Natural Gas Straddles	 	 	 					
 	 	 	 	 	 	 	 					
 	Month	Strike	Bid	Offer	Volatility	Net Change	 					
 	X	260	32	32.5	0.8925	0.0750	 					
 	Z	285	57	57	0.7369	0.0399	 					
 	F	300	78	79	0.7418	0.0468	 					
 	G	300	86	90	0.6987	0.0450	 					
 	H	295	86	89	0.6302	0.0423	 					
 	J	285	76	80	0.5298	0.0138	 		 	 	 	
 	K	290	78	82	0.4932	0.0120	 		X/H	275	63.30	
 	M	295	84	87	0.4823	0.0099	 		J/V	286.428571	88.79	
 	N	300	87	91	0.4677	0.0045	 					
 	Q	300	94	98	0.4767	0.0109	 					
 	U	300	101	101.5	0.4824	0.0087	 					
 	V02	305	102	108	0.4716	-0.0003	 					
 	X02	320	 	 	#VALUE!	0.0000	 					
 	Z02	340	 	 	 	 	 					
 	 	 		10/16/01 2:43 PM	 	 	 					
												
 	 	 		Crude Oil Straddles	 	 	 					
 						 	 					
 	Month	Strke	Bid	Offer	Volatility	Net Change	 					
 	X	2200	55	65	0.4537	-0.0660	 					
 	Z	2250	262	272	0.5250	-0.0111	 					
 	F	2250	350	365	0.4978	0.0027	 					
 	G	2250	415	430	0.4689	0.0075	 					
 	H	2250	460	465	0.4503	0.0030	 					
 	J	2250	475	485	0.4244	0.0033	 					
 	K	2250	490	510	0.3971	0.0069	 					
 	M	2250	505	525	0.3870	0.0054	 					
 	N	2250	515	535	0.3663	-0.0036	 					
 	Q	2250	520	545	0.3579	0.0012	 					
 	U	2250	520	545	#VALUE!	#VALUE!	 					
 	V	2250	 	 	#VALUE!	#VALUE!	 					
 	Z2	2200	520	545	n/a	n/a	 					
 						 	 					
 	 	 		10/16/01 2:40 PM