Portfolio  #1	  	 
 	 
 	 a.)  Long 100 N-Q '02 Cin	  	 
 	 b.)  Long 250 N-Q '02 Cin	  	 
 	 c.)  Long 500 N-Q '02 Cin	  	 
 	 
 	 Portfolio  #2	  	 
 	 
 	 Long 500 N-Q '02 Cin	  	 
 	 Short 30,000/d J-V '02 NG	  	 
 	 
 	 Portfolio  #3	  	 
 	 
 	 Long 500 N-Q '02 Cin	  	 
 	 Short 250 N-Q '03 Cin	  	 
 	 
 	 Portfolio  #4	  	 
 	 
 	 Long 500 N-Q '02 Cin	  	 
 	 Short 250 N-Q '02 PJM	  	 
 	 
 	 Portfolio  #5	  	 
 	 
 	 Long 300 N-Q '02 Cin	  	 
 	 Short 500 U '02 Cin	  	 
 	 Long 1,000 Q4 '02 Cin	  	 
 	 Long 200 Cal '03 Cin