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