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