Natural Gas Straddles	 	 	 					
			 	 	 	 	 	 	 	 					
			 	Month	Strike	Bid	Offer	Volatility	Net Change	 					
			 	Z	335	62.5	63.5	0.8266	0.0207	 					
			 	F	345	87.5	89	0.8085	0.0054	 					
			 	G	345	101.7	102	0.7527	0.0129	 					
			 	H	335	101	102	0.6800	0.0156	 					
			 	J	325	86	87	0.5409	0.0072	 					
			 	K	325	87	90	0.5034	0.0225	 		Strip	Strike	Value	
			 	M	330	91	93	0.4776	0.0069	 		X/H	337	88.22	
			 	N	340	100	101	0.4803	0.0168	 		J/V	339.2857	106.07	
			 	Q	340	104	108	0.4778	0.0126	 					
			 	U	335	109	113	0.4829	0.0066	 					
			 	V	345	114	120	0.4776	0.0141	 					
			 	X	360	124	131	0.4784	#VALUE!	 					
			 	Z02	365	135	142	0.3950	0.0000	 					
			 	F02	375	 	 	 	 	 					
			 	 	 		10/29/01 2:34 PM	 	 	 					
															
			 	 	 		Crude Oil Straddles	 	 	 					
			 						 	 					
			 	Month	Strke	Bid	Offer	Volatility	Net Change	 					
			 	Z	2200	185	195	0.4986	0.0085	 					
			 	F	2200	320	335	0.5185	0.0027	 					
			 	G	2250	415	430	0.5139	-0.0024	 					
			 	H	2250	470	485	0.4992	0.0030	 					
			 	J	2250	505	510	0.4703	0.0027	 					
			 	K	2250	520	535	0.4440	0.0000	 					
			 	M	2250	535	550	0.4230	-0.0018	 					
			 	N	2250	540	560	#VALUE!	#VALUE!	 					
			 	Q	2250	545	565	0.3825	-0.0036	 					
			 	U	2250	550	570	#VALUE!	#VALUE!	 					
			 	V	2200	560	580	#VALUE!	#VALUE!	 					
			 	X	2200		 	#VALUE!	#VALUE!	 					
			 	Z02	2200	555	585	0.1700	-0.1500	 					
			 						 	 					
			 	 	 		10/29/01 2:41 PM