Natural Gas Straddles	  	  	  	 	
	 	  	  	  	  	  	  	  	 	
	 	 Month	 Strike	 Bid	 Offer	 Volatility	 Net Change	  	 	
	 	 X	 300	 exp.	 exp.	 #VALUE!	 #VALUE!	  	 	
	 	 Z	 320	 60.5	 62	 0.8080	 0.0330	  	 	
	 	 F	 330	 85	 87	 0.8034	 0.0096	  	 	
	 	 G	 330	 96	 98.5	 0.7389	 0.0090	  	 	
	 	 H	 325	 97	 97.5	 0.6632	 0.0036	  	 	
	 	 J	 315	 83	 84	 0.5340	 0.0045	  	 	Strip	 Strike	 Value	 
	 	 K	 315	 81	 84	 0.4803	 -0.0063	  	 	X/H	 321	 #VALUE!	 
	 	 M	 320	 87	 90	 0.4698	 -0.0012	  	 	J/V	 280.7143	 95.36	 
	 	 N	 325	 92	 96	 0.4629	 #VALUE!	  	 	
	 	 Q	 30	 99	 103	 0.4037	 #VALUE!	  	 	
	 	 U	 330	 106	 110	 0.4763	 #VALUE!	  	 	
	 	 V02	 330	 106	 114	 0.4629	 #VALUE!	  	 	
	 	 X02	 330	  	  	 #VALUE!	 0.0000	  	 	
	 	 Z02	 355	 131	 134	  	  	  	 	
	 	  	  	 10/26/01 2:38 PM	  	  	  	 	
	
	 	  	  	 Crude Oil Straddles	  	  	  	 	
	 	  	  	 	
	 	 Month	 Strke	 Bid	 Offer	 Volatility	 Net Change	  	 	
	 	 Z	 2200	 196	 206	 0.4902	 -0.0459	  	 	
	 	 F	 2200	 330	 340	 0.5158	 -0.0106	  	 	
	 	 G	 2250	 425	 437	 0.5160	 -0.0051	  	 	
	 	 H	 2250	 475	 485	 0.4959	 -0.0060	  	 	
	 	 J	 2250	 500	 515	 0.4670	 -0.0108	  	 	
	 	 K	 2250	 525	 540	 0.4455	 -0.0018	  	 	
	 	 M	 2200	 540	 547	 0.4254	 -0.0009	  	 	
	 	 N	 2200	 545	 560	 0.4047	 0.0006	  	 	
	 	 Q	 2200	 550	 565	 0.3870	 -0.0009	  	 	
	 	 U	 2200	 555	 570	 #VALUE!	 #VALUE!	  	 	
	 	 V	 2200	 560	 80	 #VALUE!	 #VALUE!	  	 	
	 	 X	 2200	  	 #VALUE!	 #VALUE!	  	 	
	 	 Z02	 2200	 555	 570	 0.1700	 -0.1500	  	 	
	 	  	  	 	
	 	  	  	 10/26/01 2:42 PM