310000 | 0 | 3720 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 3720 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA5011.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -17127.5 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.4925 | 2.603 | -17127.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA5011.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -9765 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -9765 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA6178.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -155000 | 0 | -10927.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5325 | 2.603 | -10927.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5325 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA6724.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1000000 | 0 | -70500 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5325 | 2.603 | -70500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5325 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19539 | 12TF | 12TFS | NA7978.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1000000 | 0 | -58000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -58000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | DESK | MARPGBK.Detail
19578 | 12TF | 12TFS | N97518.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -1000000 | 0 | -8000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -8000 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA0929.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -1550000 | 0 | -321780 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.8026 | -321780 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA4151.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -310000 | 0 | -63581 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.8026 | -63581 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA4157.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -310000 | 0 | -63581 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.8026 | -63581 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA4180.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -310000 | 0 | -63581 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.8026 | -63581 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA4198.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -620000 | 0 | -127162 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.8026 | -127162 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA5455.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -930000 | 0 | -188417.91 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.6000001 | 2.8026 | -188417.91 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6000001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA5479.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -155000 | 0 | -43028 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.525 | 2.8026 | -43028 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.525 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA5493.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -155000 | 0 | -43028 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.525 | 2.8026 | -43028 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.525 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA6805.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Texas | -310000 | 0 | -18755 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5425 | 2.603 | -18755 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5425 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA7778.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -620000 | 0 | -131812 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.8026 | -131812 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA7778.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -310000 | 0 | -67456 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.8026 | -67456 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA8486.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -155000 | 0 | -32953 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.8026 | -32953 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA8979.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -155000 | 0 | -32922 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.7674 | -32922 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NA8979.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -155000 | 0 | -21297 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.7674 | -21297 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB0983.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -150000 | 0 | -11580 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.7722 | -11580 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB1002.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -150000 | 0 | -9330 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.7722 | -9330 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB3069.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Texas | -1400000 | 0 | -24780 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.7877 | -24780 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB3252.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -145000 | 0 | -5756.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8097 | -5756.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB3254.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -290000 | 0 | -17313 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8097 | -17313 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | [NAME] | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -145000 | 0 | 43.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.7747 | 43.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB3895.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -140000 | 0 | -7574 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8091 | -7574 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB3949.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -560000 | 0 | -33096 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8091 | -33096 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | [NAME] | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -140000 | 0 | -7574 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8091 | -7574 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB4820.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -125000 | 0 | -4312.5 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.7475 | 2.782 | -4312.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7475 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB4820.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -120000 | 0 | 2652 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.7829 | 2652 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB5701.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -120000 | 0 | 5052 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.7829 | 5052 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | [NAME] | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -110000 | 0 | -14696 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.7836 | -14696 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB9444.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -105000 | 0 | -3003 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7886 | -3003 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB9444.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -105000 | 0 | -2478 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.7886 | -2478 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB9444.3 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -105000 | 0 | -1953 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.7886 | -1953 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NB9444.5 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -105000 | 0 | -3003 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7886 | -3003 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NC0073.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -90000 | 0 | 72 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.7975 | 2.7967 | 72 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7975 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NC6107.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -55000 | 0 | -4576 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.8032 | -4576 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NC6664.1 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -50000 | 0 | -5075 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.811500000000001 | -5075 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NC6664.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -50000 | 0 | -4325 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.811500000000001 | -4325 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NC7728.2 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -45000 | 0 | -2524.5 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8211 | -2524.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19578 | 12TF | 12TFS | NC7728.4 | N/A | NG | GDP-TXINT/KATYT | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Texas | -40000 | 0 | -3324 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.745 | 2.8281 | -3324 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.745 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | TEXAS | MAROMTXBK.Detail
19595 | 12TF | 12TFS | NB3622.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Texas | -840000 | 0 | -40068 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.7877 | -40068 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-TEXAS | EAST | MARP!BK.Detail
19583 | 12TF | 12TPB | N37044.3 | HPL-#4132 | NG | NX1 | IF-KATY/TAIL | B |  | Intra-Month Trading Texas | 310000 | 0 | 10695 | 2000-02-02 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.0375 | -0.003 | 10695 | N | B | HPLC | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-TEXAS | HPLC | MARNBBK.Detail
19583 | 12TF | 12TPB | N37044.5 | HPL-#4132 | NG | NX1 | IF-KATY/TAIL | B |  | Intra-Month Trading Texas | 310000 | 0 | 10695 | 2000-02-03 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.0375 | -0.003 | 10695 | N | B | HPLC | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | FLEX PRICE | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-TEXAS | HPLC | MARNBBK.Detail
19583 | 12TF | 12TPS | N37044.7 | HPL-#4132 | NG | NX1 | IF-KATY/TAIL | S |  | Intra-Month Trading Texas | -310000 | 0 | -10695 | 2000-02-03 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.0375 | -0.003 | -10695 | N | B | HPLC | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | NB | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-TEXAS | HPLC | MARNBBK.Detail
19633 | 12TF | 12TFS | N69426.1 | N/A | NG | NX1 | IF-HPL/SHPCHAN | S |  | Lubrizol Corporation, The | -37200 | 0 | -14880 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.2 | 2.603 | -14991.6 | G | G | TEXAS | 1e-07 | -0.003 | 111.6 | G | G | TEXAS | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2000001 | PAPAYOTI | SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | X | OH | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | [NAME] | TEXAS | MARFTTXBK.Detail
19633 | 12TF | 12TFS | EN0116.1 | N/A | NG | ANNUITY |  | S |  | Public Utilities Board of the City of Brownsville | -16000 | 0 | 16000 | 1998-06-30 00:00:00 | HPLR | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 16000 | G | G | TEXAS | 0 | DUCOTE | ANNUITY | C | 2000-01-01 00:00:00 | 2014-12-31 00:00:00 | X | TX | USD | MMBTU | MMBTU | 078T | GG | 2000-03-01 00:00:00 | Deal Coded | 78 | PUBLICUTILITIES | TEXAS | MARFTTXBK.Detail
 | 12TF Total
19653 | 16BUGF | 16BFB | E09644.6 | N/A | NG | ANNUITY |  | B |  | Intra-Month -BUG | 439952 | 0 | -4399.52 | 1998-10-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | -4399.52 | G | G | EAST | 0 | N/A | ANNUITY | C | 1998-11-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.F | N/A | NG | NX1 | IF-TRANSCO/Z1 | B |  | Intra-Month -BUG | 12245 | 0 | -771.44 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.063 | -771.44 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.G | N/A | NG | NX1 | IF-TRANSCO/Z2 | B |  | Intra-Month -BUG | 19189 | 0 | -633.24 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.033 | -633.24 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.H | N/A | NG | NX1 | IF-TRANSCO/Z3 | B |  | Intra-Month -BUG | 35402 | 0 | 247.81 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | 0.007000000000000001 | 247.81 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.I | N/A | NG | NX1 | IF-TETCO/STX | B |  | Intra-Month -BUG | 9734 | 0 | -807.92 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.083 | -807.92 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.J | N/A | NG | NX1 | IF-TETCO/WLA | B |  | Intra-Month -BUG | 7347 | 0 | -389.39 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.053 | -389.39 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.K | N/A | NG | NX1 | IF-TETCO/ELA | B |  | Intra-Month -BUG | 6758 | 0 | -290.59 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | -290.59 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.L | N/A | NG | NX1 | IF-TETCO/ETX | B |  | Intra-Month -BUG | 3751 | 0 | -236.31 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.063 | -236.31 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.M | N/A | NG | NX1 | IF-TETCO/M1 | B |  | Intra-Month -BUG | 3162 | 0 | -135.97 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | -135.97 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.N | N/A | NG | NX1 | IF-TENN/TX | B |  | Intra-Month -BUG | 3038 | 0 | -252.15 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.083 | -252.15 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.O | N/A | NG | NX1 | IF-TENN/LA | B |  | Intra-Month -BUG | 9920 | 0 | -426.56 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | -426.56 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8296.P | N/A | NG | NX1 | IF-TGT/ZSL | B |  | Intra-Month -BUG | 1395 | 0 | -32.09 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.023 | -32.09 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU8595.1 | N/A | NG | ANNUITY |  | B |  | Intra-Month -BUG | 144256 | 0 | -144256 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -144256 | G | G | EAST | 0 | N/A | ANNUITY | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EV0092.1 | N/A | NG | NX1 | IF-TETCO/STX | B |  | Intra-Month -BUG | 9300 | 0 | -771.9 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.083 | -771.9 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EV0092.2 | N/A | NG | NX1 | IF-TETCO/ETX | B |  | Intra-Month -BUG | 3038 | 0 | -191.39 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.063 | -191.39 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EV0092.3 | N/A | NG | NX1 | IF-TETCO/WLA | B |  | Intra-Month -BUG | 8029 | 0 | -425.54 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.053 | -425.54 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EV0092.4 | N/A | NG | NX1 | IF-TETCO/ELA | B |  | Intra-Month -BUG | 2294 | 0 | -98.64 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | -98.64 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EV0092.5 | N/A | NG | NX1 | IF-TETCO/M1 | B |  | Intra-Month -BUG | 11563 | 0 | -497.21 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | -497.21 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19660 | 16BUGF | 16BFB | EU8296.C | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month -BUG | 1276611 | 0 | 570644.99 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | 0.4470000000000001 | 570644.99 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFB | EU8296.D | N/A | NG | NX1 | IF-TETCO/M3 | B |  | Intra-Month -BUG | 354826 | 0 | 123124.59 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | 0.347 | 123124.59 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFB | EU8296.E | N/A | NG | NX1 | IF-TETCO/M3 | B |  | Intra-Month -BUG | 101060 | 0 | 35067.81 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | 0.347 | 35067.81 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | [NAME] | MARFTNYBK.Detail
19539 | 16BUGF | 16BFB | EU9078.2 | N/A | NG | ANNUITY |  | B |  | Intra-Month -BUG | 3514 | 0 | -3514 | 1999-03-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -3514 | P | G | DESK | 0 | N/A | ANNUITY | C | 1999-04-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | EV0142.1 | N/A | NG | ANNUITY |  | B |  | Intra-Month -BUG | 151884 | 0 | -151884 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -151884 | P | G | DESK | 0 | N/A | ANNUITY | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | EV0147.6 | N/A | NG | NX1 |  | B |  | Intra-Month -BUG | 34224 | 0 | 89085.07 | 1999-03-16 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 89085.07 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | DESK | MARPGBK.Detail
19653 | 16BUGF | 16BFS | E09644.M | N/A | NG | ANNUITY |  | S |  | Intra-Month -BUG | -439952 | 0 | 4399.52 | 1999-11-04 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | 4399.52 | G | G | EAST | 0 | N/A | ANNUITY | C | 1999-12-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.1 | N/A | NG | NX1 | IF-TRANSCO/Z1 | S |  | Intra-Month -BUG | -208196 | 0 | 13116.37 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.063 | 13116.37 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.2 | N/A | NG | NX1 | IF-TRANSCO/Z2 | S |  | Intra-Month -BUG | -357058 | 0 | 11782.95 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.033 | 11782.95 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.3 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month -BUG | -711357 | 0 | -4979.43 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | 0.007000000000000001 | -4979.43 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.4 | N/A | NG | NX1 | IF-TETCO/STX | S |  | Intra-Month -BUG | -77128 | 0 | 6401.63 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.083 | 6401.63 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.5 | N/A | NG | NX1 | IF-TETCO/WLA | S |  | Intra-Month -BUG | -66123 | 0 | 3504.53 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.053 | 3504.53 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.6 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month -BUG | -64728 | 0 | 2783.31 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | 2783.31 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.7 | N/A | NG | NX1 | IF-TETCO/ETX | S |  | Intra-Month -BUG | -33790 | 0 | 2128.77 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.063 | 2128.77 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.8 | N/A | NG | NX1 | IF-TETCO/M1 | S |  | Intra-Month -BUG | -42687 | 0 | 1835.55 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | 1835.55 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.9 | N/A | NG | NX1 | IF-TENN/TX | S |  | Intra-Month -BUG | -35371 | 0 | 2935.8 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.083 | 2935.8 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.A | N/A | NG | NX1 | IF-TENN/LA | S |  | Intra-Month -BUG | -117893 | 0 | 5069.41 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.043 | 5069.41 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFS | EU8296.B | N/A | NG | NX1 | IF-TGT/ZSL | S |  | Intra-Month -BUG | -18135 | 0 | 417.11 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.023 | 417.11 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | EAST | MARFTEABK.Detail
19660 | 16BUGF | 16BFS | EV7113.1 | N/A | NG | ANNUITY |  | S |  | Intra-Month -BUG | -41561 | 0 | 41561 | 1999-04-05 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 41561 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFS | EZ8787.4 | N/A | NG | ANNUITY |  | S |  | Intra-Month -BUG | -775000 | 0 | 65875 | 1999-07-30 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.085 | 65875 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | [NAME] | MARFTNYBK.Detail
19539 | 16BUGF | 16BFS | EU8296.Q | N/A | NG | NX1 |  | S |  | Intra-Month -BUG | -111941 | 0 | -291382.41 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | -291382.41 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | SWAP | C | 1999-04-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | EU9152.3 | N/A | NG | ANNUITY |  | S |  | Intra-Month -BUG | -868910 | 0 | 868910 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 868910 | P | G | DESK | 0 | N/A | ANNUITY | C | 1999-10-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | [NAME] | N/A | NG | ANNUITY |  | S |  | Intra-Month -BUG | -109489 | 0 | 109489 | 1999-03-17 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 109489 | P | G | DESK | 0 | N/A | ANNUITY | C | 1999-04-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-BUG | DESK | MARPGBK.Detail
19653 | 16BUGF | 16BFB | EU8799.3 | N/A | NG | NX1 | IF-TRANSCO/Z4 | B |  | Storage Book -BUG | 650820 | 0 | 12690.99 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0075 | 0.027 | 12690.99 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0075 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | EAST | MARFTEABK.Detail
19653 | 16BUGF | 16BFB | EU9521.1 | N/A | NG | NX1 | IF-TRANSCO/Z4 | B |  | Storage Book -BUG | 1660000 | 0 | 32370 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0075 | 0.027 | 32370 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0075 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | EAST | MARFTEABK.Detail
19660 | 16BUGF | 16BFB | EU8798.7 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Storage Book -BUG | 1560720 | 0 | -215379.36 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.585 | 0.4470000000000001 | -215379.36 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.585 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFB | EU8798.8 | N/A | NG | NX1 | IF-TETCO/M3 | B |  | Storage Book -BUG | 1661683 | 0 | -345630.06 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.555 | 0.347 | -345630.06 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.555 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19539 | 16BUGF | 16BFB | EU8901.2 | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 3873223 | 0 | 1328515.49 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.26 | 2.603 | 1328515.49 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.26 | N/A | SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | EU9531.3 | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 1660000 | 0 | 635780 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.22 | 2.603 | 635780 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.22 | N/A | SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | EZ1119.2 | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 959311 | 0 | 140059.41 | 1999-07-13 00:00:00 | ECT | F | 5BDAP | 2.457 | 2.603 | 140059.41 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.457 | N/A | SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | EU8901.1 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | 0 | 0 | 0 | 1999-03-11 00:00:00 | ECT | F | 5BDAP | 2.26 | 2.603 | 0 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.26 | N/A | SWAP | C | 1999-04-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | EZ8157.2 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -2310000 | 0 | 85470 | 1999-07-29 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 85470 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | N66869.7 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -210000 | 0 | -60480 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.315 | 2.603 | -60480 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.315 | N/A | SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19660 | 16BUGF | 16BFB | N66618.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Storage Book -BUG | 600000 | 0 | 16200 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.42 | 0.4470000000000001 | 16200 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.42 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFB | N66619.1 | N/A | NG | NX1 | IF-TETCO/M3 | B |  | Storage Book -BUG | 600000 | 0 | 16200 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.32 | 0.347 | 16200 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.32 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFB | N89847.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Storage Book -BUG | 310000 | 0 | -233430 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.2 | 0.4470000000000001 | -233430 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.2 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19539 | 16BUGF | 16BFB | N42536.6 | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 1000000 | 0 | 23000 | 1999-11-10 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 23000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | N48243.A | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 2090000 | 0 | 424270 | 1999-11-22 00:00:00 | ECT | F | 5BDAP | 2.4 | 2.603 | 424270 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | N66869.8 | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 1660000 | 0 | 486380 | 1999-12-28 00:00:00 | ECT | F | 5BDAP | 2.31 | 2.603 | 486380 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.31 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFB | N72205.2 | N/A | NG | NX1 |  | B |  | Storage Book -BUG | 1800000 | 0 | 725400 | 2000-01-07 00:00:00 | ECT | F | 5BDAP | 2.2 | 2.603 | 725400 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19660 | 16BUGF | 16BFS | N74318.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Storage Book -BUG | -500000 | 0 | 9000 | 2000-01-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.465 | 0.4470000000000001 | 9000 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.465 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFS | N78936.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Storage Book -BUG | -155000 | 0 | 13640 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.535 | 0.4470000000000001 | 13640 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.535 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFS | N78951.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Storage Book -BUG | -155000 | 0 | 14415 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.54 | 0.4470000000000001 | 14415 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.54 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFS | N79851.3 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Storage Book -BUG | -310000 | 0 | 100130 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.77 | 0.4470000000000001 | 100130 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.77 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFS | N80031.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Storage Book -BUG | -310000 | 0 | 90830 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.74 | 0.4470000000000001 | 90830 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.74 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19660 | 16BUGF | 16BFS | N80333.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Storage Book -BUG | -310000 | 0 | 78430 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.7 | 0.4470000000000001 | 78430 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.7 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | [NAME] | MARFTNYBK.Detail
19539 | 16BUGF | 16BFS | EW2540.2 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -1500000 | 0 | -319500 | 1999-04-21 00:00:00 | ECT | F | 5BDAP | 2.39 | 2.603 | -319500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.39 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | N74665.1 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -500000 | 0 | -176500 | 2000-01-12 00:00:00 | ECT | F | 5BDAP | 2.25 | 2.603 | -176500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.25 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | N81057.1 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -1500000 | 0 | -177000 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.485 | 2.603 | -177000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.485 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | N81057.2 | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -1000000 | 0 | -143000 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.46 | 2.603 | -143000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.46 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
19539 | 16BUGF | 16BFS | [NAME] | N/A | NG | NX1 |  | S |  | Storage Book -BUG | -1700000 | 0 | -107100 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -107100 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-BUG | DESK | MARPGBK.Detail
 | 16BUGF Total
19633 | 16CF | 12TPS | EK1314.1 | N/A | NG | ANNUITY |  | S |  | Central Illinois Light Company | -100000 | 0 | 100000 | 1998-03-31 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 100000 | G | G | TEXAS | 0 | GOMEZ | ANNUITY | C | 1998-04-01 00:00:00 | 2000-03-31 00:00:00 | X | IL | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | CENTRALILLLIGCO | TEXAS | MARFTTXBK.Detail
750682 | 16CF | 16CPS | EB7587.1 |  |  | IF-CNG/N_CITYGA |  | S |  | Dublin Aggregation Book | -10000.011 |  | -3073.8301 |  | 413 | P |  | 1e-07 | 0.30738277 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | DUBLIN-AGG | C | MAR_IGNY.Detail_Index
750577 | 16CF | 16CPS | E26152.1 |  |  | NGI/CHI. GATE |  | S | #N/A | Dublin Aggregation Book | -251999 |  | 2141.9915 | NEW | 413 | P |  | 0.016 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | DUBLIN-AGG | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CFB | N18811.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Gulf | 155000 | 0 | -16740 | 1999-09-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.155 | 0.047 | -16740 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.155 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N18816.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Gulf | 155000 | 0 | -16740 | 1999-09-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.155 | 0.047 | -16740 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.155 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N20913.1 | N/A | NG | NX1 | IF-NGPL/LA | B |  | Intra-Month -Central-Gulf | 310000 | 0 | 2945 | 1999-09-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0625 | -0.053 | 2945 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N19295.2 | N/A | NG | NX1 | IF-NGPL/LA | S |  | Intra-Month -Central-Gulf | -310000 | 0 | -2945 | 1999-09-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0625 | -0.053 | -2945 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N20910.1 | N/A | NG | NX1 | NGI/CHI. GATE | S |  | Intra-Month -Central-Gulf | -310000 | 0 | 35805 | 1999-09-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1625 | 0.047 | 35805 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFB | N92917.6 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Gulf | 155000 | 0 | -19685 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | -19685 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N98398.2 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Gulf | 150000 | 0 | -4050 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.603 | -4050 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | [NAME] | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Gulf | 500000 | 0 | 1500 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 1500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19579 | 16CF | 16CFB | NA7324.2 | N/A | NG | GDP-TRUNKL/ELA | IF-TRUNKL/LA | B |  | Intra-Month -Central-Gulf | 620000 | 0 | 119474 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.7427 | 119474 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA7453.2 | N/A | NG | GDP-NGPL/LA | IF-NGPL/LA | B |  | Intra-Month -Central-Gulf | 155000 | 0 | 27559 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5575 | 2.735300000000001 | 27559 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5575 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MAROMCNLBK.Detail
19595 | 16CF | 16CFB | NA7633.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Gulf | 1860000 | 0 | 318989.81 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 2.7815 | 318989.81 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NA8181.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Gulf | 310000 | 0 | 64015 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.7815 | 64015 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NB5911.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Gulf | 115000 | 0 | 3726 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.7974 | 3726 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | EAST | MARP!BK.Detail
19644 | 16CF | 16CFB | NA7629.2 | N/A | NG | NX1 | IF-NGPL/LA | B |  | Intra-Month -Central-Gulf | 1085000 | 0 | 15732.5 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0675 | -0.053 | 15732.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0675 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA8085.1 | N/A | NG | GDP-ANR/LA_ONSH | IF-ANR/LA | B |  | Intra-Month -Central-Gulf | 310000 | 0 | 52049 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.7129 | 52049 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB5370.2 | N/A | NG | GDP-NGPL/LA | IF-NGPL/LA | B |  | Intra-Month -Central-Gulf | 150000 | 0 | -3000 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.73 | -3000 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-08 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFS | N92545.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Gulf | -155000 | 0 | 7285 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 7285 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N97179.2 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Gulf | -310000 | 0 | -930 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -930 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1028.3 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Gulf | -155000 | 0 | -3565 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -3565 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA3021.2 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Gulf | -155000 | 0 | 7285 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 7285 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA4008.3 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Gulf | -155000 | 0 | -5890 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -5890 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | DESK | MARPGBK.Detail
19579 | 16CF | 16CFS | NB3545.2 | N/A | NG | GDP-NGPL/LA | IF-NGPL/LA | S |  | Intra-Month -Central-Gulf | -90000 | 0 | -1350 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.675 | -1350 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-06 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MAROMCNLBK.Detail
19644 | 16CF | 16CFS | NA4587.2 | N/A | NG | NX1 | IF-NGPL/LA | S |  | Intra-Month -Central-Gulf | -209250 | 0 | -3034.13 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0675 | -0.053 | -3034.13 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0675 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | [NAME] |  |  | IF-NGPL/LA |  | S | #N/A | Intra-Month -Central-Gulf | -930000 |  | -9299.907000000001 | NEW | 413 | P |  | 1e-07 | 0.01 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | INTRA-CNT-GULF | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | [NAME] | NGPL/LA | NG | NX1 | IF-NGPL/LA | S | #N/A | Intra-Month -Central-Gulf | -930000 | 0 | -6510 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.06 | -0.053 | -6510 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.06 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-CNT-GULF | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N14316.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 620 | 1999-09-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.125 | -0.123 | 620 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.125 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N14323.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 1395 | 1999-09-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | 1395 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N14333.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 1395 | 1999-09-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | 1395 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N12453.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | 1705 | 1999-09-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1175 | -0.123 | 1705 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1175 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N12488.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | 930 | 1999-09-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | 930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | 2480 | 1999-09-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.115 | -0.123 | 2480 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.115 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | N43672.2 |  |  | IF-NORAM/EAST |  | B | #N/A | Intra-Month -Central-Midcon | 31000 |  | -465 | NEW | 413 | P |  | 0.0175 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | EY5352.2 |  |  | IF-ONG/OKLAHOMA |  | S | #N/A | Intra-Month -Central-Midcon | -77500 |  | 968.75 | NEW | 413 | P |  | 0.0125 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N13388.2 |  |  | IF-NORAM/EAST |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 1550 | NEW | 413 | P |  | 0.0125 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N16466.2 |  |  | IF-NNG/DEMARCAT |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 3875 | NEW | 413 | P |  | 0.03 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N17102.2 |  |  | IF-NNG/VENT |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 8525 | NEW | 413 | P |  | 0.0375 | 0.01 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N17103.2 |  |  | IF-NNG/VENT |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 4262.5 | NEW | 413 | P |  | 0.0375 | 0.01 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N19897.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 1937.5 | NEW | 413 | P |  | 0.015 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N20345.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 3875 | NEW | 413 | P |  | 0.015 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N25257.2 |  |  | IF-NNG/DEMARCAT |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 7750 | NEW | 413 | P |  | 0.03 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N27356.2 |  |  | IF-NNG/TOK |  | S | #N/A | Intra-Month -Central-Midcon | -465000 |  | 9300 | NEW | 413 | P |  | 0.04 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N28703.2 |  |  | IF-NORAM/EAST |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 1937.5 | NEW | 413 | P |  | 0.015 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N32689.2 |  |  | IF-NORAM/EAST |  | S | #N/A | Intra-Month -Central-Midcon | -573500 |  | 5735 | NEW | 413 | P |  | 0.0125 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N34599.2 |  |  | IF-NORAM/WEST |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 775 | NEW | 413 | P |  | 0.0125 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N42356.2 |  |  | IF-NNG/TOK |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 775 | NEW | 413 | P |  | 0.025 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N46002.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 3100 | NEW | 413 | P |  | 0.0125 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N82598.2 |  |  | IF-NGPL/HARPER |  | S | #N/A | Intra-Month -Central-Midcon | -465000 |  | 30225 | NEW | 413 | P |  | 0.165 | 0.1 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19536 | 16CF | 16CFB | N29863.5 | N/A | NG | NX1 | IF-ANR/OK | B |  | Intra-Month -Central-Midcon | 0 | 77500 | 0 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 3 | 2.603 | 0 | G | N | CENTRAL | 1e-07 | -0.113 | 0 | G | N | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.0000001 | N/A | CAP | C | 2000-03-01 00:00:00 | 2000-05-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARGNBK.Detail
19539 | 16CF | 16CFB | N88865.5 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 155000 | 0 | -16972.5 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.7125 | 2.603 | -16972.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91240.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 465000 | 0 | -49755 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -49755 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.D | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 750000 | 0 | -50250 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | -50250 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.E | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 500000 | 0 | -28500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | -28500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N92917.3 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 155000 | 0 | -18910 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.603 | -18910 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N92917.7 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -39370 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | -39370 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N92917.8 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -40920 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.603 | -40920 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N95231.2 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 14415 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 14415 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N95231.3 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 14415 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 14415 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N96154.6 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 17980 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N96154.7 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 21080 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 21080 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N98398.6 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 500000 | 0 | 11500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 11500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N99267.9 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 500000 | 0 | 29000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 29000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA4008.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 16430 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 16430 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA4008.2 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 17980 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA4008.5 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 15190 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | 15190 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA4008.6 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 15190 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | 15190 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19579 | 16CF | 16CFB | NA4857.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 33480 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.4775 | 2.6935 | 33480 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4775 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 53289 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5325 | 2.7044 | 53289 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5325 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA9973.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 56885 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.6935 | 56885 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB1419.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 900000 | 0 | 67950 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.7855 | 67950 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3796.4 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 560000 | 0 | 42224 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.7004 | 42224 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3865.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 280000 | 0 | 22512 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.7004 | 22512 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB8124.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 220000 | 0 | 21846 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.7993 | 21846 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB8503.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 220000 | 0 | 21846 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.7993 | 21846 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 540000 | 0 | -4212 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.8122 | -4212 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC3854.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Midcon | 150000 | 0 | -3255 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.875 | 2.8533 | -3255 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.875 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC3854.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Midcon | 150000 | 0 | -2505 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.8533 | -2505 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC4702.4 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 140000 | 0 | -154 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.7239 | -154 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC4702.5 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 140000 | 0 | 1246 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.7239 | 1246 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC4792.1 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 140000 | 0 | 3346 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.7239 | 3346 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 280000 | 0 | 8092 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.7239 | 8092 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19578 | 16CF | 16CFB | NB6880.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month -Central-Midcon | 115000 | 0 | 7049.5 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8163 | 7049.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | TEXAS | MAROMTXBK.Detail
19595 | 16CF | 16CFB | NA9014.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 40765 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.7815 | 40765 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NA9018.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 20382.5 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.7815 | 20382.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NA9091.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 33015 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.7815 | 33015 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NA9097.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 18832.5 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.7815 | 18832.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 300000 | 0 | 19650 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.7855 | 19650 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NB2640.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 145000 | 0 | 4799.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.7881 | 4799.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 125000 | 0 | 4400 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7952 | 4400 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NB5006.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 240000 | 0 | -4392 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.7967 | -4392 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NB7170.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 220000 | 0 | 19646 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.7993 | 19646 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NC5134.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Midcon | 1120000 | 0 | 32368 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8139 | 32368 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19644 | 16CF | 16CFB | N87511.1 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 775000 | 0 | -2325 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | -2325 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N88382.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | -930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N88385.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | -930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N88388.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | -930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N88390.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | -930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 620000 | 0 | -3410 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1175 | -0.123 | -3410 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1175 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N88393.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | -465 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.123 | -465 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N88397.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -1705 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1175 | -0.123 | -1705 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1175 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 620000 | 0 | 1240 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.125 | -0.123 | 1240 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.125 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N89019.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 1395 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | 1395 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N89024.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 1395 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | 1395 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N89028.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 697.5 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | 697.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N90056.1 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 4495 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | 4495 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N90073.1 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 620000 | 0 | 12090 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | 12090 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N90132.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 4495 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | 4495 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N90139.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 6045 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | 6045 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N90142.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 6045 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | 6045 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N90150.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 4495 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | 4495 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N92013.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 5270 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.123 | 5270 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 8370 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.15 | -0.123 | 8370 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.15 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N92823.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 6820 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.145 | -0.123 | 6820 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.145 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N92831.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 6820 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.145 | -0.123 | 6820 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.145 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N92837.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 6820 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.145 | -0.123 | 6820 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.145 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N92839.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 6045 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | 6045 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N97523.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 52700 | 0 | 500.65 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | 500.65 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N98380.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 930000 | 0 | 13485 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | 13485 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N98385.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 1550000 | 0 | 18600 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.123 | 18600 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N98395.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 2247.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | 2247.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N98397.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 465000 | 0 | 5580 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.123 | 5580 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N99242.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 2945 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | 2945 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N99254.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 2945 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | 2945 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 620000 | 0 | 7440 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.123 | 7440 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N99963.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N99980.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 620000 | 0 | 4340 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 4340 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N99995.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 1240000 | 0 | 8680 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 8680 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA0003.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA0007.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA0011.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | 2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA0020.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 620000 | 0 | 4340 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 4340 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA1002.4 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | 1085 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | 1085 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA1962.1 | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month -Central-Midcon | 620000 | 0 | 101928 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.7044 | 101928 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA5620.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 310000 | 0 | -4030 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.11 | -0.123 | -4030 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.11 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA6473.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | -1240 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.115 | -0.123 | -1240 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.115 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA6650.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | -1240 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.115 | -0.123 | -1240 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.115 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA6651.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 1085000 | 0 | -8680 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.115 | -0.123 | -8680 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.115 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA7685.2 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 155000 | 0 | -1240 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.115 | -0.123 | -1240 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.115 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA7909.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 930000 | 0 | 198554.91 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.4800001 | 2.6935 | 198554.91 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4800001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB6876.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 300000 | 0 | 0 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.67 | 0 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-09 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB8187.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | B |  | Intra-Month -Central-Midcon | 150000 | 0 | -4500 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.63 | -4500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-10 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month -Central-Midcon | 450000 | 0 | 7515 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.7317 | 7515 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB9556.1 | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month -Central-Midcon | 999990 | 0 | 36699.63 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.7317 | 36699.63 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFS | N87548.3 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -3565 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -3565 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.6 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -1240 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -1240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.8 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 697.5 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6075 | 2.603 | 697.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.9 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 2247.5 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6175 | 2.603 | 2247.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6175 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91240.C | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 8447.5 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.6575 | 2.603 | 8447.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91240.D | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 8835 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 8835 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91789.2 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -500000 | 0 | 58500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.603 | 58500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91789.3 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -500000 | 0 | 71000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.745 | 2.603 | 71000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.745 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N92954.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -500000 | 0 | 38500 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.603 | 38500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N94012.4 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 10772.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6725 | 2.603 | 10772.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N94012.5 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 10772.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6725 | 2.603 | 10772.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N96154.2 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -465000 | 0 | -26970 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -26970 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N96154.8 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -10152.5 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.5375 | 2.603 | -10152.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5375 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N97676.8 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -750000 | 0 | -13500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -13500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N98105.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 4572.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.6325 | 2.603 | 4572.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6325 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N98105.2 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 4572.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.6325 | 2.603 | 4572.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6325 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1632.6 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 6122.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6425 | 2.603 | 6122.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6425 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1632.7 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 6510 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 6510 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1632.9 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 8060 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.603 | 8060 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1632.A | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -155000 | 0 | 9222.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6625 | 2.603 | 9222.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6714.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Midcon | -500000 | 0 | -26500 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -26500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | DESK | MARPGBK.Detail
19579 | 16CF | 16CFS | NB1419.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -900000 | 0 | -101970 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.6983 | -101970 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -290000 | 0 | -4495 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.7005 | -4495 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.685 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB3796.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -560000 | 0 | -21112 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.7877 | -21112 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB8124.3 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -220000 | 0 | -23606 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.7173 | -23606 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB8503.1 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -220000 | 0 | -23606 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.7173 | -23606 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC0192.1 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -540000 | 0 | -8532 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.7258 | -8532 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC0457.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Midcon | -340000 | 0 | 16898 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.905 | 2.8553 | 16898 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.905 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MAROMCNLBK.Detail
19578 | 16CF | 16CFS | NB6880.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month -Central-Midcon | -115000 | 0 | -7049.5 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8163 | -7049.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | TEXAS | MAROMTXBK.Detail
19595 | 16CF | 16CFS | NB1451.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -145000 | 0 | -4074.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.7881 | -4074.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB3752.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -280000 | 0 | -9156 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.7877 | -9156 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -250000 | 0 | -1300 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.7952 | -1300 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB6734.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -230000 | 0 | -7452 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.7974 | -7452 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB9999.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -360000 | 0 | -6192 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.8122 | -6192 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -140000 | 0 | 854 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.8139 | 854 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NC4826.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -140000 | 0 | -546 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.8139 | -546 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NC4826.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -140000 | 0 | -1246 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.8139 | -1246 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NC4826.5 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Midcon | -1400000 | 0 | -40460 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8139 | -40460 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | EAST | MARP!BK.Detail
19644 | 16CF | 16CFS | N90080.1 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -5270 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.123 | -5270 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N92010.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -4495 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | -4495 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N92041.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -4495 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | -4495 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N92056.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -3720 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.123 | -3720 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N92058.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -1860 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.123 | -1860 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -3720 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.123 | -3720 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -620000 | 0 | -18290 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1525 | -0.123 | -18290 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1525 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N93261.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -9145 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1525 | -0.123 | -9145 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1525 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N93957.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -7595 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1475 | -0.123 | -7595 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1475 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94017.1 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -775000 | 0 | -18987.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1475 | -0.123 | -18987.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1475 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94019.1 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -465000 | 0 | -10230 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.145 | -0.123 | -10230 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.145 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94021.1 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -465000 | 0 | -9067.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | -9067.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94186.1 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -620000 | 0 | -8990 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.123 | -8990 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94187.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -3100000 | 0 | -52700 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.123 | -52700 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94189.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -3022.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | -3022.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94192.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -6045 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.123 | -6045 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N94864.1 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -775000 | 0 | -7362.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | -7362.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95434.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -1395 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | -1395 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95444.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -1395 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.123 | -1395 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95453.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2945 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | -2945 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95460.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -1472.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | -1472.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95465.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2945 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | -2945 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N96451.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2170 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | -2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -1085 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.123 | -1085 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N99976.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N99980.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -620000 | 0 | -4340 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -4340 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N99995.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -1240000 | 0 | -8680 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -8680 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA0003.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA0007.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA0011.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | -2170 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA0020.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -620000 | 0 | -4340 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -4340 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA0027.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -620000 | 0 | -5890 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | -5890 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA0187.2 | N/A | NG | NX1 | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -620000 | 0 | -5890 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.123 | -5890 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | 930 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.11 | -0.113 | 930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.11 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA1002.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -155000 | 0 | -1085 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.113 | -1085 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA3722.2 | N/A | NG | NX1 | IF-NGPL/MIDCON | S |  | Intra-Month -Central-Midcon | -310000 | 0 | 7130 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.143 | 7130 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA6479.2 | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -310000 | 0 | 2480 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.105 | -0.113 | 2480 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.105 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 | IF-ANR/OK | S |  | Intra-Month -Central-Midcon | -1085000 | 0 | 8680 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.105 | -0.113 | 8680 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.105 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NB2946.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -300000 | 0 | -1500 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.705 | -1500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-03 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NB8170.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -300000 | 0 | 9000 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.63 | 9000 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-10 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NC2331.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month -Central-Midcon | -300000 | 0 | 0 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.71 | 0 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-16 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPB | N93951.2 | NGPL/MIDCO | NG | NX1 | IF-NGPL/MIDCON | B | #N/A | Intra-Month -Central-Midcon | 155000 | 0 | -465 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.14 | -0.143 | -465 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | N93951.2 |  |  | IF-NGPL/MIDCON |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | -387.5155 | NEW | 413 | P |  | 1e-07 | -0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA1061.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 620000 |  | -4650 | NEW | 413 | P |  | 0.01 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA1069.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 310000 |  | -2325 | NEW | 413 | P |  | 0.01 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | NA1069.2 | ANR/OK | NG | NX1 | IF-ANR/OK | B | #N/A | Intra-Month -Central-Midcon | 310000 | 0 | -930 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.11 | -0.113 | -930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.11 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | NA3715.2 |  |  | IF-NGPL/OK |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | 2479.9845 | NEW | 413 | P |  | 1e-07 | 0.016 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID |  | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA3718.2 |  |  | IF-NGPL/MIDCON |  | B | #N/A | Intra-Month -Central-Midcon | 620000 |  | -1550.062 | NEW | 413 | P |  | 1e-07 | -0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | NA3720.2 | NGPL/MIDCO | NG | NX1 | IF-NGPL/MIDCON | B | #N/A | Intra-Month -Central-Midcon | 310000 | 0 | -7130 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.12 | -0.143 | -7130 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | NA3720.2 |  |  | IF-NGPL/MIDCON |  | B | #N/A | Intra-Month -Central-Midcon | 310000 |  | -775.0310000000001 | NEW | 413 | P |  | 1e-07 | -0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA3729.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | -775 | NEW | 413 | P |  | 0.0075 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA4713.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | -387.5 | NEW | 413 | P |  | 0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA4723.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 310000 |  | -775 | NEW | 413 | P |  | 0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA4728.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 620000 |  | -1550 | NEW | 413 | P |  | 0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA5085.2 |  |  | IF-NNG/DEMARCAT |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | 387.5 | NEW | 413 | P |  | 0.0025 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA5099.2 |  |  | IF-ANR/OK |  | B | #N/A | Intra-Month -Central-Midcon | 310000 |  | -775 | NEW | 413 | P |  | 0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA5117.2 |  |  | IF-NNG/DEMARCAT |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | 387.5 | NEW | 413 | P |  | 0.0025 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA5131.2 |  |  | IF-PAN/TX/OK |  | B | #N/A | Intra-Month -Central-Midcon | 310000 |  | 774.969 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA5133.2 |  |  | IF-PAN/TX/OK |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | 387.4845 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA6964.2 |  |  | IF-NGPL/MIDCON |  | B | #N/A | Intra-Month -Central-Midcon | 340659 |  | -11923.065 | NEW | 413 | P |  | 0.0325 | -0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA7650.2 |  |  | IF-PAN/TX/OK |  | B | #N/A | Intra-Month -Central-Midcon | 155000 |  | 775 | NEW | 413 | P |  | -0.0025 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA7738.2 |  |  | IF-NNG/DEMARCAT |  | B | #N/A | Intra-Month -Central-Midcon | 387500 |  | 968.75 | NEW | 413 | P |  | 0.0025 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NC0439.4 |  |  | IF-PAN/TX/OK |  | B | #N/A | Intra-Month -Central-Midcon | 19359.996 |  | 48.39810000000001 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | NC0439.4 | MIDCON VAR | NG | NX1 | IF-PAN/TX/OK | B | #N/A | Intra-Month -Central-Midcon | 19360 | 0 | 48012.8 | NEW | ECT | P | 25NM | 1e-07 | 2.603 | 50394.08 | G | G | CENTRAL | 1e-07 | -0.123 | -2381.28 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N29863.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -77500 |  | 1356.25 | NEW | 413 | P |  | 0.02 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | N29863.4 | N/A | NG | NX1 | IF-ANR/OK | S | #N/A | Intra-Month -Central-Midcon | 0 | -77500 | 0 | NEW | ECT | P | 25NM | 3 | 2.603 | 0 | G | G | CENTRAL | 1e-07 | -0.113 | 0 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.0000001 | N/A | CAP | C | 2000-03-01 00:00:00 | 2000-05-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | [NAME] |  |  | IF-NORAM/EAST |  | S | #N/A | Intra-Month -Central-Midcon | -108500 |  | 271.25 | NEW | 413 | P |  | 0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | N91943.2 | PAN/TX/OK | NG | NX1 | IF-PAN/TX/OK | S | #N/A | Intra-Month -Central-Midcon | -310000 | 0 | -4495 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.1375 | -0.123 | -4495 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N91943.2 |  |  | IF-PAN/TX/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | -774.969 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N98358.2 |  |  | IF-NORAM/EAST |  | S | #N/A | Intra-Month -Central-Midcon | -620000 |  | 1550 | NEW | 413 | P |  | 0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA0031.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 775 | NEW | 413 | P |  | 0.0075 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA0039.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 1550 | NEW | 413 | P |  | 0.0075 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA0057.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 1550 | NEW | 413 | P |  | 0.0075 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA0071.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 775 | NEW | 413 | P |  | 0.0075 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA1074.2 |  |  | IF-ANR/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | 1550 | NEW | 413 | P |  | 0.0075 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA3710.2 |  |  | IF-WNG/TOK |  | S | #N/A | Intra-Month -Central-Midcon | -120900 |  | 0.0121 | NEW | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA3716.2 |  |  | IF-NNG/DEMARCAT |  | S | #N/A | Intra-Month -Central-Midcon | -155000 |  | 387.5 | NEW | 413 | P |  | 0.0075 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA5618.2 |  |  | IF-PAN/TX/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | -774.969 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA5618.2 | PEPL/TOK | NG | NX1 | IF-PAN/TX/OK | S | #N/A | Intra-Month -Central-Midcon | -310000 | 0 | 930 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.12 | -0.123 | 930 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | NA6467.2 |  |  | IF-NNG/TOK |  | S | #N/A | Intra-Month -Central-Midcon | -359600 |  | -899 | NEW | 413 | P |  | 0.0175 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | [NAME] |  |  | IF-NNG/DEMARCAT |  | S | #N/A | Intra-Month -Central-Midcon | -77500 |  | -387.4923000000001 | NEW | 413 | P |  | 1e-07 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA7627.2 |  |  | IF-PAN/TX/OK |  | S | #N/A | Intra-Month -Central-Midcon | -310000 |  | -2325 | NEW | 413 | P |  | -0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA7721.2 |  |  | IF-PAN/TX/OK |  | S | #N/A | Intra-Month -Central-Midcon | -201500 |  | -1511.25 | NEW | 413 | P |  | -0.005 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA7721.2 | PEPL/LAKIN | NG | NX1 | IF-PAN/TX/OK | S | #N/A | Intra-Month -Central-Midcon | -201500 | 0 | 604.5 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | -0.12 | -0.123 | 604.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | [NAME] | MIDCON VAR | NG | NX1 | IF-PAN/TX/OK | S | #N/A | Intra-Month -Central-Midcon | -19360 | 0 | -48012.8 | NEW | ECT | P | 25NM | 1e-07 | 2.603 | -50394.08 | G | G | CENTRAL | 1e-07 | -0.123 | 2381.28 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-14 00:00:00 | 2000-03-14 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | IM-CENT-MID | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | [NAME] |  |  | IF-PAN/TX/OK |  | S | #N/A | Intra-Month -Central-Midcon | -19359.996 |  | -48.39810000000001 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | IM-CENT-MID | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CFS | N70029.1 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -775000 | 0 | -22862.5 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0675 | 0.09700000000000002 | -22862.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0675 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N70998.1 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -775000 | 0 | -20925 | 2000-01-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.07 | 0.09700000000000002 | -20925 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.07 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPB | EY3745.2 | MICHCON | NG | NX1 | ML7/CG | B | #N/A | Intra-Month -Central-Mkt | 155000 | 0 | -30690 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.295 | 0.09700000000000002 | -30690 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.2950001 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | EY3745.2 |  |  | ML7/CG |  | B | #N/A | Intra-Month -Central-Mkt | 155000 |  | 8524.9845 | NEW | 413 | P |  | 1e-07 | 0.055 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | [NAME] |  |  | ML7/CG |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | -8524.9845 | NEW | 413 | P |  | 1e-07 | 0.055 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | [NAME] | MICHCON | NG | NX1 | ML7/CG | S | #N/A | Intra-Month -Central-Mkt | -155000 | 0 | 30302.5 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.2925 | 0.09700000000000002 | 30302.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.2925001 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19590 | 16CF | 16OFB | EW0305.1 | N/A | NG | CGPR-DAWN | NX1 | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -22785 | 1999-04-14 00:00:00 | EGSC | F | 5BDAP | 2.923 | 2.776 | -22785 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CNT-MKT |  | MAROCBK.Detail_Canadian
19590 | 16CF | 16OFB | EY1941.1 | N/A | NG | GDM-DAWN | NX1 | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -42005 | 1999-06-17 00:00:00 | EGSC | F | 5BDAP | 2.9055 | 2.77 | -42005 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT |  | MAROCBK.Detail_Canadian
19590 | 16CF | 16OFB | EY2129.1 | N/A | NG | GDM-NIAGARA | NX1 | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -33790 | 1999-06-17 00:00:00 | EGSC | F | 5BDAP | 3.008 | 2.79 | -33790 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CNT-MKT |  | MAROCBK.Detail_Canadian
19590 | 16CF | 16OFS | EX0320.1 | N/A | NG | GDM-DAWN | NX1 | S |  | Intra-Month -Central-Mkt | -310000 | 0 | 68355 | 1999-05-13 00:00:00 | EGSC | F | 5BDAP | 2.9905 | 2.77 | 68355 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CNT-MKT |  | MAROCBK.Detail_Canadian
19590 | 16CF | 16OFS | EX0320.2 | N/A | NG | GDM-NIAGARA | NX1 | S |  | Intra-Month -Central-Mkt | -155000 | 0 | 50065 | 1999-05-13 00:00:00 | EGSC | F | 5BDAP | 3.113 | 2.79 | 50065 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CNT-MKT |  | MAROCBK.Detail_Canadian
19556 | 16CF | 16CFB | NB1770.2 | N/A | NG | GDP-MICHCON | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 145000 | 0 | -43.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.88 | 2.8797 | -43.5 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.88 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | marp&bk.[NAME]
19556 | 16CF | 16CFB | NB1816.2 | N/A | NG | GDP-MICHCON | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 145000 | 0 | -1493.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.89 | 2.8797 | -1493.5 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.89 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | marp&bk.[NAME]
19539 | 16CF | 16CFB | N88865.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -6510 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | -6510 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N88865.2 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -7672.5 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | -7672.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N90087.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -23172.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7525 | 2.603 | -23172.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N90087.2 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -23560 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.603 | -23560 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N90087.3 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -22785 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.603 | -22785 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91240.4 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -16585 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -16585 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91240.5 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -16972.5 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.7125 | 2.603 | -16972.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91240.6 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -16585 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -16585 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94012.6 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -4960 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -4960 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.4 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 500000 | 0 | -28500 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | -28500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.5 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 500000 | 0 | -28500 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | -28500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N98398.4 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 500000 | 0 | 4000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | 4000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N99267.8 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 500000 | 0 | 43500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.516 | 2.603 | 43500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.516 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5000.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 36580 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.485 | 2.603 | 36580 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.485 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5000.2 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 41230 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.47 | 2.603 | 41230 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.47 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5518.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 500000 | 0 | 64000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.475 | 2.603 | 64000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.475 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5520.1 | N/A | NG | NX1 |  | B |  | Intra-Month -Central-Mkt | 500000 | 0 | 66500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.47 | 2.603 | 66500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.47 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19579 | 16CF | 16CFB | NA8544.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 53847 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.8287 | 53847 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA9055.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 42997 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.8287 | 42997 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA9055.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 155000 | 0 | 13748.5 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.8287 | 13748.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA9055.5 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 36797 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.8287 | 36797 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB1446.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 290000 | 0 | 7453 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.8357 | 7453 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 290000 | 0 | 16153 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8357 | 16153 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3287.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 280000 | 0 | 11452 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.835900000000001 | 11452 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 280000 | 0 | 19852 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.835900000000001 | 19852 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3865.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 280000 | 0 | 21252 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.835900000000001 | 21252 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3865.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 280000 | 0 | 19852 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.835900000000001 | 19852 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3865.5 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 280000 | 0 | 21252 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.835900000000001 | 21252 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3865.6 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 280000 | 0 | 21252 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.835900000000001 | 21252 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB5994.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 230000 | 0 | 7705 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8485 | 7705 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 230000 | 0 | 13455 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8485 | 13455 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB9395.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 180000 | 0 | 2052 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8564 | 2052 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC0202.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 180000 | 0 | -2448 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.8564 | -2448 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC0202.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 180000 | 0 | -648 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.8564 | -648 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC1084.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -6000 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.89 | -6000 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-15 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 160000 | 0 | 4496 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.8531 | 4496 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-MICHCON | MICH/CONS | B |  | Intra-Month -Central-Mkt | 75000 | 0 | -2422.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.935 | 2.9027 | -2422.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.935 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC7038.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 100000 | 0 | 6650 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8465 | 6650 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC7705.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 45000 | 0 | 2052 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.8556 | 2052 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC8739.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 80000 | 0 | 4904 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.8613 | 4904 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC8739.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 40000 | 0 | 2452 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.8613 | 2452 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC8739.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 80000 | 0 | 5704 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8613 | 5704 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC8739.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 40000 | 0 | 3252 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8613 | 3252 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC8739.5 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 40000 | 0 | 3252 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8613 | 3252 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC8739.6 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 40000 | 0 | 3252 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8613 | 3252 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19595 | 16CF | 16CFB | NB8544.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month -Central-Mkt | 210000 | 0 | 17808 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.8048 | 17808 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19581 | 16CF | 16CFB | NB2458.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -1500 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.835 | 2.83 | -1500 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.835 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-03 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARW8BK.Detail
19644 | 16CF | 16CFB | N69596.1 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 500000 | 0 | 202499.95 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.245 | 2.603 | 179000 | G | G | CENTRAL | 1e-07 | 0.047 | 23499.95 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2450001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N91312.2 | N/A | NG | NX1 | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 155000 | 0 | 7285 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.05 | 0.09700000000000002 | 7285 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.05 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N91780.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -3255 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0575 | 0.047 | -3255 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0575 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N91893.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -1627.5 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0575 | 0.047 | -1627.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0575 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N91897.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -3255 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0575 | 0.047 | -3255 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0575 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N91950.2 | N/A | NG | NX1 | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 620000 | 0 | 32240 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.045 | 0.09700000000000002 | 32240 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.045 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N94082.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -3255 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0575 | 0.047 | -3255 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0575 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N94345.2 | N/A | NG | NX1 | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 13020 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.055 | 0.09700000000000002 | 13020 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.055 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N95489.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 155000 | 0 | -2402.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0625 | 0.047 | -2402.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N97553.2 | N/A | NG | NX1 | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 620000 | 0 | 12090 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0775 | 0.09700000000000002 | 12090 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0775 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N97569.2 | N/A | NG | NX1 | MICH_CG-GD | B |  | Intra-Month -Central-Mkt | 310000 | 0 | 2170 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.09 | 0.09700000000000002 | 2170 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.09 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N97757.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -7130 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.07 | 0.047 | -7130 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | N98341.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -7130 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.07 | 0.047 | -7130 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | NX3 | ML7/CG | B |  | Intra-Month -Central-Mkt | 18568 | 0 | -198.68 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 0.15 | 0.1393 | -198.68 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.15 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA7653.2 | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 310000 | 0 | -4805 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0625 | 0.047 | -4805 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB5365.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -1500 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.82 | -1500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-08 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -9000 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.82 | -9000 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-08 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB5507.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -10500 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.855 | 2.82 | -10500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.855 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-08 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NB5585.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -6000 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.82 | -6000 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-08 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -1500 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.92 | 2.915 | -1500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.92 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-17 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NC9003.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -6000 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.765 | -6000 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-24 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NC9012.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month -Central-Mkt | 300000 | 0 | -4500 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.765 | -4500 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-24 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFS | N80985.7 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -500000 | 0 | -59000 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.485 | 2.603 | -59000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.485 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N95561.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -500000 | 0 | -56500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.49 | 2.603 | -56500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.49 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2952.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -500000 | 0 | 28500 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 28500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2956.2 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -750000 | 0 | 35250 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 35250 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.3 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -310000 | 0 | -21080 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -21080 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.5 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -310000 | 0 | -17980 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6715.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -500000 | 0 | -24000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -600000 | 0 | -1800 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -1800 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARPGBK.Detail
19579 | 16CF | 16CFS | NB0760.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | -23460 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8332 | -23460 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | -18960 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8332 | -18960 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -290000 | 0 | -8903 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.8357 | -8903 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB1446.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -290000 | 0 | -16153 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8357 | -16153 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB2804.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -290000 | 0 | -8903 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.8357 | -8903 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB5994.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -240000 | 0 | -552 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8473 | -552 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB5994.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -230000 | 0 | -7705 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8485 | -7705 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB6909.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -230000 | 0 | -12305 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.8485 | -12305 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -230000 | 0 | -8855 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.8485 | -8855 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB6909.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -230000 | 0 | -18055 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8485 | -18055 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB6909.5 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -230000 | 0 | -16905 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8485 | -16905 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB7316.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -220000 | 0 | -19998 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8509 | -19998 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB9254.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -210000 | 0 | -3108 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8548 | -3108 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | 6000 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.89 | 6000 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-15 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -170000 | 0 | 4199 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.88 | 2.8553 | 4199 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.88 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC1227.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -170000 | 0 | 7599 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.9 | 2.8553 | 7599 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC1227.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -170000 | 0 | 9299 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.8553 | 9299 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC3854.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -150000 | 0 | 6255 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.895 | 2.8533 | 6255 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.895 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC3854.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -150000 | 0 | 5505 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.89 | 2.8533 | 5505 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.89 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -150000 | 0 | 3255 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.875 | 2.8533 | 3255 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.875 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC3854.6 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -140000 | 0 | 6454 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.895 | 2.8489 | 6454 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.895 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC5706.1 | N/A | NG | GDP-MICHCON | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -55000 | 0 | -4427.5 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8955 | -4427.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC5706.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -55000 | 0 | -3602.5 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8405 | -3602.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC5706.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -55000 | 0 | -3602.5 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8405 | -3602.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC6357.1 | N/A | NG | GDP-MICHCON | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -50000 | 0 | -4600 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.902 | -4600 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NC7038.2 | N/A | NG | GDP-MICHCON | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -50000 | 0 | -3350 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.835 | 2.902 | -3350 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.835 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MAROMCNLBK.Detail
19578 | 16CF | 16CFS | NA8944.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month -Central-Mkt | -155000 | 0 | -16678 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.8026 | -16678 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | TEXAS | MAROMTXBK.Detail
19595 | 16CF | 16CFS | NB1565.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -145000 | 0 | -449.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.7881 | -449.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB1569.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -870000 | 0 | -7047 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.7881 | -7047 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -145000 | 0 | 5350.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.7881 | 5350.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB6734.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -230000 | 0 | -5152 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.7974 | -5152 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB9999.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -180000 | 0 | -4446 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.7875 | 2.8122 | -4446 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7875 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NC2295.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -160000 | 0 | -11504 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.8119 | -11504 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NC3649.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month -Central-Mkt | -150000 | 0 | -795 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.8153 | -795 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | EAST | MARP!BK.Detail
19581 | 16CF | 16CFS | NB2175.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | 10500 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.865 | 2.83 | 10500 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.865 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-03 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARW8BK.Detail
19581 | 16CF | 16CFS | NB3419.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -90000 | 0 | 0 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.76 | 0 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-06 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARW8BK.Detail
19581 | 16CF | 16CFS | NB3420.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -90000 | 0 | -450 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.76 | -450 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-06 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | DESK | MARW8BK.Detail
19644 | 16CF | 16CFS | N92100.1 | N/A | NG | NX1 |  | S |  | Intra-Month -Central-Mkt | -500000 | 0 | 28500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 28500 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95106.2 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -310000 | 0 | -13795 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0525 | 0.09700000000000002 | -13795 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0525 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N97441.1 | N/A | NG | NX1 | IF-NGPL/LA | S |  | Intra-Month -Central-Mkt | -775000 | 0 | -20925 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.08 | -0.053 | -20925 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.08 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N97559.2 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -310000 | 0 | -6045 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0775 | 0.09700000000000002 | -6045 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0775 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N97567.2 | N/A | NG | NX1 | IF-NGPL/LA | S |  | Intra-Month -Central-Mkt | -930000 | 0 | -25110 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.08 | -0.053 | -25110 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.08 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N99887.2 | N/A | NG | NX1 | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -310000 | 0 | 6355 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0675 | 0.047 | 6355 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0675 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NA1954.2 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month -Central-Mkt | -155000 | 0 | 465 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1 | 0.09700000000000002 | 465 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NB5233.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | -7500 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.79 | -7500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-07 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | -1500 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.915 | -1500 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-17 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NC7930.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | 3000 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.81 | 3000 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-23 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NC7934.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month -Central-Mkt | -300000 | 0 | 3000 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.81 | 3000 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-23 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPB | NA4984.2 | CHICGATE | NG | NX1 | NGI/CHI. GATE | B | #N/A | Intra-Month -Central-Mkt | 155000 | 0 | -5115 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.08 | 0.047 | -5115 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.08 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | NA4984.2 |  |  | NGI/CHI. GATE |  | B | #N/A | Intra-Month -Central-Mkt | 155000 |  | 1162.4845 | NEW | 413 | P |  | 1e-07 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA6568.2 |  |  | MICH_CG-GD |  | B | #N/A | Intra-Month -Central-Mkt | 168299 |  | 841.495 | NEW | 413 | P |  | 0.0075 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | NA6633.2 | ANR/CTYGT | NG | NX1 | ML7/CG | B | #N/A | Intra-Month -Central-Mkt | 46500 | 0 | -1999.5 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.14 | 0.09700000000000002 | -1999.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.14 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | NA6633.2 |  |  | ML7/CG |  | B | #N/A | Intra-Month -Central-Mkt | 46500 |  | 2557.4954 | NEW | 413 | P |  | 1e-07 | 0.055 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA6688.2 |  |  | NGI/CHI. GATE |  | B | #N/A | Intra-Month -Central-Mkt | 310000 |  | 1550 | NEW | 413 | P |  | 0.0025 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA6689.2 |  |  | MICH_CG-GD |  | B | #N/A | Intra-Month -Central-Mkt | 310000 |  | 1550 | NEW | 413 | P |  | 0.0075 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | NA6773.2 |  |  | IF-ANR/ML7 |  | B | #N/A | Intra-Month -Central-Mkt | 310000 |  | -11625 | NEW | 413 | P |  | 0.0375 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT |  | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | NA7581.2 | NGPL | NG | NX1 | NGI/CHI. GATE | B | #N/A | Intra-Month -Central-Mkt | 310000 | 0 | -4805 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.0625 | 0.047 | -4805 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0625 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N91770.2 |  |  | ML7/CG |  | S | #N/A | Intra-Month -Central-Mkt | -186000 |  | -10229.9814 | NEW | 413 | P |  | 1e-07 | 0.055 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | N91770.2 | ANR/CTYGT | NG | NX1 | ML7/CG | S | #N/A | Intra-Month -Central-Mkt | -186000 | 0 | 2418 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.11 | 0.09700000000000002 | 2418 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.11 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N91775.2 |  |  | ML7/CG |  | S | #N/A | Intra-Month -Central-Mkt | -124000 |  | -6819.9876 | NEW | 413 | P |  | 1e-07 | 0.055 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | N91775.2 | ANR/CTYGT | NG | NX1 | ML7/CG | S | #N/A | Intra-Month -Central-Mkt | -124000 | 0 | 1612 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.11 | 0.09700000000000002 | 1612 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.11 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N92920.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | -1162.4845 | NEW | 413 | P |  | 1e-07 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | N92920.2 | NIGAS | NG | NX1 | NGI/CHI. GATE | S | #N/A | Intra-Month -Central-Mkt | -155000 | 0 | 2402.5 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.0625 | 0.047 | 2402.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0625 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N96261.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -310000 |  | 3100 | NEW | 413 | P |  | 0.0175 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N99893.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -310000 |  | 775 | NEW | 413 | P |  | 0.01 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | N99897.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -620000 |  | 1550 | NEW | 413 | P |  | 0.01 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA0721.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | 387.5 | NEW | 413 | P |  | 0.01 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA0725.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | 387.5 | NEW | 413 | P |  | 0.01 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | [NAME] |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -310000 |  | 775 | NEW | 413 | P |  | 0.01 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA1952.2 |  |  | MICH/CONS |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | -1937.4845 | NEW | 413 | P |  | 1e-07 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA1952.2 | CONSUM_CDA | NG | NX1 | MICH/CONS | S | #N/A | Intra-Month -Central-Mkt | -155000 | 0 | 2015 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.11 | 0.09700000000000002 | 2015 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.11 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | NA3971.2 |  |  | ML7/CG |  | S | #N/A | Intra-Month -Central-Mkt | -310000 |  | -17049.969 | NEW | 413 | P |  | 1e-07 | 0.055 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA3971.2 | ANR/CTYGT | NG | NX1 | ML7/CG | S | #N/A | Intra-Month -Central-Mkt | -310000 | 0 | 14880 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.145 | 0.09700000000000002 | 14880 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.145 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | NA6681.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -310000 |  | 1550 | NEW | 413 | P |  | 0.0125 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA7678.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | 387.5 | NEW | 413 | P |  | 0.01 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPS | NA9243.2 |  |  | MICH/CONS |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | -1937.4845 | NEW | 413 | P |  | 1e-07 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA9243.2 | CONS | NG | NX1 | MICH/CONS | S | #N/A | Intra-Month -Central-Mkt | -155000 | 0 | 3100.02 | NEW | ECT | P | 25NM | 2.72 | 2.603 | 18135 | G | G | CENTRAL | 1e-07 | 0.09700000000000002 | -15034.98 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7200001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | NA9374.2 |  |  | MICH_CG-GD |  | S | #N/A | Intra-Month -Central-Mkt | -310000 |  | -3874.969000000001 | NEW | 413 | P |  | 1e-07 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA9374.2 | MICHCON | NG | NX1 | MICH_CG-GD | S | #N/A | Intra-Month -Central-Mkt | -310000 | 0 | 0.03 | NEW | ECT | P | 25NM | 2.7 | 2.603 | 30070 | G | G | CENTRAL | 1e-07 | 0.09700000000000002 | -30069.97 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7000001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | NA9381.2 |  |  | NGI/CHI. GATE |  | S | #N/A | Intra-Month -Central-Mkt | -155000 |  | -1162.4845 | NEW | 413 | P |  | 1e-07 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-MKT | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPS | NA9381.2 | NIGAS | NG | NX1 | NGI/CHI. GATE | S | #N/A | Intra-Month -Central-Mkt | -155000 | 0 | 6200.02 | NEW | ECT | P | 25NM | 2.69 | 2.603 | 13485 | G | G | CENTRAL | 1e-07 | 0.047 | -7284.98 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6900001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-MKT | CENTRAL | MARFTCEBK.Detail
19555 | 16CF | 16CFB | EY5367.2 | N/A | NG | GDP-NGPL/OK | IF-NGPL/MIDCON | B |  | Intra-Month Options -Central | 0 | 310000 | 65595.97 | 1999-06-25 00:00:00 | ECT | F | 5BDAP | 2.4600001 | 2.6716 | 65595.97 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4600001 | N/A | GDCAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFB | N58806.A | NGPL/TX/OK | NG | GDP-NGPL/TXOK-W | IF-NGPLTXOK | B |  | Intra-Month Options -Central | 0 | 0 | 0 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.5300001 | 0 | 0 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDFLOOR | P | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFB | NA4439.5 | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month Options -Central | 0 | 155000 | 27031.98 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5300001 | 2.7044 | 27031.98 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFB | NA7102.5 | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month Options -Central | 0 | 77500 | 13515.99 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5300001 | 2.7044 | 13515.99 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFS | E22563.8 | N/A | NG | GDP-TRUNKL/NO | IF-TRUNKL/TX | S |  | Intra-Month Options -Central | 0 | -52700 | -9791.66 | 1996-11-12 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.7758 | -9791.66 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDCAP | C | 1996-04-01 00:00:00 | 2007-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFS | E22563.8 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Central | 0 | -52700 | 9486 | 1996-11-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.18 | 9486 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-04-01 00:00:00 | 2007-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFS | E28811.6 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Central | 0 | -868000 | 86800 | 1996-11-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1 | 86800 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFS | E28811.6 | N/A | NG | GDP-NNG/TOK | IF-NNG/TOK | S |  | Intra-Month Options -Central | 0 | -868000 | -125339.11 | 1996-11-12 00:00:00 | ECT | F | 5BDAP | 2.4400001 | 2.5844 | -125339.11 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4400001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFS | E28811.J | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | S |  | Intra-Month Options -Central | 0 | -868000 | -151379.11 | 1998-04-27 00:00:00 | ECT | F | 5BDAP | 2.5300001 | 2.7044 | -151379.11 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDCAP | C | 1998-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CFS | E28811.J | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Central | 0 | -868000 | 86800 | 1998-04-27 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1 | 86800 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1998-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CPB | E28811.F | N/A | NG | OPTION | OPTION | B |  | Intra-Month Options -Central | 0 | 868000 | -86800 | 1998-04-27 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1 | -86800 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1998-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CPB | E28811.F | N/A | NG | GDP-NNG/TOK | IF-NNG/TOK | B |  | Intra-Month Options -Central | 0 | 868000 | 125339.11 | 1998-04-27 00:00:00 | ECT | F | 5BDAP | 2.4400001 | 2.5844 | 125339.11 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4400001 | N/A | GDCAP | C | 1998-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CPB | N09765.2 | N/A | NG | OPTION | OPTION | B |  | Intra-Month Options -Central | 0 | -155000 | -28675 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.185 | -28675 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CPB | N09765.2 | N/A | NG | GDP-NGPL/OK | IF-NGPL/MIDCON | B |  | Intra-Month Options -Central | 0 | 0 | 0 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 2.4600001 | 0 | 0 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4600001 | N/A | GDFLOOR | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19555 | 16CF | 16CPB | N09774.2 | N/A | NG | OPTION | OPTION | B |  | Intra-Month Options -Central | 0 | -155000 | -28675 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.185 | -28675 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | EAST | MAROMBK.Detail
19555 | 16CF | 16CPB | N09774.2 | N/A | NG | GDP-TRUNKL/ELA | IF-TRUNKL/LA | B |  | Intra-Month Options -Central | 0 | 0 | 0 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 2.5400001 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5400001 | N/A | GDFLOOR | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CENT-OPT | EAST | MAROMBK.Detail
19644 | 16CF | 16CPB | NA7948.4 | ANR/LA | NG | GDP-ANR/LA_ONSH | IF-ANR/LA | B | #N/A | Intra-Month Options -Central | 0 | 0 | 0 | NEW | ECT | P | 5BDAP | 2.5400001 | 0 | 0 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5400001 | N/A | GDFLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19555 | 16CF | 16CPS | NA7948.5 | ANR/LA | NG | GDP-ANR/LA_ONSH | IF-ANR/LA | S |  | Intra-Month Options -Central | 0 | 0 | 0 | 2000-02-25 00:00:00 | ECT | P | 5BDAP | 2.5400001 | 0 | 0 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5400001 | N/A | GDFLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19644 | 16CF | 16CPS | N09765.5 | N/A | NG | GDP-NGPL/OK | IF-NGPL/MIDCON | S | #N/A | Intra-Month Options -Central | 0 | 0 | 0 | NEW | ECT | P | 5BDAP | 2.4600001 | 0 | 0 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4600001 | N/A | GDFLOOR | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | N09765.5 | N/A | NG | OPTION | OPTION | S | #N/A | Intra-Month Options -Central | 0 | 155000 | 28675 | NEW | ECT | P | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.185 | 28675 | G | D | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | N09774.6 | N/A | NG | GDP-TRUNKL/ELA | IF-TRUNKL/LA | S | #N/A | Intra-Month Options -Central | 0 | 0 | 0 | NEW | ECT | P | 5BDAP | 2.5400001 | 0 | 0 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5400001 | N/A | GDFLOOR | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | N09774.6 | N/A | NG | OPTION | OPTION | S | #N/A | Intra-Month Options -Central | 0 | 155000 | 28675 | NEW | ECT | P | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.185 | 28675 | G | D | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | N58806.9 | NGPL/TX/OK | NG | GDP-NGPL/TXOK-W | IF-NGPLTXOK | S | #N/A | Intra-Month Options -Central | 0 | 0 | 0 | NEW | ECT | P | 5BDAP | 2.5300001 | 0 | 0 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDFLOOR | P | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | NA4439.4 | [NAME] | NG | GD-NNG/DEMARCAT | IF-NNG/DEMARCAT | S | #N/A | Intra-Month Options -Central | 0 | -155000 | -26923.48 | NEW | ECT | P | 5BDAP | 2.5300001 | 2.7037 | -26923.48 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | NA7102.4 | NNG-DEMARC | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | S | #N/A | Intra-Month Options -Central | 0 | -77500 | -13515.99 | NEW | ECT | P | 5BDAP | 2.5300001 | 2.7044 | -13515.99 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19555 | 16CF | 16CFB | NB4325.5 | PAN/TX/OK | NG | OPTION | OPTION | B |  | Intra-Month Options -Central | 0 | 2140000 | -214000 | 2000-03-03 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1 | -214000 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENT-OPT | CENTRAL | MAROMBK.Detail
19644 | 16CF | 16CPB | NB0753.4 | N/A | NG | OPTION | OPTION | B | #N/A | Intra-Month Options -Central | 0 | 21049 | -3788.82 | NEW | ECT | P | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.18 | -3788.82 | G | D | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPB | NB0753.4 | N/A | NG | GDP-NGPL/OK | IF-NGPL/MIDCON | B | #N/A | Intra-Month Options -Central | 0 | 21049 | 4453.97 | NEW | ECT | P | 5BDAP | 2.4600001 | 2.6716 | 4453.97 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4600001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | NB4325.4 | PAN/TX/OK | NG | OPTION | OPTION | S | #N/A | Intra-Month Options -Central | 0 | -2140000 | 214000 | NEW | ECT | P | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1 | 214000 | G | D | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | ND1734.4 | NGPL/MIDCO | NG | OPTION | OPTION | S | #N/A | Intra-Month Options -Central | 0 | -288951 | 24560.84 | NEW | ECT | P | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.085 | 24560.84 | G | D | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CENT-OPT | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFB | N47081.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 14802.5 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | 14802.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | N/A | SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19644 | 16CF | 16CFB | N57977.1 | N/A | NG | NX1 | MICH_CG-GD | B |  | Intra-Month Trading Central | 310000 | 0 | -4030 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.11 | 0.09700000000000002 | -4030 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.11 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFS | N49975.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -33402.5 | 1999-11-29 00:00:00 | ECT | F | 5BDAP | 2.3875 | 2.603 | -33402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.3875 | N/A | SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19644 | 16CF | 16CFS | N29739.2 | N/A | NG | NX1 | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -310000 | 0 | 37355 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1675 | 0.047 | 37355 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1675 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N30350.2 | N/A | NG | NX1 | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -310000 | 0 | 35805 | 1999-10-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1625 | 0.047 | 35805 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N38439.2 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month Trading Central | -310000 | 0 | 20305 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1625 | 0.09700000000000002 | 20305 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1625 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N38440.2 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month Trading Central | -310000 | 0 | 18755 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1575 | 0.09700000000000002 | 18755 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1575 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N42960.2 | N/A | NG | NX1 | MICH_CG-GD | S |  | Intra-Month Trading Central | -310000 | 0 | 10230 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.13 | 0.09700000000000002 | 10230 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.13 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19660 | 16CF | 16CFB | N99681.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Central | 310000 | 0 | -35030 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.56 | 0.4470000000000001 | -35030 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.56 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | [NAME] | MARFTNYBK.Detail
19539 | 16CF | 16CFB | N58483.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 500000 | 0 | 51500 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.603 | 51500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N73632.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 500000 | 0 | 191500 | 2000-01-11 00:00:00 | ECT | F | 5BDAP | 2.22 | 2.603 | 191500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.22 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N86883.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -12000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | -12000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N89208.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -77000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.603 | -77000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91240.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | -11935 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.603 | -11935 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91240.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | -20072.5 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.7325 | 2.603 | -20072.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7325 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -112000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -112000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -112000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -112000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 500000 | 0 | -41000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.603 | -41000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.685 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.C | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 250000 | 0 | -16750 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | -16750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94012.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | -1085 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | -1085 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -107000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -107000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -62000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.603 | -62000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | -59500 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6625 | 2.603 | -59500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 500000 | 0 | -16000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -16000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94292.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 500000 | 0 | 14000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | 14000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N95561.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | 98000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | 98000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N96154.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 8990 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 8990 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N98105.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | -2635 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -2635 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N98105.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | -2635 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -2635 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N99015.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 310000 | 0 | 21080 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 21080 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N99267.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | 58000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 58000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | [NAME] | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | 66000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.537 | 2.603 | 66000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.537 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA0932.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | 18000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | 18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA1028.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 3177.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5825 | 2.603 | 3177.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5825 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA1028.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 3952.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5775 | 2.603 | 3952.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5775 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA1028.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 2402.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | 2402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA1028.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 2402.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | 2402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA1028.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 3565 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 3565 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA4373.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 2000000 | 0 | 181000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5125 | 2.603 | 181000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5000.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 20615 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.47 | 2.603 | 20615 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.47 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5517.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 1000000 | 0 | 123000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.48 | 2.603 | 123000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.48 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA5519.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 500000 | 0 | 66500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.47 | 2.603 | 66500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.47 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA7284.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 2790 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | 2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA7284.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 1240 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | 1240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | NA7284.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Central | 155000 | 0 | 77.5 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6025 | 2.603 | 77.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19579 | 16CF | 16CFB | NA9055.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Central | 310000 | 0 | 30597 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.8287 | 30597 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA9055.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Central | 310000 | 0 | 32147 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.8287 | 32147 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA9117.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Central | 620000 | 0 | 76694 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.705 | 2.8287 | 76694 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.705 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB0171.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Central | 620000 | 0 | 62930 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.7815 | 62930 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3916.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Central | 250000 | 0 | 10000 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.845 | 10000 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19578 | 16CF | 16CFB | NA9757.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Central | 155000 | 0 | 24428 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.8026 | 24428 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | TEXAS | MAROMTXBK.Detail
19595 | 16CF | 16CFB | NA9971.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Central | 310000 | 0 | 42315 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.7815 | 42315 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Central | 150000 | 0 | 10575 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.7855 | 10575 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NB7170.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Central | 230000 | 0 | 14352 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.7974 | 14352 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | EAST | MARP!BK.Detail
19595 | 16CF | 16CFB | NB9574.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Central | 180000 | 0 | 8496 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8122 | 8496 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | EAST | MARP!BK.Detail
19644 | 16CF | 16CFB | N90502.3 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading Central | 87754 | 0 | -87754 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -87754 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19660 | 16CF | 16CFS | N80333.3 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Central | -310000 | 0 | 78430 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.7 | 0.4470000000000001 | 78430 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.7 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | [NAME] | MARFTNYBK.Detail
19539 | 16CF | 16CFS | N72841.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -500000 | 0 | -191500 | 2000-01-10 00:00:00 | ECT | F | 5BDAP | 2.22 | 2.603 | -191500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.22 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N86883.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -500000 | 0 | -6500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -6500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N86883.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -500000 | 0 | -19000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -4340 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -4340 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -2402.5 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | -2402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -2402.5 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | -2402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -465 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -465 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87548.A | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 310 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 310 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N87876.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | -3000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -3000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N89208.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 57000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91240.9 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 7672.5 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | 7672.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91240.B | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 9610 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.603 | 9610 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91789.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 52000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.603 | 52000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91789.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 57000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N92545.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 9222.5 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.6625 | 2.603 | 9222.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N92917.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 11935 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.603 | 11935 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N92917.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 12322.5 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.6825 | 2.603 | 12322.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6825 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N96154.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -310000 | 0 | -17980 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N97179.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -310000 | 0 | -17980 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N97676.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1500000 | 0 | -75750 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | -75750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99015.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -620000 | 0 | -45260 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -45260 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99015.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -620000 | 0 | -32860 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -32860 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99267.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | -68000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99880.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -2015 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -2015 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99880.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 1085 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 1085 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99880.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | 1085 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 1085 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | -13000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -13000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N99992.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 12000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 12000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1632.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -77.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6025 | 2.603 | -77.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA1632.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -77.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6025 | 2.603 | -77.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2293.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 2000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 2000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2294.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | -5500 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.603 | -5500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2296.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 57000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2954.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -1000000 | 0 | 52000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.603 | 52000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2955.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -500000 | 0 | 18500 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 18500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA3021.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -310000 | 0 | 13020 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 13020 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA4008.8 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -14802.5 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | -14802.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA4008.9 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -14415 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | -14415 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA4008.A | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -14027.5 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5125 | 2.603 | -14027.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA4008.B | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -13640 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | -13640 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA4008.C | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -13640 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | -13640 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -310000 | 0 | -22630 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -22630 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -620000 | 0 | -42160 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -42160 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.6 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -9765 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -9765 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -9765 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -9765 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.8 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -8990 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -8990 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.9 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -10152.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5375 | 2.603 | -10152.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5375 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6171.B | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -155000 | 0 | -12477.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5225 | 2.603 | -12477.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5225 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA6716.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Central | -500000 | 0 | -29000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -29000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | DESK | MARPGBK.Detail
19579 | 16CF | 16CFS | NA6230.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -310000 | 0 | -55396.97 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.6500001 | 2.8287 | -55396.97 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6500001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NA9117.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Central | -620000 | 0 | -66030 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.7815 | -66030 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB0171.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -620000 | 0 | -67394 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.8287 | -67394 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB4323.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -90000 | 0 | 0 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.76 | 0 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-06 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -230000 | 0 | -10005 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.8485 | -10005 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MAROMCNLBK.Detail
19578 | 16CF | 16CFS | NA9757.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Central | -155000 | 0 | -17840.5 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.6875 | 2.8026 | -17840.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6875 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | TEXAS | MAROMTXBK.Detail
19595 | 16CF | 16CFS | NB4687.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Central | -250000 | 0 | -5675 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.7725 | 2.7952 | -5675 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7725 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | EAST | MARP!BK.Detail
19595 | 16CF | 16CFS | NB7170.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Central | -220000 | 0 | -16346 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.7993 | -16346 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | EAST | MARP!BK.Detail
19644 | 16CF | 16CFS | NA6777.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Central | -775000 | 0 | -138492.42 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.6500001 | 2.8287 | -138492.42 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6500001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | NB3007.2 | N/A | NG | GDP-PAN/TX/OK | IF-PAN/TX/OK | S |  | Intra-Month Trading Central | -145000 | 0 | -5872.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.7005 | -5872.5 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CENTRAL | CENTRAL | MARFTCEBK.Detail
19555 | 16CF | 16CFB | N28289.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 310000 | 0 | 49197 | 1999-10-12 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.8287 | 49197 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | GDSWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMBK.Detail
19644 | 16CF | 16CFB | N37349.A | N/A | NG | NX3 | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 620000 | 0 | -11594 | 1999-11-04 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 0.108 | 0.0893 | -11594 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.108 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | ER4172.B | N/A | NG | NX3 | IF-NNG/VENT | S |  | Intra-Month-Cent-Trans | -628990 | 0 | 31889.79 | 1999-11-04 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 0.02 | -0.03070000000000001 | 31889.79 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.02 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | ER4172.D | N/A | NG | NX3 |  | S |  | Intra-Month-Cent-Trans | -18507 | 0 | 893.89 | 1999-10-28 00:00:00 | ECT | F | 5BDAP | 2.609 | 2.5607 | 893.89 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.609 | N/A | SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19590 | 16CF | 16OFS | N35074.4 | N/A | NG | MICH_CG-GD | NX1 | S |  | Intra-Month-Cent-Trans | -310000 | 0 | 56730 | 1999-10-26 00:00:00 | EGSC | F | 5BDAP | 2.883 | 2.7 | 56730 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS |  | MAROCBK.Detail_Canadian
19590 | 16CF | 16OPB | N35074.5 | MICH-ST.CL | NG | MICH-ST.CLAIR | NX1 | B |  | Intra-Month-Cent-Trans | 310000 | 0 | -52080 | 1999-10-26 00:00:00 | EGSC | P | 25NM | 2.944 | 2.776 | -52080 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.944 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CNT-TRANS |  | MAROCBK.Detail_Canadian
19539 | 16CF | 16CFB | N86883.8 | N/A | NG | NX1 |  | B |  | Intra-Month-Cent-Trans | 500000 | 0 | 44000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 44000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N91789.B | N/A | NG | NX1 |  | B |  | Intra-Month-Cent-Trans | 500000 | 0 | -41000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.603 | -41000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.685 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N94012.9 | N/A | NG | NX1 |  | B |  | Intra-Month-Cent-Trans | 155000 | 0 | -3797.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6275 | 2.603 | -3797.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6275 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N95561.2 | N/A | NG | NX1 |  | B |  | Intra-Month-Cent-Trans | 500000 | 0 | 46500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 46500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N99267.5 | N/A | NG | NX1 |  | B |  | Intra-Month-Cent-Trans | 500000 | 0 | 31500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 31500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19579 | 16CF | 16CFB | NA4958.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 310000 | 0 | 53072 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.6575 | 2.8287 | 53072 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6575 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NA4959.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 310000 | 0 | 53072 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.6575 | 2.8287 | 53072 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6575 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB1701.4 | N/A | NG | GDP-NGPL/OK | IF-NGPL/MIDCON | B |  | Intra-Month-Cent-Trans | 300000 | 0 | 25650 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.6755 | 25650 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB3794.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 280000 | 0 | 24052 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.835900000000001 | 24052 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB4869.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 120000 | 0 | -324 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.8473 | -324 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB6338.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 230000 | 0 | 15755 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8485 | 15755 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB6909.6 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 115000 | 0 | 9602.5 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8485 | 9602.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NB9395.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 105000 | 0 | 2079 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.835 | 2.8548 | 2079 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.835 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC2762.1 | N/A | NG | GDP-MICHCON | MICH/CONS | B |  | Intra-Month-Cent-Trans | 225000 | 0 | 9607.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.9027 | 9607.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFB | NC4920.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 110000 | 0 | 55 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8405 | 55 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19644 | 16CF | 16CFB | N42194.1 | N/A | NG | NX1 | IF-PAN/TX/OK | B |  | Intra-Month-Cent-Trans | 300000 | 0 | 20999.97 | 1999-11-10 00:00:00 | ECT | F | 5BDAP | 2.41 | 2.603 | 57900 | G | G | CENTRAL | 1e-07 | -0.123 | -36900.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4100001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA6318.1 | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | B |  | Intra-Month-Cent-Trans | 310000 | 0 | 54063.97 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5300001 | 2.7044 | 54063.97 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFB | NA6326.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month-Cent-Trans | 155000 | 0 | 27698.48 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.6500001 | 2.8287 | 27698.48 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6500001 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFS | N86883.4 | N/A | NG | NX1 |  | S |  | Intra-Month-Cent-Trans | -500000 | 0 | 18500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 18500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N91789.1 | N/A | NG | NX1 |  | S |  | Intra-Month-Cent-Trans | -500000 | 0 | 64750 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.7325 | 2.603 | 64750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7325 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | N96154.1 | N/A | NG | NX1 |  | S |  | Intra-Month-Cent-Trans | -310000 | 0 | -17980 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2295.1 | N/A | NG | NX1 |  | S |  | Intra-Month-Cent-Trans | -500000 | 0 | 1000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 1000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19539 | 16CF | 16CFS | NA2956.1 | N/A | NG | NX1 |  | S |  | Intra-Month-Cent-Trans | -750000 | 0 | 35250 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 35250 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | DESK | MARPGBK.Detail
19579 | 16CF | 16CFS | NB1701.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month-Cent-Trans | -300000 | 0 | -21960 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8332 | -21960 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB1769.1 | N/A | NG | GDP-MICHCON | MICH_CG-GD | S |  | Intra-Month-Cent-Trans | -290000 | 0 | 2987 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.89 | 2.8797 | 2987 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.89 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB3865.7 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month-Cent-Trans | -140000 | 0 | -8526 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.835900000000001 | -8526 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB6338.3 | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | S |  | Intra-Month-Cent-Trans | -230000 | 0 | -12995 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.7265 | -12995 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | NB6909.7 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month-Cent-Trans | -115000 | 0 | -7302.5 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8485 | -7302.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19579 | 16CF | 16CFS | [NAME] | N/A | NG | GDP-NNG/DEMARCA | IF-NNG/DEMARCAT | S |  | Intra-Month-Cent-Trans | -110000 | 0 | 154 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.7186 | 154 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MAROMCNLBK.Detail
19595 | 16CF | 16CFS | NC3030.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month-Cent-Trans | -225000 | 0 | -11317.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8153 | -11317.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | EAST | MARP!BK.Detail
19644 | 16CF | 16CFS | EZ7823.1 | N/A | NG | NX1 | IF-NORAM/EAST | S |  | Intra-Month-Cent-Trans | -300000 | 0 | 12000.03 | 1999-07-29 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | -12900 | G | G | CENTRAL | 1e-07 | -0.083 | 24900.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5600001 | STURM | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | EZ7945.1 | N/A | NG | NX1 | IF-NORAM/EAST | S |  | Intra-Month-Cent-Trans | -300000 | 0 | 12000.03 | 1999-07-29 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | -12900 | G | G | CENTRAL | 1e-07 | -0.083 | 24900.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5600001 | STURM | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | EZ8190.4 |  |  | IF-NORAM/EAST |  | B | #N/A | Intra-Month-Cent-Trans | 299999.989 |  | 749.97 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-TRANS | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | EZ8190.4 | NORAMEAST | NG | NX1 | IF-NORAM/EAST | B | #N/A | Intra-Month-Cent-Trans | 300000 | 0 | 755999.94 | NEW | ECT | P | 25NM | 1e-07 | 2.603 | 780899.97 | G | G | CENTRAL | 1e-07 | -0.083 | -24900.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPB | EZ8280.4 |  |  | IF-NORAM/EAST |  | B | #N/A | Intra-Month-Cent-Trans | 299999.989 |  | 749.97 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-TRANS | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CPB | EZ8280.4 | NORAMEAST | NG | NX1 | IF-NORAM/EAST | B | #N/A | Intra-Month-Cent-Trans | 300000 | 0 | 755999.94 | NEW | ECT | P | 25NM | 1e-07 | 2.603 | 780899.97 | G | G | CENTRAL | 1e-07 | -0.083 | -24900.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | N42585.2 | PAN/TX/OK | NG | NX1 | IF-PAN/TX/OK | S | #N/A | Intra-Month-Cent-Trans | -300000 | 0 | -743999.94 | NEW | ECT | P | 25NM | 1e-07 | 2.603 | -780899.97 | G | G | CENTRAL | 1e-07 | -0.123 | 36900.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-CNT-TRANS | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N42585.2 |  |  | IF-PAN/TX/OK |  | S | #N/A | Intra-Month-Cent-Trans | -299999.989 |  | -749.97 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-CNT-TRANS | C | MAR_IGCE.Detail_Index
750577 | 16CF | 16CPB | [NAME] |  |  | CGPR-ST.CLAIR |  | B | #N/A | Intramonth-Sithe | 553833.011 |  | -0.0554 | NEW | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | INTRA-SITHE | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CFB | N90091.1 | N/A | NG | NX1 | IF-NGPL/LA | B |  | INTRA-NGPL-Storage | 380000 | 0 | -49400.04 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.603 | -29260 | G | G | CENTRAL | 1e-07 | -0.053 | -20140.04 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6800001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NGPL-STRG | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | N95369.1 | N/A | NG | NX1 | IF-NGPL/LA | S |  | INTRA-NGPL-Storage | -380000 | 0 | -43699.96 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.435 | 2.603 | -63840 | G | G | CENTRAL | 1e-07 | -0.053 | 20140.04 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4350001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NGPL-STRG | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CPS | N52541.4 | NGPL/TX | NG | NX1 | IF-NGPL/STX | S | #N/A | INTRA-NGPL-Storage | -38006 | 0 | -95775.11 | NEW | ECT | P | 25NM | 1e-07 | 2.603 | -98929.61 | G | G | CENTRAL | 1e-07 | -0.083 | 3154.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-NGPL-STRG | CENTRAL | MARFTCEBK.Detail
750577 | 16CF | 16CPS | N52541.4 |  |  | IF-NGPL/STX |  | S | #N/A | INTRA-NGPL-Storage | -38006 |  | -95.01120000000002 | NEW | 413 | P |  | 1e-07 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | INTRA-NGPL-STRG | C | MAR_IGCE.Detail_Index
19644 | 16CF | 16CFS | ET9847.3 | N/A | NG | NX3 | CGPR-AECO/BASIS | S |  | Petro-Canada Hydrocarbons Inc | -93465 | 0 | 38386.08 | 1999-02-12 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 0.129 | -0.2817 | 38386.08 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.129 | GOMEZ | BASIS SWAP | C | 1999-11-01 00:00:00 | 2001-10-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | PETROCANHYD | CENTRAL | MARFTCEBK.Detail
19644 | 16CF | 16CFS | ET9847.5 | N/A | NG | ANNUITY |  | B |  | Petro-Canada Hydrocarbons Inc | 93465 | 0 | -46732.5 | 1999-02-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.5 | -46732.5 | G | G | CENTRAL | 0 | GOMEZ | ANNUITY | C | 1999-11-01 00:00:00 | 2001-10-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | PETROCANHYD | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CPB | E49515.2 | N/A | NG | NX3 |  | B |  | Qualitech Steel Corporation | 217000 | 0 | 94546.9 | 1999-09-02 00:00:00 | ECT | F | 5BDAP | 2.125 | 2.5607 | 94546.9 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.125 | N/A | SWAP | C | 1999-10-01 00:00:00 | 2003-11-30 00:00:00 | X | DE | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | QUALITECSTECOR | DESK | MARPGBK.Detail
FX BOOK | 16CF | 16CPS | 252/257 | 252/257 | 1998-12-24 00:00:00 | CAD |  | S | TP - West | Sithe/Independence Power Partners LP | 0 | 0 | 7809.29 |  |  | FX-HOU |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 16NEF
FX BOOK | 16CF | 16CPS | 606/625 | 606/625 | 1998-12-24 00:00:00 | USD |  | S | TP - West | Sithe/Independence Power Partners LP | 0 | 0 | 5103.22 |  |  | FX-HOU |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 16NEF
19539 | 16CF | 12SFB | EU3303.7 | N/A | NG | NX1 |  | B |  | Storage Book -Park/Lend | 100000 | 0 | 39300 | 1999-02-25 00:00:00 | ECT | F | 5BDAP | 2.21 | 2.603 | 39300 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.21 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-PARKL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N70012.A | N/A | NG | ANNUITY |  | B |  | Transport - Central | 53842 | 0 | -53842 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -53842 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-CENTRAL | DESK | MARPGBK.Detail
19539 | 16CF | 16CFB | N70012.B | N/A | NG | ANNUITY |  | B |  | Transport - Central | 45000 | 0 | -45000 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -45000 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-08-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-CENTRAL | DESK | MARPGBK.Detail
19644 | 16CF | 16CFB | EQ3897.C | N/A | NG | ANNUITY |  | B |  | Transport - Central | 17500 | 0 | -17500 | 1998-10-28 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -17500 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 1999-12-01 00:00:00 | 2014-12-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-CENTRAL | CENTRAL | MARFTCEBK.Detail
19539 | 16CF | 16CFS | N70012.C | N/A | NG | ANNUITY |  | S |  | Transport - Central | -7500 | 0 | 7500 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 7500 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-08-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-CENTRAL | DESK | MARPGBK.Detail
 | 16CF Total
19580 | 16DENF | 16DFS | NA8885.1 | N/A | NG | GDP-CIG/RKYMTN | IF-CIG/RKYMTN | B |  | IM-West-Denver | 155000 | 0 | 23296.5 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.35 | 2.5003 | 23296.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.35 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-DENVER |  | MARE#BK.Detail_Canadian
19580 | 16DENF | 16DFS | NB2760.1 | N/A | NG | GDP-NWPL_ROCKYM | IF-NWPL_ROCKY_M | B |  | IM-West-Denver | 140000 | 0 | 2982 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.5613 | 2982 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-DENVER |  | MARE#BK.Detail_Canadian
19580 | 16DENF | 16DFS | NB2918.1 | N/A | NG | GDP-NWPL_ROCKYM | IF-NWPL_ROCKY_M | B |  | IM-West-Denver | 145000 | 0 | 304.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.5621 | 304.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-DENVER |  | MARE#BK.Detail_Canadian
19594 | 16DENF | 16WPB | N67923.4 | N/A | NG | NX1 | IF-NGPL/OK-NW | B |  | Transport - Denver | 775000 | 0 | -13950 | 1999-12-29 00:00:00 | ECT | P | 25NM | 2.603 | 2.603 | 0 |  |  |  | -0.125 | -0.143 | -13950 | W | 5 | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.125 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2003-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016W | W5 | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-FT-DENVER | WEST | MARW5BK.Detail
751105 | 16DENF | 16WPB | N66428.2 |  |  | IF-CIG/ROCKPORT |  | B |  | Transport - Denver | 849555 |  | -32877.7785 |  | 413 | P |  | 0.1587 | 0.12 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 |  | 16 | TP-FT-DENVER |  | MAR_IGW5.Detail_Index
751105 | 16DENF | 16WPB | N67923.2 |  |  | IF-NGPL/OK-NW |  | B |  | Transport - Denver | 775000 |  | 3875 |  | 413 | P |  | 0.04 | 0.045 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | TP-FT-DENVER | W | MAR_IGW5.Detail_Index
19594 | 16DENF | 16WPS | N67923.3 | N/A | NG | NX1 | IF-CIG/RKYMTN | S |  | Transport - Denver | -775000 | 0 | -28675 | 1999-12-29 00:00:00 | ECT | P | 25NM | 2.603 | 2.603 | 0 |  |  |  | -0.33 | -0.293 | -28675 | W | 5 | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.33 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2003-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016W | W5 | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-FT-DENVER | WEST | MARW5BK.Detail
 | 16DENF Total
19539 | 16NEF | 16EPB | N64588.4 | CGT/APPALA | NG | NX1 |  | B |  | [NAME], Inc. | 27.9 | 0 | 72.62 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 72.62 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | ALPHAWEL | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.6 | CGT/APPALA | NG | NX1 |  | B |  | [NAME], Inc. | 11.78 | 0 | 30.66 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 30.66 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | ALPHAWEL | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.A | CGT/APPALA | NG | NX1 |  | B |  | [NAME], Inc. | 4.65 | 0 | 12.1 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 12.1 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | ALPHAWEL | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.C | CGT/APPALA | NG | NX1 |  | B |  | [NAME], Inc. | 75.64 | 0 | 196.89 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 196.89 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | ALPHAWEL | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.W | SONAT/LA | NG | NX1 |  | B |  | [NAME] | 127.1 | 0 | 330.84 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 330.84 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | EUBANKSBR | DESK | MARPGBK.Detail
19653 | 16NEF | 16EFB | N64723.2 | [NAME] | NG | NX1 | IF-KOCH/LA | B |  | Brown, George R Partnership | 451.05 | 0 | -55.48 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | -0.123 | -55.48 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2001-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | BROWNGEORPAR | EAST | MARFTEABK.Detail
19539 | 16NEF | 16EPB | N64723.2 | [NAME] | NG | NX1 |  | B |  | Brown, George R Partnership | 451.05 | 0 | 1174.08 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 1174.08 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2001-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | BROWNGEORPAR | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N64723.6 | CGT/APPALA | NG | NX1 |  | B |  | CES - [NAME] | 13.95 | 0 | 36.31 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 36.31 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CESROBHIL | DESK | MARPGBK.Detail
19660 | 16NEF | 16EFS | N64723.6 | CGT/APPALA | NG | NX1 | IF-CGT/APPALAC | B |  | CES - [NAME] | 13.95 | 0 | 1.77 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | 0.127 | 1.77 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | CESROBHIL | [NAME] | MARFTNYBK.Detail
19539 | 16NEF | 16EFB | N69003.7 | N/A | NG | NX1 |  | B |  | CES Entergy Desk | 0 | 0 | 0 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.17 | 2.603 | 0 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.17 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2002-02-28 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CES-ENTGY | DESK | MARPGBK.Detail
19653 | 16NEF | 16EFS | N69003.8 | N/A | NG | NX1 | IF-HEHUB | B |  | CES Entergy Desk | 0 | 0 | 0 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | 0.007000000000000001 | 0 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2002-02-28 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CES-ENTGY | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N69003.4 | N/A | NG | NX1 | IF-COLGULF/LA | S |  | CES-Dayton-Desk | -130000 | 0 | 4290.01 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | -0.033 | 4290.01 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CES-DAYTN | EAST | MARFTEABK.Detail
19539 | 16NEF | 16EFS | N69003.3 | N/A | NG | NX1 |  | S |  | CES-Dayton-Desk | -130000 | 0 | -56290 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.17 | 2.603 | -56290 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.17 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-CES-DAYTN | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N59528.1 | N/A | NG | ANNUITY |  | B |  | CES-East | 10296 | 0 | -10296 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -10296 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-09-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CES-EAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N70012.6 | N/A | NG | ANNUITY |  | B |  | CES-East | 125000 | 0 | -125000 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -125000 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-08-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CES-EAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N59528.2 | N/A | NG | ANNUITY |  | S |  | CES-East | -3373 | 0 | 3373 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 3373 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-09-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CES-EAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N70012.7 | N/A | NG | ANNUITY |  | S |  | CES-East | -15000 | 0 | 15000 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 15000 | P | G | DESK | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-08-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CES-EAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.I | CGT/APPALA | NG | NX1 |  | B |  | Citation Energy Company | 24.18 | 0 | 62.94 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 62.94 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | CITATIONENECOM | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | EH2837.1 | N/A | NG | ANNUITY |  | S |  | Citrus Corp. | -2110356 | 0 | 10551.78 | 1997-12-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | 10551.78 | P | G | DESK | 0 | N/A | ANNUITY | C | 1997-12-01 00:00:00 | 2010-02-28 00:00:00 | X | DE | USD | MMPD | MMBTU | 364 | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | [NAME] | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | EH2845.1 | N/A | NG | ANNUITY |  | S |  | Citrus Corp. | -108500 | 0 | 542.5 | 1997-12-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | 542.5 | P | G | DESK | 0 | N/A | ANNUITY | C | 1997-12-01 00:00:00 | 2002-10-31 00:00:00 | X | DE | USD | MMPD | MMBTU | 364 | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | [NAME] | DESK | MARPGBK.Detail
19549 | 16NEF | 16EFB | ET3281.2 | N/A | NG | NX1 | IF-FGT/[NAME] | B |  | Citrus Marketing, Inc. | 489583 | 0 | -93020.77 | 1999-01-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0.27 | -2.603 | -93020.77 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.27 | KAISER | FORWARD | C | 1999-01-01 00:00:00 | 2001-04-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | CITRUS | SOUTHEAST | MARGABK.Detail
19549 | 16NEF | 16EFB | ET3281.4 | N/A | NG | NX1 | IF-FGT/Z2 | S |  | Citrus Marketing, Inc. | -306435 | 0 | -5178.75 | 1999-01-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0.0001 | 0.017 | -5178.75 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | KAISER | FORWARD | C | 1999-11-01 00:00:00 | 2001-04-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | CITRUS | SOUTHEAST | MARGABK.Detail
19549 | 16NEF | 16EFB | ET3281.5 | N/A | NG | NX1 | IF-FGT/Z3 | S |  | Citrus Marketing, Inc. | -183148 | 0 | 6062.2 | 1999-01-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0.0001 | -0.033 | 6062.2 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | KAISER | FORWARD | C | 1999-11-01 00:00:00 | 2001-04-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | CITRUS | SOUTHEAST | MARGABK.Detail
19539 | 16NEF | 16EFS | N69914.1 | N/A | NG | NX3 |  | S |  | Columbia Energy Services Corporation | -4650 | 0 | -1305.26 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.28 | 2.5607 | -1305.26 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.28 | LAGRASTA | SWAP | C | 2000-02-01 00:00:00 | 2000-08-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N72805.1 | N/A | NG | NX3 |  | S |  | Columbia Energy Services Corporation | -3720 | 0 | -969.8 | 2000-01-10 00:00:00 | ECT | F | 5BDAP | 2.3 | 2.5607 | -969.8 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.3 | LAGRASTA | SWAP | C | 2000-02-01 00:00:00 | 2000-10-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N58451.2 | N/A | NG | NX1 |  | B |  | Columbia Energy Services Corporation | 93000 | 0 | 10509 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.49 | 2.603 | 10509 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.49 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | [NAME] | N/A | NG | NX1 |  | B |  | Columbia Energy Services Corporation | 80000 | 0 | 4240 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 4240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N60167.1 | N/A | NG | NX1 |  | B |  | Columbia Energy Services Corporation | 10000 | 0 | 230 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 230 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | LAGRASTA | SWAP | C | 2000-01-01 00:00:00 | 2000-04-30 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N60170.2 | N/A | NG | NX1 |  | B |  | Columbia Energy Services Corporation | 40000 | 0 | 2120 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 2120 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-04-30 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N90388.1 | N/A | NG | NX1 |  | B |  | Columbia Energy Services Corporation | 25000 | 0 | 325 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | 325 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | GILBERT | SWAP | C | 2000-03-01 00:00:00 | 2000-08-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N50972.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -93000 | 0 | -26319 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.32 | 2.603 | -26319 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.32 | LAGRASTA | SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N65231.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -100000 | 0 | -18400 | 1999-12-23 00:00:00 | ECT | F | 5BDAP | 2.419 | 2.603 | -18400 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.419 | LAGRASTA | SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N69232.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -30000 | 0 | -11865 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.2075 | 2.603 | -11865 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2075 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N69233.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -30535 | 0 | -12076.59 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.2075 | 2.603 | -12076.59 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.2075 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N69251.2 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -24800 | 0 | -9746.4 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.21 | 2.603 | -9746.4 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.21 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N69820.2 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -15000 | 0 | -5895 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.21 | 2.603 | -5895 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.21 | OTTO | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N70322.2 | N/A | NG | NX3 |  | S |  | Columbia Energy Services Corporation | -12800 | 0 | -4744.96 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.19 | 2.5607 | -4744.96 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.19 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N73425.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -543701 | 0 | -35503.68 | 2000-01-11 00:00:00 | ECT | F | 5BDAP | 2.5377 | 2.603 | -35503.68 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5377 | N/A | SWAP | C | 2000-01-01 00:00:00 | 2003-12-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N99383.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -301944 | 0 | -14493.31 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -14493.31 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | OTTO | SWAP | C | 2000-03-01 00:00:00 | 2001-05-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA4185.1 | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -40000 | 0 | -3720 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | -3720 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Columbia Energy Services Corporation | -26000 | 0 | -1508 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -1508 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | LAGRASTA | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | X | KY | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COLUMBIA ENERGY | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.N | [NAME] | NG | NX1 |  | B |  | Comet Petroleum, Inc. | 97.65 | 0 | 254.18 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 254.18 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | COMETPET | DESK | MARPGBK.Detail
19660 | 16NEF | 16EFS | NA2236.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | CPR Book -Northeast | -620000 | 0 | 101060 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.61 | 0.4470000000000001 | 101060 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.61 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | CPR-NORTHEAST | [NAME] | MARFTNYBK.Detail
750682 | 16NEF | 16EPS | E27379.4 |  |  | IF-CNG/APPALACH |  | S |  | Dublin Aggregation Book | -40207 |  | 864.4505 |  | 413 | P |  | 0.0265 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | DUBLIN-AGG | E | MAR_IGNY.Detail_Index
19539 | 16NEF | 16EPB | [NAME] | [NAME] | NG | NX1 |  | B |  | Flash Gas & Oil Southwest Inc. | 27.9 | 0 | 72.62 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 72.62 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2001-06-30 00:00:00 | X | LA | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | FLASHGASOIL | DESK | MARPGBK.Detail
19653 | 16NEF | 16EFS | [NAME] | N/A | NG | ANNUITY |  | S |  | Florida Power & Light Company | -3100000 | 0 | 279000 | 1999-08-25 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.09 | 279000 | G | G | EAST | 0 | N/A | ANNUITY | C | 1999-09-01 00:00:00 | 2002-03-31 00:00:00 | X | FL | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | FP&L | EAST | MARFTEABK.Detail
19539 | 16NEF | 16EPB | N64723.B | CGT/APPALA | NG | NX1 |  | B |  | Glispie & Edith Howard | 3.1 | 0 | 8.07 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 8.07 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | HOWARDGLIEDI | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NB2641.2 | N/A | NG | ANNUITY |  | B |  | Hallwood Petroleum, Inc. | 64000 | 0 | -64000 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -64000 | P | G | DESK | 0 | [NAME] | ANNUITY | C | 2000-02-01 00:00:00 | 2000-03-01 00:00:00 | X | DE | USD | MMBTU | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | HALLWOODPET | DESK | MARPGBK.Detail
19536 | 16NEF | 16EFB | N45617.1 | N/A | NG | NX1 | IF-FGT/Z1 | B |  | Intra-Month Options -Northeast | 0 | -31000 | 0 | 1999-11-17 00:00:00 | ECT | F | 5BDAP | 1.98 | 2.603 | 0 | G | N | EAST | 1e-07 | -0.023 | 0 | G | N | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.9800001 | N/A | FLOOR | P | 2000-01-01 00:00:00 | 2001-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MARGNBK.Detail
19536 | 16NEF | 16EFB | [NAME] | N/A | NG | NX1 | IF-FGT/Z2 | B |  | Intra-Month Options -Northeast | 0 | -31000 | 0 | 1999-11-17 00:00:00 | ECT | F | 5BDAP | 1.98 | 2.603 | 0 | G | N | EAST | 1e-07 | 0.017 | 0 | G | N | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.9800001 | N/A | FLOOR | P | 2000-01-01 00:00:00 | 2001-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MARGNBK.Detail
19536 | 16NEF | 16EFB | N45617.9 | N/A | NG | NX1 | IF-FGT/Z3 | B |  | Intra-Month Options -Northeast | 0 | -31000 | 0 | 1999-11-17 00:00:00 | ECT | F | 5BDAP | 1.98 | 2.603 | 0 | G | N | EAST | 1e-07 | -0.033 | 0 | G | N | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.9800001 | N/A | FLOOR | P | 2000-01-01 00:00:00 | 2001-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MARGNBK.Detail
19555 | 16NEF | 16EFB | E91442.4 | TRANS/ST85 | NG | OPTION | OPTION | B |  | Intra-Month Options -Northeast | 0 | -433163 | -21658.15 | 1998-10-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.05 | -21658.15 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 1997-01-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | E91442.4 | TRANS/ST85 | NG | GDP-TRANSCO/Z4 | IF-TRANSCO/Z4 | B |  | Intra-Month Options -Northeast | 0 | 0 | 0 | 1998-10-14 00:00:00 | ECT | F | 5BDAP | 2.6300001 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6300001 | N/A | GDFLOOR | P | 1997-01-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | N46352.3 | N/A | NG | GDP-TRANSCO/Z3 | IF-TRANSCO/Z3 | B |  | Intra-Month Options -Northeast | 0 | 155000 | 26070.98 | 1999-11-18 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 2.7782 | 26070.98 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDCAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | N46352.4 | N/A | NG | GDP-TRANSCO/Z3 | IF-TRANSCO/Z3 | B |  | Intra-Month Options -Northeast | 0 | 0 | 0 | 1999-11-18 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDFLOOR | P | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFS | E22630.3 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Northeast | 0 | -44640 | 495.95 | 1996-11-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.01111 | 495.95 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-04-01 00:00:00 | 2003-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFS | E22630.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Options -Northeast | 0 | -2880 | -180 | 1996-11-12 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.9225 | -180 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | N/A | GDCAP | C | 1996-04-01 00:00:00 | 2003-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFS | E91442.3 | TRANS/ST85 | NG | OPTION | OPTION | S |  | Intra-Month Options -Northeast | 0 | 433163 | 21658.15 | 1996-12-31 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.05 | 21658.15 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 1997-01-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFS | E91442.3 | TRANS/ST85 | NG | GDP-TRANSCO/Z4 | IF-TRANSCO/Z4 | S |  | Intra-Month Options -Northeast | 0 | 0 | 0 | 1996-12-31 00:00:00 | ECT | F | 5BDAP | 2.6300001 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6300001 | N/A | GDFLOOR | P | 1997-01-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | NA6369.4 | N/A | NG | GDP-FGT/Z2 | IF-FGT/Z2 | B |  | Intra-Month Options -Northeast | 0 | 0 | 0 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.59 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDFLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | NA6369.4 | N/A | NG | OPTION | OPTION | B |  | Intra-Month Options -Northeast | 0 | -775000 | -58125 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.075 | -58125 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | NA6369.8 | N/A | NG | GDP-FGT/Z2 | IF-FGT/Z2 | B |  | Intra-Month Options -Northeast | 0 | 0 | 0 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.59 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDFLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | NA6369.8 | N/A | NG | OPTION | OPTION | B |  | Intra-Month Options -Northeast | 0 | -310000 | -23250 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.075 | -23250 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NE-OPT | EAST | MAROMBK.Detail
19555 | 16NEF | 16EPS | NB6080.3 | CGT/APPALA | NG | OPTION | OPTION | S |  | Intra-Month Options -Northeast | 0 | 900000 | 198000 | 2000-03-07 00:00:00 | ECT | P | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.22 | 198000 | E | Q | NY | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-NE-OPT | NY | MAROMBK.Detail
19653 | 16NEF | 16EFB | EB4394.1 | FGT/Z1 | NG | NX3 | IF-FGT/Z1 | B |  | Intra-Month -Southeast (Citrus) | 511190 | 0 | 9865.92 | 1997-04-14 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 1e-07 | 0.0193 | 9865.92 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1997-05-01 00:00:00 | 2010-02-28 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-SOUTH-CIT | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | [NAME] | FGT/Z2 | NG | NX3 | IF-FGT/Z2 | S |  | Intra-Month -Southeast (Citrus) | -511190 | 0 | -30313.52 | 1997-04-14 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 1e-07 | 0.0593 | -30313.52 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1997-05-01 00:00:00 | 2010-02-28 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-SOUTH-CIT | EAST | MARFTEABK.Detail
19539 | 16NEF | 16EFS | N57773.1 | N/A | NG | NX1 |  | S |  | Intra-Month Storage Book -Napoleonville | -500000 | 0 | -64000 | 1999-12-13 00:00:00 | ECT | F | 5BDAP | 2.475 | 2.603 | -64000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-NAP | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N57773.7 | N/A | NG | NX1 |  | S |  | Intra-Month Storage Book -Napoleonville | -700000 | 0 | -68600 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | -68600 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ST-NAP | DESK | MARPGBK.Detail
19653 | 16NEF | 16EFB | N41111.2 | N/A | NG | NX1 | IF-HEHUB | B |  | Intra-Month Trading Northeast | 62000 | 0 | -6045 | 1999-11-08 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -6014 | G | G | EAST | 0.0075 | 0.007000000000000001 | -31 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7075 | N/A | SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | N69095.1 | N/A | NG | NX1 | IF-TRANSCO/Z3 | B |  | Intra-Month Trading Northeast | 1550000 | 0 | 3100 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | 0.007000000000000001 | 3100 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | N69404.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 372000 | 0 | 99696 | 2000-01-04 00:00:00 | ECT | F | 5BDAP | 2.335 | 2.603 | 99696 | G | G | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.335 | N/A | SWAP | C | 2000-02-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | N97972.4 | N/A | NG | GDP-TRANSCO/Z3 | IF-TRANSCO/Z3 | B |  | Intra-Month Trading Northeast | 310000 | 0 | 50592 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.7782 | 50592 | G | D | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | GDSWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EFB | EZ8787.3 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading Northeast | 775000 | 0 | -65875 | 1999-07-30 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.085 | -65875 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19555 | 16NEF | 16EFB | NA6952.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 0 | 775000 | 132912.42 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 2.7815 | 132912.42 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | NA6952.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 0 | 0 | 0 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDFLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MAROMBK.Detail
19644 | 16NEF | 16EFB | ET9847.7 | CHIC/NGPL | NG | NX3 |  | B |  | Intra-Month Trading Northeast | 49848 | 0 | -20901.27 | 1999-10-21 00:00:00 | ECT | F | 5BDAP | 2.98 | 2.5607 | -20901.27 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.98 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MARFTCEBK.Detail
19653 | 16NEF | 16EFS | N27511.2 | N/A | NG | NX1 | IF-TENN/LA | S |  | Intra-Month Trading Northeast | -155000 | 0 | -4185 | 1999-10-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.07 | -0.043 | -4185 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.07 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N34446.3 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading Northeast | -82026 | 0 | 615.2 | 1999-10-25 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0075 | 615.2 | G | G | EAST | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N34446.4 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading Northeast | -24459 | 0 | 183.44 | 1999-10-25 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0075 | 183.44 | G | G | EAST | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | NA0495.2 | N/A | NG | GDP-TRANSCO/Z3 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -310000 | 0 | -50592 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.7782 | -50592 | G | D | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | GDSWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EFS | EZ8787.2 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading Northeast | -775000 | 0 | 65875 | 1999-07-30 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.085 | 65875 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19555 | 16NEF | 16EFS | EY8950.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -3100000 | 0 | -523900 | 1999-07-07 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.7815 | -523900 | E | G | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | GDSWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MAROMBK.Detail
19660 | 16NEF | 16EPB | N85555.2 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading Northeast | 494667 | 0 | -52879.9 | 2000-01-27 00:00:00 | ECT | P | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1069 | -52879.9 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19580 | 16NEF | 16EFB | NC4936.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Trading Northeast | 70000 | 0 | 2527 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.8361 | 2527 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST |  | MARE#BK.Detail_Canadian
19653 | 16NEF | 16EFB | N91593.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -78500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.603 | -78500 | G | G | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | N96388.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | B |  | Intra-Month Trading Northeast | 2635000 | 0 | -7905 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | 0.007000000000000001 | -7905 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | NA5051.2 | N/A | NG | NX1 | IF-SONAT/LA | B |  | Intra-Month Trading Northeast | 465000 | 0 | 930 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | 0.007000000000000001 | 930 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | NA6284.2 | N/A | NG | NX1 | IF-HEHUB | B |  | Intra-Month Trading Northeast | 310000 | 0 | 29449.97 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 27280 | G | G | EAST | 1e-07 | 0.007000000000000001 | 2169.97 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5150001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | NA6367.2 | N/A | NG | NX1 | IF-HEHUB | B |  | Intra-Month Trading Northeast | 930000 | 0 | 83699.91 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 77190 | G | G | EAST | 1e-07 | 0.007000000000000001 | 6509.91 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5200001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | [NAME] | N/A | NG | NX1 | IF-HEHUB | B |  | Intra-Month Trading Northeast | 155000 | 0 | 14724.98 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 13640 | G | G | EAST | 1e-07 | 0.007000000000000001 | 1084.98 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5150001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFB | NA7418.2 | N/A | NG | NX1 | IF-TETCO/WLA | B |  | Intra-Month Trading Northeast | 310000 | 0 | -1705 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0475 | -0.053 | -1705 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0475 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EFB | N83527.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | -124930 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.85 | 0.4470000000000001 | -124930 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.85 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N83528.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 232500 | 0 | -100672.5 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.88 | 0.4470000000000001 | -100672.5 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.88 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N83531.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | -131130 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.87 | 0.4470000000000001 | -131130 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.87 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N83532.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 155000 | 0 | -64015 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.86 | 0.4470000000000001 | -64015 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.86 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N94110.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 620000 | 0 | -448260 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.17 | 0.4470000000000001 | -448260 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.17 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N94120.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | -224130 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.17 | 0.4470000000000001 | -224130 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.17 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N94939.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | -93930 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.75 | 0.4470000000000001 | -93930 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.75 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N94962.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 1550000 | 0 | -438650 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.73 | 0.4470000000000001 | -438650 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.73 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N94967.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | -87730 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.73 | 0.4470000000000001 | -87730 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.73 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N95720.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 1550000 | 0 | -469650 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.75 | 0.4470000000000001 | -469650 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.75 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N96603.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 620000 | 0 | -94860 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.6 | 0.4470000000000001 | -94860 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.6 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N99005.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 1240000 | 0 | -189720 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.6 | 0.4470000000000001 | -189720 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.6 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | N99011.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | -47430 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.6 | 0.4470000000000001 | -47430 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.6 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA5160.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Intra-Month Trading Northeast | 310000 | 0 | -5580 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.145 | 0.127 | -5580 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.145 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA5788.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | 5270 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.43 | 0.4470000000000001 | 5270 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.43 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA5808.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Intra-Month Trading Northeast | 310000 | 0 | -4030 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.14 | 0.127 | -4030 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA5815.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Intra-Month Trading Northeast | 310000 | 0 | -4030 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.14 | 0.127 | -4030 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA5823.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Intra-Month Trading Northeast | 620000 | 0 | -8060 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.14 | 0.127 | -8060 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA5928.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 310000 | 0 | 3720 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.435 | 0.4470000000000001 | 3720 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.435 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA6786.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Intra-Month Trading Northeast | 310000 | 0 | -3255 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1375 | 0.127 | -3255 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | NA8100.2 | N/A | NG | NX1 | IF-TETCO/M3 | B |  | Intra-Month Trading Northeast | 620000 | 0 | 15500 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 1860 | G | G | [NAME] | 0.325 | 0.347 | 13640 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFB | [NAME] | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 145000 | 0 | -26477 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 3.3 | 3.1174 | -26477 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.3 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19539 | 16NEF | 16EFB | N41261.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 550000 | 0 | 31900 | 1999-11-08 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 31900 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N47465.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 150000 | 0 | 18450 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.48 | 2.603 | 18450 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.48 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N70340.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 428000 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.175 | 2.603 | 428000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.175 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N83200.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 13000 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | 13000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N83200.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 33000 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | 33000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N87128.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -27000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.603 | -27000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N88202.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -16000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -16000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N89681.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -107000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | -107000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N89681.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -48500 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -48500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N89681.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1500000 | 0 | -190500 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | -190500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N89681.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1300000 | 0 | -178100 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -178100 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N89681.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -61000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.603 | -61000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N90655.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -73500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.603 | -73500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N90655.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -147000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.603 | -147000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N92152.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -73500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.603 | -73500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N92152.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | -314000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.603 | -314000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N92152.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1500000 | 0 | -183000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.603 | -183000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N92152.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 250000 | 0 | -13000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.603 | -13000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N93272.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -68500 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -68500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N93272.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -97000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -97000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N94278.E | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | -4000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | -4000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N94278.F | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -32000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -32000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N94278.G | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 750000 | 0 | -27750 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | -27750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 83000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 83000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 88000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 88000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 83000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 83000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 88000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 88000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | TAGG | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 110500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.4925 | 2.603 | 110500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 118000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.485 | 2.603 | 118000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.485 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95741.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | 216000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.495 | 2.603 | 216000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.495 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96597.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 63000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 63000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96597.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 50500 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | 50500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96597.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 53000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96597.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 53000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | TAGG | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96597.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 31500 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 31500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 26500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 26500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 21500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | 21500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 21500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | 21500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | TAGG | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 19000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | 19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 16500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | 16500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 21500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | 21500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 43000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | 43000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.B | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 53000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N98704.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -32000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -32000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N98939.B | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 34000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 34000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N98939.C | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 34000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 34000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | TAGG | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N98939.J | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 63000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 63000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA0032.H | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 230000 | 0 | 12190 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 12190 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA0032.I | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -8500 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -8500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA1858.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -8500 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -8500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA2259.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | -67000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | -67000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA2260.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | -28500 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | -28500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA5549.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 49000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | 49000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA5550.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 138000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.465 | 2.603 | 138000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.465 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA5551.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 113000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.49 | 2.603 | 113000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.49 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA5552.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 75500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.5275 | 2.603 | 75500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5275 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA6747.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 58000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 58000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA6748.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | 191000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | 191000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA6749.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | 181000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5125 | 2.603 | 181000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA6750.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 93000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 93000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8026.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 57000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.546 | 2.603 | 57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.546 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8027.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 500000 | 0 | 36500 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 36500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8035.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | 21000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5925 | 2.603 | 21000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5925 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8036.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | 6000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 6000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8037.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | -24000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | -24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8038.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 2000000 | 0 | -54000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.603 | -54000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA8040.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading Northeast | 1000000 | 0 | 23000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 23000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19579 | 16NEF | 16EFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 310000 | 0 | 75547 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.8287 | 75547 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NA6279.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 310000 | 0 | 80197 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.8287 | 80197 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NB1575.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 600000 | 0 | 49920 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8332 | 49920 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NB1776.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 290000 | 0 | 1653 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.8357 | 1653 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NB2792.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 290000 | 0 | 3103 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.8357 | 3103 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NB2792.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 290000 | 0 | 6003 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8357 | 6003 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC1922.6 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 320000 | 0 | -5408 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.8531 | -5408 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC4702.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 140000 | 0 | -2254 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.865 | 2.8489 | -2254 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.865 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 140000 | 0 | -2254 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.865 | 2.8489 | -2254 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.865 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC4851.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 140000 | 0 | 2646 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.8489 | 2646 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC4921.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 220000 | 0 | 2310 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.8405 | 2310 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC5702.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 220000 | 0 | 11110 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8405 | 11110 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC6601.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 200000 | 0 | 16300 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8465 | 16300 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC7884.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 80000 | 0 | 2904 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.8613 | 2904 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFB | NC7884.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading Northeast | 40000 | 0 | 1652 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.8613 | 1652 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19595 | 16NEF | 16EFB | NA1609.1 | N/A | NG | NX1 | IF-HEHUB | B |  | Intra-Month Trading Northeast | 1550000 | 0 | -775 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0075 | 0.007000000000000001 | -775 | P | ! | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARP!BK.Detail
19595 | 16NEF | 16EFB | NA6180.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 1550000 | 0 | 420825 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.7815 | 420825 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NA6183.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 1550000 | 0 | 413075 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.7815 | 413075 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NA7658.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 930000 | 0 | 173445 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.7815 | 173445 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NA7829.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 1240000 | 0 | 218860 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.7815 | 218860 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB1105.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 900000 | 0 | 49950 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.7855 | 49950 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB1536.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 300000 | 0 | 21900 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.7125 | 2.7855 | 21900 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7125 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB1696.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 870000 | 0 | 7047 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.7881 | 7047 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB2341.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 870000 | 0 | -10353 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.7881 | -10353 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB2375.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 870000 | 0 | -10353 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.7881 | -10353 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 580000 | 0 | -6902 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.7881 | -6902 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB4690.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 250000 | 0 | -1200 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.7952 | -1200 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC0968.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 340000 | 0 | -6664 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.8325 | 2.8129 | -6664 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8325 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC3052.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 300000 | 0 | -9660 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.8475 | 2.8153 | -9660 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8475 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC3754.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 150000 | 0 | -6705 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.8153 | -6705 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC3754.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 150000 | 0 | -5955 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.855 | 2.8153 | -5955 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.855 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC4418.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 280000 | 0 | -308 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8139 | -308 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC5152.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 700000 | 0 | 13230 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.8139 | 13230 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NC5731.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading Northeast | 220000 | 0 | 20042 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.7225 | 2.8136 | 20042 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7225 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19581 | 16NEF | 16EFB | NB6043.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Intra-Month Trading Northeast | 115000 | 0 | -2921 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 3.15 | 3.1246 | -2921 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.15 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NB6920.1 | N/A | NG | GDP-FGT/Z2 | IF-FGT/Z2 | B |  | Intra-Month Trading Northeast | 230000 | 0 | 15226 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.7325 | 2.7987 | 15226 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7325 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NB6920.2 | N/A | NG | GDP-FGT/Z2 | IF-FGT/Z2 | B |  | Intra-Month Trading Northeast | 57500 | 0 | 3875.5 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.7313 | 2.7987 | 3875.5 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7313 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NB6920.3 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | B |  | Intra-Month Trading Northeast | 230000 | 0 | 19964 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.9025 | 2.9893 | 19964 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9025 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NB8581.1 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | B |  | Intra-Month Trading Northeast | 210000 | 0 | 24549 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.885 | 3.0019 | 24549 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.885 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NB8582.1 | N/A | NG | GDP-CGT/APPALAC | IF-CGT/APPALAC | B |  | Intra-Month Trading Northeast | 105000 | 0 | 8095.5 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.9271 | 8095.5 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NC5045.1 | N/A | NG | GDP-TETCO/M3 | IF-TETCO/M3 | B |  | Intra-Month Trading Northeast | 110000 | 0 | -3300 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 3.06 | 3.03 | -3300 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.06 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFB | NC7701.2 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | B |  | Intra-Month Trading Northeast | 180000 | 0 | 7704 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.975 | 3.0178 | 7704 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.975 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19653 | 16NEF | 16EFS | N30582.2 | IF/HENRY | NG | NX1 | IF-HEHUB | S |  | Intra-Month Trading Northeast | -150000 | 0 | -391499.97 | 1999-10-15 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | -390449.99 | G | G | EAST | 1e-07 | 0.007000000000000001 | -1049.99 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N44159.2 | HENRY | NG | NX1 | IF-HEHUB | S |  | Intra-Month Trading Northeast | -50000 | 0 | -350 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | 0.007000000000000001 | -350 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N44239.2 | HENRY | NG | NX1 | IF-HEHUB | S |  | Intra-Month Trading Northeast | -100000 | 0 | -699.99 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | 0.007000000000000001 | -699.99 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N47567.2 | HENRY | NG | NX1 | IF-HEHUB | S |  | Intra-Month Trading Northeast | -50000 | 0 | -350 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 1e-07 | 0.007000000000000001 | -350 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N87863.2 | N/A | NG | NX1 | IF-TENN/LA | S |  | Intra-Month Trading Northeast | -1550000 | 0 | 12400 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 12400 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N87869.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | 0.007000000000000001 | 930 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N87877.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -155000 | 0 | 465 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | 0.007000000000000001 | 465 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N87884.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -620000 | 0 | 1860 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | 0.007000000000000001 | 1860 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N89131.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Northeast | -930000 | 0 | 7440 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 7440 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N89138.3 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Northeast | -620000 | 0 | 4960 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 4960 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N93986.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Intra-Month Trading Northeast | -930000 | 0 | 7440 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.035 | -0.043 | 7440 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.035 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N99110.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -620000 | 0 | 1860 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | 0.007000000000000001 | 1860 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N99112.1 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -1550000 | 0 | 4650 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | 0.007000000000000001 | 4650 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N99721.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 1705 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0125 | 0.007000000000000001 | 1705 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0125 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N99723.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 1705 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0125 | 0.007000000000000001 | 1705 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0125 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | N99744.2 | N/A | NG | NX1 | IF-TRANSCO/Z3 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 1705 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0125 | 0.007000000000000001 | 1705 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0125 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | NB0513.2 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading Northeast | -322397 | 0 | 322397 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 322397 | G | G | EAST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | NC5888.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -375000 | 0 | -7612.5 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.8153 | -7612.5 | G | D | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EFS | N77702.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -620000 | 0 | 8060 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.46 | 0.4470000000000001 | 8060 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.46 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N77922.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -620000 | 0 | 14260 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.47 | 0.4470000000000001 | 14260 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.47 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N80067.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -1395000 | 0 | 743535 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.98 | 0.4470000000000001 | 743535 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.98 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N81500.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -3100000 | 0 | 846300 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.72 | 0.4470000000000001 | 846300 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.72 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N87556.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -155000 | 0 | 54715 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.8 | 0.4470000000000001 | 54715 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.8 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N87568.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 109430 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.8 | 0.4470000000000001 | 109430 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.8 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N87966.2 | N/A | NG | NX1 | IF-CNG/APPALACH | S |  | Intra-Month Trading Northeast | -620000 | 0 | 57660 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.28 | 0.187 | 57660 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.28 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N91714.2 | N/A | NG | NX1 | IF-CNG/APPALACH | S |  | Intra-Month Trading Northeast | -620000 | 0 | 79360 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.315 | 0.187 | 79360 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.315 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N91745.3 | N/A | NG | NX1 | IF-CNG/APPALACH | S |  | Intra-Month Trading Northeast | -155000 | 0 | 19065 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.31 | 0.187 | 19065 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.31 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N92996.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 279930 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.35 | 0.4470000000000001 | 279930 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.35 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N93010.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -620000 | 0 | 559860 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.35 | 0.4470000000000001 | 559860 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.35 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N94139.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -155000 | 0 | 105865 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.13 | 0.4470000000000001 | 105865 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N97359.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -697500 | 0 | 211342.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.75 | 0.4470000000000001 | 211342.5 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.75 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N97380.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -155000 | 0 | 46965 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.75 | 0.4470000000000001 | 46965 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.75 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N99129.2 | N/A | NG | NX1 | IF-TETCO/M3 | S |  | Intra-Month Trading Northeast | -310000 | 0 | 2480 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.355 | 0.347 | 2480 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.355 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA4637.2 | N/A | NG | NX1 | IF-TETCO/M3 | S |  | Intra-Month Trading Northeast | -155000 | 0 | -2635 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.33 | 0.347 | -2635 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.33 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA4735.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -310000 | 0 | -14570 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.4 | 0.4470000000000001 | -14570 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.4 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA4745.2 | N/A | NG | NX1 | IF-CGT/APPALAC | S |  | Intra-Month Trading Northeast | -620000 | 0 | 9610 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1425 | 0.127 | 9610 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA7840.1 | N/A | NG | NX1 | IF-TETCO/M3 | S |  | Intra-Month Trading Northeast | -620000 | 0 | -12400 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -1860 | G | G | [NAME] | 0.33 | 0.347 | -10540 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.93 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
19549 | 16NEF | 16EFS | NB0513.3 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading Northeast | -1607558 | 0 | 1607558 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 1607558 | G | A | SOUTHEAST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | GA | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | SOUTHEAST | MARGABK.Detail
19539 | 16NEF | 16EFS | N51774.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -200000 | 0 | -53600 | 1999-12-01 00:00:00 | ECT | F | 5BDAP | 2.335 | 2.603 | -53600 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.335 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N78527.F | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -178000 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.425 | 2.603 | -178000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.425 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N78527.G | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -193000 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.41 | 2.603 | -193000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.41 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N82058.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -63000 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -63000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N82058.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -58000 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -58000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N87128.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -10500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.5925 | 2.603 | -10500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N87128.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 57000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N87128.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | 9750 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.6225 | 2.603 | 9750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6225 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N87128.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -650000 | 0 | -34450 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -34450 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N88202.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | -6500 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -6500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N88202.8 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -3000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -3000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N88202.A | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 42000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 42000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N89681.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1500000 | 0 | 145500 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | 145500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N89681.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1500000 | 0 | 78000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.603 | 78000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N89681.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -750000 | 0 | 72750 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | 72750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N90655.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 152000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.603 | 152000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N90655.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | 63500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | 63500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N90655.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 127000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | 127000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N90655.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | 53500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | 53500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N92152.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 87000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.603 | 87000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N92152.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 47000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 47000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N92152.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | 61000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.603 | 61000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N93272.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 42000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 42000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N93272.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | 36000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.603 | 36000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N93272.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | 68500 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | 68500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N94278.C | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 82000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.603 | 82000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.685 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N94278.D | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -750000 | 0 | 50250 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | 50250 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -43000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | -43000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N95741.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -55500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5475 | 2.603 | -55500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.C | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -58000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -58000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.D | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -11000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.603 | -11000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.E | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -1000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.6025 | 2.603 | -1000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.F | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -6000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -6000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.G | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -10000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.598 | 2.603 | -10000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.598 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -16000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -16000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.I | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -26000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -26000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.J | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -56000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -56000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98704.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 17000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | 17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98704.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 49500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | 49500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98704.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 7000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 7000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98704.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -8000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -8000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98939.D | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -50500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | -50500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98939.E | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -48000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -48000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98939.F | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -48000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -48000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | TAGG | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98939.K | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1500000 | 0 | -124500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | -124500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA0032.J | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -23000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -23000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA0032.K | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | -26000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -26000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA0032.L | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -18000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1080000 | 0 | 45360 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 45360 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 17000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | 17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1268.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -13000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -13000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1268.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -18000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1268.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1500000 | 0 | -12000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -12000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1268.6 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | -11500 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -11500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1268.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | -19000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2976.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -250000 | 0 | 11750 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 11750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2977.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -2000000 | 0 | 109000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.6575 | 2.603 | 109000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6575 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2978.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 42000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 42000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 37000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 37000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2980.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | 27000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.603 | 27000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA4405.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -83000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | -83000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA4409.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -500000 | 0 | -46500 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | -46500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA6753.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading Northeast | -1000000 | 0 | -73000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -73000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARPGBK.Detail
19555 | 16NEF | 16EFS | NC9114.3 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Trading Northeast | 0 | -600000 | 48000 | 2000-03-23 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.08 | 48000 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFS | NC9114.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Trading Northeast | 0 | 600000 | 48000 | 2000-03-23 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.08 | 48000 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MAROMBK.Detail
19579 | 16NEF | 16EFS | NA8682.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -620000 | 0 | -129394 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.8287 | -129394 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC1922.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -320000 | 0 | 2208 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.8531 | 2208 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC1922.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -320000 | 0 | 2208 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.8531 | 2208 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC1922.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -80000 | 0 | 952 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.865 | 2.8531 | 952 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.865 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC1922.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -80000 | 0 | 1352 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.8531 | 1352 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC1922.5 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -80000 | 0 | 1752 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.875 | 2.8531 | 1752 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.875 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -320000 | 0 | -7392 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.8531 | -7392 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC5038.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -110000 | 0 | -1705 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.825 | 2.8405 | -1705 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.825 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC5868.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -220000 | 0 | -17710 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8405 | -17710 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC6601.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -200000 | 0 | -14300 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8465 | -14300 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19579 | 16NEF | 16EFS | NC7610.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading Northeast | -180000 | 0 | -8208 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.8556 | -8208 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | CENTRAL | MAROMCNLBK.Detail
19578 | 16NEF | 16EFS | NC1748.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Northeast | -160000 | 0 | -4448 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.8328 | -4448 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | TEXAS | MAROMTXBK.Detail
19578 | 16NEF | 16EFS | NC2603.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Northeast | -80000 | 0 | -3824 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8328 | -3824 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | TEXAS | MAROMTXBK.Detail
19578 | 16NEF | 16EFS | NC2603.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Northeast | -150000 | 0 | -6195 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.8363 | -6195 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | TEXAS | MAROMTXBK.Detail
19578 | 16NEF | 16EFS | NC2603.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Northeast | -150000 | 0 | -5445 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.8363 | -5445 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | TEXAS | MAROMTXBK.Detail
19578 | 16NEF | 16EFS | NC2603.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Trading Northeast | -75000 | 0 | -2722.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.8363 | -2722.5 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | TEXAS | MAROMTXBK.Detail
19595 | 16NEF | 16EFS | NA9983.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -5115000 | 0 | -647047.5 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.7815 | -647047.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.655 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NB0197.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -930000 | 0 | -52545 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.7815 | -52545 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NB0197.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -930000 | 0 | -52545 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.7815 | -52545 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | TAGG | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NB2526.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -145000 | 0 | 7525.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.7881 | 7525.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC1397.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -320000 | 0 | -10208 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8119 | -10208 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC1760.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -320000 | 0 | -8608 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8119 | -8608 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC2303.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -320000 | 0 | -19008 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.7525 | 2.8119 | -19008 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7525 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC3052.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -320000 | 0 | -13408 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8119 | -13408 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC3052.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -300000 | 0 | -18090 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8153 | -18090 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC3052.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -150000 | 0 | -4545 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8153 | -4545 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC4996.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -220000 | 0 | -10692 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8136 | -10692 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC5770.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -220000 | 0 | -22792 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.8136 | -22792 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC6568.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -500000 | 0 | -48250 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.8215 | -48250 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC6568.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -200000 | 0 | -15300 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.745 | 2.8215 | -15300 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.745 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC6568.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -200000 | 0 | -15300 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.745 | 2.8215 | -15300 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.745 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NC6989.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading Northeast | -200000 | 0 | -14800 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.7475 | 2.8215 | -14800 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7475 | N/A | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | EAST | MARP!BK.Detail
19581 | 16NEF | 16EFS | NB7554.1 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | S |  | Intra-Month Trading Northeast | -220000 | 0 | -34100 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.995 | -34100 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFS | [NAME] | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | S |  | Intra-Month Trading Northeast | -220000 | 0 | -31900 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.995 | -31900 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFS | NB8154.2 | N/A | NG | GDP-CGT/APPALAC | IF-CGT/APPALAC | S |  | Intra-Month Trading Northeast | -110000 | 0 | -12320 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.81 | 2.922 | -12320 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-NORTHEAST | DESK | MARW8BK.Detail
19660 | 16NEF | 16EPS | N97370.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Intra-Month Trading Northeast | -77500 | 0 | 23482.5 | 2000-02-10 00:00:00 | ECT | P | 25NM | 2.603 | 2.603 | 0 |  |  |  | 0.75 | 0.4470000000000001 | 23482.5 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.75 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-NORTHEAST | [NAME] | MARFTNYBK.Detail
750999 | 16NEF | 16EPS | N30582.2 |  |  | IF-HEHUB |  | S |  | Intra-Month Trading Northeast | -150000.01 |  | 0.015 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-NORTHEAST | E | MAR_IGEA.Detail_Index
750999 | 16NEF | 16EPS | N44159.2 |  |  | IF-HEHUB |  | S |  | Intra-Month Trading Northeast | -49999.993 |  | 0.005 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-NORTHEAST | E | MAR_IGEA.Detail_Index
750999 | 16NEF | 16EPS | N44239.2 |  |  | IF-HEHUB |  | S |  | Intra-Month Trading Northeast | -99999.986 |  | 0.01 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-NORTHEAST | E | MAR_IGEA.Detail_Index
750999 | 16NEF | 16EPS | N47567.2 |  |  | IF-HEHUB |  | S |  | Intra-Month Trading Northeast | -49999.993 |  | 0.005 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-NORTHEAST | E | MAR_IGEA.Detail_Index
19539 | 16NEF | 16EPB | N64588.S | CGT/APPALA | NG | NX1 |  | B |  | [NAME] | 15.5 | 0 | 40.35 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 40.35 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | DETLINGJAN | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64588.Q | CGT/APPALA | NG | NX1 |  | B |  | [NAME] | 1.55 | 0 | 4.03 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 4.03 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-05-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | DEANJEF | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64723.F | [NAME] | NG | NX1 |  | B |  | [NAME] | 27.9 | 0 | 72.62 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 72.62 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2001-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | JOHNSTONJIM | DESK | MARPGBK.Detail
19539 | 16NEF | 16EPB | N64723.4 | [NAME] | NG | NX1 |  | B |  | [NAME] | 9.3 | 0 | 24.21 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 24.21 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2001-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | HESSJOHC | DESK | MARPGBK.Detail
19653 | 16NEF | 16EFS | [NAME] | N/A | NG | ANNUITY |  | S |  | Kerr-McGee Corporation | -12500 | 0 | 12500 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 12500 | G | G | EAST | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-04-30 00:00:00 | X | DE | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | KERR-MCGEE | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EFS | [NAME] | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | S |  | Market1 | -290000 | 0 | 9454 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 3.15 | 3.1174 | 9454 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.15 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT1 | [NAME] | MARFTNYBK.Detail
19536 | 16NEF | 16EBB | NA5475.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Market2 | 0 | -620000 | 0 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0.4 | 0.4470000000000001 | 0 | G | N | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.4 | N/A | FLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARGNBK.Detail
19660 | 16NEF | 16EBF | N31667.2 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market2 | 0 | 180000 | 24551.98 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 3.050000100000001 | 3.1864 | 24551.98 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.050000100000001 | N/A | GDCAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19555 | 16NEF | 16EFB | NA6951.3 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 0 | 620000 | 106329.94 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 2.7815 | 106329.94 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDCAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFB | NA6951.4 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 0 | 0 | 0 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6100001 | 0 | 0 | E | Q | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6100001 | N/A | GDFLOOR | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MAROMBK.Detail
19660 | 16NEF | 16EFS | EY8977.3 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | S |  | Market2 | -1550000 | 0 | -58435 | 1999-07-07 00:00:00 | ECT | F | 5BDAP | 3.075 | 3.1127 | -58435 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.075 | N/A | GDSWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19653 | 16NEF | 16EBF | N98248.1 | N/A | NG | NX1 |  | B |  | Market2 | 500000 | 0 | -23500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | -23500 | G | G | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EBF | N90051.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Market2 | 620000 | 0 | -25110 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.1675 | 0.127 | -25110 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1675 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | N90061.2 | N/A | NG | NX1 | IF-CGT/APPALAC | B |  | Market2 | 620000 | 0 | -23560 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.165 | 0.127 | -23560 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.165 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | N91727.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Market2 | 310000 | 0 | -248930 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.25 | 0.4470000000000001 | -248930 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.25 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | [NAME] | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Market2 | 620000 | 0 | -590860 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.4 | 0.4470000000000001 | -590860 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.4 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | N95111.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Market2 | 155000 | 0 | -40765 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.71 | 0.4470000000000001 | -40765 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.71 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | [NAME] | N/A | NG | NX1 | IF-CNG/APPALACH | B |  | Market2 | 620000 | 0 | -57660 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.28 | 0.187 | -57660 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.28 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | N95141.2 | N/A | NG | NX1 | IF-CNG/APPALACH | B |  | Market2 | 155000 | 0 | -15190 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.285 | 0.187 | -15190 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.285 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | NA5090.1 | N/A | NG | NX1 |  | B |  | Market2 | 500000 | 0 | 36500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 36500 | G | G | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | NA6014.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Market2 | 620000 | 0 | -20460 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.48 | 0.4470000000000001 | -20460 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.48 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | NA8600.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | B |  | Market2 | 310000 | 0 | -3100.03 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 3.06 | 2.603 | -141670 | G | G | [NAME] | 1e-07 | 0.4470000000000001 | 138569.97 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.0600001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EBF | NB2002.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market2 | 290000 | 0 | -9454 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 3.15 | 3.1174 | -9454 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.15 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19581 | 16NEF | 16EBF | NA5933.2 | N/A | NG | GDP-CGT/APPALAC | IF-CGT/APPALAC | B |  | Market2 | 1550000 | 0 | 362700 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.904 | 362700 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | NB3774.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market2 | 280000 | 0 | -10388 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 3.15 | 3.1129 | -10388 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.15 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | NB3779.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market2 | 125000 | 0 | -5325 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 3.16 | 3.1174 | -5325 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.16 | MCKAY | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | NB4945.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market2 | 120000 | 0 | -2280 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 3.14 | 3.121 | -2280 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.14 | N/A | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | [NAME] | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market2 | 420000 | 0 | 41496 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 3.04 | 3.1388 | 41496 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.04 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARW8BK.Detail
19539 | 16NEF | 16EFB | N92152.1 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | -162000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.603 | -162000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N92152.2 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | -137000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -137000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N93272.6 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | -17000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95406.1 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | 88000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 88000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95406.2 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | 100500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5025 | 2.603 | 100500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N95406.3 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | 83000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 83000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96652.1 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | 68000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | [NAME] | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | 55500 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.5475 | 2.603 | 55500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N96652.3 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | 63000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 63000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N97739.1 | N/A | NG | NX1 |  | B |  | Market2 | 500000 | 0 | 26500 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 26500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N98428.5 | N/A | NG | NX1 |  | B |  | Market2 | 500000 | 0 | -18500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | -18500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | N98939.I | N/A | NG | NX1 |  | B |  | Market2 | 1500000 | 0 | 94500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 94500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA0032.E | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | -17000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA1853.1 | N/A | NG | NX1 |  | B |  | Market2 | 500000 | 0 | 9000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | 9000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA2297.1 | N/A | NG | NX1 |  | B |  | Market2 | 1000000 | 0 | -67000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | -67000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NA5502.1 | N/A | NG | NX1 |  | B |  | Market2 | 500000 | 0 | 51500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.603 | 51500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NB1909.1 | N/A | NG | OPTION |  | B |  | Market2 | 0 | -1000000 | -132500 | 2000-03-01 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1325 | -132500 | P | G | DESK | 0 | 0 |  |  |  | 0 | [NAME] | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NB1910.1 | N/A | NG | OPTION |  | B |  | Market2 | 0 | 1000000 | -132500 | 2000-03-01 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1325 | -132500 | P | G | DESK | 0 | 0 |  |  |  | 0 | [NAME] | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NB3318.1 | N/A | NG | OPTION |  | B |  | Market2 | 0 | 1000000 | -127500 | 2000-03-02 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1275 | -127500 | P | G | DESK | 0 | 0 |  |  |  | 0 | [NAME] | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NB3319.1 | N/A | NG | OPTION |  | B |  | Market2 | 0 | -1000000 | -127500 | 2000-03-02 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1275 | -127500 | P | G | DESK | 0 | 0 |  |  |  | 0 | [NAME] | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC7154.1 | N/A | NG | OPTION |  | B |  | Market2 | 0 | -5000000 | -612500 | 2000-03-21 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1225 | -612500 | P | G | DESK | 0 | 0 |  |  |  | 0 | HOROWITZ | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC7154.2 | N/A | NG | OPTION |  | B |  | Market2 | 0 | 5000000 | -612500 | 2000-03-21 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1225 | -612500 | P | G | DESK | 0 | 0 |  |  |  | 0 | HOROWITZ | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC8312.1 | N/A | NG | OPTION |  | B |  | Market2 | 0 | -3000000 | -180000 | 2000-03-22 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.06 | -180000 | P | G | DESK | 0 | 0 |  |  |  | 0 | MAGGIE | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC8312.2 | N/A | NG | OPTION |  | B |  | Market2 | 0 | 3000000 | -180000 | 2000-03-22 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.06 | -180000 | P | G | DESK | 0 | 0 |  |  |  | 0 | MAGGIE | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC8312.3 | N/A | NG | OPTION |  | B |  | Market2 | 0 | 3500000 | -437500 | 2000-03-22 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.125 | -437500 | P | G | DESK | 0 | 0 |  |  |  | 0 | MAGGIE | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC8312.4 | N/A | NG | OPTION |  | B |  | Market2 | 0 | -3500000 | -437500 | 2000-03-22 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.125 | -437500 | P | G | DESK | 0 | 0 |  |  |  | 0 | MAGGIE | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC8312.5 | N/A | NG | OPTION |  | B |  | Market2 | 0 | -1500000 | -183750 | 2000-03-22 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1225 | -183750 | P | G | DESK | 0 | 0 |  |  |  | 0 | MAGGIE | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFB | NC8312.6 | N/A | NG | OPTION |  | B |  | Market2 | 0 | 1500000 | -183750 | 2000-03-22 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1225 | -183750 | P | G | DESK | 0 | 0 |  |  |  | 0 | MAGGIE | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19555 | 16NEF | 16EFB | NB5998.2 | N/A | NG | OPTION | OPTION | B |  | Market2 | 0 | -600000 | -57000 | 2000-03-07 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.095 | -57000 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MAROMBK.Detail
19595 | 16NEF | 16EFB | N98980.1 | N/A | NG | NX1 |  | B |  | Market2 | 750000 | 0 | 36000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | 36000 | P | ! | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARP!BK.Detail
19595 | 16NEF | 16EFB | N98984.1 | N/A | NG | NX1 |  | B |  | Market2 | 750000 | 0 | 36000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | 36000 | P | ! | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARP!BK.Detail
19595 | 16NEF | 16EFB | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 620000 | 0 | 168330 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.7815 | 168330 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NA6213.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 1550000 | 0 | 413075 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.7815 | 413075 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB2324.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 50000 | 0 | -2250 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8 | -2250 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-03 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB3864.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 560000 | 0 | 18312 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.7877 | 18312 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB3864.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 560000 | 0 | 29512 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.7877 | 29512 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFB | NB4518.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Market2 | 500000 | 0 | 15100 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.7952 | 15100 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19660 | 16NEF | 16EFS | N90213.2 | N/A | NG | NX1 | IF-CGT/APPALAC | S |  | Market2 | -155000 | 0 | 5115 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.16 | 0.127 | 5115 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.16 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N90434.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Market2 | -310000 | 0 | 221030 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.16 | 0.4470000000000001 | 221030 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.16 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N92986.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Market2 | -310000 | 0 | 279930 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.35 | 0.4470000000000001 | 279930 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.35 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N92987.2 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Market2 | -310000 | 0 | 289230 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.38 | 0.4470000000000001 | 289230 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.38 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N93987.1 | N/A | NG | NX1 | IF-TRANSCO/Z6 | S |  | Market2 | -155000 | 0 | 132215 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1.3 | 0.4470000000000001 | 132215 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1.3 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | N95122.1 | N/A | NG | NX1 | IF-CGT/APPALAC | S |  | Market2 | -1085000 | 0 | 24955 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.15 | 0.127 | 24955 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.15 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA2238.1 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | 33500 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | 33500 | G | G | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA8886.2 | N/A | NG | NX1 | IF-CGT/APPALAC | S |  | Market2 | -310000 | 0 | 7750.03 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.603 | 47120 | G | G | [NAME] | 1e-07 | 0.127 | -39369.97 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7550001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NA8958.2 | N/A | NG | NX1 | IF-CGT/APPALAC | S |  | Market2 | -310000 | 0 | 7750.03 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.603 | 47120 | G | G | [NAME] | 1e-07 | 0.127 | -39369.97 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7550001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EFS | NB5142.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -250000 | 0 | -2550 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.7952 | -2550 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | [NAME] | MARFTNYBK.Detail
19539 | 16NEF | 16EFS | N90648.1 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | 117000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.603 | 117000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N93272.7 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | 57000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N95406.4 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | -88000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | -88000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N95406.5 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | -98000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | -98000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N97739.3 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | 7000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 7000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98428.1 | N/A | NG | NX1 |  | S |  | Market2 | -1810000 | 0 | 39820 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.603 | 39820 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98428.2 | N/A | NG | NX1 |  | S |  | Market2 | -600000 | 0 | 12000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.623 | 2.603 | 12000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.623 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98428.3 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | -1500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -1500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | N98428.4 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | -6500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -6500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | [NAME] | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | -29000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -29000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1301.1 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | -15500 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | -15500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1301.2 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | -6500 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -6500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1301.3 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | 7000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 7000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1301.4 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | -19000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA1301.5 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | -28000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -28000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2261.1 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | 28500 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 28500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2262.1 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | 23500 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 23500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2941.1 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | 18500 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 18500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA2942.1 | N/A | NG | NX1 |  | S |  | Market2 | -500000 | 0 | 18500 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 18500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19539 | 16NEF | 16EFS | NA6704.1 | N/A | NG | NX1 |  | S |  | Market2 | -1000000 | 0 | -73000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -73000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARPGBK.Detail
19555 | 16NEF | 16EFS | NC9096.2 | N/A | NG | OPTION | OPTION | S |  | Market2 | 0 | 300000 | 24000 | 2000-03-23 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.08 | 24000 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MAROMBK.Detail
19555 | 16NEF | 16EFS | NC9096.4 | N/A | NG | OPTION | OPTION | S |  | Market2 | 0 | -300000 | 24000 | 2000-03-23 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.08 | 24000 | E | Q | EAST | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MAROMBK.Detail
19595 | 16NEF | 16EFS | NB1581.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -145000 | 0 | 275.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.7881 | 275.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -690000 | 0 | -32706 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.7974 | -32706 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NB8038.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -440000 | 0 | -52492 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.7993 | -52492 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NB8101.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -660000 | 0 | -85338 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.7993 | -85338 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19595 | 16NEF | 16EFS | NB8101.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -660000 | 0 | -91938 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.7993 | -91938 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARP!BK.Detail
19581 | 16NEF | 16EFS | NA5923.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Market2 | -1550000 | 0 | -374325 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.7815 | -374325 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | DESK | MARW8BK.Detail
19653 | 16NEF | 16ESF | NA5263.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Market2 | -1550000 | 0 | 16275 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0325 | -0.043 | 16275 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARFTEABK.Detail
19653 | 16NEF | 16ESF | NA6317.2 | N/A | NG | NX1 | IF-TETCO/ELA | S |  | Market2 | -1550000 | 0 | 8525 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0375 | -0.043 | 8525 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EBF | NB2543.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market4 | 145000 | 0 | -11977 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 3.2 | 3.1174 | -11977 | G | D | [NAME] | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.2 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | [NAME] | MARFTNYBK.Detail
19581 | 16NEF | 16EBF | NB3774.2 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market4 | 140000 | 0 | -5194 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 3.15 | 3.1129 | -5194 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.15 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | NB9256.1 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | B |  | Market4 | 105000 | 0 | 7549.5 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.93 | 3.0019 | 7549.5 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.93 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | NB9256.2 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | B |  | Market4 | 210000 | 0 | 14049 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.935 | 3.0019 | 14049 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.935 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | NC1242.1 | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market4 | 85000 | 0 | 2278 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 3.13 | 3.1568 | 2278 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.13 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | [NAME] | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market4 | 85000 | 0 | 2278 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 3.13 | 3.1568 | 2278 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.13 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EBF | [NAME] | N/A | NG | GDP-TRCOZ6/NY | IF-TRANSCO/Z6 | B |  | Market4 | 140000 | 0 | -11298 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 3.23 | 3.1493 | -11298 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.23 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19581 | 16NEF | 16EFS | NC7701.1 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | S |  | Market4 | -180000 | 0 | -7704 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.975 | 3.0178 | -7704 | W | 8 | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.975 | N/A | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | W8 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT4 | DESK | MARW8BK.Detail
19549 | 16NEF | 16EFB | EU7836.4 | N/A | NG | NX1 | IF-FGT/[NAME] | B |  | Municipal Gas Authority Of Florida | 60558.5 | 0 | -20438.49 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.4175 | -2.603 | -20438.49 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.4175 | KAISER | BASIS SWAP | C | 1999-03-01 00:00:00 | 2020-12-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | MUNICIPALGAS | SOUTHEAST | MARGABK.Detail
19549 | 16NEF | 16EFS | EU7836.1 | N/A | NG | NX1 | IF-FGT/Z1 | S |  | Municipal Gas Authority Of Florida | -21276.23 | 0 | 491.48 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0001 | -0.023 | 491.48 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | KAISER | BASIS SWAP | C | 1999-03-01 00:00:00 | 2020-12-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | MUNICIPALGAS | SOUTHEAST | MARGABK.Detail
19549 | 16NEF | 16EFS | EU7836.2 | N/A | NG | NX1 | IF-FGT/Z2 | S |  | Municipal Gas Authority Of Florida | -26414.48 | 0 | -446.4 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0001 | 0.017 | -446.4 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | KAISER | BASIS SWAP | C | 1999-03-01 00:00:00 | 2020-12-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | MUNICIPALGAS | SOUTHEAST | MARGABK.Detail
19549 | 16NEF | 16EFS | EU7836.3 | N/A | NG | NX1 | IF-FGT/Z3 | S |  | Municipal Gas Authority Of Florida | -12867.48 | 0 | 425.91 | 1999-03-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0001 | -0.033 | 425.91 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | KAISER | BASIS SWAP | C | 1999-03-01 00:00:00 | 2020-12-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | MUNICIPALGAS | SOUTHEAST | MARGABK.Detail
19660 | 16NEF | 16EFB | N19402.6 | N/A | NG | ANNUITY |  | B |  | Tennessee Gas Pipeline Co. | 12500 | 0 | -1250 | 1999-09-22 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1 | -1250 | G | G | [NAME] | 0 | N/A | ANNUITY | C | 1999-09-01 00:00:00 | 2000-04-30 00:00:00 | X | DE | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | TENNESSEEGASPIP | [NAME] | MARFTNYBK.Detail
19539 | 16NEF | 16EPB | N64723.8 | CGT/APPALA | NG | NX1 |  | B |  | [NAME] | 3.72 | 0 | 9.68 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 1e-07 | 2.603 | 9.68 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-06-30 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | HOLLOBAUTHOJ | DESK | MARPGBK.Detail
19653 | 16NEF | 16EFB | E08413.J | NYCITYGATE | NG | NX3 | IF-TRANSCO/Z3 | B |  | Transport - Canada | 403000 | 0 | 11807.9 | 1997-10-06 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0.02 | 0.0493 | 11807.9 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.02 | N/A | FORWARD | C | 1998-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-CANADA | EAST | MARFTEABK.Detail
19653 | 16NEF | 16EFS | E08413.2 | N/A | NG | NX3 | IF-TRANSCO/Z3 | S |  | Transport - Canada | -465000 | 0 | -13624.5 | 1995-11-30 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 0.02 | 0.0493 | -13624.5 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.02 | WHITE | BASIS SWAP | C | 1996-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-CANADA | EAST | MARFTEABK.Detail
19660 | 16NEF | 16EPB | E08413.1 | NYCITYGATE | NG | NX3 | IF-TRANSCO/Z6 | B |  | Transport - Canada | 465000 | 0 | -14229 | 1995-11-30 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.5199 | 0.4893 | -14229 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.09969990000000001 | N/A | FORWARD | C | 1996-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-CANADA | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EPB | E08413.4 | NYCITYGATE | NG | NX3 | GD-LOW_IROQUOIS | B |  | Transport - Canada | 232500 | 0 | -1046.25 | 1995-11-30 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.4899000000000001 | 0.4854 | -1046.25 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.4899001000000001 | N/A | FORWARD | C | 1996-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-CANADA | [NAME] | MARFTNYBK.Detail
750682 | 16NEF | 16EPB | E08413.1 |  |  | IF-TRANSCO/Z6 |  | B |  | Transport - Canada | 465000 |  | 16274.9535 |  | 413 | P |  | 1e-07 | 0.035 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | TP-CANADA | E | MAR_IGNY.Detail_Index
750682 | 16NEF | 16EPB | E08413.4 |  |  | GD-LOW_IROQUOIS |  | B |  | Transport - Canada | 232500 |  | 5231.2268 |  | 413 | P |  | 1e-07 | 0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | TP-CANADA | E | MAR_IGNY.Detail_Index
19660 | 16NEF | 16EPS | E08413.9 | NYCITYGATE | NG | NX3 | IF-TRANSCO/Z6 | S |  | Transport - Canada | -232500 | 0 | 7114.5 | 1995-11-30 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.5199 | 0.4893 | 7114.5 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.09969990000000001 | N/A | FORWARD | C | 1996-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-CANADA | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EPS | E08413.D | NYCITYGATE | NG | NX3 | IF-TRANSCO/Z6 | S |  | Transport - Canada | -232500 | 0 | 7114.5 | 1997-10-06 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.5199 | 0.4893 | 7114.5 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.09969990000000001 | N/A | FORWARD | C | 1998-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-CANADA | [NAME] | MARFTNYBK.Detail
19660 | 16NEF | 16EPS | E08413.E | NYCITYGATE | NG | NX3 | GD-LOW_IROQUOIS | S |  | Transport - Canada | -170500 | 0 | 767.25 | 1997-10-06 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.4899000000000001 | 0.4854 | 767.25 | G | G | [NAME] | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1296999 | N/A | FORWARD | C | 1998-11-01 00:00:00 | 2006-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | TP-CANADA | [NAME] | MARFTNYBK.Detail
750682 | 16NEF | 16EPS | E08413.9 |  |  | IF-TRANSCO/Z6 |  | S |  | Transport - Canada | -232500 |  | -8137.4768 |  | 413 | P |  | 1e-07 | 0.035 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | TP-CANADA | E | MAR_IGNY.Detail_Index
750682 | 16NEF | 16EPS | E08413.D |  |  | IF-TRANSCO/Z6 |  | S |  | Transport - Canada | -232500 |  | -8137.4768 |  | 413 | P |  | 1e-07 | 0.035 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | TP-CANADA | E | MAR_IGNY.Detail_Index
750682 | 16NEF | 16EPS | E08413.E |  |  | GD-LOW_IROQUOIS |  | S |  | Transport - Canada | -170500 |  | -3836.233 |  | 413 | P |  | 1e-07 | 0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | TP-CANADA | E | MAR_IGNY.Detail_Index
19653 | 16NEF | 16EFB | EJ3100.5 | N/A | NG | NX3 | IF-TRANSCO/Z3 | B |  | Transport - East | 178250 | 0 | 8787.71 | 1998-03-03 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 1e-07 | 0.0493 | 8787.71 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1998-04-01 00:00:00 | 2015-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-EAST | EAST | MARFTEABK.Detail
19549 | 16NEF | 16EFB | E54103.E | N/A | NG | NX1 | IF-FGT/Z2 | B |  | Transport - East | 39246 | 0 | 663.26 | 1997-12-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0001 | 0.017 | 663.26 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | N/A | BASIS SWAP | C | 1998-10-01 00:00:00 | 2013-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | TP-EAST | SOUTHEAST | MARGABK.Detail
19549 | 16NEF | 16EFB | E54103.F | N/A | NG | NX1 | IF-FGT/Z3 | B |  | Transport - East | 95945 | 0 | -3175.78 | 1997-12-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0001 | -0.033 | -3175.78 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | N/A | BASIS SWAP | C | 1998-10-01 00:00:00 | 2013-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | TP-EAST | SOUTHEAST | MARGABK.Detail
19653 | 16NEF | 16EFS | EJ3100.6 | N/A | NG | NX3 | IF-TRANSCO/Z4 | S |  | Transport - East | -178250 | 0 | -12352.71 | 1998-03-03 00:00:00 | ECT | F | 5BDAP | 2.5607 | 2.5607 | 0 |  |  |  | 1e-07 | 0.0693 | -12352.71 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1998-04-01 00:00:00 | 2015-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | TP-EAST | EAST | MARFTEABK.Detail
19549 | 16NEF | 16EFS | E54103.D | N/A | NG | NX1 | IF-FGT/Z1 | S |  | Transport - East | -135191 | 0 | 3122.91 | 1997-12-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0001 | -0.023 | 3122.91 | G | A | SOUTHEAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0001 | N/A | BASIS SWAP | C | 1998-10-01 00:00:00 | 2013-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GA | 2000-03-01 00:00:00 | Deal Coded | 16 | TP-EAST | SOUTHEAST | MARGABK.Detail
 | 16NEF Total
[NAME] | 16ONTF | 16ONPS | EV6377.1 | P | CGPR-DAWN | 01-MAR-2000 | -310000 |  |  | DUKEENEMARLTD | -310000 | 0 | -29605 | 1 | 0.177 | 0.2725 | 0 | 29605
[NAME] | 16ONTF | 16ONPS | EV9260.1 | P | CGPR-DAWN | 01-MAR-2000 | -310000 |  |  | DUKEENEMARLTD | -310000 | 0 | -36580 | 1 | 0.177 | 0.295 | 0 | 36580
[NAME] | 16ONTF | 16ONPB | EV3633.1 | P | CGPR-DAWN | 01-MAR-2000 | 155000 |  |  | DYNEGYCANMAR | 155000 | 0 | 12865 | 1 | 0.177 | 0.26 | 0 | -12865
[NAME] | 16ONTF | 16ONPB | EU6434.1 | P | CGPR-DAWN | 01-MAR-2000 | 155000 |  |  | ENSERENESERCA | 155000 | 0 | 10540 | 1 | 0.177 | 0.245 | 0 | -10540
[NAME] | 16ONTF | 16ONPB | EU7875.1 | P | CGPR-DAWN | 01-MAR-2000 | 155000 |  |  | ENSERENESERCA | 155000 | 0 | 12865 | 1 | 0.177 | 0.26 | 0 | -12865
19539 | 16ONTF | 16OFB | N91789.F | N/A | NG | NXB2 |  | B |  | Intra-Month-Ontario | 0 | 1000000 | 0 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.549 | 0 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | CAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N91789.G | N/A | NG | NXB2 |  | B |  | Intra-Month-Ontario | 0 | 1000000 | 0 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.549 | 0 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | CAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19590 | 16ONTF | 16OFS | EU2106.1 | N/A | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -155000 | 0 | 11547.5 | 1999-02-23 00:00:00 | EGSC | F | 5BDAP | 2.8505 | 2.776 | 11547.5 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | EV6872.1 | N/A | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -310000 | 0 | 29295 | 1999-04-01 00:00:00 | EGSC | F | 5BDAP | 2.8705 | 2.776 | 29295 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
[NAME] | 16ONTF | 16ONPS | EV3617.1 | P | CGPR-DAWN | 01-MAR-2000 | -155000 |  |  | TRACTEBEENEMAR | -155000 | 0 | -13640 | 1 | 0.177 | 0.265 | 0 | 13640
19590 | 16ONTF | 16OPS | EU1485.A | DAWN | NG | DAWN |  | S |  | FT-ONT-CNT(B) | -1570615 | 0 | -4360027.08 | 1999-04-14 00:00:00 | ECT | P | 25NM | 1e-07 | 2.776 | -4360027.08 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | CounterParty P Coded | 16 | FT-ONT-CNT(B) |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | EX2872.9 | DAWN | NG | DAWN |  | S |  | FT-ONT-CNT(B) | -1013289 | 0 | -2812890.16 | 1999-05-20 00:00:00 | ECT | P | 25NM | 1e-07 | 2.776 | -2812890.16 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | CounterParty P Coded | 16 | FT-ONT-CNT(B) |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | [NAME] | N/A | NGGJ | GD-CGPR-AECO/AV | NGMR-AECO/C | B |  | Intra Ontario-CAD |  |  | 484.5389287686361 | 2000-03-24 00:00:00 | ECT | F | 5BDAP | 3.59 | 3.6134 |  | G | 3 | CENTRAL | 0 | 0 |  |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  | 3.59 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | CAD | GJPD | GJ | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONT-CAD |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | ND0587.2 | N/A | NGGJ | GD-CGPR-AECO/AV | NGMR-AECO/C | B |  | Intra Ontario-CAD |  |  | 588.0728879072335 | 2000-03-24 00:00:00 | ECT | F | 5BDAP | 3.585 | 3.6134 |  | G | 3 | CENTRAL | 0 | 0 |  |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  | 3.585 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | CAD | GJPD | GJ | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONT-CAD |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC9320.2 | N/A | NGGJ | GD-CGPR-AECO/AV | NGMR-AECO/C | S |  | Intra Ontario-CAD |  |  | -1478.464936499172 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 3.59 | 3.6053 |  | G | 3 | CENTRAL | 0 | 0 |  |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  | 3.59 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | CAD | GJPD | GJ | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONT-CAD |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC9409.2 | N/A | NGGJ | GD-CGPR-AECO/AV | NGMR-AECO/C | S |  | Intra Ontario-CAD |  |  | -980.8117062396466 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 3.585 | 3.6053 |  | G | 3 | CENTRAL | 0 | 0 |  |  |  |  | 0 |  |  |  |  | 0 |  |  |  |  | 3.585 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | CAD | GJPD | GJ | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONT-CAD |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NA6779.1 | N/A | NG | GDP-ML7/CG | ML7/CG | B |  | Intra-Month -Central-Mkt | 620000 | 0 | 93992 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.739 | 2.8906 | 93992 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.739 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-CNT-MKT |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | EY2207.1 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Cent-Trans | 500000 | 0 | -98500 | 1999-06-17 00:00:00 | EGSC | P | 25NM | 2.973 | 2.776 | -98500 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9730001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | CounterParty P Coded | 16 | INTRA-CNT-TRANS |  | MAROCBK.Detail_Canadian
19556 | 16ONTF | 16OFB | NB2050.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 290000 | 0 | -14036 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 3 | 2.9516 | -14036 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | marp&bk.[NAME]
19556 | 16ONTF | 16OFB | NB2445.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 290000 | 0 | -22011 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 3.0275 | 2.9516 | -22011 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.0275 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | marp&bk.[NAME]
19590 | 16ONTF | 16OFB | N70934.1 | N/A | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 310000 | 0 | 22630 | 2000-01-06 00:00:00 | EGSC | F | 5BDAP | 2.703 | 2.776 | 22630 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NA2028.2 | DAWN | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 481709 | 0 | 130687.65 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.9463 | 130687.65 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NA6678.1 | N/A | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 310000 | 0 | 930 | 2000-02-24 00:00:00 | EGSC | F | 5BDAP | 2.773 | 2.776 | 930 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NB2047.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 290000 | 0 | -14036 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 3 | 2.9516 | -14036 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NB2468.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 290000 | 0 | -25636 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 3.04 | 2.9516 | -25636 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.04 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19539 | 16ONTF | 16OFB | N79603.6 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 500000 | 0 | 24000 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | 24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N89208.6 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 500000 | 0 | -33500 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | -33500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N91789.A | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 500000 | 0 | -41000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.603 | -41000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.685 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N94012.1 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 155000 | 0 | -9997.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6675 | 2.603 | -9997.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | [NAME] | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 155000 | 0 | -9997.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6675 | 2.603 | -9997.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N94012.3 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 155000 | 0 | -9997.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6675 | 2.603 | -9997.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N94012.7 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 155000 | 0 | -4185 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.603 | -4185 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N94012.8 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 155000 | 0 | -4185 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.603 | -4185 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N96154.5 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 155000 | 0 | 8990 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 8990 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | N99267.6 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 500000 | 0 | 36500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 36500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFB | NB8880.1 | N/A | NG | OPTION |  | B |  | Intra-Month-Ontario | 0 | 1000000 | -50000 | 2000-03-09 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.05 | -50000 | P | G | DESK | 0 | 0 |  |  |  | 0 | HOROWITZ | PREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19590 | 16ONTF | 16OFB | NB2763.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 290000 | 0 | 464 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.95 | 2.9516 | 464 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.95 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | [NAME] | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 210000 | 0 | 3003 | 2000-03-24 00:00:00 | ECT | F | 5BDAP | 2.98 | 2.9943 | 3003 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.98 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NC9955.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 210000 | 0 | 2478 | 2000-03-24 00:00:00 | ECT | F | 5BDAP | 2.9825 | 2.9943 | 2478 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9825 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19579 | 16ONTF | 16OFB | NC1227.5 | N/A | NG | GDP-MICHCON | MICH_CG-GD | B |  | Intra-Month-Ontario | 340000 | 0 | -7616 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.925 | 2.9026 | -7616 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.925 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MAROMCNLBK.Detail
19579 | 16ONTF | 16OFB | NC1227.6 | N/A | NG | GDP-MICHCON | MICH_CG-GD | B |  | Intra-Month-Ontario | 170000 | 0 | -1258 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.9026 | -1258 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MAROMCNLBK.Detail
19579 | 16ONTF | 16OFB | NC1227.7 | N/A | NG | GDP-MICHCON | MICH_CG-GD | B |  | Intra-Month-Ontario | 480000 | 0 | 768 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.9 | 2.9016 | 768 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MAROMCNLBK.Detail
19579 | 16ONTF | 16OFB | NC2352.1 | N/A | NG | GDP-MICHCON | MICH_CG-GD | B |  | Intra-Month-Ontario | 160000 | 0 | 5056 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.9016 | 5056 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MAROMCNLBK.Detail
19595 | 16ONTF | 16OFB | NB2531.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month-Ontario | 145000 | 0 | -275.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.7881 | -275.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | EAST | MARP!BK.Detail
19595 | 16ONTF | 16OFB | NB2531.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month-Ontario | 145000 | 0 | 1174.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.7881 | 1174.5 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | EAST | MARP!BK.Detail
19595 | 16ONTF | 16OFB | NC9243.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month-Ontario | 240000 | 0 | 20544 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8356 | 20544 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | EAST | MARP!BK.Detail
19644 | 16ONTF | 16OFB | N96398.1 | N/A | NG | NX1 |  | B |  | Intra-Month-Ontario | 500000 | 0 | 34000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 34000 | G | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MARFTCEBK.Detail
19644 | 16ONTF | 16OFB | NC2810.1 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 320000 | 0 | 17312 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.9641 | 17312 | G | D | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MARFTCEBK.Detail
19590 | 16ONTF | 16OFB | NA9241.5 | N/A | NG | GDP-DAWN | CGPR-DAWN | B |  | Intra-Month-Ontario | 2900000 |  | 453270 |  | 453270 | 656697.576 | ECT | 2000-02-28 00:00:00 | F | 5BDAP | 2.79 | 2.9463 | 453270 |  | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  |  | 0 | 0 |  |  |  |  | 0 | 0 |  |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | 1.4488
19556 | 16ONTF | 16OFS | NB7162.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -230000 | 0 | -12259 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.9 | 2.9533 | -12259 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | marp&bk.[NAME]
19556 | 16ONTF | 16OFS | NC1009.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -170000 | 0 | 153 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.965 | 2.9641 | 153 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.965 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | marp&bk.[NAME]
19556 | 16ONTF | 16OFS | NC1083.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -170000 | 0 | -1122 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.9575 | 2.9641 | -1122 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9575 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | marp&bk.[NAME]
19556 | 16ONTF | 16OFS | NC2341.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -160000 | 0 | -9456 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.905 | 2.9641 | -9456 | P | & | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.905 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | marp&bk.[NAME]
19539 | 16ONTF | 16OFS | N77370.5 | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -500000 | 0 | -101500 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.4 | 2.603 | -101500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | N91240.A | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -155000 | 0 | 9610 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.603 | 9610 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | N91240.E | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -155000 | 0 | 7285 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 7285 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | N91789.6 | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -500000 | 0 | 31000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.603 | 31000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | N92917.4 | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -155000 | 0 | 19297.5 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7275 | 2.603 | 19297.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7275 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | N92917.5 | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -155000 | 0 | 17747.5 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7175 | 2.603 | 17747.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7175 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | NA0932.1 | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -500000 | 0 | 6000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 6000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month-Ontario | -155000 | 0 | 4960 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | 4960 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19539 | 16ONTF | 16OFS | NB8880.2 | N/A | NG | OPTION |  | S |  | Intra-Month-Ontario | 0 | 500000 | 40000 | 2000-03-09 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.08 | 40000 | P | G | DESK | 0 | 0 |  |  |  | 0 | HOROWITZ | PREMIUM | P | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | DESK | MARPGBK.Detail
19590 | 16ONTF | 16OFS | N96708.1 | N/A | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -310000 | 0 | -10230 | 2000-02-09 00:00:00 | EGSC | F | 5BDAP | 2.743 | 2.776 | -10230 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | N96708.2 | N/A | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -155000 | 0 | -4727.5 | 2000-02-09 00:00:00 | EGSC | F | 5BDAP | 2.7455 | 2.776 | -4727.5 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NA2028.1 | DAWN | NG | DAWN |  | S |  | Intra-Month-Ontario | -481709 | 0 | -43835.47 | 2000-02-17 00:00:00 | EGSC | F | 5BDAP | 2.6850001 | 2.776 | -43835.47 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6850001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NA9241.1 | N/A | NG | DAWN |  | S |  | Intra-Month-Ontario | -1880000 | 0 | 7520 | 2000-02-28 00:00:00 | EGSC | F | 5BDAP | 2.78 | 2.776 | 7520 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NA9241.2 | N/A | NG | NIAGARA |  | S |  | Intra-Month-Ontario | -450000 | 0 | 6750 | 2000-02-28 00:00:00 | EGSC | F | 5BDAP | 2.8 | 2.785 | 6750 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NA9241.3 | N/A | NG | CHIPPAWA |  | S |  | Intra-Month-Ontario | -30000 | 0 | 1050 | 2000-02-28 00:00:00 | EGSC | F | 5BDAP | 2.82 | 2.785 | 1050 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NA9241.4 | N/A | NG | WADDINGTON |  | S |  | Intra-Month-Ontario | -550000 | 0 | -4400 | 2000-02-28 00:00:00 | EGSC | F | 5BDAP | 2.82 | 2.828 | -4400 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB2082.1 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -269142 | 0 | -42066.89 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.9463 | -42066.89 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB2372.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -290000 | 0 | 15486 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 3.005 | 2.9516 | 15486 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.005 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB2909.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -280000 | 0 | 7112 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.975 | 2.9496 | 7112 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.975 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB6737.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -230000 | 0 | -5359 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.93 | 2.9533 | -5359 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.93 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB8110.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -220000 | 0 | -24354 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.9557 | -24354 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB8110.4 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -220000 | 0 | -26554 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.835 | 2.9557 | -26554 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.835 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NB9419.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -210000 | 0 | -4410 | 2000-03-10 00:00:00 | ECT | F | 5BDAP | 2.94 | 2.961 | -4410 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.94 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | [NAME] | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -170000 | 0 | -4947 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.935 | 2.9641 | -4947 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.935 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC2348.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -160000 | 0 | -8656 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.9641 | -8656 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC2349.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -160000 | 0 | -8656 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.9641 | -8656 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC2789.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -150000 | 0 | 300 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.97 | 2.968 | 300 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.97 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC2797.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -150000 | 0 | 1800 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.98 | 2.968 | 1800 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.98 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC2802.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -150000 | 0 | 4050 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.995 | 2.968 | 4050 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.995 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC5772.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -220000 | 0 | -17600 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.885 | 2.965 | -17600 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.885 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC5772.4 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -220000 | 0 | -19800 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.875 | 2.965 | -19800 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.875 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFS | NC9472.2 | N/A | NG | GDP-DAWN | CGPR-DAWN | S |  | Intra-Month-Ontario | -70000 | 0 | 399 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 3 | 2.9943 | 399 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19579 | 16ONTF | 16OFS | NC2352.3 | N/A | NG | GDP-MICHCON | MICH/CONS | S |  | Intra-Month-Ontario | -320000 | 0 | -16512 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.9016 | -16512 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | CENTRAL | MAROMCNLBK.Detail
19578 | 16ONTF | 16OFS | NC8993.1 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month-Ontario | -105000 | 0 | -7875 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.88 | -7875 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | TEXAS | MAROMTXBK.Detail
19578 | 16ONTF | 16OFS | NC8993.2 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month-Ontario | -105000 | 0 | -7875 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.88 | -7875 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-25 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | TEXAS | MAROMTXBK.Detail
19595 | 16ONTF | 16OFS | [NAME] | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month-Ontario | -310000 | 0 | -56265 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.7815 | -56265 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-ONTARIO | EAST | MARP!BK.Detail
19590 | 16ONTF | 16OPB | N99202.2 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 310000 | 0 | -2170 | 2000-02-14 00:00:00 | EGSC | P | 25NM | 2.783 | 2.776 | -2170 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.783 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | N99873.2 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 465000 | 0 | -930 | 2000-02-15 00:00:00 | EGSC | P | 25NM | 2.778 | 2.776 | -930 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.778 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NA0673.2 | PARKWAY | NG | PARKWAY |  | B |  | Intra-Month-Ontario | 64452 | 0 | -5156.17 | 2000-02-16 00:00:00 | EGSC | P | 25NM | 2.8800001 | 2.8 | -5156.17 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8800001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-17 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NA0765.2 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 155000 | 0 | -310 | 2000-02-16 00:00:00 | EGSC | P | 25NM | 2.778 | 2.776 | -310 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.778 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NA1911.2 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 155000 | 0 | -1085 | 2000-02-17 00:00:00 | EGSC | P | 25NM | 2.783 | 2.776 | -1085 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.783 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NA6340.2 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 77500 | 0 | 620 | 2000-02-24 00:00:00 | EGSC | P | 25NM | 2.768 | 2.776 | 620 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.768 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NA6778.2 | DAWN | NG | CGPR-DAWN | NX1 | B |  | Intra-Month-Ontario | 400000 | 0 | 5200 | 2000-02-24 00:00:00 | EGSC | P | 25NM | 2.763 | 2.776 | 5200 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.763 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NB5018.2 | DAWN | NG | DAWN |  | B |  | Intra-Month-Ontario | 203203 | 0 | 564091.49 | 2000-03-06 00:00:00 | EGSC | P | 25NM | 2e-07 | 2.776 | 564091.49 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPB | NB8027.2 | DAWN | NG | DAWN |  | B |  | Intra-Month-Ontario | 211689 | 0 | 587648.62 | 2000-03-09 00:00:00 | EGSC | P | 25NM | 2e-07 | 2.776 | 587648.62 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | [NAME] | DAWN | NG | DAWN |  | S |  | Intra-Month-Ontario | -304325 | 0 | -844806.14 | 2000-01-20 00:00:00 | EGSC | P | 25NM | 2e-07 | 2.776 | -844806.14 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | EU1485.M | DAWN | NG | DAWN |  | S |  | Intra-Month-Ontario | -315515 | 0 | -875869.58 | 2000-02-23 00:00:00 | EGSC | P | 25NM | 2e-07 | 2.776 | -875869.58 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N35425.F | DAWN | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -150000 | 0 | -25949.99 | 2000-02-25 00:00:00 | EGSC | P | 25NM | 2.6030001 | 2.776 | -25949.99 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6030001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N40405.O | DAWN | NG | DAWN |  | S |  | Intra-Month-Ontario | -54077 | 0 | -150117.74 | 2000-02-25 00:00:00 | EGSC | P | 25NM | 2e-07 | 2.776 | -150117.74 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-31 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N51939.G | DAWN | NG | DAWN |  | S |  | Intra-Month-Ontario | -80792 | 0 | -224278.58 | 2000-02-28 00:00:00 | EGSC | P | 25NM | 2e-07 | 2.776 | -224278.58 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N97312.2 | DAWN | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -155000 | 0 | -2015 | 2000-02-10 00:00:00 | EGSC | P | 25NM | 2.763 | 2.776 | -2015 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.763 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N97331.2 | DAWN | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -155000 | 0 | -465 | 2000-02-10 00:00:00 | EGSC | P | 25NM | 2.773 | 2.776 | -465 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.773 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N97354.2 | DAWN | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -310000 | 0 | -930 | 2000-02-10 00:00:00 | EGSC | P | 25NM | 2.773 | 2.776 | -930 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.773 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N98278.2 | DAWN | NG | CGPR-DAWN | NX1 | S |  | Intra-Month-Ontario | -155000 | 0 | 2635 | 2000-02-11 00:00:00 | EGSC | P | 25NM | 2.793 | 2.776 | 2635 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.793 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | NA9180.2 | NIAGARA | NG | NIAGARA |  | S |  | Intra-Month-Ontario | -155000 | 0 | 2325.02 | 2000-02-28 00:00:00 | EGSC | P | 25NM | 2.800000100000001 | 2.785 | 2325.02 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.800000100000001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | N35425.E | DAWN | NG | NX1 |  | S |  | Intra-Month-Ontario | -150000 | 0 | -390449.99 | 2000-02-25 00:00:00 | ECT | P | 25NM | 1e-07 | 2.603 | -390449.99 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 016? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-ONTARIO |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OFB | NA6790.1 | N/A | NG | GDP-CNG/SOUTH | IF-CNG/APPALACH | B |  | Market2 | 310000 | 0 | 52359 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.9689 | 52359 | G | 3 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | G3 | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-MKT2 |  | MAROCBK.Detail_Canadian
19539 | 16ONTF | 16OFS | EW0171.6 | N/A | NG | NX1 |  | S |  | Storage Book - BUG/Washington | -500000 | 0 | -119000 | 1999-04-14 00:00:00 | ECT | F | 5BDAP | 2.365 | 2.603 | -119000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.365 | SHANKMAN | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ST-BUG/WASH | DESK | MARPGBK.Detail
19590 | 16ONTF | 16OPS | EW0842.1 | DAWN | NG | CGPR-DAWN | NX1 | S |  | Storage Book - BUG/Washington | -500000 | 0 | 96000 | 1999-04-15 00:00:00 | EGSC | P | 25NM | 2.968 | 2.776 | 96000 | G | 1 | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9680001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Delivery Index  Coded | 16 | ST-BUG/WASH |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | EU1485.8 | N/A | NG | ANNUITY |  | S |  | Storage Book -Ontario | -1570615 | 0 | 392653.75 | 1999-04-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.25 | 392653.75 | G | 1 | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-ST-ONTAR |  | MAROCBK.Detail_Canadian
19590 | 16ONTF | 16OPS | EX2872.7 | N/A | NG | ANNUITY |  | S |  | Storage Book -Ontario | -1013289 | 0 | 195058.13 | 1999-05-20 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.1925 | 195058.13 | G | 1 | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | [NAME] | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-ST-ONTAR |  | MAROCBK.Detail_Canadian
 | 16ONTF Total
19539 | 16PEOPF | 16AFB | N18694.1 | N/A | NG | NX1 |  | B |  | Aruba-Transport | 80000 | 0 | -3120 | 1999-09-20 00:00:00 | ECT | F | 5BDAP | 2.642 | 2.603 | -3120 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.642 | N/A | SWAP | C | 1999-10-01 00:00:00 | 2004-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | ARUBA-TP | DESK | MARPGBK.Detail
19555 | 16PEOPF | 16AFB | N30819.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Aruba-Transport | 0 | 620000 | 110793.94 | 1999-10-15 00:00:00 | ECT | F | 5BDAP | 2.6500001 | 2.8287 | 110793.94 | E | Q | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6500001 | N/A | GDCAP | C | 1999-12-01 00:00:00 | 2004-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MAROMBK.Detail
19555 | 16PEOPF | 16AFB | ND4431.1 | N/A | NG | OPTION | OPTION | B |  | Aruba-Transport | 0 | 999990 | -79999.2 | 2000-03-29 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.08 | -79999.2 | E | Q | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MAROMBK.Detail
19579 | 16PEOPF | 16AFB | NA9973.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Aruba-Transport | 310000 | 0 | 39897 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.8287 | 39897 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MAROMCNLBK.Detail
19579 | 16PEOPF | 16AFB | NA9973.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Aruba-Transport | 310000 | 0 | 35247 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.8287 | 35247 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MAROMCNLBK.Detail
19595 | 16PEOPF | 16AFB | NC4826.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Aruba-Transport | 140000 | 0 | -854 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.8139 | -854 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | N/A | GDSWAP | C | 2000-03-18 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | EAST | MARP!BK.Detail
19595 | 16PEOPF | 16AFB | NC4994.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Aruba-Transport | 110000 | 0 | 5896 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8136 | 5896 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | EAST | MARP!BK.Detail
19644 | 16PEOPF | 16AFB | N20625.8 | N/A | NG | NX1 | MICH_CG-GD | B |  | Aruba-Transport | 1811950 | 0 | -308937.48 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.2675 | 0.09700000000000002 | -308937.48 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.2675 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFB | [NAME] | N/A | NG | NX1 | NGI/CHI. GATE | B |  | Aruba-Transport | 14328200 | 0 | -1404163.6 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.145 | 0.047 | -1404163.6 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.145 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2004-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19653 | 16PEOPF | 16AFS | N20628.1 | N/A | NG | NX1 | IF-TENN/LA | S |  | Aruba-Transport | -1722236 | 0 | -50805.96 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0725 | -0.043 | -50805.96 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0725 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | EAST | MARFTEABK.Detail
19653 | 16PEOPF | 16AFS | N20628.2 | N/A | NG | NX1 | PORTLAND | S |  | Aruba-Transport | -17050 | 0 | -502.98 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0775 | 0.107 | -502.98 | G | G | EAST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0775 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | EAST | MARFTEABK.Detail
19539 | 16PEOPF | 16AFS | N20604.1 | N/A | NG | NX1 |  | S |  | Aruba-Transport | -201004 | 0 | 26532.53 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.603 | 26532.53 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | N/A | SWAP | C | 1999-10-01 00:00:00 | 2004-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | Deal Coded | 16 | ARUBA-TP | DESK | MARPGBK.Detail
19555 | 16PEOPF | 16AFS | N30821.1 | N/A | NG | NX1 |  | S |  | Aruba-Transport | -35000 | 0 | 6545 | 1999-10-15 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.603 | 6545 | E | O | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | SWAP | C | 1999-12-01 00:00:00 | 2001-12-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364H | EO | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | DESK | MAROMBK.Detail
19579 | 16PEOPF | 16AFS | [NAME] | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Aruba-Transport | -340000 | 0 | 18598 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.91 | 2.8553 | 18598 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.91 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MAROMCNLBK.Detail
19644 | 16PEOPF | 16AFS | N20625.1 | N/A | NG | NX1 | IF-NGPL/HARPER | S |  | Aruba-Transport | -6835314 | 0 | 157212.22 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.143 | 157212.22 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2004-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N20625.2 | N/A | NG | NX1 | IF-NGPL/LA | S |  | Aruba-Transport | -906006 | 0 | -4077.03 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0575 | -0.053 | -4077.03 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0575 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N20625.3 | N/A | NG | NX1 | IF-NGPL/MIDCON | S |  | Aruba-Transport | -905944 | 0 | 20836.71 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.143 | 20836.71 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N20625.4 | N/A | NG | NX1 | IF-NGPL/OK-NW | S |  | Aruba-Transport | -1063517 | 0 | 24460.89 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.143 | 24460.89 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2004-04-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N20625.5 | N/A | NG | NX1 | IF-NNG/VENT | S |  | Aruba-Transport | -1273790 | 0 | 169414.07 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.06 | -0.073 | 169414.07 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2004-10-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N20625.6 | N/A | NG | NX1 | IF-TRUNKL/LA | S |  | Aruba-Transport | -2859533 | 0 | 15727.43 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0575 | -0.063 | 15727.43 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0575 | N/A | BASIS SWAP | C | 1999-10-01 00:00:00 | 2000-04-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N20625.7 | N/A | NG | NX1 | IF-TRUNKL/TX | S |  | Aruba-Transport | -775000 | 0 | 32627.5 | 1999-09-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0509 | -0.09300000000000001 | 32627.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0509 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-11-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | N91843.3 | N/A | NG | ANNUITY |  | S |  | Aruba-Transport | -1000000 | 0 | 80000 | 2000-03-29 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.08 | 80000 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFS | ND5339.2 | N/A | NG | OPTION | OPTION | S |  | Aruba-Transport | 0 | -999990 | 0 | 2000-03-29 00:00:00 | ECT | F | OPT PREM | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 | G | D | CENTRAL | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16EFB | EX9963.A | ANR/CTYGT | NG | NX1 | NGI/CHI. GATE | B | #N/A | Aruba-Transport | 1796574 | 0 | -86235.55 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.095 | 0.047 | -86235.55 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.103 | N/A | FORWARD | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16EFS | EX9963.B | ANR/CTYGT | NG | NX1 | MICH_CG-GD | S | #N/A | Aruba-Transport | -1796574 | 0 | 95218.42 | NEW | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.15 | 0.09700000000000002 | 95218.42 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.158 | N/A | FORWARD | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | ARUBA-TP | CENTRAL | MARFTCEBK.Detail
750577 | 16PEOPF | 16EPF | EX9963.A |  |  | NGI/CHI. GATE |  | B | #N/A | Aruba-Transport | 1796574 |  | -898.287 | NEW | 413 | P |  | 0.008 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | EX9963.B |  |  | MICH_CG-GD |  | S | #N/A | Aruba-Transport | -1796574 |  | -8084.583000000001 | NEW | 413 | P |  | 0.008 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | [NAME] |  |  | IF-NGPL/HARPER |  | S | #N/A | Aruba-Transport | -5595314 |  | 853285.385 | NEW | 413 | P |  | 0.2525 | 0.1 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | N20624.3 |  |  | IF-NNG/VENT |  | S | #N/A | Aruba-Transport | -343790 |  | 10313.7 | NEW | 413 | P |  | 0.04 | 0.01 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | N20624.4 |  |  | IF-TRUNKL/LA |  | S | #N/A | Aruba-Transport | -2859533 |  | 7148.8325 | NEW | 413 | P |  | 0.015 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | N20624.5 |  |  | MICH_CG-GD |  | B | #N/A | Aruba-Transport | 1811950 |  | 18119.5 | NEW | 413 | P |  | 0.0025 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | N20624.7 |  |  | NGI/CHI. GATE |  | B | #N/A | Aruba-Transport | 775000 |  | -5812.5 | NEW | 413 | P |  | 0.015 | 0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | [NAME] |  |  | IF-NGPL/HARPER |  | B | #N/A | Aruba-Transport | 4185 |  | -564.975 | NEW | 413 | P |  | 0.235 | 0.1 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | N33876.3 |  |  | IF-NNG/VENT |  | B | #N/A | Aruba-Transport | 4340 |  | -130.2 | NEW | 413 | P |  | 0.04 | 0.01 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16EPF | N33876.5 |  |  | MICH_CG-GD |  | S | #N/A | Aruba-Transport | -15345 |  | -153.45 | NEW | 413 | P |  | 0.0025 | 0.0125 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code : Deal Number | 16 | ARUBA-TP | C | MAR_IGCE.Detail_Index
750999 | 16PEOPF | 16EPS | N20629.1 |  |  | PORTLAND |  | S |  | Aruba-Transport | -17050 |  | -127.875 |  | 413 | P |  | 0.0075 | 0.015 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 |  | 16 | ARUBA-TP |  | MAR_IGEA.Detail_Index
750577 | 16PEOPF | 16WPB | N20624.8 |  |  | IF-NGPL/OK-NW |  | B | #N/A | Aruba-Transport | 918282 |  | -87236.79 | NEW | 413 | P |  | 0.14 | 0.045 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | ARUBA-TP | W | MAR_IGCE.Detail_Index
750577 | 16PEOPF | 16WPB | N33876.2 |  |  | IF-NGPL/OK-NW |  | B | #N/A | Aruba-Transport | 53320 |  | -5065.4 | NEW | 413 | P |  | 0.14 | 0.045 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Code: Delivery Point | 16 | ARUBA-TP | W | MAR_IGCE.Detail_Index
19644 | 16PEOPF | 16AFB | EY3999.A | N/A | NG | ANNUITY |  | B |  | Intra-Month -Peoples | 1296 | 0 | -1296 | 1999-09-24 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -1296 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-PEOPLES | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFB | EY3999.C | N/A | NG | ANNUITY |  | B |  | Intra-Month -Peoples | 254 | 0 | -254 | 1999-09-24 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -254 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2001-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-PEOPLES | CENTRAL | MARFTCEBK.Detail
19644 | 16PEOPF | 16AFB | EY4000.9 | N/A | NG | ANNUITY |  | B |  | Intra-Month -Peoples | 13175 | 0 | -13175 | 1999-09-24 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -13175 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-11-30 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-PEOPLES | CENTRAL | MARFTCEBK.Detail
PEOP | 16PEOPF | 16PEOPB | EY3999.5 | P | PORTLAND | 01-MAR-2000 |  |  | North Shore Gas Company | PEOPLE GAS | 281821 | 0 | -30154.8188 | 1 | 0.107 | 1e-07 | 0 | 30154.8188
PEOP | 16PEOPF | 16PEOPB | EY3999.7 | F | IF-TENN/LA | 01-MAR-2000 |  |  | North Shore Gas Company | PEOPLE GAS | -281821 | 0 | -12118.3312 | 1 | -0.043 | 1e-07 | 0 | 12118.3312
PEOP | 16PEOPF | 16PEOPB | EY3999.5 | P | PORTLAND | 01-MAR-2000 |  |  | North Shore Gas Company | PEOPLE GAS | 281821 | 0 | -4227.2868 | 1 | 0.015 | 1e-07 | 0 | 4227.2868
PEOP | 16PEOPF | 16PEOPB | EX9963.3 | F | IF-NGPL/MIDCON | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | -336846 | 0 | -48169.0117 | 1 | -0.143 | 1e-07 | 0 | 48169.0117
PEOP | 16PEOPF | 16PEOPB | EX9963.4 | F | IF-NGPL/LA | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | -336877 | 0 | -17854.5147 | 1 | -0.053 | 1e-07 | 0 | 17854.5147
PEOP | 16PEOPF | 16PEOPB | EX9963.7 | F | IF-NGPL/MIDCON | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | -561441 | 0 | -80286.1191 | 1 | -0.143 | 1e-07 | 0 | 80286.1191
PEOP | 16PEOPF | 16PEOPB | EX9963.8 | F | IF-NGPL/LA | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | -561441 | 0 | -29756.4291 | 1 | -0.053 | 1e-07 | 0 | 29756.4291
PEOP | 16PEOPF | 16PEOPB | EX9963.E | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 561441 | 0 | 24141.963 | 1 | 0.047 | 0.09 | 0 | -24141.963
PEOP | 16PEOPF | 16PEOPB | EX9963.F | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 561441 | 0 | 24141.963 | 1 | 0.047 | 0.09 | 0 | -24141.963
PEOP | 16PEOPF | 16PEOPB | N17798.1 | P | IF-NGPL/HARPER | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 155000 | 0 | 32627.5 | 1 | -0.143 | 0.0675 | 0 | -32627.5
PEOP | 16PEOPF | 16PEOPB | N17798.2 | F | IF-NNG/VENT | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | -155000 | 0 | -11315.0155 | 1 | -0.073 | 1e-07 | 0 | 11315.0155
PEOP | 16PEOPF | 16PEOPB | EX9963.E | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 561441 | 0 | -4210.7514 | 1 | 0.0075 | 1e-07 | 0 | 4210.7514
PEOP | 16PEOPF | 16PEOPB | EX9963.F | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 561441 | 0 | -4210.7514 | 1 | 0.0075 | 1e-07 | 0 | 4210.7514
PEOP | 16PEOPF | 16PEOPB | [NAME] | P | IF-NGPL/HARPER | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 155000 | 0 | 9300 | 1 | 0.1 | 0.16 | 0 | -9300
PEOP | 16PEOPF | 16PEOPB | N17798.1 | P | IF-NGPL/HARPER | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 155000 | 0 | -15499.9845 | 1 | 0.1 | 1e-07 | 0 | 15499.9845
PEOP | 16PEOPF | 16PEOPB | N17800.1 | P | IF-NGPL/HARPER | 01-MAR-2000 |  |  | Northshore - Service Agreement | PEOPLE GAS | 310000 | 0 | 18600 | 1 | 0.1 | 0.16 | 0 | -18600
PEOP | 16PEOPF | 16PEOPB | EX9963.C | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 336846 | 0 | 14484.378 | 1 | 0.047 | 0.09 | 0 | -14484.378
PEOP | 16PEOPF | 16PEOPB | EX9963.D | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 336877 | 0 | 14485.711 | 1 | 0.047 | 0.09 | 0 | -14485.711
PEOP | 16PEOPF | 16PEOPB | EX9963.C | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 336846 | 0 | -2526.3113 | 1 | 0.0075 | 1e-07 | 0 | 2526.3113
PEOP | 16PEOPF | 16PEOPB | EX9963.D | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 336877 | 0 | -2526.5438 | 1 | 0.0075 | 1e-07 | 0 | 2526.5438
PEOP | 16PEOPF | 16PEOPB | N17793.2 | P | IF-NGPL/OK-NW | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 445563 | 0 | 28961.595 | 1 | 0.045 | 0.11 | 0 | -28961.595
PEOP | 16PEOPF | 16PEOPB | N17796.2 | P | IF-NGPL/OK-NW | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 310000 | 0 | 20150 | 1 | 0.045 | 0.11 | 0 | -20150
PEOP | 16PEOPF | 16PEOPB | N17799.2 | P | IF-NGPL/OK-NW | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 959667 | 0 | 23991.675 | 1 | 0.045 | 0.07 | 0 | -23991.675
PEOP | 16PEOPF | 16PEOPB | N17802.2 | P | IF-NGPL/OK-NW | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 319889 | 0 | 22392.23 | 1 | 0.045 | 0.115 | 0 | -22392.23
PEOP | 16PEOPF | 16PEOPB | N17805.1 | P | IF-NNG/VENT | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 314340 | 0 | 785.85 | 1 | 0.01 | 0.0125 | 0 | -785.85
PEOP | 16PEOPF | 16PEOPB | N17807.1 | P | IF-NNG/VENT | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 465000 | 0 | 776.55 | 1 | 0.01 | 0.01167 | 0 | -776.55
PEOP | 16PEOPF | 16PEOPB | N17808.1 | P | IF-NGPL/HARPER | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 469185 | 0 | 28151.1 | 1 | 0.1 | 0.16 | 0 | -28151.1
PEOP | 16PEOPF | 16PEOPB | N17813.1 | P | IF-NGPL/HARPER | 01-MAR-2000 |  |  | Peoples - Service Agreement | PEOPLE GAS | 310000 | 0 | 18600 | 1 | 0.1 | 0.16 | 0 | -18600
PEOP | 16PEOPF | 16PEOPB | EY3999.1 | P | PORTLAND | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | 1440415 | 0 | -154124.261 | 1 | 0.107 | 1e-07 | 0 | 154124.261
PEOP | 16PEOPF | 16PEOPB | EY3999.3 | F | IF-TENN/LA | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | -1440415 | 0 | -61937.989 | 1 | -0.043 | 1e-07 | 0 | 61937.989
PEOP | 16PEOPF | 16PEOPB | EY4000.1 | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | 775000 | 0 | -36424.9225 | 1 | 0.047 | 1e-07 | 0 | 36424.9225
PEOP | 16PEOPF | 16PEOPB | EY4000.7 | F | IF-TRUNKL/TX | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | -775000 | 0 | -72075.0775 | 1 | -0.09300000000000001 | 1e-07 | 0 | 72075.0775
PEOP | 16PEOPF | 16PEOPB | EY3999.1 | P | PORTLAND | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | 1440415 | 0 | -21606.081 | 1 | 0.015 | 1e-07 | 0 | 21606.081
PEOP | 16PEOPF | 16PEOPB | EY4000.1 | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | 775000 | 0 | -5812.4225 | 1 | 0.0075 | 1e-07 | 0 | 5812.4225
PEOP | 16PEOPF | 16PEOPS | N18064.1 | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | Northshore Gas Company | PEOPLE GAS | -2276299 | 0 | 62598.2225 | 1 | 0.0075 | -0.02 | 0 | -62598.2225
PEOP | 16PEOPF | 16PEOPS | N17872.1 | P | NGI/CHI. GATE | 01-MAR-2000 |  |  | The Peoples Gas Light & Coke | PEOPLE GAS | -11166665 | 0 | 418749.9375 | 1 | 0.0075 | -0.03 | 0 | -418749.9375
 | 16PEOPF Total
19580 | 16SITF | 16SITHE | NC5750.1 | N/A | NG | GDP-MALIN-CTYGA | NGI-MALIN | B |  | Intramonth-Sithe | 55000 | 0 | 3701.5 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.7573 | 3701.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-SITHE |  | MARE#BK.Detail_Canadian
19580 | 16SITF | 16SITHE | NC5761.1 | N/A | NG | GDP-MALIN-CTYGA | NGI-MALIN | S |  | Intramonth-Sithe | -55000 | 0 | -3151.5 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.7573 | -3151.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-SITHE |  | MARE#BK.Detail_Canadian
 | 16SITF Total
19633 | 16TF | 12TPS | [NAME] | N/A | NG | ANNUITY |  | S |  | Central Illinois Light Company | -44570 | 0 | 44570 | 1998-03-31 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 44570 | G | G | TEXAS | 0 | GOMEZ | ANNUITY | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | X | IL | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | CENTRALILLLIGCO | TEXAS | MARFTTXBK.Detail
19555 | 16TF | 16TFS | E05136.5 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -280 | -32.2 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 2.8600001 | 2.975 | -32.2 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8600001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E05136.5 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -4340 | 548.71 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.12643 | 548.71 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E05136.7 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -800 | -50.4 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 2.9120001 | 2.975 | -50.4 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9120001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E05228.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -31000 | 2635 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.085 | 2635 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2001-06-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E05228.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | 0 | 0 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 3.003 | 0 | 0 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.003 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2001-06-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E06912.S | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -565750 | -114620.89 | 1997-08-13 00:00:00 | ECT | F | 5BDAP | 2.6000001 | 2.8026 | -114620.89 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6000001 | N/A | GDCAP | C | 1997-10-01 00:00:00 | 2005-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E06912.S | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -565750 | 96177.5 | 1997-08-13 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.17 | 96177.5 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1997-10-01 00:00:00 | 2005-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E07001.7 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -214613 | 51142.28 | 1996-11-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.2383 | 51142.28 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E07001.7 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -214613 | -34896.07 | 1996-11-19 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.8026 | -34896.07 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24155.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -6820 | 18.96 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.00278 | 18.96 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2004-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24155.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | 0 | 0 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 3.510000100000001 | 0 | 0 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.510000100000001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2004-09-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24161.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | 0 | 0 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 3.2500001 | 0 | 0 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.2500001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2002-08-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24161.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -24335 | 254.06 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.01044 | 254.06 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2002-08-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24344.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -640 | -23.04 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.866 | -23.04 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24344.3 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -1984 | 61.33 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.03091 | 61.33 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24346.3 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -930 | 32.55 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.035 | 32.55 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E24346.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -300 | -10.8 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.866 | -10.8 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E25904.5 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -9000 | -405 | 1996-11-19 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.85 | -405 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E25904.5 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -18600 | 1365.05 | 1996-11-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.07339 | 1365.05 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E26357.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -1600 | -102.4 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 2.8535001 | 2.9175 | -102.4 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8535001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2002-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E26357.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -12400 | 744 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.06 | 744 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2002-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E26418.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -3100 | 620 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.2 | 620 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E26418.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | 0 | 0 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 3.2682001 | 0 | 0 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.2682001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E33520.9 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -124000 | -25122.39 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 2.6000001 | 2.8026 | -25122.39 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6000001 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2001-06-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E33520.9 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -124000 | 10366.4 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.0836 | 10366.4 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2001-06-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E33520.B | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -120497 | 6145.35 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.051 | 6145.35 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2001-06-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E33520.B | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | 0 | 0 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 3.05 | 0 | 0 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.05 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2001-06-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E43532.4 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -87978 | -28821.59 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 2.475 | 2.8026 | -28821.59 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.475 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2000-08-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E43532.4 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -87978 | 14402 | 1996-11-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.1637 | 14402 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2000-08-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E50361.3 | N/A | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -1488 | 61.38 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.04125 | 61.38 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1996-11-01 00:00:00 | 2001-04-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E50361.3 | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | 0 | 0 | 1996-11-14 00:00:00 | ECT | F | 5BDAP | 3.05 | 0 | 0 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.05 | N/A | GDCAP | C | 1996-11-01 00:00:00 | 2001-04-30 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E99035.3 | HPL-#1367 | NG | OPTION | OPTION | S |  | Intra-Month Options -Texas | 0 | -15500 | 891.25 | 1997-02-18 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.0575 | 891.25 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1997-03-01 00:00:00 | 2001-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TFS | E99035.3 | HPL-#1367 | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | S |  | Intra-Month Options -Texas | 0 | -15000 | -1872 | 1997-02-18 00:00:00 | ECT | F | 5BDAP | 2.6825 | 2.8073 | -1872 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6825 | N/A | GDCAP | C | 1997-03-01 00:00:00 | 2001-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TPB | E07001.A | N/A | NG | OPTION | OPTION | B |  | Intra-Month Options -Texas | 0 | 214613 | -13949.85 | 1998-03-03 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.065 | -13949.85 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1998-04-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TPB | E07001.A | N/A | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Options -Texas | 0 | 214613 | 34896.07 | 1998-03-03 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.8026 | 34896.07 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | GDCAP | C | 1998-04-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TPB | EK1331.3 | HPL/SHIP | NG | GDP-HPL/SHPCH | IF-HPL/SHPCHAN | B |  | Intra-Month Options -Texas | 0 | 565750 | 114620.89 | 1998-03-31 00:00:00 | ECT | F | 5BDAP | 2.6000001 | 2.8026 | 114620.89 | E | Q | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6000001 | N/A | GDCAP | C | 1998-04-01 00:00:00 | 2005-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19555 | 16TF | 16TPB | EK1331.3 | HPL/SHIP | NG | OPTION | OPTION | B |  | Intra-Month Options -Texas | 0 | 565750 | -96177.5 | 1998-03-31 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0.17 | -96177.5 | E | Q | TEXAS | 0 | 0 |  |  |  | 0 | N/A | GDPREMIUM | C | 1998-04-01 00:00:00 | 2005-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EQ | 2000-03-01 00:00:00 | Deal Coded | 16 | INTRA-TX-OPT | TEXAS | MAROMBK.Detail
19633 | 16TF | 12TPB | EO3094.1 | N/A | NG | ANNUITY |  | B |  | Southern Union Company | 13957 | 0 | -13957 | 1998-08-20 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -13957 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-08-01 00:00:00 | 2003-08-31 00:00:00 | X | DE | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | SOUTHERNUNION | TEXAS | MARFTTXBK.Detail
19633 | 16TF | 12TPS | EO3094.2 | N/A | NG | ANNUITY |  | S |  | Southern Union Company | -13957 | 0 | 13957 | 1998-10-20 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | 13957 | G | G | TEXAS | 0 | N/A | ANNUITY | C | 1998-10-01 00:00:00 | 2003-08-31 00:00:00 | X | DE | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | SOUTHERNUNION | TEXAS | MARFTTXBK.Detail
19633 | 16TF | 12TFB | EL5317.6 | N/A | NG | ANNUITY |  | B |  | TXU Fuel Company | 0 | 0 | 0 | 1998-05-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0425 | 0 | G | G | TEXAS | 0 | DIETRICH | ANNUITY | C | 1998-05-01 00:00:00 | 2000-12-31 00:00:00 | X |  | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | TXUFUECOM | TEXAS | MARFTTXBK.Detail
19633 | 16TF | 12TFS | EL5317.5 | N/A | NG | ANNUITY |  | S |  | TXU Fuel Company | 0 | 0 | 0 | 1998-05-14 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0425 | 0 | G | G | TEXAS | 0 | DIETRICH | ANNUITY | C | 1998-05-01 00:00:00 | 2000-12-31 00:00:00 | X |  | USD | MMBTU | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | TXUFUECOM | TEXAS | MARFTTXBK.Detail
 | 16TF Total
19652 | 16WF | 16WFS | N09228.5 | N/A | NG | ANNUITY |  | S |  | Cascade Natural Gas Co. | -310000 | 0 | 9300 | 1999-08-26 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.03 | 9300 | G | G | WEST | 0 | SOUTH | ANNUITY | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | X |  | USD | MMPD | MMBTU | 413? | GG | 2000-03-01 00:00:00 | Deal Coded | 16 | CASCADENATGASCO | WEST | MARFTWEBK.Detail
19580 | 16WF | 16WFB | NA3756.4 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Northwest | 155000 | 0 | -15190 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.085 | -0.013 | -15190 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.085 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2382.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Northwest | 75000 | 0 | 2700 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.701 | 2700 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFB | N54421.5 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 232500 | 0 | -13485 | 1999-12-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.185 | -0.243 | -13485 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.185 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N82721.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 310000 | 0 | -11780 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.243 | -11780 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N82721.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 310000 | 0 | -11005 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2075 | -0.243 | -11005 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N89119.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 310000 | 0 | -21700 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -34720 | G | G | WEST | -0.285 | -0.243 | 13020 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.43 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90237.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 310000 | 0 | 13795 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2875 | -0.243 | 13795 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2875 | HOLST | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90245.2 | N/A | NG | NX1 | IF-NTHWST/CANBR | B |  | IM-West-Northwest | 310000 | 0 | 3720 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.305 | -0.293 | 3720 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.305 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 310000 | 0 | 16895 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2975 | -0.243 | 16895 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2975 | HOLST | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N91357.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 310000 | 0 | 24645 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3225 | -0.243 | 24645 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3225 | HOLST | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N91389.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Northwest | 310000 | 0 | 22320 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.305 | -0.233 | 22320 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.305 | HOLST | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N99846.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 155000 | 0 | 310 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.243 | 310 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N99848.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 155000 | 0 | 1085 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.243 | 1085 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | NA7864.4 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Northwest | 310000 | 0 | 6200 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 930 | G | G | WEST | -0.03 | -0.013 | 5270 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Northwest | 155000 | 0 | -775 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 465 | G | G | WEST | -0.235 | -0.243 | -1240 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.365 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | NB2773.2 | N/A | NG | [NAME] | CGPR-AECO/BASIS | B |  | IM-West-Northwest | 280000 | 0 | 15316 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.5547 | 15316 | G | D | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19539 | 16WF | 16WFB | N88384.3 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 1000000 | 0 | -42000 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | -42000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90363.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 155000 | 0 | -22397.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7475 | 2.603 | -22397.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7475 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90370.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 155000 | 0 | -23172.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7525 | 2.603 | -23172.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N93565.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 620000 | 0 | -60140 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -60140 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N93570.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 620000 | 0 | -60140 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -60140 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94640.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 620000 | 0 | 48360 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.525 | 2.603 | 48360 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94666.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 775000 | 0 | 68200 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | 68200 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N98241.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 155000 | 0 | -1860 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | -1860 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N98242.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 155000 | 0 | -1472.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | -1472.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA1479.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 620000 | 0 | 1860 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 1860 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 620000 | 0 | 4960 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | 4960 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA1729.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 310000 | 0 | -17670 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | -17670 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA1840.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 155000 | 0 | -7285 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | -7285 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2381.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 310000 | 0 | -14570 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | -14570 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3382.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 310000 | 0 | 14880 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | 14880 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3384.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 310000 | 0 | 16430 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 16430 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3385.1 | N/A | NG | NX1 |  | B |  | IM-West-Northwest | 310000 | 0 | 17980 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19580 | 16WF | 16WFS | N94759.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | IM-West-Northwest | -155000 | 0 | -5347.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2775 | -0.243 | -5347.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2775 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N94763.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | IM-West-Northwest | -155000 | 0 | -3797.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2675 | -0.243 | -3797.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2675 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3487.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | IM-West-Northwest | -310000 | 0 | 19530 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.243 | 19530 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3660.1 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | IM-West-Northwest | -155000 | 0 | 11315 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.293 | 11315 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3756.2 | N/A | NG | NX1 | NGI-PGE/CG | S |  | IM-West-Northwest | -155000 | 0 | 12090 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.175 | 0.09700000000000002 | 12090 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.175 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC2383.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Northwest | -75000 | 0 | -1950 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.701 | -1950 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC2384.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Northwest | -75000 | 0 | -1950 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.701 | -1950 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFS | N54421.4 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | IM-West-Northwest | -232500 | 0 | 9997.5 | 1999-12-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.293 | 9997.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N82732.2 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | IM-West-Northwest | -620000 | 0 | 14260 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.27 | -0.293 | 14260 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.27 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N89393.2 | N/A | NG | [NAME] | AECOUS | S |  | IM-West-Northwest | -300000 | 0 | -84210 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.27 | 2.5507 | -84210 | G | D | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.27 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90110.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | IM-West-Northwest | -310000 | 0 | -13795 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2875 | -0.243 | -13795 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2875 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90234.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Northwest | -310000 | 0 | -11470 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.27 | -0.233 | -11470 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.27 | HOLST | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90492.2 | N/A | NG | [NAME] | AECOUS | S |  | IM-West-Northwest | -300000 | 0 | -72210 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.31 | 2.5507 | -72210 | G | D | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.31 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364Y | [NAME] | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91763.2 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | IM-West-Northwest | -310000 | 0 | -28520 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.385 | -0.293 | -28520 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.385 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA1953.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | IM-West-Northwest | -310000 | 0 | -620 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.243 | -620 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA5448.2 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | IM-West-Northwest | -155000 | 0 | 11315 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.293 | 11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA6536.2 | N/A | NG | NX1 | NGI-MALIN | S |  | IM-West-Northwest | -155000 | 0 | 12865 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.07 | -0.153 | 12865 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA7864.2 | N/A | NG | NX1 | NGI-PGE/CG | S |  | IM-West-Northwest | -310000 | 0 | -12400 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -930 | G | G | WEST | 0.06 | 0.09700000000000002 | -11470 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | WEST | MARFTWEBK.Detail
19539 | 16WF | 16WFS | N87148.O | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -500000 | 0 | -24000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90054.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | 20460 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.603 | 20460 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90058.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | 20072.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7325 | 2.603 | 20072.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7325 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90067.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | 18522.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7225 | 2.603 | 18522.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7225 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93582.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | 11547.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6775 | 2.603 | 11547.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6775 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93583.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | 11160 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.603 | 11160 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | 21545 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6725 | 2.603 | 21545 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6725 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95881.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | -19530 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -19530 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95882.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | -17980 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97074.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -7827.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | -7827.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97086.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -8215 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -8215 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97088.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -8215 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -8215 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97089.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -7827.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | -7827.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97091.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -7827.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | -7827.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97094.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -7827.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5525 | 2.603 | -7827.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5525 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97880.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | 9920 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | 9920 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97881.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | 9920 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | 9920 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -620000 | 0 | -35960 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -35960 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N99644.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | -5580 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -5580 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N99648.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -310000 | 0 | -5580 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -5580 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -2402.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | -2402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0686.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -2402.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | -2402.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0687.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -2790 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0688.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | -2790 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA2637.1 | N/A | NG | NX1 |  | S |  | IM-West-Northwest | -155000 | 0 | 7285 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 7285 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | DESK | MARPGBK.Detail
19595 | 16WF | 16WFS | NA9766.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | IM-West-Northwest | -310000 | 0 | -31465 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.68 | 2.7815 | -31465 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.68 | KEAVEY | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NB1530.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | IM-West-Northwest | -300000 | 0 | -21900 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.7125 | 2.7855 | -21900 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7125 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-NW | EAST | MARP!BK.Detail
19580 | 16WF | 16WFB | N88603.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Permian | 155000 | 0 | -5502.5 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1975 | -0.233 | -5502.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1975 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N89231.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Permian | 155000 | 0 | -3565 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -3565 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N96980.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | IM-West-Permian | 155000 | 0 | 1085 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.243 | 1085 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N97226.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Permian | 155000 | 0 | -1240 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.005 | -0.013 | -1240 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.005 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N97378.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Permian | 155000 | 0 | -1240 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.005 | -0.013 | -1240 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.005 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N99839.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Permian | 155000 | 0 | -465 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.01 | -0.013 | -465 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.01 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA4845.1 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 155000 | 0 | -6665 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.15 | -0.193 | -6665 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.15 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA5880.1 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 155000 | 0 | -8215 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.193 | -8215 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA8566.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 155000 | 0 | 29822 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.475 | 2.6674 | 29822 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.475 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 155000 | 0 | 31651 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.8392 | 31651 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA8884.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Permian | 155000 | 0 | 27078.5 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.45 | 2.6247 | 27078.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.45 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB0230.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 150000 | 0 | 15750 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.5675 | 2.6725 | 15750 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5675 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB1041.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 150000 | 0 | 17970 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.8448 | 17970 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB1226.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 145000 | 0 | 9323.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.6743 | 9323.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 145000 | 0 | 2073.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.6743 | 2073.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB2241.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Permian | 145000 | 0 | 2653.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.6283 | 2653.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB2244.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 145000 | 0 | 7366 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.7975 | 2.8483 | 7366 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7975 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB2795.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 140000 | 0 | 9044 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.6746 | 9044 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB3547.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 140000 | 0 | 13244 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.6746 | 13244 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB5643.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 120000 | 0 | 2700 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8625 | 2700 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | GRISBY | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB6658.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Permian | 115000 | 0 | 3174 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.6326 | 3174 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | GRISBY | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB6817.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 115000 | 0 | 4623 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.82 | 2.8602 | 4623 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.82 | GRISBY | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 110000 | 0 | 5005 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8605 | 5005 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB7957.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | IM-West-Permian | 110000 | 0 | 9845 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.89 | 2.9795 | 9845 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.89 | GRISBY | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB8164.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Permian | 110000 | 0 | 12177 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.6307 | 12177 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | GRISBY | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC0903.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 85000 | 0 | 2422.5 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.6985 | 2422.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2259.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Permian | 80000 | 0 | 2424 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.6403 | 2424 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | GRISBY | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2280.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | IM-West-Permian | 80000 | 0 | 5448 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.92 | 2.9881 | 5448 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.92 | GRISBY | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2714.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 75000 | 0 | -247.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.88 | 2.8767 | -247.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.88 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2751.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 75000 | 0 | 1252.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.8767 | 1252.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC7053.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Permian | 45000 | 0 | 3676.5 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.7217 | 3676.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | GRISBY | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC8561.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Permian | 40000 | 0 | 3276 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.86 | 2.9419 | 3276 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.86 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19539 | 16WF | 16WFB | N91728.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | -7672.5 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | -7672.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95209.4 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 14802.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | 14802.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N97927.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 310000 | 0 | -3720 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | -3720 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N97981.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 2015 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | 2015 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA1155.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 3952.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.5775 | 2.603 | 3952.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5775 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3383.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 310000 | 0 | 16430 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 16430 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3595.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 14415 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 14415 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA4974.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 10540 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 10540 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6001.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 11702.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5275 | 2.603 | 11702.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5275 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6154.1 | N/A | NG | NX1 |  | B |  | IM-West-Permian | 155000 | 0 | 14802.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5075 | 2.603 | 14802.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5075 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19580 | 16WF | 16WFS | N94670.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Permian | -155000 | 0 | -3410 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.255 | -0.233 | -3410 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.255 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N94928.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Permian | -155000 | 0 | -3410 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.255 | -0.233 | -3410 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.255 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N95307.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | IM-West-Permian | -155000 | 0 | -3022.5 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2625 | -0.243 | -3022.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N95967.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | 3565 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | 3565 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N96024.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | 2402.5 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.013 | 2402.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA0465.1 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -155000 | 0 | 3177.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1725 | -0.193 | 3177.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1725 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA0531.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | 5502.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0225 | -0.013 | 5502.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0225 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA0547.1 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -155000 | 0 | 5115 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | 5115 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1775.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | 2790 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | 2790 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2483.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | 5115 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.02 | -0.013 | 5115 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.02 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3427.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Permian | -155000 | 0 | 11315 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.233 | 11315 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3457.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Permian | -155000 | 0 | 10540 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.233 | 10540 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -155000 | 0 | -36022 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.435 | 2.6674 | -36022 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.435 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -155000 | 0 | -24397 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.6674 | -24397 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA9863.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -155000 | 0 | -18972 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.6674 | -18972 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA9893.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | -20026 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.8392 | -20026 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA9894.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | -20026 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.8392 | -20026 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA9895.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -155000 | 0 | -20026 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.8392 | -20026 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB0974.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -150000 | 0 | -10125 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.6725 | -10125 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB1681.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Permian | -150000 | 0 | -14700 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.628 | -14700 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB2274.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | S |  | IM-West-Permian | -145000 | 0 | -7699.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.925 | 2.9781 | -7699.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.925 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Permian | -145000 | 0 | -8091 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.5725 | 2.6283 | -8091 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5725 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB2842.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -140000 | 0 | -11256 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8504 | -11256 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB4435.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | S |  | IM-West-Permian | -125000 | 0 | 375 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.99 | 2.987 | 375 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.99 | GRISBY | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB4850.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -125000 | 0 | -8250 | 2000-03-06 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.686 | -8250 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | GDSWAP | C | 2000-03-07 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB5384.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -120000 | 0 | 2796 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.6867 | 2796 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | GRISBY | GDSWAP | C | 2000-03-08 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC0828.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -85000 | 0 | -2329 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8724 | -2329 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC0829.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Permian | -85000 | 0 | -1275 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.64 | -1275 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC0842.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -85000 | 0 | -1904 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.8724 | -1904 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Permian | -85000 | 0 | -850 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.64 | -850 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC0935.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -85000 | 0 | -2329 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8724 | -2329 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC1761.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -80000 | 0 | 72 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.875 | 2.8741 | 72 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.875 | GRISBY | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC2442.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -75000 | 0 | -2700 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.701 | -2700 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC2907.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Permian | -75000 | 0 | 1447.5 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.6407 | 1447.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC6335.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -50000 | 0 | -5625 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.9275 | -5625 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | GRISBY | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC6336.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Permian | -50000 | 0 | -4375 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.7125 | -4375 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | GRISBY | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC6487.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -50000 | 0 | -4875 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.9275 | -4875 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | GRISBY | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC7485.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Permian | -45000 | 0 | -2700 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.875 | 2.935 | -2700 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.875 | GRISBY | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM |  | MARE#BK.Detail_Canadian
19539 | 16WF | 16WFS | N89839.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | 25885 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.603 | 25885 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93993.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | 1472.5 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | 1472.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97199.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | -4727.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.5725 | 2.603 | -4727.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5725 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97330.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | -465 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -465 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97950.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | 1860 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 1860 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | IM-West-Permian | -310000 | 0 | -2480 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -2480 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0190.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | 6122.5 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.6425 | 2.603 | 6122.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6425 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1453.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -310000 | 0 | 6820 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.603 | 6820 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7087.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | -3565 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -3565 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7129.1 | N/A | NG | NX1 |  | S |  | IM-West-Permian | -155000 | 0 | -4727.5 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5725 | 2.603 | -4727.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5725 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-PM | DESK | MARPGBK.Detail
19652 | 16WF | 16WFB | N73588.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | IM-West-Southwest | 310000 | 0 | -28830 | 2000-01-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1 | -0.193 | -28830 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N73587.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -310000 | 0 | 42780 | 2000-01-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.125 | -0.013 | 42780 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.125 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19580 | 16WF | 16WFB | N88641.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 155000 | 0 | 4960 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.265 | -0.233 | 4960 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.265 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N99343.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Southwest | 310000 | 0 | -10230 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.02 | -0.013 | -10230 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.02 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N99954.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Southwest | 1085000 | 0 | -24955 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | -24955 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA3455.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 155000 | 0 | -10540 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.233 | -10540 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA3625.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Southwest | 155000 | 0 | -14415 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.08 | -0.013 | -14415 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.08 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA3632.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 155000 | 0 | -10540 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.233 | -10540 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA8500.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 155000 | 0 | 37153.5 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.385 | 2.6247 | 37153.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.385 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB0083.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Southwest | 150000 | 0 | 21720 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.8448 | 21720 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB1230.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Southwest | 145000 | 0 | 14253.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8483 | 14253.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB2242.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 145000 | 0 | 5553.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.6283 | 5553.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB2246.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Southwest | 145000 | 0 | 8453.5 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8483 | 8453.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB6769.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 115000 | 0 | 2599 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.6326 | 2599 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | GRISBY | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB6800.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 115000 | 0 | 4324 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.6326 | 4324 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | GRISBY | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB7043.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | IM-West-Southwest | 110000 | 0 | 2145 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.96 | 2.9795 | 2145 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.96 | GRISBY | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB7685.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | IM-West-Southwest | 110000 | 0 | 3245 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.95 | 2.9795 | 3245 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.95 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2088.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 80000 | 0 | 2624 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.6075 | 2.6403 | 2624 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6075 | GRISBY | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Southwest | 75000 | 0 | 502.5 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.8767 | 502.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | GRISBY | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC6564.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 50000 | 0 | 3025 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.6605 | 3025 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | GRISBY | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Southwest | 50000 | 0 | 3625 | 2000-03-21 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.7125 | 3625 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | GRISBY | GDSWAP | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC7531.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | IM-West-Southwest | 45000 | 0 | 2925 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.87 | 2.935 | 2925 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.87 | GRISBY | GDSWAP | C | 2000-03-23 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC8525.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | IM-West-Southwest | 40000 | 0 | 1552 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.6738 | 1552 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Southwest | 40000 | 0 | 2524 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.7281 | 2524 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC8538.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | IM-West-Southwest | 40000 | 0 | 2724 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.7281 | 2724 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFB | N81502.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Southwest | 310000 | 0 | -4030.03 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -4030.03 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N83038.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 465000 | 0 | -14182.5 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2025 | -0.233 | -14182.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N83867.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 310000 | 0 | -7130 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N83869.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 155000 | 0 | -2402.5 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2175 | -0.233 | -2402.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2175 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N84574.3 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 310000 | 0 | -7130 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85608.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 310000 | 0 | -4030 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.233 | -4030 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90327.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | IM-West-Southwest | 310000 | 0 | 11470 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.27 | -0.233 | 11470 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.27 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N99740.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Southwest | 155000 | 0 | -3565 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N99753.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | IM-West-Southwest | 155000 | 0 | -3565 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19539 | 16WF | 16WFB | N87148.B | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 300000 | 0 | -2850 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | -2850 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90359.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | -22397.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7475 | 2.603 | -22397.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7475 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 500000 | 0 | -68500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -68500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90664.4 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 500000 | 0 | -73500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.603 | -73500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N97904.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 465000 | 0 | -5580 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | -5580 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | -1472.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | -1472.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2266.2 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 930000 | 0 | 12090 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | 12090 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3386.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 310000 | 0 | 17980 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3387.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 620000 | 0 | 35960 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 35960 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3407.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 310000 | 0 | 16430 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 16430 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA4871.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | 15577.5 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.5025 | 2.603 | 15577.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5025 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA4998.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | 11702.5 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.5275 | 2.603 | 11702.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5275 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA5996.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | 11702.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5275 | 2.603 | 11702.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5275 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6042.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | 12865 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 12865 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | 12865 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 12865 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6049.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 310000 | 0 | 24955 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5225 | 2.603 | 24955 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5225 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6076.1 | N/A | NG | NX1 |  | B |  | IM-West-Southwest | 155000 | 0 | 12865 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 12865 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19579 | 16WF | 16WFB | NA9684.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | IM-West-Southwest | 310000 | 0 | 42997 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.8287 | 42997 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | PAO | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | CENTRAL | MAROMCNLBK.Detail
19578 | 16WF | 16WFB | NB1082.1 | N/A | NG | GDP-WAHA | IF-WAHA-TX | B |  | IM-West-Southwest | 150000 | 0 | 14355 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.7257 | 14355 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | MARTIN | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | TEXAS | MAROMTXBK.Detail
19578 | 16WF | 16WFB | NB1116.1 | N/A | NG | GDP-WAHA | IF-WAHA-TX | B |  | IM-West-Southwest | 150000 | 0 | 15855 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.7257 | 15855 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | MARTIN | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | TEXAS | MAROMTXBK.Detail
19578 | 16WF | 16WFB | NB1243.1 | N/A | NG | GDP-WAHA | IF-WAHA-TX | B |  | IM-West-Southwest | 145000 | 0 | 12847 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.7286 | 12847 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | MARTIN | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | TEXAS | MAROMTXBK.Detail
19578 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-WAHA | IF-WAHA-TX | B |  | IM-West-Southwest | 145000 | 0 | 8497 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.7286 | 8497 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | MARTIN | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | TEXAS | MAROMTXBK.Detail
19595 | 16WF | 16WFB | NA9015.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | IM-West-Southwest | 310000 | 0 | 36115 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.7815 | 36115 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | KEAVEY | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19595 | 16WF | 16WFB | NA9680.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | IM-West-Southwest | 310000 | 0 | 36115 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.7815 | 36115 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | KEAVEY | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19595 | 16WF | 16WFB | NB0994.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | IM-West-Southwest | 300000 | 0 | 25650 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.7855 | 25650 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | KEAVEY | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19595 | 16WF | 16WFB | NB9981.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | IM-West-Southwest | 90000 | 0 | 1098 | 2000-03-13 00:00:00 | ECT | F | 5BDAP | 2.8 | 2.8122 | 1098 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8 | KEAVEY | GDSWAP | C | 2000-03-14 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19580 | 16WF | 16WFS | N99343.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -310000 | 0 | 4805 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2175 | -0.233 | 4805 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2175 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N99954.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -1085000 | 0 | 14105 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.233 | 14105 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA0862.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -155000 | 0 | 4727.5 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2025 | -0.233 | 4727.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2025 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA0988.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -155000 | 0 | 4340 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | 4340 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1458.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -155000 | 0 | 3177.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2125 | -0.233 | 3177.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2125 | GRISBY | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB1820.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Southwest | -145000 | 0 | -4828.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.6283 | -4828.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB3564.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Southwest | -140000 | 0 | -10556 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8504 | -10556 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB3568.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Southwest | -140000 | 0 | -8456 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8504 | -8456 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB3569.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Southwest | -140000 | 0 | -8456 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8504 | -8456 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB3589.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Southwest | -140000 | 0 | -10444 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.6746 | -10444 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB7072.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Southwest | -110000 | 0 | -7227 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.6857 | -7227 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | GRISBY | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC0997.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | S |  | IM-West-Southwest | -85000 | 0 | -3026 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.95 | 2.9856 | -3026 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.95 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | S |  | IM-West-Southwest | -85000 | 0 | -2813.5 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.9525 | 2.9856 | -2813.5 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9525 | GRISBY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC2089.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Southwest | -80000 | 0 | -2928 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.8375 | 2.8741 | -2928 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8375 | GRISBY | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC7993.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | IM-West-Southwest | -40000 | 0 | -2476 | 2000-03-22 00:00:00 | ECT | F | 5BDAP | 2.88 | 2.9419 | -2476 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.88 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC8701.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | IM-West-Southwest | -40000 | 0 | -2152 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.6738 | -2152 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NC8702.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | IM-West-Southwest | -40000 | 0 | -3124 | 2000-03-23 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.7281 | -3124 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | GRISBY | GDSWAP | C | 2000-03-24 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFS | N83038.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -465000 | 0 | -3255 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.02 | -0.013 | -3255 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.02 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N83867.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -310000 | 0 | 2480 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.005 | -0.013 | 2480 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.005 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -155000 | 0 | -2635 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.013 | -2635 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N84220.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -155000 | 0 | 1240 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.005 | -0.013 | 1240 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.005 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N84574.4 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -310000 | 0 | 7130 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | 7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90327.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | IM-West-Southwest | -310000 | 0 | -11470 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.05 | -0.013 | -11470 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.05 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91685.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | IM-West-Southwest | -310000 | 0 | 4030 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.193 | 4030 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -155000 | 0 | 2015 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.233 | 2015 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N99753.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | IM-West-Southwest | -155000 | 0 | 2015 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.233 | 2015 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | WEST | MARFTWEBK.Detail
19539 | 16WF | 16WFS | N87148.3 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -300000 | 0 | -8400 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -8400 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -500000 | 0 | -11500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -11500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.P | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -500000 | 0 | -24000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N89674.8 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -500000 | 0 | 44750 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.6925 | 2.603 | 44750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90131.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | 20072.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7325 | 2.603 | 20072.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7325 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90140.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | 20072.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7325 | 2.603 | 20072.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7325 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90219.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | 18135 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.603 | 18135 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90246.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | 18522.5 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7225 | 2.603 | 18522.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7225 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N92381.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -620000 | 0 | 13640 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.603 | 13640 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95954.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -620000 | 0 | -42160 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -42160 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98009.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -3565 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -3565 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98013.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -2790 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98017.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -3565 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -3565 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98319.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | 310 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 310 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0154.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -310000 | 0 | 14570 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 14570 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0441.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -620000 | 0 | 19840 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | 19840 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA3614.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -13640 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | -13640 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA3677.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -14027.5 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5125 | 2.603 | -14027.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA3697.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -310000 | 0 | -30380 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | -30380 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA3772.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -14415 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | -14415 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -16352.5 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.4975 | 2.603 | -16352.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4975 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA4181.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -13252.5 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5175 | 2.603 | -13252.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5175 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA4191.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -14027.5 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.5125 | 2.603 | -14027.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5125 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7320.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -2015 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -2015 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7363.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -465 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -465 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7380.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -852.5 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.603 | -852.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7387.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -852.5 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5975 | 2.603 | -852.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5975 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7395.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -2790 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -2790 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7408.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -155000 | 0 | -2015 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -2015 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA7565.1 | N/A | NG | NX1 |  | S |  | IM-West-Southwest | -310000 | 0 | -2480 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -2480 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | DESK | MARPGBK.Detail
19579 | 16WF | 16WFS | NA8410.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | IM-West-Southwest | -310000 | 0 | -60047 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.8287 | -60047 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | PAO | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | CENTRAL | MAROMCNLBK.Detail
19578 | 16WF | 16WFS | NA6784.2 | N/A | NG | GDP-WAHA | IF-WAHA-TX | S |  | IM-West-Southwest | -310000 | 0 | -72230 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.4875 | 2.7205 | -72230 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4875 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | TEXAS | MAROMTXBK.Detail
19578 | 16WF | 16WFS | NA9120.1 | N/A | NG | GDP-WAHA | IF-WAHA-TX | S |  | IM-West-Southwest | -310000 | 0 | -69905 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.495 | 2.7205 | -69905 | E | G | TEXAS | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.495 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | TEXAS | MAROMTXBK.Detail
19595 | 16WF | 16WFS | NA8380.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | IM-West-Southwest | -620000 | 0 | -140430 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.7815 | -140430 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | KEAVEY | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NB0033.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | IM-West-Southwest | -300000 | 0 | -15150 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.735 | 2.7855 | -15150 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.735 | KEAVEY | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NC0850.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | IM-West-Southwest | -85000 | 0 | 2941 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.8475 | 2.8129 | 2941 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8475 | KEAVEY | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST-SW | EAST | MARP!BK.Detail
19556 | 16WF | 16WFB | N52274.2 | N/A | NG | NX1 | NGI-MALIN | B |  | Intra-Month Trading West | 155000 | 0 | -15190 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.055 | -0.153 | -15190 | P | & | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.055 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | marp&bk.[NAME]
19580 | 16WF | 16WFB | N80093.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -16430 | 2000-01-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.233 | -16430 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFB | EX6897.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 620000 | 0 | -11160 | 1999-06-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.193 | -11160 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EX7605.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -3177.5 | 1999-06-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1725 | -0.193 | -3177.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1725 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EX7754.3 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 465000 | 0 | -10695 | 1999-06-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -10695 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EX8492.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -2790 | 1999-06-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.193 | -2790 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EY0135.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -930 | 1999-06-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.24 | -0.243 | -930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.24 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EY0138.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -930 | 1999-06-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.24 | -0.243 | -930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.24 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EY0157.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -1240 | 1999-06-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.235 | -0.243 | -1240 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.235 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EY1794.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -7905 | 1999-06-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1675 | -0.193 | -7905 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1675 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | EY7588.2 | N/A | NG | NX1 | IF-QUESTAR | B |  | Intra-Month Trading West | 108500 | 0 | 7269.5 | 1999-07-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.37 | -0.303 | 7269.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.37 | N/A | BASIS SWAP | C | 1999-08-01 00:00:00 | 2000-07-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N00519.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 4960 | 1999-08-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.275 | -0.243 | 4960 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.275 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N03351.3 | N/A | NG | NX1 | IF-CIG/RKYMTN | B |  | Intra-Month Trading West | 77500 | 0 | 1705 | 1999-08-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.315 | -0.293 | 1705 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.315 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N03831.4 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -2790 | 1999-08-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.193 | -2790 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N03841.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -5580 | 1999-08-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.193 | -5580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N04629.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -4727.5 | 1999-08-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | -4727.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N04904.4 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -7905 | 1999-08-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1675 | -0.193 | -7905 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1675 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N05262.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 1999-08-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N06610.2 | N/A | NG | NX1 | IF-NGPL/MIDCON | B |  | Intra-Month Trading West | 139500 | 0 | -1813.5 | 1999-08-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.143 | -1813.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N06656.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 22785 | 1999-08-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.38 | -0.233 | 22785 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.38 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N06848.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 23560 | 1999-08-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.385 | -0.233 | 23560 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.385 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N07209.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 23560 | 1999-08-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.385 | -0.233 | 23560 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.385 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N07399.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 23560 | 1999-08-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.385 | -0.233 | 23560 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.385 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N09799.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 20770 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | 20770 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N09894.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 10385 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | 10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10059.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 620000 | 0 | 41540 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | 41540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10556.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | 30070 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.34 | -0.243 | 30070 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.34 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10606.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 16585 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.34 | -0.233 | 16585 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.34 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 18135 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.35 | -0.233 | 18135 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.35 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10615.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 17360 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.345 | -0.233 | 17360 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.345 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10621.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 15810 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.345 | -0.243 | 15810 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.345 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10626.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 16585 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.34 | -0.233 | 16585 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.34 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N10632.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 15810 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.345 | -0.243 | 15810 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.345 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N11185.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 12710 | 1999-08-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.095 | -0.013 | 12710 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.095 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N11187.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 12710 | 1999-08-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.095 | -0.013 | 12710 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.095 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N11697.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 23870 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.31 | -0.233 | 23870 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.31 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N11701.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 10385 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | 10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N12007.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 11160 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.085 | -0.013 | 11160 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.085 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N12008.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 11160 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.085 | -0.013 | 11160 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.085 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N12010.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 28520 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.325 | -0.233 | 28520 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.325 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N12224.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 9610 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | 9610 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N12981.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 11160 | 1999-09-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.085 | -0.013 | 11160 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.085 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N13811.4 | N/A | NG | NX1 | NGI-MALIN | B |  | Intra-Month Trading West | 310000 | 0 | -16430 | 1999-09-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1 | -0.153 | -16430 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N16026.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 8835 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.243 | 8835 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N16463.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 26970 | 1999-09-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.32 | -0.233 | 26970 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.32 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N17114.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | B |  | Intra-Month Trading West | 310000 | 0 | 17360 | 1999-09-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.38 | -0.324 | 17360 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.38 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N17760.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | B |  | Intra-Month Trading West | 620000 | 0 | 34720 | 1999-09-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.38 | -0.324 | 34720 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.38 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N26694.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -77.5 | 1999-10-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2325 | -0.233 | -77.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2325 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -5502.5 | 1999-10-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.193 | -5502.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N29034.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 620000 | 0 | -20460 | 1999-10-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | -20460 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N29749.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -16430 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | -16430 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N29774.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -8215 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | -8215 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N29780.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -8215 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | -8215 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31622.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -11005 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.193 | -11005 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31628.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -11780 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | -11780 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31635.3 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 620000 | 0 | -22010 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.193 | -22010 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31638.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -7130 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.243 | -7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31658.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -5890 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | -5890 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31666.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -11780 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | -11780 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31675.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -5890 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | -5890 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31677.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N31688.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -5580 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | -5580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -2790 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | -2790 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N32827.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -5502.5 | 1999-10-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.193 | -5502.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -5502.5 | 1999-10-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.193 | -5502.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N33810.2 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 310000 | 0 | -31930 | 1999-10-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.2 | 0.09700000000000002 | -31930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.2 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N34090.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -10230 | 1999-10-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | -10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N34103.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -10230 | 1999-10-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | -10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N34451.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 77500 | 0 | 2092.5 | 1999-10-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.233 | 2092.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N34902.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 620000 | 0 | -17360 | 1999-10-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.015 | -0.013 | -17360 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.015 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N34966.2 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 310000 | 0 | -31930 | 1999-10-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.2 | 0.09700000000000002 | -31930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.2 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N34980.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 1999-10-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.015 | -0.013 | -8680 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.015 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N35779.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36043.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -5580 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.193 | -5580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36229.1 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 232500 | 0 | -26272.5 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.21 | 0.09700000000000002 | -26272.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.21 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36350.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 1999-10-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.243 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36351.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 1999-10-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.243 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36352.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 1999-10-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.243 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36353.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 465000 | 0 | 3255 | 1999-10-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.24 | -0.233 | 3255 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.24 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N36465.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 775000 | 0 | -17825 | 1999-10-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.243 | -17825 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N38517.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.015 | -0.013 | -8680 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.015 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N38643.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -2790 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | -2790 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -5580 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | -5580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N39180.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -2015.02 | 1999-11-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -2015.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N39920.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 1860 | 1999-11-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.233 | 1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N40001.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -4030.03 | 1999-11-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -4030.03 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N40002.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -465 | 1999-11-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.01 | -0.013 | -465 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.01 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N40296.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -7130 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N40312.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 620000 | 0 | -14260 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -14260 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N40325.4 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -7130 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N40336.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -2480 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.185 | -0.193 | -2480 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.185 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N41020.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -4030 | 1999-11-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.193 | -4030 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N41024.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -2480 | 1999-11-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.185 | -0.193 | -2480 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.185 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N41920.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -930 | 1999-11-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.193 | -930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N42877.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | 2170 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.193 | 2170 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N42883.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | 1860 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.193 | 1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N42896.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | 1860 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.193 | 1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N42898.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | 5270 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.193 | 5270 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N43542.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 14570 | 1999-11-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.233 | 14570 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N43553.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | 2170 | 1999-11-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.193 | 2170 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N44262.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | 20770 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.31 | -0.243 | 20770 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.31 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N44267.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | 20770 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.31 | -0.243 | 20770 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.31 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N44271.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 10385 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.31 | -0.243 | 10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.31 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N45769.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 8060 | 1999-11-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.243 | 8060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N46124.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | 8060 | 1999-11-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.243 | 8060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N47076.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | B |  | Intra-Month Trading West | 310000 | 0 | 310 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.325 | -0.324 | 310 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.325 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N47149.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 620000 | 0 | -1860 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.24 | -0.243 | -1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.24 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N47698.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -6665 | 1999-11-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.243 | -6665 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N47875.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -6665 | 1999-11-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.243 | -6665 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N48105.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -5890 | 1999-11-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.243 | -5890 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N51812.2 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 310000 | 0 | -25730 | 1999-12-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.18 | 0.09700000000000002 | -25730 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N52249.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 1240000 | 0 | -34720 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.193 | -34720 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N52268.2 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 155000 | 0 | -9765 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.16 | 0.09700000000000002 | -9765 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N52311.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -7130 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.193 | -7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N52322.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 155000 | 0 | -3038 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1734 | -0.193 | -3038 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1734 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N56611.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -12090 | 1999-12-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N56619.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -24180 | 1999-12-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -24180 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N56624.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -13252.5 | 1999-12-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1475 | -0.233 | -13252.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1475 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N56652.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -13252.5 | 1999-12-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1475 | -0.233 | -13252.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1475 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N56705.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -12090 | 1999-12-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N57018.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -14415 | 1999-12-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.233 | -14415 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N57379.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -27280 | 1999-12-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.243 | -27280 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N57416.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -11315 | 1999-12-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.233 | -11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N57422.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -11315 | 1999-12-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.233 | -11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N57452.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -11702.5 | 1999-12-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.233 | -11702.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N58116.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -10540 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.243 | -10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N58119.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -18755 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0475 | -0.013 | -18755 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0475 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -11315 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.233 | -11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -26505 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.243 | -26505 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N59916.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -24180 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -24180 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N59921.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -12090 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N59925.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -10927.5 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.233 | -10927.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N59930.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -10540 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.233 | -10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N60309.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -11315 | 1999-12-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.243 | -11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -14105 | 1999-12-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1875 | -0.233 | -14105 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1875 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N63067.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -7440 | 1999-12-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.185 | -0.233 | -7440 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.185 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N63691.3 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -8215 | 1999-12-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.233 | -8215 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N63691.4 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -8990 | 1999-12-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.233 | -8990 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N65943.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -30380 | 1999-12-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.233 | -30380 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N69913.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -18677.5 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1125 | -0.233 | -18677.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1125 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N69940.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -36580 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.115 | -0.233 | -36580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.115 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N76273.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -28830 | 2000-01-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.233 | -28830 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N76961.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -24955 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1525 | -0.233 | -24955 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1525 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N76985.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 620000 | 0 | -39060 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.193 | -39060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N76996.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -24180 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -24180 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N77013.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -12090 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N77055.4 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -27280 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.145 | -0.233 | -27280 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.145 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N77198.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -18755 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.193 | -18755 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N77425.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -24955 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1525 | -0.233 | -24955 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1525 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N77431.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -24180 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | -24180 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N77431.3 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -26102 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1588 | -0.243 | -26102 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1588 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N79430.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -21080 | 2000-01-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.243 | -21080 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N81481.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -2015.02 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -2015.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N81487.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -2015.02 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -2015.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -8215 | 2000-01-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.233 | -8215 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N83011.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 620000 | 0 | -23560 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.243 | -23560 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19536 | 16WF | 16WFB | N07274.3 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading West | 620000 | 0 | -31000 | 1999-08-23 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.05 | -31000 | G | N | WEST | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARGNBK.Detail
19536 | 16WF | 16WFB | N28405.3 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 0 | 155000 | 0 | 1999-10-12 00:00:00 | ECT | F | 5BDAP | 3.65 | 2.603 | 0 | G | N | WEST | 1e-07 | -0.233 | 0 | G | N | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.6500001 | N/A | CAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARGNBK.Detail
19539 | 16WF | 16WFB | N09632.I | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | -219750 | 1999-08-26 00:00:00 | ECT | F | 5BDAP | 3.0425 | 2.603 | -219750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.0425 | N/A | SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N12850.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | -93500 | 1999-09-02 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.603 | -93500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19644 | 16WF | 16WFB | N72817.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 387500 | 0 | -43787.5 | 2000-01-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.243 | -43787.5 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MARFTCEBK.Detail
19556 | 16WF | 16WFS | N50736.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 10540 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.055 | -0.013 | 10540 | P | & | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.055 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P& | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | marp&bk.[NAME]
19580 | 16WF | 16WFS | N68407.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 14415 | 1999-12-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.233 | 14415 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFS | E42130.A | ELPASO/SJ | NG | NX3 |  | S |  | Intra-Month Trading West | -23250 | 0 | 2308.73 | 1996-05-24 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.5607 | 2308.73 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | FORWARD | C | 1999-12-01 00:00:00 | 2002-07-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EX6894.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -372000 | 0 | -10974 | 1999-06-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2625 | -0.233 | -10974 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EX7603.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -4185 | 1999-06-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.233 | -4185 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EX7754.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -465000 | 0 | -10230 | 1999-06-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.255 | -0.233 | -10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.255 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EX8527.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -4960 | 1999-06-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.265 | -0.233 | -4960 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.265 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EY0134.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -5270 | 1999-06-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -5270 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EY0136.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -5270 | 1999-06-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -5270 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EY0156.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -2247.5 | 1999-06-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -2247.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | EY1793.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -6045 | 1999-06-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2525 | -0.233 | -6045 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2525 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N00521.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -8060 | 1999-08-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.233 | -8060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N03831.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -10385 | 1999-08-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | -10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -10385 | 1999-08-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | -10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N03835.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -10385 | 1999-08-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | -10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N04629.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -7285 | 1999-08-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.233 | -7285 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N04904.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -16895 | 1999-08-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2875 | -0.233 | -16895 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2875 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N05266.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -9610 | 1999-08-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | -9610 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N06610.1 | N/A | NG | NX1 | IF-CIG/RKYMTN | S |  | Intra-Month Trading West | -139500 | 0 | -7951.5 | 1999-08-20 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.35 | -0.293 | -7951.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.35 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N11698.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 5115 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | 5115 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N11699.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 10230 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | 10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N11700.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -8835 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.243 | -8835 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N11825.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -465000 | 0 | -19530 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.243 | -19530 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N12223.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -8060 | 1999-09-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.243 | -8060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N13811.3 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -23870 | 1999-09-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.09 | -0.013 | -23870 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.09 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15458.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -12710 | 1999-09-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.325 | -0.243 | -12710 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.325 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15465.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -12710 | 1999-09-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.325 | -0.243 | -12710 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.325 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-01 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15468.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -12710 | 1999-09-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.325 | -0.243 | -12710 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.325 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15581.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | S |  | Intra-Month Trading West | -310000 | 0 | -20460 | 1999-09-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.39 | -0.324 | -20460 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.39 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15820.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | S |  | Intra-Month Trading West | -310000 | 0 | -15810 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.375 | -0.324 | -15810 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.375 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15848.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15853.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15856.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15858.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15860.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 8680 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.193 | 8680 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15863.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 3952.5 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1675 | -0.193 | 3952.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1675 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15950.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | S |  | Intra-Month Trading West | -310000 | 0 | -15810 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.375 | -0.324 | -15810 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.375 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N15990.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -11935 | 1999-09-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.31 | -0.233 | -11935 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.31 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N16890.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -9610 | 1999-09-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | -9610 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N16948.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -62000 | 0 | -3844 | 1999-09-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | -3844 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N16960.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -13020 | 1999-09-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.243 | -13020 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N20917.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -5735 | 1999-09-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.243 | -5735 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N28946.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -3410 | 1999-10-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.255 | -0.233 | -3410 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.255 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N29034.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -620000 | 0 | -13640 | 1999-10-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.255 | -0.233 | -13640 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.255 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N29749.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 2480 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.225 | -0.233 | 2480 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.225 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N29768.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 2480 | 1999-10-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.225 | -0.233 | 2480 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.225 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31620.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -4495 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -4495 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31624.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -4495 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -4495 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31633.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -620000 | 0 | -10540 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31638.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -6045 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2525 | -0.233 | -6045 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2525 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31662.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -2247.5 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -2247.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31664.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -3720 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.233 | -3720 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31670.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -1860 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.233 | -1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31680.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -1860 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.233 | -1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N31685.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -5270 | 1999-10-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -5270 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N32829.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -2247.5 | 1999-10-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -2247.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N32834.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -2247.5 | 1999-10-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -2247.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N33938.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -77500 | 0 | -2673.75 | 1999-10-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2675 | -0.233 | -2673.75 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2675 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N34084.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -2945 | 1999-10-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2425 | -0.233 | -2945 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2425 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N34103.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -2945 | 1999-10-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2425 | -0.233 | -2945 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2425 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N34417.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 65100 | 1999-10-25 00:00:00 | ECT | F | 5BDAP | 3.02 | 2.603 | 64635 | G | G | WEST | -0.24 | -0.243 | 465 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N34970.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 10230 | 1999-10-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.02 | -0.013 | 10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.02 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N35771.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -3022.5 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2525 | -0.233 | -3022.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2525 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N36032.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -4185 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.233 | -4185 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N36039.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -4185 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.233 | -4185 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N36227.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -37200 | 0 | 16368 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 3.01 | 2.603 | 15140.4 | G | G | WEST | 0.02 | -0.013 | 1227.6 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.03 | N/A | SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N36229.2 | N/A | NG | NX1 | NGI-MALIN | S |  | Intra-Month Trading West | -232500 | 0 | 35572.52 | 1999-10-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.153 | 35572.52 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -465000 | 0 | 10695 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | 10695 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 3565 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | 3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N38521.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 7130 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | 7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N38526.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 5580 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.215 | -0.233 | 5580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.215 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N38536.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -620000 | 0 | 14260 | 1999-11-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | 14260 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N39603.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -2635 | 1999-11-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -2635 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N40302.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -620 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.235 | -0.233 | -620 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.235 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N40312.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -620000 | 0 | 310 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2325 | -0.233 | 310 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2325 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N40325.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 155 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2325 | -0.233 | 155 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2325 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N40335.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -4495 | 1999-11-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | -4495 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N41020.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -2945 | 1999-11-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2425 | -0.233 | -2945 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2425 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N41024.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -5270 | 1999-11-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -5270 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N41920.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -7595 | 1999-11-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2575 | -0.233 | -7595 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2575 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N42877.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -13020 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.275 | -0.233 | -13020 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.275 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N42883.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -8060 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.233 | -8060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N42896.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -8060 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.233 | -8060 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N42899.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -19220 | 1999-11-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | -19220 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N43553.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -13795 | 1999-11-12 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2775 | -0.233 | -13795 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2775 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N44267.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -20770 | 1999-11-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | -20770 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N44948.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -17670 | 1999-11-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.243 | -17670 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N44953.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -8835 | 1999-11-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.243 | -8835 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N45452.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -17670 | 1999-11-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.243 | -17670 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N46910.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -1472.5 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2525 | -0.243 | -1472.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2525 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N46921.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -1860 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.255 | -0.243 | -1860 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.255 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N46926.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -1085 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.243 | -1085 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N46934.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -1085 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.243 | -1085 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N46947.2 | N/A | NG | NX1 | CGPR-AECO/BASIS | S |  | Intra-Month Trading West | -310000 | 0 | 4340 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.31 | -0.324 | 4340 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.31 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N46956.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -2635 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.243 | -2635 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 16430 | 1999-11-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | 16430 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N49541.3 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -310000 | 0 | 775 | 1999-11-24 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | 775 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-01-01 00:00:00 | 2000-12-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50656.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 11005 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1975 | -0.233 | 11005 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1975 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50665.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 5502.5 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1975 | -0.233 | 5502.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1975 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50670.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 10230 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | 10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50674.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 10230 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | 10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50678.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 10230 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | 10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50711.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 10230 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | 10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50714.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 10540 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.055 | -0.013 | 10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.055 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50717.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -465000 | 0 | 33945 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.06 | -0.013 | 33945 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50727.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 11315 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.06 | -0.013 | 11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N50730.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 21080 | 1999-11-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.055 | -0.013 | 21080 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.055 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52249.4 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -1240000 | 0 | 40920 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | 40920 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52277.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -310 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.015 | -0.013 | -310 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.015 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52305.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 7130 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | 7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52318.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 3177.5 | 1999-12-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2125 | -0.233 | 3177.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2125 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52928.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 16430 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | 16430 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52931.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 13330 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.233 | 13330 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52956.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 9765 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.243 | 9765 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52957.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -930000 | 0 | 58590 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.243 | 58590 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52960.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 19530 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.243 | 19530 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52964.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 16430 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.233 | 16430 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52967.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 8215 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.233 | 8215 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N52976.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 5890 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.025 | -0.013 | 5890 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.025 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53128.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 13330 | 1999-12-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.03 | -0.013 | 13330 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.03 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53572.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 12865 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.243 | 12865 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 11315 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.06 | -0.013 | 11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53580.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 12090 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | 12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53615.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 37355 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1125 | -0.233 | 37355 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1125 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53618.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 19530 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.05 | -0.013 | 19530 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.05 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53620.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 12090 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.233 | 12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N53625.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 22630 | 1999-12-06 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.233 | 22630 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N57975.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 10540 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.233 | 10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N57986.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 10540 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.233 | 10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N57991.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 11315 | 1999-12-14 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.243 | 11315 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N58950.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 13640 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.243 | 13640 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N58953.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 12865 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.243 | 12865 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N59119.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 31930 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.243 | 31930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 13640 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.243 | 13640 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N59390.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 17902.5 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.243 | 17902.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N59400.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 16352.5 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1275 | -0.233 | 16352.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1275 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N59440.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 15190 | 1999-12-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.233 | 15190 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N63691.1 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 16430 | 1999-12-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.193 | 16430 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N63691.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 7827.5 | 1999-12-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.193 | 7827.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N64551.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 9377.5 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.193 | 9377.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N64598.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 12090 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.243 | 12090 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N64607.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 8602.5 | 1999-12-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1375 | -0.193 | 8602.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1375 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N67382.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 25730 | 1999-12-29 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.15 | -0.233 | 25730 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.15 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N67981.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 27280 | 1999-12-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.145 | -0.233 | 27280 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.145 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N68045.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 14027.5 | 1999-12-30 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1425 | -0.233 | 14027.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1425 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N69905.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 13640 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.105 | -0.193 | 13640 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.105 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N69938.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 28830 | 2000-01-05 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1 | -0.193 | 28830 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N75718.8 | N/A | NG | NX1 | IF-QUESTAR | S |  | Intra-Month Trading West | -100000 | 0 | 3300 | 2000-01-13 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.27 | -0.303 | 3300 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.27 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-07-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N76951.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 9765 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.193 | 9765 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N77000.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 18755 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1325 | -0.193 | 18755 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1325 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N77007.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 9765 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.193 | 9765 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N77055.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 22630 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.12 | -0.193 | 22630 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.12 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N77431.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 17980 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.135 | -0.193 | 17980 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.135 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N78148.1 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 19530 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.193 | 19530 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N78225.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -15500 | 0 | -2015 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.415 | 2.603 | -2914 | G | G | WEST | -0.175 | -0.233 | 899 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.24 | N/A | SWAP | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N78225.3 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -15500 | 0 | 155 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | 155 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-02-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19536 | 16WF | 16WFS | N07274.4 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -620000 | 0 | 18600 | 1999-08-23 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.03 | 18600 | G | N | WEST | 0 | N/A | ANNUITY | C | 1999-11-01 00:00:00 | 2000-10-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | GN | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARGNBK.Detail
19555 | 16WF | 16WFS | EW1919.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -38625.98 | 1999-04-20 00:00:00 | ECT | F | 5BDAP | 2.590000100000001 | 2.8392 | -38625.98 | E | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.590000100000001 | N/A | GDSWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MAROMBK.Detail
19644 | 16WF | 16WFS | N63494.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -465000 | 0 | 24645 | 1999-12-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | 24645 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MARFTCEBK.Detail
19644 | 16WF | 16WFS | N63499.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 16430 | 1999-12-21 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.19 | -0.243 | 16430 | G | G | CENTRAL | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.19 | N/A | BASIS SWAP | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MARFTCEBK.Detail
19652 | 16WF | 16WPB | N12991.2 | NWPL/RKYMT | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 62000 | 0 | -4340 | 1999-09-03 00:00:00 | ECT | P | 25NM | 2.74 | 2.603 | -8494 | G | G | WEST | -0.31 | -0.243 | 4154 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.43 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | N12991.4 | NWPL/RKYMT | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 31000 | 0 | -2790 | 1999-09-03 00:00:00 | ECT | P | 25NM | 2.76 | 2.603 | -4867 | G | G | WEST | -0.31 | -0.243 | 2077 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.45 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | N34420.2 | OPAL | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -69750 | 1999-10-25 00:00:00 | ECT | P | 25NM | 3.02 | 2.603 | -64635 | G | G | WEST | -0.21 | -0.243 | -5115 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.81 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | N34986.2 | PG&E/CGATE | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 37200 | 0 | -19716 | 1999-10-26 00:00:00 | ECT | P | 25NM | 3.01 | 2.603 | -15140.4 | G | G | WEST | 0.22 | 0.09700000000000002 | -4575.6 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.23 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | N36226.4 | MALIN | NG | NX1 | NGI-MALIN | B |  | Intra-Month Trading West | 232500 | 0 | -35572.52 | 1999-10-27 00:00:00 | ECT | P | 25NM | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.153 | -35572.52 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
751105 | 16WF | 16WPB | N07117.3 |  |  | IF-CIG/ROCKPORT |  | B |  | Intra-Month Trading West | 139500 |  | -12555 |  | 413 | P |  | 0.21 | 0.12 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST |  | MAR_IGW5.Detail_Index
751105 | 16WF | 16WPB | N07119.3 |  |  | IF-CIG/WINDRVR |  | B |  | Intra-Month Trading West | 155000 |  | 6975 |  | 413 | P |  | -0.175 | -0.13 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGW5.Detail_Index
751105 | 16WF | 16WPB | N07120.5 |  |  | IF-PAN/TX/OK |  | B |  | Intra-Month Trading West | 151621 |  | -6064.84 |  | 413 | P |  | 0.0425 | 0.0025 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | C | MAR_IGW5.Detail_Index
751105 | 16WF | 16WPB | N16462.3 |  |  | IF-CIG/WIC |  | B |  | Intra-Month Trading West | 155000 |  | 1550 |  | 413 | P |  | 0.04 | 0.05 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGW5.Detail_Index
751057 | 16WF | 16WPB | EU8480.4 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 270227 |  | -7836.583000000001 |  | 413 | P |  | 0.029 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | EU8529.4 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 742450 |  | -21531.05 |  | 413 | P |  | 0.029 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | EX2219.4 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 155000 |  | 775 |  | 413 | P |  | 0.02 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | EY5502.2 |  |  | IF-CIG/WINDRVR |  | B |  | Intra-Month Trading West | 155000 |  | -6975 |  | 413 | P |  | -0.085 | -0.13 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | EZ4489.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 155000 |  | -1937.5 |  | 413 | P |  | 0.0325 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | EZ8347.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 155000 |  | -1162.5 |  | 413 | P |  | 0.0325 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | EZ8373.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 155000 |  | -1162.5 |  | 413 | P |  | 0.0325 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N00618.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 310000 |  | -9300 |  | 413 | P |  | 0.05 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N02307.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 310000 |  | -1550 |  | 413 | P |  | 0.03 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N02547.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 155000 |  | -1550 |  | 413 | P |  | 0.03 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N02551.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 310000 |  | -1550 |  | 413 | P |  | 0.03 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N03101.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 310000 |  | 3100 |  | 413 | P |  | 0.015 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N04261.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 310000 |  | -1550 |  | 413 | P |  | 0.03 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N04635.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 155000 |  | -1550 |  | 413 | P |  | 0.03 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N04764.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 37200 |  | -372 |  | 413 | P |  | 0.03 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N04780.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 155000 |  | -387.5 |  | 413 | P |  | 0.0275 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N07133.2 |  |  | IF-QUESTAR |  | B |  | Intra-Month Trading West | 310000 |  | -1550 |  | 413 | P |  | 0.03 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N08346.4 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 25000.012 |  | -0.0025 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N11189.3 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 155000 |  | -387.5 |  | 413 | P |  | 0.0275 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N12991.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 62000 |  | 310 |  | 413 | P |  | 0.02 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N25094.2 |  |  | IF-NTHWST/CANBR |  | B |  | Intra-Month Trading West | 310000 |  | -2325 |  | 413 | P |  | 0.0125 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N29913.2 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 62000 |  | -930 |  | 413 | P |  | 0.015 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N34378.2 |  |  | NGI-PGE/CG |  | B |  | Intra-Month Trading West | 620000 |  | -1550 |  | 413 | P |  | -0.02 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N34420.2 |  |  | IF-NWPL_ROCKY_M |  | B |  | Intra-Month Trading West | 155000 |  | 3874.9845 |  | 413 | P |  | 1e-07 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N34986.2 |  |  | NGI-PGE/CG |  | B |  | Intra-Month Trading West | 37200 |  | -837.0037 |  | 413 | P |  | 1e-07 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N37677.2 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 6200 |  | -46.50060000000001 |  | 413 | P |  | 1e-07 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N37677.4 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 11625 |  | -87.18870000000001 |  | 413 | P |  | 1e-07 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N37677.6 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 9300 |  | -69.7509 |  | 413 | P |  | 1e-07 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N45952.2 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 155000 |  | -387.5 |  | 413 | P |  | -0.005 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N47714.2 |  |  | IF-ELPO/PERMIAN |  | B |  | Intra-Month Trading West | 620000 |  | 3099.938 |  | 413 | P |  | 1e-07 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N49541.2 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 310000 |  | -3875 |  | 413 | P |  | 0.0125 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N49739.2 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 155000 |  | -775 |  | 413 | P |  | 0.005 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N67605.2 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 217000 |  | 3797.5 |  | 413 | P |  | -0.025 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N72588.2 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 155000 |  | 387.5 |  | 413 | P |  | -0.01 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N79139.2 |  |  | NGI-PGE/TOPOCK |  | B |  | Intra-Month Trading West | 155000 |  | 1550 |  | 413 | P |  | -0.02 | -0.01 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST |  | MAR_IGWE.Detail_Index
19652 | 16WF | 16WPS | EV9437.6 | PG&E/CGATE | NG | NX3 | NGI-PGE/CG | S |  | Intra-Month Trading West | -12000 | 0 | 548.4 | 1999-04-13 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.185 | 0.1393 | 548.4 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.185 | N/A | FORWARD | C | 1999-12-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N13185.2 | OPAL | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -93000 | 0 | 6510 | 1999-09-03 00:00:00 | ECT | P | 25NM | 2.75 | 2.603 | 13671 | G | G | WEST | -0.32 | -0.243 | -7161 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.43 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N36226.2 | PG&E/CGATE | NG | NX1 | NGI-PGE/CG | S |  | Intra-Month Trading West | -232500 | 0 | 26272.5 | 1999-10-27 00:00:00 | ECT | P | 25NM | 0 | 0 | 0 |  |  |  | 0.21 | 0.09700000000000002 | 26272.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.21 | N/A | FORWARD | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N58165.2 | OPAL | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 12400 | 1999-12-14 00:00:00 | ECT | P | 25NM | 2.58 | 2.603 | -7130 | G | G | WEST | -0.18 | -0.243 | 19530 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4 | N/A | FORWARD | C | 2000-01-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
751105 | 16WF | 16WPS | EY5502.3 |  |  | IF-CIG/WINDRVR |  | S |  | Intra-Month Trading West | -155000 |  | 6975 |  | 413 | P |  | -0.085 | -0.13 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGW5.Detail_Index
751105 | 16WF | 16WPS | N07133.3 |  |  | IF-QUESTAR |  | S |  | Intra-Month Trading West | -310000 |  | 1550 |  | 413 | P |  | 0.03 | 0.025 |  |  | 5 | W |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | W5I | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGW5.Detail_Index
751057 | 16WF | 16WPS | EY5363.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -620000 |  | 1550 |  | 413 | P |  | 0.0025 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EY6859.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -310000 |  | 2325 |  | 413 | P |  | 0.0125 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EY7571.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -310000 |  | 2325 |  | 413 | P |  | 0.0075 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EZ0689.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -310000 |  | 4650 |  | 413 | P |  | 0.02 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N00195.2 |  |  | NGI-MALIN |  | S |  | Intra-Month Trading West | -310000 |  | 4650 |  | 413 | P |  | 0.035 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N02293.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -620000 |  | 3100 |  | 413 | P |  | 0.005 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N07117.2 |  |  | IF-CIG/ROCKPORT |  | S |  | Intra-Month Trading West | -139500 |  | 12555 |  | 413 | P |  | 0.21 | 0.12 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST |  | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N07119.2 |  |  | IF-CIG/WINDRVR |  | S |  | Intra-Month Trading West | -155000 |  | -6975 |  | 413 | P |  | -0.175 | -0.13 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N07120.4 |  |  | IF-PAN/TX/OK |  | S |  | Intra-Month Trading West | -151621 |  | 6064.84 |  | 413 | P |  | 0.0425 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | C | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N07274.2 |  |  | NGI-SOCAL |  | S |  | Intra-Month Trading West | -620000 |  | 41850 |  | 413 | P |  | 0.06 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N08229.2 |  |  | IF-NWPL_ROCKY_M |  | S |  | Intra-Month Trading West | -155000 |  | -2325 |  | 413 | P |  | 0.01 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N13185.2 |  |  | IF-NWPL_ROCKY_M |  | S |  | Intra-Month Trading West | -93000 |  | -465 |  | 413 | P |  | 0.02 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N13328.3 |  |  | NGI-SOCAL |  | S |  | Intra-Month Trading West | -129518 |  | 971.398 |  | 413 | P |  | 1e-07 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N16462.2 |  |  | IF-CIG/WIC |  | S |  | Intra-Month Trading West | -155000 |  | -1550 |  | 413 | P |  | 0.04 | 0.05 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N28405.4 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -155000 |  | 0.0155 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | [NAME] |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -434000 |  | 0.0434 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N32630.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -15500 |  | 0.0016 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N32642.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -77500 |  | 0.007800000000000001 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N32642.4 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -5425 |  | 0.0005 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N32660.4 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -310000 |  | 0.031 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N36226.2 |  |  | NGI-PGE/CG |  | S |  | Intra-Month Trading West | -232500 |  | 5231.2733 |  | 413 | P |  | 1e-07 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N43437.4 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -62000 |  | 0.0062 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N45808.2 |  |  | IF-NWPL_ROCKY_M |  | S |  | Intra-Month Trading West | -310000 |  | -2325 |  | 413 | P |  | 0.0175 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N58165.2 |  |  | IF-NWPL_ROCKY_M |  | S |  | Intra-Month Trading West | -310000 |  | -7749.969 |  | 413 | P |  | 1e-07 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N65204.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -620000 |  | -3099.938 |  | 413 | P |  | 1e-07 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
19580 | 16WF | 16WFB | N76768.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -25730 | 2000-01-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.07 | -0.013 | -25730 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N90489.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 930000 | 0 | 43710 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.29 | -0.243 | 43710 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.29 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N98250.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 1860 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.245 | -0.233 | 1860 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.245 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N98254.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 1472.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2425 | -0.233 | 1472.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2425 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N98255.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 1085 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.24 | -0.233 | 1085 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.24 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N98258.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 2247.5 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2475 | -0.233 | 2247.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2475 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N98403.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 620000 | 0 | -8060.06 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -8060.06 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | N98403.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 930000 | 0 | 6510 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.243 | 6510 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA0002.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -1240 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.225 | -0.233 | -1240 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.225 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA1022.3 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -7905 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2075 | -0.233 | -7905 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA2119.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | -8680 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA2127.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | -8680 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA2233.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | -8680 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA2726.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -7130 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.243 | -7130 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA3899.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -9765 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.18 | -0.243 | -9765 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.18 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA4758.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -19530 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.193 | -19530 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA4761.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 310000 | 0 | -19530 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.13 | -0.193 | -19530 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.13 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA5163.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading West | 1085000 | 0 | 183365 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.7815 | 183365 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA5254.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 50000 | 0 | -3150 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.233 | -3150 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA5325.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -19530 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.233 | -19530 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA5946.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | B |  | Intra-Month Trading West | 310000 | 0 | 52390 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.7815 | 52390 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA6246.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | Intra-Month Trading West | 310000 | 0 | 84537 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.695 | 2.9677 | 84537 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA6249.2 | N/A | NG | GDP-MALIN-CTYGA | NGI-MALIN | B |  | Intra-Month Trading West | 310000 | 0 | 85963 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.4475 | 2.7248 | 85963 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4475 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA7516.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | 74152 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.8392 | 74152 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA8726.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | 66402 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.8392 | 66402 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA8732.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 34751 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.8392 | 34751 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA8905.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | 58652 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.8392 | 58652 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NA9516.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 30876 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.8392 | 30876 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 30101 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.8392 | 30101 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB0283.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 150000 | 0 | 23220 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.8448 | 23220 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB0971.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | 55552 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.8392 | 55552 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB1557.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 150000 | 0 | 17970 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.725 | 2.8448 | 17970 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.725 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB6073.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 115000 | 0 | 1173 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.8602 | 1173 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB7746.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 115000 | 0 | 5198 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8602 | 5198 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB7747.1 | N/A | NG | GDP-NWPL_ROCKYM | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 115000 | 0 | 3404 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.5696 | 3404 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB8606.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | B |  | Intra-Month Trading West | 105000 | 0 | 10479 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.6898 | 10479 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB8607.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 105000 | 0 | 9922.5 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8645 | 9922.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NB8608.1 | N/A | NG | GDP-NWPL_ROCKYM | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 105000 | 0 | 7602 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.5724 | 7602 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1303.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 68000 | 0 | 2040 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.64 | 2040 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1586.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | Intra-Month Trading West | 85000 | 0 | 2941 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.951 | 2.9856 | 2941 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.951 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1589.1 | N/A | NG | GDP-NWPL_ROCKYM | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 85000 | 0 | 671.5 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.5779 | 671.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1597.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 85000 | 0 | 2754 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8724 | 2754 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1598.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 85000 | 0 | 3179 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.835 | 2.8724 | 3179 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.835 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1599.1 | N/A | NG | GDP-MALIN-CTYGA | NGI-MALIN | B |  | Intra-Month Trading West | 85000 | 0 | 1428 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.7468 | 1428 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1602.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 85000 | 0 | 1700 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.64 | 1700 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1618.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 85000 | 0 | 2125 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.64 | 2125 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1695.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | Intra-Month Trading West | 85000 | 0 | 5151 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.925 | 2.9856 | 5151 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.925 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1706.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 85000 | 0 | 2975 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.64 | 2975 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1709.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | Intra-Month Trading West | 340000 | 0 | 20604 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.925 | 2.9856 | 20604 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.925 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1711.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 85000 | 0 | 3349 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.833 | 2.8724 | 3349 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.833 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1725.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 85000 | 0 | 2754 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8724 | 2754 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-15 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC1733.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 400000 | 0 | 13640 | 2000-03-14 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8741 | 13640 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC2703.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 160000 | 0 | 7056 | 2000-03-15 00:00:00 | ECT | F | 5BDAP | 2.83 | 2.8741 | 7056 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.83 | N/A | GDSWAP | C | 2000-03-16 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC3988.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 75000 | 0 | 1627.5 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.855 | 2.8767 | 1627.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.855 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC3989.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 75000 | 0 | 2940 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.8375 | 2.8767 | 2940 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.8375 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC3990.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | Intra-Month Trading West | 75000 | 0 | 5940 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.9125 | 2.9917 | 5940 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.9125 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC3991.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 75000 | 0 | 2377.5 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8767 | 2377.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC3992.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 75000 | 0 | -135 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.6425 | 2.6407 | -135 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6425 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | [NAME] | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | B |  | Intra-Month Trading West | 75000 | 0 | 1627.5 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.855 | 2.8767 | 1627.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.855 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | NC3994.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | B |  | Intra-Month Trading West | 75000 | 0 | 5002.5 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.925 | 2.9917 | 5002.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.925 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | ND1356.1 | N/A | NG | GDP-KERN/RIVER | IF-KERN/RIVER | B |  | Intra-Month Trading West | 100000 | 0 | 2000 | 2000-03-27 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.6 | 2000 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | GDSWAP | C | 2000-03-28 00:00:00 | 2000-03-28 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | ND1364.1 | N/A | NG | GDP-KERN/RIVER | IF-KERN/RIVER | B |  | Intra-Month Trading West | 40000 | 0 | 5600 | 2000-03-27 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.775 | 5600 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | GDSWAP | C | 2000-03-29 00:00:00 | 2000-03-29 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | ND1450.2 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 30000 | 0 | 3600 | 2000-03-27 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.805 | 3600 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.685 | N/A | GDSWAP | C | 2000-03-29 00:00:00 | 2000-03-29 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFB | ND1452.2 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | B |  | Intra-Month Trading West | 5000 | 0 | 575 | 2000-03-27 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.805 | 575 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | GDSWAP | C | 2000-03-29 00:00:00 | 2000-03-29 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19652 | 16WF | 16WFB | N10070.1 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 620000 | 0 | -37200.06 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.603 | -97340 | G | G | WEST | 1e-07 | 0.09700000000000002 | 60139.94 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.760000100000001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N43646.1 | N/A | NG | NX1 | NGI-PGE/CG | B |  | Intra-Month Trading West | 30000 | 0 | 900 | 1999-11-12 00:00:00 | ECT | F | 5BDAP | 2.655 | 2.603 | -1560 | G | G | WEST | 0.015 | 0.09700000000000002 | 2460 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N72944.6 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading West | 155000 | 0 | -3875 | 2000-01-10 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.025 | -3875 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N75718.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2980000 | 0 | 932740 | 2000-01-13 00:00:00 | ECT | F | 5BDAP | 2.29 | 2.603 | 932740 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.29 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N82731.2 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 620000 | 0 | 4340 | 2000-01-25 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.02 | -0.013 | 4340 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.02 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N84213.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N84257.4 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -4340 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | -4340 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N84524.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -3952.5 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2075 | -0.233 | -3952.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N84543.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -4727.5 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2025 | -0.233 | -4727.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N84547.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -4340 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | -4340 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85069.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -5580 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | -5580 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85164.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -4805 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0025 | -0.013 | -4805 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85171.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -10230 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.243 | -10230 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85178.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | -2015.02 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | -2015.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85181.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -3255 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0025 | -0.013 | -3255 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85190.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -4340 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.215 | -0.243 | -4340 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.215 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85195.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -3255 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0025 | -0.013 | -3255 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85273.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.205 | -0.233 | -8680 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.205 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85274.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -3952.5 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2075 | -0.233 | -3952.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85276.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85278.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | -8680 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.215 | -0.243 | -8680 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.215 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85280.1 | N/A | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 310000 | 0 | -1705 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.013 | -1705 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85383.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 620000 | 0 | -20460 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | -20460 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85385.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -5115 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | -5115 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85391.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -5115 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | -5115 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85413.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 620000 | 0 | -20460 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2 | -0.233 | -20460 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85421.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N85427.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | -3565 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N86860.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 1000000 | 0 | -23000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | -23000 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90300.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -266000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.736 | 2.603 | -266000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.736 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90347.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 14570 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.233 | 14570 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90350.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 1550000 | 0 | 72850 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.233 | 72850 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90350.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 4185 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.233 | 4185 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90367.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 16120 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.233 | 16120 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90374.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | 18445 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3025 | -0.243 | 18445 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3025 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90378.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 14570 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.233 | 14570 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N90383.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 15345 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2825 | -0.233 | 15345 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2825 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 620000 | 0 | 26040 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.275 | -0.233 | 26040 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N91662.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 310000 | 0 | 29295 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3375 | -0.243 | 29295 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3375 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N92154.1 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 1550000 | 0 | 84475 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2875 | -0.233 | 84475 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2875 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N93093.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 310000 | 0 | 19220 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | 19220 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N93107.2 | N/A | NG | NX1 | IF-ELPO/SJ | B |  | Intra-Month Trading West | 155000 | 0 | 10385 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.3 | -0.233 | 10385 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.3 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N94415.2 | N/A | NG | NX1 | IF-NTHWST/CANBR | B |  | Intra-Month Trading West | 155000 | 0 | 9610 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.355 | -0.293 | 9610 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.355 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N96698.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 24000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | 24000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | N96711.2 | N/A | NG | NX1 | IF-QUESTAR | B |  | Intra-Month Trading West | 77500 | 0 | 2867.5 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.34 | -0.303 | 2867.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.34 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | NA3826.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 73000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 73000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | NA5052.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -10540 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.175 | -0.243 | -10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.175 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFB | NA7949.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | B |  | Intra-Month Trading West | 155000 | 0 | -1550 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 465 | G | G | WEST | -0.23 | -0.243 | -2015 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.37 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19539 | 16WF | 16WFB | N09632.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | -151000 | 1999-08-26 00:00:00 | ECT | F | 5BDAP | 2.905 | 2.603 | -151000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.905 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N86056.H | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 55500 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.5475 | 2.603 | 55500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N87148.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -34000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -34000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N87148.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1700000 | 0 | -16150 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | -16150 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N87148.C | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -24000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | -24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N87148.D | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -19000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.6125 | 2.603 | -19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6125 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N89674.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 3000000 | 0 | -291000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -291000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N89674.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -142000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.674 | 2.603 | -142000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.674 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N89674.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -99000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | -99000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N89674.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -94000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | -94000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90664.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | -48500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -48500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90664.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | -68500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -68500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90664.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1500000 | 0 | -220500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.603 | -220500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90664.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1500000 | 0 | -201750 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7375 | 2.603 | -201750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7375 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N90664.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -144500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.7475 | 2.603 | -144500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -134000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | -134000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -112000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -112000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -224000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -224000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1500000 | 0 | -74250 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | -74250 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.B | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1500000 | 0 | -130500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.603 | -130500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.C | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2500000 | 0 | -280000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | -280000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.D | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | -48500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | -48500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.E | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 3000000 | 0 | -261000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.69 | 2.603 | -261000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.69 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.G | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -72000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.675 | 2.603 | -72000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N92163.H | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 3000000 | 0 | -268500 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.6925 | 2.603 | -268500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N93350.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -127000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | -127000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N93350.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -274000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -274000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -137000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | -137000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94036.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 620000 | 0 | -63240 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.705 | 2.603 | -63240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.705 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94036.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 620000 | 0 | -63240 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.705 | 2.603 | -63240 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.705 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94426.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | -129000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.6675 | 2.603 | -129000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6675 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94426.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -37000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | -37000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94426.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -32000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -32000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94426.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -37000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | -37000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94426.A | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -32000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.635 | 2.603 | -32000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.635 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N94426.B | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1500000 | 0 | -93000 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.665 | 2.603 | -93000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.665 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95209.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 465000 | 0 | 36270 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.525 | 2.603 | 36270 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95209.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 620000 | 0 | 48360 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.525 | 2.603 | 48360 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95209.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 930000 | 0 | 86490 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 86490 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95747.5 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 68000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95747.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | 166000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.52 | 2.603 | 166000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.52 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95747.7 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 93000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 93000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95747.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 98000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | 98000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N95747.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 51500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.603 | 51500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N97789.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 53000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N97789.D | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 53000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N97789.E | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 53000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 53000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N98705.8 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -17000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N98705.9 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -17000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | -17000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N99375.3 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 68000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | N99375.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 26500 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 26500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA0294.6 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 23000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | 23000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA1618.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 310000 | 0 | -2170 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | -2170 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA1618.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 620000 | 0 | 11160 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | 11160 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2266.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2070000 | 0 | 26910 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | 26910 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2267.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -57000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | -57000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 465000 | 0 | -21855 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | -21855 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2928.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 465000 | 0 | -19530 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | -19530 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2928.4 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 155000 | 0 | -6897.5 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.6475 | 2.603 | -6897.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6475 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA2969.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | -47000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | -47000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA3546.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 310000 | 0 | 930 | 2000-02-21 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | 930 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA4038.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 310000 | 0 | 16430 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 16430 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA4392.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | 106000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 106000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA4393.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | 106000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | 106000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA5540.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 61500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.48 | 2.603 | 61500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.48 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | [NAME] | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 98000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | 98000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA5542.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 75500 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.5275 | 2.603 | 75500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5275 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA5543.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 68000 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | 68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6734.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 1000000 | 0 | 73000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 73000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6735.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 2000000 | 0 | 186000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.51 | 2.603 | 186000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.51 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6736.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 3000000 | 0 | 189000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | 189000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6738.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 36500 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | 36500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA6739.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 29000 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | 29000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA8017.2 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 500000 | 0 | 7750 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5875 | 2.603 | 7750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5875 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFB | NA8018.1 | N/A | NG | NX1 |  | B |  | Intra-Month Trading West | 350000 | 0 | -700 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | -700 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19579 | 16WF | 16WFB | NB6017.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 230000 | 0 | 12305 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.795 | 2.8485 | 12305 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.795 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NB6017.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 115000 | 0 | 6727.5 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.8485 | 6727.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NB6017.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 115000 | 0 | 7302.5 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8485 | 7302.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NB6017.6 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 115000 | 0 | 7302.5 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8485 | 7302.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NB8526.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 210000 | 0 | 8358 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.815 | 2.8548 | 8358 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.815 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NC3879.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 225000 | 0 | -9382.5 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.895 | 2.8533 | -9382.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.895 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NC3879.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 150000 | 0 | -4755 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.885 | 2.8533 | -4755 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.885 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFB | NC5704.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | B |  | Intra-Month Trading West | 220000 | 0 | 15510 | 2000-03-20 00:00:00 | ECT | F | 5BDAP | 2.77 | 2.8405 | 15510 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.77 | N/A | GDSWAP | C | 2000-03-21 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19644 | 16WF | 16WFB | E85005.H | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading West | 237091 | 0 | -237091 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -237091 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MARFTCEBK.Detail
19580 | 16WF | 16WFS | N56623.Y | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -620000 | 0 | 37510 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1725 | -0.233 | 37510 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1725 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N89672.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | 145500 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | 145500 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N91845.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -16120 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.065 | -0.013 | -16120 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.065 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N94013.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -23870 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.32 | -0.243 | -23870 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.32 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N94018.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -620000 | 0 | -47740 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.32 | -0.243 | -47740 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.32 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N94107.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -23870 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.32 | -0.243 | -23870 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.32 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N94425.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -1550000 | 0 | -96100 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.305 | -0.243 | -96100 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.305 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N95235.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -5735 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.28 | -0.243 | -5735 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.28 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N95401.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -5270 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.25 | -0.233 | -5270 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.25 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N96175.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 3565 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | 3565 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N96180.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -5270 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.243 | -5270 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N96184.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -2635 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.26 | -0.243 | -2635 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.26 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N97406.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -465000 | 0 | 13020 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.015 | -0.013 | 13020 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.015 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N97414.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 7130 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | 7130 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N97420.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 8680 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.015 | -0.013 | 8680 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.015 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N97556.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 930 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.01 | -0.013 | 930 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 852.5 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0075 | -0.013 | 852.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0075 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | N97560.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -3100 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.592 | 2.603 | -3410 | E | # | DESK | -0.012 | -0.013 | 310 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA0980.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 11005 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1575 | -0.193 | 11005 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1575 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1306.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | -9000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -9000 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1716.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1733.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1759.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 4727.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 4727.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1765.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1767.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 4340 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.165 | -0.193 | 4340 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.165 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1928.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 2015 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.22 | -0.233 | 2015 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.22 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1931.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 4727.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 4727.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA1944.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 9455 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1625 | -0.193 | 9455 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -465000 | 0 | 17670 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | 17670 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2140.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 5115 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | 5115 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 5890 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | 5890 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2227.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -155000 | 0 | 5115 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.16 | -0.193 | 5115 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.16 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2234.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 11780 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.155 | -0.193 | 11780 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.155 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2355.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 2790 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.005 | -0.013 | 2790 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.005 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2734.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -620000 | 0 | 26660 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.03 | -0.013 | 26660 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2736.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -1550000 | 0 | 66650 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.03 | -0.013 | 66650 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2774.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 6665 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.03 | -0.013 | 6665 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2927.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -775000 | 0 | 35262.5 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0325 | -0.013 | 35262.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0325 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA2929.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -1240000 | 0 | 28520 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.21 | -0.233 | 28520 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.21 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3513.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -1240000 | 0 | 65720 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.193 | 65720 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3519.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 16430 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.14 | -0.193 | 16430 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.14 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA3531.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -620000 | 0 | 57660 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.08 | -0.013 | 57660 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.08 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA4188.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -620000 | 0 | 45260 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.06 | -0.013 | 45260 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA4751.1 | N/A | NG | GDP-MALIN-CTYGA | NGI-MALIN | S |  | Intra-Month Trading West | -310000 | 0 | -85963 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.4475 | 2.7248 | -85963 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4475 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5227.1 | N/A | NG | GDP-NWPL_ROCKYM | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -1550000 | 0 | -305970 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.3595 | 2.5569 | -305970 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.3595 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5262.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 22630 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.06 | -0.013 | 22630 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5314.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 21080 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.055 | -0.013 | 21080 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.055 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5366.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -78802 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.8392 | -78802 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5388.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -78802 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.8392 | -78802 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5447.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -78802 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.8392 | -78802 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5452.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -39401 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.8392 | -39401 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA5942.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -77407 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5895 | 2.8392 | -77407 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5895 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA6079.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -620000 | 0 | -160704 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.8392 | -160704 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA6232.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 10152.5 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.1675 | -0.233 | 10152.5 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.1675 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA6236.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -930000 | 0 | 56265 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.0475 | -0.013 | 56265 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0475 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA6255.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 19530 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.05 | -0.013 | 19530 | E | # | DESK | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.05 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA6259.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -3720000 | 0 | -964224 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.8392 | -964224 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NA6391.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -79577 | 2000-02-24 00:00:00 | ECT | F | 5BDAP | 2.5825 | 2.8392 | -79577 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5825 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB0525.1 | N/A | NG | GDP-PG&E/CITIGA | NGI-PGE/CG | S |  | Intra-Month Trading West | -150000 | 0 | -29205 | 2000-02-29 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.9747 | -29205 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-02 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB1694.1 | N/A | NG | GDP-ELPO/PERM2 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -145000 | 0 | -6423.5 | 2000-03-01 00:00:00 | ECT | F | 5BDAP | 2.63 | 2.6743 | -6423.5 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.63 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB2758.1 | N/A | NG | GDP-MALIN-CTYGA | NGI-MALIN | S |  | Intra-Month Trading West | -420000 | 0 | -9240 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.732 | -9240 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB2899.1 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -280000 | 0 | -19712 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.8504 | -19712 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB3424.2 | N/A | NG | GDP-CAL BORDER | NGI-SOCAL | S |  | Intra-Month Trading West | -560000 | 0 | -50624 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.8504 | -50624 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | NB7702.1 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | Intra-Month Trading West | -110000 | 0 | -3377 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.6307 | -3377 | E | # | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | ND1467.2 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | Intra-Month Trading West | -10000 | 0 | -1050 | 2000-03-27 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.805 | -1050 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-29 00:00:00 | 2000-03-29 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
19580 | 16WF | 16WFS | ND1480.2 | N/A | NG | GDP-ELPO/SANJUA | IF-ELPO/SJ | S |  | Intra-Month Trading West | -5000 | 0 | -525 | 2000-03-27 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.805 | -525 | E | # | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | GDSWAP | C | 2000-03-29 00:00:00 | 2000-03-29 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | E# | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST |  | MARE#BK.Detail_Canadian
 | 16WF | 16WFS | WESTLTP |  |  |  |  |  |  | Intra-Month Trading West |  |  | -377453 |  |  | F |  |  |  | -377453 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Delta |  |  |  |  |  | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N10070.8 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -620000 | 0 | 111600 | 1999-08-27 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.18 | 111600 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N43680.3 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -30000 | 0 | 3300 | 1999-11-12 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.11 | 3300 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N47167.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -620000 | 0 | -86800 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 2.47 | 2.603 | -82460 | G | G | WEST | -0.02 | -0.013 | -4340 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.45 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N47167.8 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -620000 | 0 | 37200 | 1999-11-19 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.06 | 37200 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N56623.W | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -310000 | 0 | 48670 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.603 | 48670 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N72944.5 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | Intra-Month Trading West | -155000 | 0 | -41075 | 2000-01-10 00:00:00 | ECT | F | 5BDAP | 2.25 | 2.603 | -54715 | G | G | WEST | -0.205 | -0.293 | 13640 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.045 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N84257.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 2015.02 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | 2015.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N86860.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -1000000 | 0 | 13000.1 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | 13000.1 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N86918.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | 4030.03 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 1e-07 | -0.013 | 4030.03 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1e-07 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N86924.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -18599.97 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -22630 | G | G | WEST | 1e-07 | -0.013 | 4030.03 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N86954.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -9299.98 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -11315 | G | G | WEST | 1e-07 | -0.013 | 2015.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5300001 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N87553.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 2480 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.225 | -0.233 | 2480 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.225 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N87554.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 3255 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2225 | -0.233 | 3255 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2225 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N87557.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | 4805 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2275 | -0.243 | 4805 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2275 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N87811.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 465 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.23 | -0.233 | 465 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.23 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N87819.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.23 | -0.233 | 930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.23 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N87830.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 930 | 2000-01-31 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.23 | -0.233 | 930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.23 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N89111.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -4185 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.04 | -0.013 | -4185 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.04 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90324.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -15345 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0625 | -0.013 | -15345 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90331.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -14570 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.06 | -0.013 | -14570 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.06 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90350.3 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -5735 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.05 | -0.013 | -5735 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.05 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N90457.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -620000 | 0 | -29140 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.06 | -0.013 | -29140 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.06 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91628.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 12400 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 7285 | G | G | WEST | 0.02 | -0.013 | 5115 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91634.2 | N/A | NG | NX1 | IF-NTHWST/CANBR | S |  | Intra-Month Trading West | -155000 | 0 | -4185 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.32 | -0.293 | -4185 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.32 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91644.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -775000 | 0 | -67425 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.33 | -0.243 | -67425 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.33 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91671.1 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | -19220 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.295 | -0.233 | -19220 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.295 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N91675.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -19220 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.305 | -0.243 | -19220 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.305 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N92104.1 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -15345 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.0625 | -0.013 | -15345 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.0625 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N92154.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -1550000 | 0 | -111600 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.315 | -0.243 | -111600 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.315 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N92969.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 47000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.65 | 2.603 | 47000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.65 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N92972.2 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -310000 | 0 | -3100 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | 42470 | G | G | WEST | -0.39 | -0.243 | -45570 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.35 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N93157.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -310000 | 0 | -20770 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.08 | -0.013 | -20770 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.08 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N94295.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -465000 | 0 | -54405 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.36 | -0.243 | -54405 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.36 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N95396.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -775000 | 0 | -13175 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.013 | -13175 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N95409.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | -2635 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.03 | -0.013 | -2635 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.03 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | -6510 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.285 | -0.243 | -6510 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.285 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N96193.2 | N/A | NG | NX1 | NGI-SOCAL | S |  | Intra-Month Trading West | -155000 | 0 | 3565 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | 0.01 | -0.013 | 3565 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.01 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N96197.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | -1085 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.24 | -0.233 | -1085 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.24 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N97494.1 | N/A | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -620000 | 0 | -8990 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.2575 | -0.243 | -8990 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.2575 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | N97795.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -63000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -63000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA2349.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 42000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.645 | 2.603 | 42000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.645 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA2349.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 57000 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 57000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA5041.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 9765 | 2000-02-23 00:00:00 | ECT | F | 5BDAP | 2.603 | 2.603 | 0 |  |  |  | -0.17 | -0.233 | 9765 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | -0.17 | N/A | BASIS SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA7483.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -73000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -73000 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA7485.2 | N/A | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -310000 | 0 | 4650 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -2480 | G | G | WEST | -0.17 | -0.193 | 7130 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.425 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WFS | NA9495.2 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -155000 | 0 | 3100 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.685 | 2.603 | 12710 | G | G | WEST | -0.295 | -0.233 | -9610 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.39 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19539 | 16WF | 16WFS | N06850.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | 88500 | 1999-08-20 00:00:00 | ECT | F | 5BDAP | 2.78 | 2.603 | 88500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.78 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N10849.F | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 187000 | 1999-08-30 00:00:00 | ECT | F | 5BDAP | 2.79 | 2.603 | 187000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.79 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N78565.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | -289500 | 2000-01-19 00:00:00 | ECT | F | 5BDAP | 2.41 | 2.603 | -289500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.41 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N84718.N | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -68000 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N84718.O | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -68000 | 2000-01-26 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | TAGG | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N86056.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -103000 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.5 | 2.603 | -103000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N86056.I | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | -19000 | 2000-01-27 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | -49500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | -49500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -33000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | -33000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -30000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.573 | 2.603 | -30000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.573 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -13000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -13000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | 39000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.6225 | 2.603 | 39000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6225 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.8 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | 74000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.64 | 2.603 | 74000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.64 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.E | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | -34500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -34500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.G | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -63000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -63000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.J | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -73000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.53 | 2.603 | -73000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.53 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.K | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -80500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.5225 | 2.603 | -80500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5225 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.M | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | -94500 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -94500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.N | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -48000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.555 | 2.603 | -48000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.555 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N87148.Q | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -68000 | 2000-01-28 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N89674.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | 214000 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | 214000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N89674.6 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2500000 | 0 | 292500 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.603 | 292500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N89674.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | 44750 | 2000-02-01 00:00:00 | ECT | F | 5BDAP | 2.6925 | 2.603 | 44750 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6925 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90664.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 117000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.72 | 2.603 | 117000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.72 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90664.8 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 127000 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.73 | 2.603 | 127000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.73 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N90664.9 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | 205500 | 2000-02-02 00:00:00 | ECT | F | 5BDAP | 2.74 | 2.603 | 205500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.74 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N92163.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 157000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.76 | 2.603 | 157000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.76 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N92163.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 152000 | 2000-02-03 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.603 | 152000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N92555.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -620000 | 0 | 10540 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.62 | 2.603 | 10540 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.62 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 67000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.67 | 2.603 | 67000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.67 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 74500 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.6775 | 2.603 | 74500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6775 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 97000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.7 | 2.603 | 97000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 107000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.71 | 2.603 | 107000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.71 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | 56000 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.715 | 2.603 | 56000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.715 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2500000 | 0 | 142500 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.66 | 2.603 | 142500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.66 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N93350.8 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 49500 | 2000-02-04 00:00:00 | ECT | F | 5BDAP | 2.6525 | 2.603 | 49500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6525 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N94426.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 104500 | 2000-02-07 00:00:00 | ECT | F | 5BDAP | 2.7075 | 2.603 | 104500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95747.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -88000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.515 | 2.603 | -88000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.515 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95747.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -4000000 | 0 | -322000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.5225 | 2.603 | -322000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5225 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95747.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -58000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -58000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95747.B | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -105500 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.4975 | 2.603 | -105500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4975 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95747.C | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | -48000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.507 | 2.603 | -48000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.507 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N95747.E | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -4000000 | 0 | -432000 | 2000-02-08 00:00:00 | ECT | F | 5BDAP | 2.495 | 2.603 | -432000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.495 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N96157.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -310000 | 0 | -17980 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -17980 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N96157.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -620000 | 0 | -35960 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.545 | 2.603 | -35960 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.545 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N96692.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -68000 | 2000-02-09 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -68000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -620000 | 0 | -20460 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.57 | 2.603 | -20460 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.57 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97175.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -775000 | 0 | -21700 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -21700 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | -26000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -26000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 2000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 2000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | [NAME] | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -3000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -3000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.6 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | -16000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -16000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.7 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -18000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.B | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -63000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.54 | 2.603 | -63000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.54 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.C | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -43000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.56 | 2.603 | -43000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.56 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N97789.F | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -8000 | 2000-02-10 00:00:00 | ECT | F | 5BDAP | 2.595 | 2.603 | -8000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.595 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98705.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | 1000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 1000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98705.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -30500 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.5725 | 2.603 | -30500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5725 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98705.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -28000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.575 | 2.603 | -28000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.575 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98705.A | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 2000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.605 | 2.603 | 2000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.605 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N98705.B | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | -19000 | 2000-02-11 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -19000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | N99375.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | -102000 | 2000-02-14 00:00:00 | ECT | F | 5BDAP | 2.535 | 2.603 | -102000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.535 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0294.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -500000 | 0 | 6000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 6000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0294.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2500000 | 0 | -45000 | 2000-02-15 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -45000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA0984.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -620000 | 0 | 13640 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.625 | 2.603 | 13640 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.625 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1314.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -3000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.6 | 2.603 | -3000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1314.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 7000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 7000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1314.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | 24000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.615 | 2.603 | 24000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.615 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1314.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -18000 | 2000-02-16 00:00:00 | ECT | F | 5BDAP | 2.585 | 2.603 | -18000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.585 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1618.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -155000 | 0 | -77.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6025 | 2.603 | -77.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6025 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1618.4 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -155000 | 0 | 697.5 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.6075 | 2.603 | 697.5 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6075 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA1618.5 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -155000 | 0 | 1085 | 2000-02-17 00:00:00 | ECT | F | 5BDAP | 2.61 | 2.603 | 1085 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.61 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA2928.3 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -310000 | 0 | 7595 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.6275 | 2.603 | 7595 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6275 | N/A | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA2968.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | 14500 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.6175 | 2.603 | 14500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6175 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA2971.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | 54000 | 2000-02-18 00:00:00 | ECT | F | 5BDAP | 2.639 | 2.603 | 54000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.639 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA4488.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -98000 | 2000-02-22 00:00:00 | ECT | F | 5BDAP | 2.505 | 2.603 | -98000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.505 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA8010.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | -118000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.544 | 2.603 | -118000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.544 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA8011.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -60500 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.5425 | 2.603 | -60500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5425 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA8012.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -2000000 | 0 | -106000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.55 | 2.603 | -106000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.55 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA8013.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -38000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.565 | 2.603 | -38000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.565 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA8015.1 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1000000 | 0 | -23000 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.603 | -23000 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19539 | 16WF | 16WFS | NA8016.2 | N/A | NG | NX1 |  | S |  | Intra-Month Trading West | -1500000 | 0 | -19500 | 2000-02-25 00:00:00 | ECT | F | 5BDAP | 2.59 | 2.603 | -19500 | P | G | DESK | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.59 | [NAME] | SWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364G | PG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | DESK | MARPGBK.Detail
19579 | 16WF | 16WFS | NB6017.4 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -115000 | 0 | -7302.5 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8485 | -7302.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB6017.5 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -115000 | 0 | -7302.5 | 2000-03-07 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8485 | -7302.5 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB6918.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -230000 | 0 | -14605 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.785 | 2.8485 | -14605 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.785 | N/A | GDSWAP | C | 2000-03-09 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB7324.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -220000 | 0 | -18898 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.765 | 2.8509 | -18898 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.765 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB7324.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -220000 | 0 | -16698 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8509 | -16698 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB7324.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -110000 | 0 | -8349 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.775 | 2.8509 | -8349 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.775 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB7496.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -220000 | 0 | -21098 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.755 | 2.8509 | -21098 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.755 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB7561.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -110000 | 0 | -11099 | 2000-03-08 00:00:00 | ECT | F | 5BDAP | 2.75 | 2.8509 | -11099 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.75 | N/A | GDSWAP | C | 2000-03-10 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB8955.1 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -210000 | 0 | -3108 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.84 | 2.8548 | -3108 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.84 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB8955.2 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -105000 | 0 | -1029 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.845 | 2.8548 | -1029 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.845 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19579 | 16WF | 16WFS | NB8955.3 | N/A | NG | GDP-CHI. GATE | NGI/CHI. GATE | S |  | Intra-Month Trading West | -105000 | 0 | -504 | 2000-03-09 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.8548 | -504 | E | G | CENTRAL | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-11 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | EG | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | CENTRAL | MAROMCNLBK.Detail
19595 | 16WF | 16WFS | NA8655.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading West | -310000 | 0 | -62465 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.58 | 2.7815 | -62465 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.58 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NA8668.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading West | -155000 | 0 | -29295 | 2000-02-28 00:00:00 | ECT | F | 5BDAP | 2.5925 | 2.7815 | -29295 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.5925 | N/A | GDSWAP | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NB2530.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading West | -290000 | 0 | 4901 | 2000-03-02 00:00:00 | ECT | F | 5BDAP | 2.805 | 2.7881 | 4901 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.805 | N/A | GDSWAP | C | 2000-03-03 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NB3757.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading West | -280000 | 0 | -11956 | 2000-03-03 00:00:00 | ECT | F | 5BDAP | 2.745 | 2.7877 | -11956 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.745 | N/A | GDSWAP | C | 2000-03-04 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NC3767.1 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading West | -150000 | 0 | 5205 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.8153 | 5205 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | EAST | MARP!BK.Detail
19595 | 16WF | 16WFS | NC3767.2 | N/A | NG | GDP-HEHUB | IF-HEHUB | S |  | Intra-Month Trading West | -150000 | 0 | 5205 | 2000-03-16 00:00:00 | ECT | F | 5BDAP | 2.85 | 2.8153 | 5205 | P | ! | EAST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.85 | N/A | GDSWAP | C | 2000-03-17 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 413? | P! | 2000-03-01 00:00:00 | CounterParty Fin | 16 | INTRA-WEST | EAST | MARP!BK.Detail
19652 | 16WF | 16WPB | N05887.D | SUMAS | NG | NX1 | IF-NTHWST/CANBR | B |  | Intra-Month Trading West | 155000 | 0 | 37199.98 | 1999-01-10 00:00:00 | ECT | P | 25NM | 2.07 | 2.603 | 82615 | G | G | WEST | 1e-07 | -0.293 | -45415.02 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.0700001 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | N47167.6 | SOCAL | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 620000 | 0 | 1605799.88 | 1999-11-19 00:00:00 | ECT | P | 25NM | 1e-07 | 2.603 | 1613859.94 | G | G | WEST | 1e-07 | -0.013 | -8060.06 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | N69969.2 | SOCAL | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 155000 | 0 | 51150 | 2000-01-05 00:00:00 | ECT | P | 25NM | 2.17 | 2.603 | 67115 | G | G | WEST | 0.09 | -0.013 | -15965 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.26 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | NB7716.2 | N/A | NG | ANNUITY |  | B |  | Intra-Month Trading West | 20913 | 0 | -20913 | 2000-03-08 00:00:00 | ECT | P | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -20913 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPB | ND3276.4 | SOCAL | NG | NX1 | NGI-SOCAL | B |  | Intra-Month Trading West | 30000 | 0 | 77694 | 2000-03-28 00:00:00 | ECT | P | 25NM | 0.0001 | 2.603 | 78087 | G | G | WEST | 0.0001 | -0.013 | -393 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0002 | N/A | FORWARD | C | 2000-03-25 00:00:00 | 2000-03-27 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
751057 | 16WF | 16WPB | N05887.D |  |  | IF-NTHWST/CANBR |  | B |  | Intra-Month Trading West | 155000 |  | -22475 |  | 413 | P |  | 0.15 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N07137.C |  |  | IF-PAN/TX/OK |  | B |  | Intra-Month Trading West | 2800.013 |  | -385.0018 |  | 413 | P |  | 0.14 | 0.0025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | C | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N21839.4 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 34999.99200000001 |  | -349.9999 |  | 413 | P |  | 0.01 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N47167.6 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 620000 |  | -4650.062 |  | 413 | P |  | 1e-07 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N69969.2 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 155000 |  | -1162.5155 |  | 413 | P |  | 1e-07 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N89020.2 |  |  | IF-ELPO/SJ |  | B |  | Intra-Month Trading West | 930000 |  | -0.09300000000000001 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N93058.2 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 930000 |  | 11625 |  | 413 | P |  | -0.02 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N96716.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 310000 |  | 3875 |  | 413 | P |  | 0.0075 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | N96724.2 |  |  | NGI-MALIN |  | B |  | Intra-Month Trading West | 155000 |  | 1937.5 |  | 413 | P |  | 0.0075 | 0.02 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | NA1263.4 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 310000 |  | -2356 |  | 413 | P |  | 0.0001 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | NA6400.4 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 155000 |  | -1178 |  | 413 | P |  | 0.0001 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | NA7509.4 |  |  | NGI-PGE/CG |  | B |  | Intra-Month Trading West | 1550000 |  | -35030 |  | 413 | P |  | 0.0001 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | NA7743.4 |  |  | NGI-PGE/CG |  | B |  | Intra-Month Trading West | 930000 |  | -21018 |  | 413 | P |  | 0.0001 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | NB9703.4 |  |  | NGI-PGE/CG |  | B |  | Intra-Month Trading West | 34785.00700000001 |  | -786.1412 |  | 413 | P |  | 0.0001 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPB | ND3276.5 |  |  | NGI-SOCAL |  | B |  | Intra-Month Trading West | 30000.002 |  | -228 |  | 413 | P |  | 0.0001 | -0.0075 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
19652 | 16WF | 16WPS | N10070.4 | PG&E/CGATE | NG | NX1 | NGI-PGE/CG | S |  | Intra-Month Trading West | -620000 | 0 | -1673999.88 | 1999-08-27 00:00:00 | ECT | P | 25NM | 1e-07 | 2.603 | -1613859.94 | G | G | WEST | 1e-07 | 0.09700000000000002 | -60139.94 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N28405.5 | N/A | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | 0 | -155000 | 0 | 1999-10-12 00:00:00 | ECT | P | 25NM | 3.65 | 2.603 | 0 | G | G | WEST | 1e-07 | -0.233 | 0 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 3.6500001 | N/A | CAP | C | 1999-11-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N43680.4 | PG&E/CGATE | NG | NX1 | NGI-PGE/CG | S |  | Intra-Month Trading West | -30000 | 0 | -80999.99 | 1999-11-12 00:00:00 | ECT | P | 25NM | 1e-07 | 2.603 | -78090 | G | G | WEST | 1e-07 | 0.09700000000000002 | -2910 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2e-07 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N56623.Q | MILAGRO | NG | NX1 |  | S |  | Intra-Month Trading West | -310000 | 0 | 35495 | 2000-02-02 00:00:00 | ECT | P | 25NM | 2.7175 | 2.603 | 35495 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.7175 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N56623.U | MILAGRO | NG | NX1 |  | S |  | Intra-Month Trading West | -310000 | 0 | 29295 | 2000-02-04 00:00:00 | ECT | P | 25NM | 2.6975 | 2.603 | 29295 | G | G | WEST | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.6975 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N89629.2 | PG&E/CGATE | NG | NX1 | NGI-PGE/CG | S |  | Intra-Month Trading West | -310000 | 0 | -836938 | 2000-02-01 00:00:00 | ECT | P | 25NM | 0.0001 | 2.603 | -806899 | G | G | WEST | 0.0001 | 0.09700000000000002 | -30039 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.0002 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N89629.6 | N/A | NG | ANNUITY |  | S |  | Intra-Month Trading West | -310000 | 0 | 83700 | 2000-02-01 00:00:00 | ECT | P | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 0.27 | 83700 | G | G | WEST | 0 | N/A | ANNUITY | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N96718.2 | OPAL | NG | NX1 | IF-NWPL_ROCKY_M | S |  | Intra-Month Trading West | -155000 | 0 | 4650 | 2000-02-09 00:00:00 | ECT | P | 25NM | 2.565 | 2.603 | -5890 | G | G | WEST | -0.175 | -0.243 | 10540 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.39 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N98322.2 | BLANCO | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -310000 | 0 | 9300 | 2000-02-11 00:00:00 | ECT | P | 25NM | 2.605 | 2.603 | 620 | G | G | WEST | -0.205 | -0.233 | 8680 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.4 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | N99724.2 | BLANCO | NG | NX1 | IF-ELPO/SJ | S |  | Intra-Month Trading West | -465000 | 0 | -9300 | 2000-02-15 00:00:00 | ECT | P | 25NM | 2.585 | 2.603 | -8370 | G | G | WEST | -0.235 | -0.233 | -930 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.35 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | NA3928.2 | [NAME] | NG | NX1 | IF-ELPO/PERMIAN | S |  | Intra-Month Trading West | -62000 | 0 | -1705 | 2000-02-22 00:00:00 | ECT | P | 25NM | 2.515 | 2.603 | -5456 | G | G | WEST | -0.1325 | -0.193 | 3751 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.3825 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
19652 | 16WF | 16WPS | NA9975.2 | PG&E/CGATE | NG | NX1 | NGI-PGE/CG | S |  | Intra-Month Trading West | -108500 | 0 | -542.5 | 2000-02-29 00:00:00 | ECT | P | 25NM | 2.605 | 2.603 | 217 | G | G | WEST | 0.09 | 0.09700000000000002 | -759.5 | G | G | WEST | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 2.695 | N/A | FORWARD | C | 2000-03-01 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMPD | MMBTU | 364X | GG | 2000-03-01 00:00:00 | CounterParty Phy | 16 | INTRA-WEST | WEST | MARFTWEBK.Detail
751057 | 16WF | 16WPS | EY5458.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -155000 |  | 775 |  | 413 | P |  | 0.01 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EY6816.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -310000 |  | 3100 |  | 413 | P |  | 0.01 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EY6858.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -930000 |  | 9300 |  | 413 | P |  | 0.01 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EY7560.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -310000 |  | 1550 |  | 413 | P |  | 0.01 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | EY7567.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -310000 |  | 1550 |  | 413 | P |  | 0.01 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N10070.4 |  |  | NGI-PGE/CG |  | S |  | Intra-Month Trading West | -620000 |  | 13950.062 |  | 413 | P |  | 1e-07 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N43680.4 |  |  | NGI-PGE/CG |  | S |  | Intra-Month Trading West | -30000.002 |  | 675.003 |  | 413 | P |  | 1e-07 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N56623.Q |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -310000 |  | 0.031 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N56623.U |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -310000 |  | 0.031 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N86268.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -77686 |  | 0.007800000000000001 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N86275.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -50282 |  | -251.405 |  | 413 | P |  | 1e-07 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N89629.2 |  |  | NGI-PGE/CG |  | S |  | Intra-Month Trading West | -310000 |  | 7006 |  | 413 | P |  | 0.0001 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N96718.2 |  |  | IF-NWPL_ROCKY_M |  | S |  | Intra-Month Trading West | -155000 |  | -3874.9845 |  | 413 | P |  | 1e-07 | 0.025 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N98322.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -310000 |  | 0.031 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | N99724.2 |  |  | IF-ELPO/SJ |  | S |  | Intra-Month Trading West | -465000 |  | 0.04650000000000001 |  | 413 | P |  | 1e-07 | 0 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | NA3928.2 |  |  | IF-ELPO/PERMIAN |  | S |  | Intra-Month Trading West | -62000 |  | -309.9938 |  | 413 | P |  | 1e-07 | 0.005 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | NA9975.2 |  |  | NGI-PGE/CG |  | S |  | Intra-Month Trading West | -108500 |  | 2441.2609 |  | 413 | P |  | 1e-07 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
751057 | 16WF | 16WPS | NB9703.2 |  |  | NGI-PGE/CG |  | S |  | Intra-Month Trading West | -34785.00700000001 |  | 786.1412 |  | 413 | P |  | 0.0001 | -0.0225 |  |  | G | I |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | FORWARD |  |  |  |  |  |  |  |  |  | IGI | 2000-03-01 00:00:00 | Coded: Counter Party | 16 | INTRA-WEST | W | MAR_IGWE.Detail_Index
19644 | 16WF | 16WFB | LTTRANSP | N/A | NG | ANNUITY |  | B |  | Transport Manual |  | 0 | -573632 | 2000-03-17 00:00:00 | ECT | F | 5BDAP | 0 | 0 | 0 |  |  |  | 0 | 0 | 0 |  |  |  | 0 | 0 |  |  |  | 1 | -573632 | G | G | CENTRAL | 0 | N/A | ANNUITY | C | 2000-03-22 00:00:00 | 2000-03-31 00:00:00 | B |  | USD | MMBTU | MMBTU | 364X | TRANSP | 2000-03-01 00:00:00 | CounterParty Fin | 16 |  | CENTRAL | MARFTCEBK.Detail
 | 16WF Total
 | Grand Total