Message-ID: <9576844.1075840364730.JavaMail.evans@thyme>
Date: Wed, 2 Jan 2002 07:19:20 -0800 (PST)
From: shona.wilson@enron.com
To: georgeanne.hodges@enron.com, chris.abel@enron.com, 
	kristin.albrecht@enron.com, susie.ayala@enron.com, 
	sally.beck@enron.com, john.best@enron.com, r..brackett@enron.com, 
	a..brown@enron.com, michelle.bruce@enron.com, 
	clara.carrington@enron.com, fran.chang@enron.com, 
	carol.chew@enron.com, casey.evans@enron.com, mark.fondren@enron.com, 
	brian.gillis@enron.com, c..gossett@enron.com, 
	bjorn.hagelmann@enron.com, todd.hall@enron.com, kam.keiser@enron.com, 
	jenny.latham@enron.com, sam.leuschen@enron.com, paul.lewis@enron.com, 
	heidi.mason@enron.com, scott.mills@enron.com, 
	albert.miralles@enron.com, james.new@enron.com, 
	david.oliver@enron.com, david.port@enron.com, d..powell@enron.com, 
	frank.prejean@enron.com, ganapathy.ramesh@enron.com, 
	kathy.reeves@enron.com, robin.rodrigue@enron.com, 
	john.swinney@enron.com, dimitri.taylor@enron.com, 
	sheri.thomas@enron.com, susan.trevino@enron.com, 
	wayne.vinson@enron.com, w..white@enron.com
Subject: VAR &  CAS Positions 12/31/01 - please read
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X-From: Wilson, Shona </O=ENRON/OU=NA/CN=RECIPIENTS/CN=SWILSON5>
X-To: Hodges, Georgeanne </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Ghodges>, Abel, Chris </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Cabel>, Albrecht, Kristin </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Kalbrec>, Ayala, Susie </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Sayala>, Beck, Sally </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Sbeck>, Best, John </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Jbest>, Brackett, Debbie R. </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Dbracke>, Brown, Matt A. </O=ENRON/OU=NA/CN=RECIPIENTS/CN=MBROWN2>, Bruce, Michelle </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Mbruce>, Carrington, Clara </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Ccarri1>, Chang, Fran </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Fchang>, Chew, Carol </O=ENRON/OU=EU/cn=Recipients/cn=cchew>, Evans, Casey </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Cevans>, Fondren, Mark </O=ENRON/OU=NA/CN=RECIPIENTS/CN=MFONDRE>, Gillis, Brian </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Bgillis>, Gossett, Jeffrey C. </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Jgosset>, Hagelmann, Bjorn </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Bhagelm>, Hall, D. Todd </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Thall>, Keiser, Kam </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Kkeiser>, Latham, Jenny </O=ENRON/OU=EU/cn=Recipients/cn=jlatham>, Leuschen, Sam </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Sleusche>, Lewis,  Jon Paul </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Jlewis9>, Mason, Heidi </O=ENRON/OU=EU/cn=Recipients/cn=hmason>, Mills, Scott </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Smills>, Miralles, Albert </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Amiralle>, New, James </O=ENRON/OU=EU/cn=Recipients/cn=JNew>, Oliver, David </O=ENRON/OU=EU/cn=Recipients/cn=dolive1>, Port, David </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Dport>, Powell, John D. </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Jpowell>, Prejean, Frank </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Fprejea>, Ramesh, Ganapathy </O=ENRON/OU=NA/CN=RECIPIENTS/CN=GRAMESH>, Reeves, Kathy </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Kreeve1>, Rodrigue, Robin </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Rrodri2>, Swinney, John </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Jswinne>, Taylor, Dimitri </O=ENRON/OU=EU/cn=Recipients/cn=dtaylor8>, Thomas, Sheri </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Sthomas>, Trevino, Susan </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Strevin>, Vinson, Donald Wayne </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Dvinson>, White, Stacey W. </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Swhite>
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X-FileName: sally beck 1-28-02.pst

Over the past few weeks, we've put together some rules for each group as to=
 whether or not they will be officializing, how frequently etc.  However, s=
ince the data I'm sending you today is the 12/31 data, many of these rules =
don't apply.  For the 12/31 data, we want to ensure we have correct VAR & c=
ounterparty data for SEC reporting, so for those of you that are not offici=
alizing due to lack of staff, we still need you to calc and officialize you=
r data for the 31st.

Over the next day or so, based on the below, I will be following up with ea=
ch of you to determine if there is any VAR or counterparty risk that was no=
t captured and then asking you to officialize the 12/31 books so we can pic=
k up the complete information for the 31st.  I will then put together a dea=
dline to get it done so I can rerun VAR.

Thanks for your cooperation.  If you have any questions or comments, please=
 call me at X39123.

Thanks,

Shona

 -----Original Message-----
From: =09Powell, John D. =20
Sent:=09Wednesday, January 02, 2002 8:27 AM
To:=09Brackett, Debbie R.; Hardy, David; Mcginnis, Stephanie; Sacks, Edward=
; Trevino, Susan; Wilson, Shona
Subject:=09CAS Positions January 02, 2002

Good Morning and Happy New Year !

CAS Positions January 02, 2002
=20
Late ERMS Officializations
    Post id   Port_cd  Commodity    Effective_dt   Book id               Re=
marks    Status
    -----------------------------------------------------------------------=
-----------------
   1449710     PEI       NG          21-DEC-01     NG-PRICE-AFF-IDX     No =
Position ACTIVE                                                            =
                                                 =20
     14491     T5M       NG          21-DEC-01     TP-EMWNSS-GDL        No =
Position INACTIVE                                                          =
                                                 =20
    999998     4YP       LB          28-DEC-01     LUMBER-PANEL-SP-PRC  No =
Position ACTIVE                                                            =
                                                 =20
    999998     64P       LB          28-DEC-01     LUMBER-SPOT-PRC      No =
Position ACTIVE                                                            =
                                                 =20
    999998     *LP       SCRC        28-DEC-01     STEEL-MILL-XCR-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452484     ZBI       BLND        31-DEC-01     ALKYLATE-IDX         No =
Position ACTIVE                                                            =
                                                 =20
   1452485     ZBP       BLND        31-DEC-01     ALKYLATE-PRC         No =
Position ACTIVE                                                            =
                                                 =20
    868544     SQM       NG          31-DEC-01     ARUBA-TP-PHY         No =
Position ACTIVE                                                            =
                                                 =20
   1452601     BBI       BENZ        31-DEC-01     BENZENE-IDX             =
         ACTIVE                                                            =
                                                 =20
   1452596     BBP       BENZ        31-DEC-01     BENZENE-PRC             =
         ACTIVE                                                            =
                                                 =20
   1452479     D1I       BLND        31-DEC-01     BLENDSTOCK-IDX       No =
Position ACTIVE                                                            =
                                                 =20
   1452478     D1P       BLND        31-DEC-01     BLENDSTOCK-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452491     W!P       BRNT        31-DEC-01     BLND-BRNT-HDG-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452480     DKP       HO          31-DEC-01     BLND-HO-HDG-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452476     D5P       HU          31-DEC-01     BLND-HU-HDG-PRC         =
         ACTIVE                                                            =
                                                 =20
   1452481     W!P       WTI         31-DEC-01     BLND-WTI-HDG-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452487     #TP       HU          31-DEC-01     BLND2-HU-HDG-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452488     #UP       HU          31-DEC-01     BLND3-HU-HDG-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452489     #VP       WTI         31-DEC-01     BLND3-WTI-HDG-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452383     DEP       WTI         31-DEC-01     BOW-WTS-HEDGE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452634     P8P       BRNT        31-DEC-01     BRNT-PRC-SPEC-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452604     BYP       HU          31-DEC-01     BTX-UNL-HEDGE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452610     E~P       HU          31-DEC-01     BTX-UNL-HEDGE2-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452616     @5P       WTI         31-DEC-01     BTX-WTI-HEDGE-2-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452631     E+P       WTI         31-DEC-01     BTX-WTI-HEDGE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452612     @FP       HO          31-DEC-01     BTXHO-PRC            No =
Position ACTIVE                                                            =
                                                 =20
   1452613     @EP       NG          31-DEC-01     BTXNG-PRC            No =
Position ACTIVE                                                            =
                                                 =20
   1452564     FUP       C2GC        31-DEC-01     C2-PRC               No =
Position ACTIVE                                                            =
                                                 =20
   1452573     WNP       C3GC        31-DEC-01     C3-CAND-EGSC-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452572     FYI       C3E         31-DEC-01     C3-EUR-IDX              =
         ACTIVE                                                            =
                                                 =20
   1452576     FYP       C3E         31-DEC-01     C3-EUR-PRC           No =
Position ACTIVE                                                            =
                                                 =20
   1452565     P5P       C3GC        31-DEC-01     C3-PRC                  =
         ACTIVE                                                            =
                                                 =20
   1452673     `PP       C3GC        31-DEC-01     C3-TMB-PRC              =
         ACTIVE                                                            =
                                                 =20
   1452575     PLP       BRNT        31-DEC-01     C5+-BRNT-HEDGE-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452568     FFP       C5+         31-DEC-01     C5+-PRC              No =
Position ACTIVE                                                            =
                                                 =20
   1452569     PLP       WTI         31-DEC-01     C5+-WTI-HEDGE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452679     [VP       C5+         31-DEC-01     C5-TMBII-PRC         No =
Position ACTIVE                                                            =
                                                 =20
   1452717     ZMM       NG          31-DEC-01     CAND-PWR-GD-GDL         =
         ACTIVE                                                            =
                                                 =20
   1452739     ZOP       NGGJ        31-DEC-01     CAND-PWR-PR-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1453236     4MD       NG          31-DEC-01     CHASE-X-BAS             =
         ACTIVE                                                            =
                                                 =20
   1453237     4MI       NG          31-DEC-01     CHASE-X-IDX             =
         ACTIVE                                                            =
                                                 =20
   1453235     4MP       NG          31-DEC-01     CHASE-X-PRC             =
         ACTIVE                                                            =
                                                 =20
   1453239     "4P       NG          31-DEC-01     CHASE-XI-PRC            =
         ACTIVE                                                            =
                                                 =20
   1453238     ~QP       NG          31-DEC-01     CITIBANK-1-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452440     $AP       WTI         31-DEC-01     CITIBANK-EUROS-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452441     #BP       WTI         31-DEC-01     CITIBANKGBP-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452442     #AP       WTI         31-DEC-01     CITIBANKUSD-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452451     6}P       COAL        31-DEC-01     COAL-EAST-CASH-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452448     2BP       COAL        31-DEC-01     COAL-EAST-II-PRC        =
         ACTIVE                                                            =
                                                 =20
   1452446     T6P       COAL        31-DEC-01     COAL-EAST-MGMT-PRC      =
         ACTIVE                                                            =
                                                 =20
   1452443     KPP       COAL        31-DEC-01     COAL-EAST-PRC           =
         ACTIVE                                                            =
                                                 =20
   1452452     ?IP       COAL        31-DEC-01     COAL-EASTIII-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452453     @?P       NG          31-DEC-01     COAL-NG-HEDGE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452454     2XP       COAL        31-DEC-01     COAL-SYN-MTM-PRC        =
         ACTIVE                                                            =
                                                 =20
   1452450     6]P       COLW        31-DEC-01     COAL-WEST-CASH-PRC      =
         ACTIVE                                                            =
                                                 =20
   1452449     2AP       COLW        31-DEC-01     COAL-WEST-II-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452447     1KP       COLW        31-DEC-01     COAL-WEST-MGMT-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452444     KQP       COLW        31-DEC-01     COAL-WEST-PRC           =
         ACTIVE                                                            =
                                                 =20
   1452475     R2P       DUBA        31-DEC-01     COND-DUBAI-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452474     FCP       COND        31-DEC-01     CONDENSATE-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452652     ZGP       HG          31-DEC-01     COPPER-PRC           No =
Position ACTIVE                                                            =
                                                 =20
   1453350     E>D       NG          31-DEC-01     CY-EXPLOR-BAS        No =
Position ACTIVE                                                            =
                                                 =20
   1453351     E>P       NG          31-DEC-01     CY-EXPLOR-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1452526     Z=3DI       HO          31-DEC-01     DABHOL-HO-AFF-IDX    N=
o Position ACTIVE                                                          =
                                                   =20
   1452495     PI       HO          31-DEC-01     DABHOL-HO-IDX        No P=
osition ACTIVE                                                             =
                                                 ?   1452510     FPP       =
.2GO        31-DEC-01     DIST-GO-.2GO-PRC     No Position ACTIVE          =
                                                                           =
                         ?   1452509     F~P       GOIP        31-DEC-01   =
  DIST-GO-IPE-PRC      No Position ACTIVE                                  =
                                                                           =
 ?   1452505     FAP       HO          31-DEC-01     DIST-HO-HDG-PRC       =
           ACTIVE                                                          =
                                                    ?   1452506     FOP    =
   HU          31-DEC-01     DIST-HU-HDG-PRC      No Position ACTIVE       =
                                                                           =
                            ?   1452508     FBP       KERO        31-DEC-01=
     DIST-JET-HDG-PRC     No Position ACTIVE                               =
                                                                           =
    ?   1452507     FEP       WTI         31-DEC-01     DIST-WTI-HDG-PRC   =
  No Position ACTIVE                                                       =
                                                       ?   1452527     W$P =
      BRNT        31-DEC-01     DIST2-BRNT-HDG-PRC   No Position ACTIVE    =
                                                                           =
                               ?   1452524     W&P       GOIP        31-DEC=
-01     DIST2-GO-IPE-PRC     No Position ACTIVE                            =
                                                                           =
       ?   1452520     W@P       HO          31-DEC-01     DIST2-HO-HDG-PRC=
     No Position ACTIVE                                                    =
                                                          ?   1452521     W=
[P       HU          31-DEC-01     DIST2-HU-HDG-PRC     No Position ACTIVE =
                                                                           =
                                  ?   1452525     W%P       KERE        31-=
DEC-01     DIST2-KERE-HDG-PRC   No Position ACTIVE                         =
                                                                           =
          ?   1452523     W%P       KERO        31-DEC-01     DIST2-KERO-HD=
G-PRC   No Position ACTIVE                                                 =
                                                             ?   1452522   =
  W$P       WTI         31-DEC-01     DIST2-WTI-HDG-PRC    No Position ACTI=
VE                                                                         =
                                     ?   1452515     ZWP       BRNT        =
31-DEC-01     DUBAI-CO-BRNT-PRC    No Position ACTIVE                      =
                                                                           =
             ?   1452516     ZWP       DUBA        31-DEC-01     DUBAI-CO-P=
ASS-PRC    No Position ACTIVE                                              =
                                                                ?   1452532=
     DMP       BLND        31-DEC-01     ECTGR-BLND-PRC       No Position A=
CTIVE                                                                      =
                                        ?   1452533     DVP       BRNT     =
   31-DEC-01     ECTGR-CO-BRNT-PRC    No Position ACTIVE                   =
                                                                           =
                ?   1452528     DVP       WTI         31-DEC-01     ECTGR-C=
O-PRC         No Position ACTIVE                                           =
                                                                   ?   1452=
534     DVP       WTIP        31-DEC-01     ECTGR-CO-WTIP-PRC    No Positio=
n ACTIVE                                                                   =
                                           ?   1452536     ?TP       GOIP  =
      31-DEC-01     ECTGR-GO-PRC         No Position ACTIVE                =
                                                                           =
                   ?   1452529     DPP       HO          31-DEC-01     ECTG=
R-HO-PRC         No Position ACTIVE                                        =
                                                                      ?   1=
452530     DUP       HU          31-DEC-01     ECTGR-HU-PRC         No Posi=
tion ACTIVE                                                                =
                                              ?   1452531     B<P       KER=
O        31-DEC-01     ECTGR-KERO-PRC       No Position ACTIVE             =
                                                                           =
                      ?   1452578     FWP       C2GC        31-DEC-01     E=
GLI-C2GC-PRC                    ACTIVE                                     =
                                                                         ? =
  1452579     FVP       C2GC        31-DEC-01     EGLI-C2MW-PRC        No P=
osition ACTIVE                                                             =
                                                 ?   1452580     FWP       =
C3GC        31-DEC-01     EGLI-C3GC-PRC                    ACTIVE          =
                                                                           =
                         ?   1452581     FVP       C3GC        31-DEC-01   =
  EGLI-C3MW-PRC                    ACTIVE                                  =
                                                                           =
 ?   1452586     FWP       C5+         31-DEC-01     EGLI-C5GC-PRC        N=
o Position ACTIVE                                                          =
                                                    ?   1452587     FVP    =
   C5+         31-DEC-01     EGLI-C5MW-PRC        No Position ACTIVE       =
                                                                           =
                            ?   1452589     F*P       C3GC        31-DEC-01=
     EGLI-FEES-PRC        No Position ACTIVE                               =
                                                                           =
    ?   1452584     FWP       IC4         31-DEC-01     EGLI-IC4GC-PRC     =
  No Position ACTIVE                                                       =
                                                       ?   1452585     FVP =
      IC4         31-DEC-01     EGLI-IC4MW-PRC       No Position ACTIVE    =
                                                                           =
                               ?   1452583     FWP       NC4         31-DEC=
-01     EGLI-NC4GC-PRC                   ACTIVE                            =
                                                                           =
       ?   1452582     FVP       NC4         31-DEC-01     EGLI-NC4MW-PRC  =
     No Position ACTIVE                                                    =
                                                          ?   1452588     F=
!P       WTI         31-DEC-01     EGLI-WTI-PRC         No Position ACTIVE =
                                                                           =
                                  ?   1452379     TAP       NGAR        31-=
DEC-01     EI-ARG-GAS-PRC                   ACTIVE                         =
                                                                           =
          ?   1452380     6/P       NGAR        31-DEC-01     EI-ARG-GAS-TR=
SP-PRC              ACTIVE                                                 =
                                                             ?   1452766   =
  *JP       NBSK        31-DEC-01     EIM-EU-PAPER-PRC     No Position ACTI=
VE                                                                         =
                                     ?   1452551     *IP       SHRC        =
31-DEC-01     EIM-US-STEEL-PRC     No Position ACTIVE                      =
                                                                           =
             ?   1452456     &PP       ERC         31-DEC-01     EMI-RGNL-A=
FFIL-PRC   No Position ACTIVE                                              =
                                                                ?   1452455=
     \CP       ERC         31-DEC-01     EMI-RGNL-CRD-I-PRC   No Position A=
CTIVE                                                                      =
                                        ?   1452457     &OP       ERC      =
   31-DEC-01     EMI-RGNL-CRD-PRC     No Position ACTIVE                   =
                                                                           =
                ?   1453349     K5P       COAL        31-DEC-01     EQ-COAL=
-EAST-PRC     No Position ACTIVE                                           =
                                                                   ?   1453=
352     KSP       COAL        31-DEC-01     EQ-COAL-JUPITER-PRC  No Positio=
n ACTIVE                                                                   =
                                           ?   1453348     E$D       NG    =
      31-DEC-01     EQUITY-CGAS-BAS      No Position ACTIVE                =
                                                                           =
                   ?   1453347     E$P       NG          31-DEC-01     EQUI=
TY-CGAS-PRC      No Position ACTIVE                                        =
                                                                      ?   1=
453346     E&D       NG          31-DEC-01     EQUITY-MARINER-BAS   No Posi=
tion ACTIVE                                                                =
                                              ?   1453345     E&P       NG =
         31-DEC-01     EQUITY-MARINER-PRC   No Position ACTIVE             =
                                                                           =
                      ?   1452617     ANP       ETHE        31-DEC-01     E=
THYLENE-PRC         No Position ACTIVE                                     =
                                                                         ? =
  1452439     4PP       WTI         31-DEC-01     EURO-PREPAY-PRC      No P=
osition ACTIVE                                                             =
                                                 ?   1453262     `YP       =
DISL        31-DEC-01     FRT-DIESEL-PRC                   ACTIVE          =
                                                                           =
                         ?   1453261     *RP       FTR         31-DEC-01   =
  FRT-FWD-TXFR-PRC     No Position ACTIVE                                  =
                                                                           =
 ?   1453258     @VP       HO          31-DEC-01     FRT-HO-PRC           N=
o Position ACTIVE                                                          =
                                                    ?   1453260     `ZP    =
   FTR         31-DEC-01     FRT-LC-PRC                       ACTIVE       =
                                                                           =
                            ?   1453245     =3DYD       FTR         31-DEC-=
01     FRT-MIDWEST-BAS      No Position ACTIVE                             =
                                                                           =
      ?   1453244     =3DYP       FTR         31-DEC-01     FRT-MIDWEST-PRC=
                  ACTIVE                                                   =
                                                           ?   1453253     =
=3DXD       FTR         31-DEC-01     FRT-MOUNTAIN-BAS     No Position ACTI=
VE                                                                         =
                                     ?   1453252     =3DXP       FTR       =
  31-DEC-01     FRT-MOUNTAIN-PRC     No Position ACTIVE                    =
                                                                           =
               ?   1453247     ~AD       FTR         31-DEC-01     FRT-NORT=
HEAST-BAS    No Position ACTIVE                                            =
                                                                  ?   14532=
46     ~AP       FTR         31-DEC-01     FRT-NORTHEAST-PRC               =
 ACTIVE                                                                    =
                                          ?   1453251     =3DVD       FTR  =
       31-DEC-01     FRT-NORTHWEST-BAS    No Position ACTIVE               =
                                                                           =
                    ?   1453250     =3DVP       FTR         31-DEC-01     F=
RT-NORTHWEST-PRC                ACTIVE                                     =
                                                                         ? =
  1453257     =3DZD       FTR         31-DEC-01     FRT-OHIO-BAS         No=
 Position ACTIVE                                                           =
                                                   ?   1453256     =3DZP   =
    FTR         31-DEC-01     FRT-OHIO-PRC                     ACTIVE      =
                                                                           =
                             ?   1453255     ~CD       FTR         31-DEC-0=
1     FRT-SOUTHCENT-BAS    No Position ACTIVE                              =
                                                                           =
     ?   1453254     ~CP       FTR         31-DEC-01     FRT-SOUTHCENT-PRC =
   No Position ACTIVE                                                      =
                                                        ?   1453249     ~BD=
       FTR         31-DEC-01     FRT-SOUTHEAST-BAS    No Position ACTIVE   =
                                                                           =
                                ?   1453248     ~BP       FTR         31-DE=
C-01     FRT-SOUTHEAST-PRC                ACTIVE                           =
                                                                           =
        ?   1453264     ~OD       FTR         31-DEC-01     FRT-SPOT-BAS   =
      No Position ACTIVE                                                   =
                                                           ?   1453263     =
~OP       FTR         31-DEC-01     FRT-SPOT-PRC         No Position ACTIVE=
                                                                           =
                                   ?   1453241     ~NP       FTR         31=
-DEC-01     FRT-UCF-PRC                      ACTIVE                        =
                                                                           =
           ?   1453243     =3DWD       FTR         31-DEC-01     FRT-WEST-B=
AS         No Position ACTIVE                                              =
                                                                ?   1453242=
     =3DWP       FTR         31-DEC-01     FRT-WEST-PRC                    =
 ACTIVE                                                                    =
                                          ?   1453259     @UP       WTI    =
     31-DEC-01     FRT-WTI-PRC          No Position ACTIVE                 =
                                                                           =
                  ?   1452299     RAI       NG          31-DEC-01     FT-BR=
IDGE-IDX                    ACTIVE                                         =
                                                                     ?   14=
52228     G7M       NG          31-DEC-01     FT-CAND-AB-GDL-GDL           =
    ACTIVE                                                                 =
                                             ?   1452234     GWM       NG  =
        31-DEC-01     FT-CAND-BC-GD-GDL    No Position ACTIVE              =
                                                                           =
                     ?   1452246     [ZM       NG          31-DEC-01     FT=
-CAND-DIR-GD-GDL               ACTIVE                                      =
                                                                        ?  =
 1452258     ?AI       NGGJ        31-DEC-01     FT-CAND-DIR-ONT-IDX       =
       ACTIVE                                                              =
                                                ?   1452256     ?AP       N=
GGJ        31-DEC-01     FT-CAND-DIR-ONT-PRC              ACTIVE           =
                                                                           =
                        ?   1452242     6*I       NGGJ        31-DEC-01    =
 FT-CAND-DIRECT-IDX               ACTIVE                                   =
                                                                           =
?   1452238     6*P       NGGJ        31-DEC-01     FT-CAND-DIRECT-PRC     =
          ACTIVE                                                           =
                                                   ?   1452232     C4I     =
  NGGJ        31-DEC-01     FT-CAND-EGSC-BC-IDX              ACTIVE        =
                                                                           =
                           ?   1452230     C4P       NGGJ        31-DEC-01 =
    FT-CAND-EGSC-BC-PRC              ACTIVE                                =
                                                                           =
   ?   1452025     G8P       NGGJ        31-DEC-01     FT-CAND-EGSC-C-PRC  =
 No Position ACTIVE                                                        =
                                                      ?   1452021     C4I  =
     NGGJ        31-DEC-01     FT-CAND-EGSC-EA-IDX              ACTIVE     =
                                                                           =
                              ?   1452264     [KI       NGGJ        31-DEC-=
01     FT-CAND-EGSC-ED-IDX  No Position ACTIVE                             =
                                                                           =
      ?   1452262     [KP       NGGJ        31-DEC-01     FT-CAND-EGSC-ED-P=
RC  No Position ACTIVE                                                     =
                                                         ?   1452226     C4=
I       NGGJ        31-DEC-01     FT-CAND-EGSC-IDX                 ACTIVE  =
                                                                           =
                                 ?   1452252     CDI       NGGJ        31-D=
EC-01     FT-CAND-EGSC-OPT-IDX             ACTIVE                          =
                                                                           =
         ?   1452248     CDP       NGGJ        31-DEC-01     FT-CAND-EGSC-O=
PT-PRC             ACTIVE                                                  =
                                                            ?   1452224    =
 C4P       NGGJ        31-DEC-01     FT-CAND-EGSC-PRC                 ACTIV=
E                                                                          =
                                    ?   1452243     P7P       NGGJ        3=
1-DEC-01     FT-CAND-ERMS-PRC                 ACTIVE                       =
                                                                           =
            ?   1452241     9/M       NG          31-DEC-01     FT-CAND-MT-=
GD-GDL                ACTIVE                                               =
                                                               ?   1452237 =
    8/P       NGGJ        31-DEC-01     FT-CAND-MT-PRC                   AC=
TIVE                                                                       =
                                       ?   1452023     CGM       NG        =
  31-DEC-01     FT-CAND-OP-GD-GDL                ACTIVE                    =
                                                                           =
               ?   1452716     AKP       NGGJ        31-DEC-01     FT-CAND-=
PWR-PRC      No Position ACTIVE                                            =
                                                                  ?    9999=
98     !UP       NG          31-DEC-01     FT-CAND-ROLLOFF-PRC  No Position=
 ACTIVE                                                                    =
                                          ?   1452013     \WI       NGGJ   =
     31-DEC-01     FT-CAND-WEST-IDX                 ACTIVE                 =
                                                                           =
                  ?   1452011     \WP       NGGJ        31-DEC-01     FT-CA=
ND-WEST-PRC                 ACTIVE                                         =
                                                                     ?   14=
52719     [SM       NG          31-DEC-01     FT-CND-PWR-DT-GDL    No Posit=
ion ACTIVE                                                                 =
                                             ?   1452718     ZMM       NG  =
        31-DEC-01     FT-CND-PWR-ST-GDL    No Position ACTIVE              =
                                                                           =
                     ?   1452253     C&I       NGGJ        31-DEC-01     FT=
-DIR-AGENCY-IDX                ACTIVE                                      =
                                                                        ?  =
 1452249     C&P       NGGJ        31-DEC-01     FT-DIR-AGENCY-PRC         =
       ACTIVE                                                              =
                                                ?   1452260     C(M       N=
G          31-DEC-01     FT-DIR-ONT-GD-GDL    No Position ACTIVE           =
                                                                           =
                        ?   1452699     1EI       NG          31-DEC-01    =
 FT-IM-ENOV-IDX                   ACTIVE                                   =
                                                                           =
?   1453240     G1P       NG          31-DEC-01     FT-ONT-CENTRAL-PRC     =
          ACTIVE                                                           =
                                                   ?   1452316     !AD     =
  NG          31-DEC-01     FT-UPSTRM-BAS                    ACTIVE        =
                                                                           =
                           ?   1452320     !AY       NG          31-DEC-01 =
    FT-UPSTRM-GDI        No Position ACTIVE                                =
                                                                           =
   ?   1452319     !AM       NG          31-DEC-01     FT-UPSTRM-GDL       =
 No Position ACTIVE                                                        =
                                                      ?   1452317     !AI  =
     NG          31-DEC-01     FT-UPSTRM-IDX                    ACTIVE     =
                                                                           =
                              ?   1452313     PAM       NG          31-DEC-=
01     FT-UPSTRM-PHY                    ACTIVE                             =
                                                                           =
      ?   1452315     !AP       NG          31-DEC-01     FT-UPSTRM-PRC    =
                ACTIVE                                                     =
                                                         ?   1452748     2Q=
P       NG          31-DEC-01     GARDEN-STATES-PRC    No Position ACTIVE  =
                                                                           =
                                 ?   1453223     QZD       NG          31-D=
EC-01     GAS-APEA PREPAY-BAS              ACTIVE                          =
                                                                           =
         ?   1453225     QZI       NG          31-DEC-01     GAS-APEA PREPA=
Y-IDX              ACTIVE                                                  =
                                                            ?   1453224    =
 QZP       NG          31-DEC-01     GAS-APEA PREPAY-PRC              ACTIV=
E                                                                          =
                                    ?   1453230     Q*D       NG          3=
1-DEC-01     GAS-CAGE-SVC-BAS     No Position ACTIVE                       =
                                                                           =
            ?   1453231     Q*I       NG          31-DEC-01     GAS-CAGE-SV=
C-IDX     No Position ACTIVE                                               =
                                                               ?   1453229 =
    Q*P       NG          31-DEC-01     GAS-CAGE-SVC-PRC     No Position AC=
TIVE                                                                       =
                                       ?   1453227     Q4D       NG        =
  31-DEC-01     GAS-CHA-MAH-BAS                  ACTIVE                    =
                                                                           =
               ?   1453226     Q4I       NG          31-DEC-01     GAS-CHA-=
MAH-IDX                  ACTIVE                                            =
                                                                  ?   14532=
28     Q4P       NG          31-DEC-01     GAS-CHA-MAH-PRC                 =
 ACTIVE                                                                    =
                                          ?   1453214     QID       NG     =
     31-DEC-01     GAS-CHASE-MAHII-BAS  No Position ACTIVE                 =
                                                                           =
                  ?   1453215     QII       NG          31-DEC-01     GAS-C=
HASE-MAHII-IDX  No Position ACTIVE                                         =
                                                                     ?   14=
53213     QIP       NG          31-DEC-01     GAS-CHASE-MAHII-PRC  No Posit=
ion ACTIVE                                                                 =
                                             ?   1453217     QKD       NG  =
        31-DEC-01     GAS-CHASE-MAHIV-BAS  No Position ACTIVE              =
                                                                           =
                     ?   1453218     QKI       NG          31-DEC-01     GA=
S-CHASE-MAHIV-IDX  No Position ACTIVE                                      =
                                                                        ?  =
 1453216     QKP       NG          31-DEC-01     GAS-CHASE-MAHIV-PRC  No Po=
sition ACTIVE                                                              =
                                                ?   1453220     QLD       N=
G          31-DEC-01     GAS-CHASE-MAHV-BAS               ACTIVE           =
                                                                           =
                        ?   1453219     QLI       NG          31-DEC-01    =
 GAS-CHASE-MAHV-IDX               ACTIVE                                   =
                                                                           =
?   1453221     QLP       NG          31-DEC-01     GAS-CHASE-MAHV-PRC     =
          ACTIVE                                                           =
                                                   ?   1453209     PHP     =
  NG          31-DEC-01     GAS-CHASE1-PRC       No Position ACTIVE        =
                                                                           =
                           ?   1453233     3ZD       NG          31-DEC-01 =
    GAS-CHASE9A-BAS      No Position ACTIVE                                =
                                                                           =
   ?   1453234     3ZI       NG          31-DEC-01     GAS-CHASE9A-IDX     =
 No Position ACTIVE                                                        =
                                                      ?   1453232     3ZP  =
     NG          31-DEC-01     GAS-CHASE9A-PRC      No Position ACTIVE     =
                                                                           =
                              ?   1453207     QPD       NG          31-DEC-=
01     GAS-ECT-STRATEG-BAS  No Position ACTIVE                             =
                                                                           =
      ?   1453208     QPP       NG          31-DEC-01     GAS-ECT-STRATEG-P=
RC  No Position ACTIVE                                                     =
                                                         ?   1453211     QH=
D       NG          31-DEC-01     GAS-ENERGYAMER-BAS               ACTIVE  =
                                                                           =
                                 ?   1453212     QHI       NG          31-D=
EC-01     GAS-ENERGYAMER-IDX               ACTIVE                          =
                                                                           =
         ?   1453210     QHP       NG          31-DEC-01     GAS-ENERGYAMER=
-PRC               ACTIVE                                                  =
                                                            ?   1452499    =
 FGP       .2GO        31-DEC-01     GASOIL-INTL-.2GO-PRC No Position ACTIV=
E                                                                          =
                                    ?   1452497     FGP       GOIP        3=
1-DEC-01     GASOIL-INTL-PRC      No Position ACTIVE                       =
                                                                           =
            ?   1452636     QGP       GOIP        31-DEC-01     GOIP-SPEC-P=
RC        No Position ACTIVE                                               =
                                                               ?   1452494 =
    PKP       HO          31-DEC-01     HO-PRC                           AC=
TIVE                                                                       =
                                       ?   1452492     F6P       HU        =
  31-DEC-01     HU-PRC               No Position ACTIVE                    =
                                                                           =
               ?   1452676     [UP       HU          31-DEC-01     HU-TMB-P=
RC           No Position ACTIVE                                            =
                                                                  ?   14525=
67     FIP       IC4         31-DEC-01     IC4-PRC              No Position=
 ACTIVE                                                                    =
                                          ?   1452678     [WP       IC4    =
     31-DEC-01     IC4-TMB-PRC          No Position ACTIVE                 =
                                                                           =
                  ?   1452693     PAI       NG          31-DEC-01     IM-EM=
WNSS1-IDX       No Position ACTIVE                                         =
                                                                     ?   14=
52691     PAP       NG          31-DEC-01     IM-EMWNSS1-PRC               =
    ACTIVE                                                                 =
                                             ?   1452826     PAM       NG  =
        31-DEC-01     IM-EMWNSS2-GDL1      No Position ACTIVE              =
                                                                           =
                     ?   1452696     PAI       NG          31-DEC-01     IM=
-EMWNSS2-IDX       No Position ACTIVE                                      =
                                                                        ?  =
 1452694     PAP       NG          31-DEC-01     IM-EMWNSS2-PRC       No Po=
sition ACTIVE                                                              =
                                                ?   1452514     Y3P       W=
TI         31-DEC-01     INTL-CRUDE-WTI-PRC   No Position ACTIVE           =
                                                                           =
                        ?   1452513     Y1P       HO          31-DEC-01    =
 INTL-HO-PRC          No Position ACTIVE                                   =
                                                                           =
?   1452519     Y4P       HU          31-DEC-01     INTL-HU-PRC          No=
 Position ACTIVE                                                           =
                                                   ?   1452512     Y2P     =
  KERO        31-DEC-01     INTL-KERO-PRC        No Position ACTIVE        =
                                                                           =
                           ?   1452357     PAM       NGAR        31-DEC-01 =
    INTRA-ARG-PHY                    ACTIVE                                =
                                                                           =
   ?   1452266     [LM       NG          31-DEC-01     INTRA-CAN-ED-GD-GDL =
 No Position ACTIVE                                                        =
                                                      ?   1452018     GJM  =
     NG          31-DEC-01     INTRA-CAND-BC-GD-GDL No Position ACTIVE     =
                                                                           =
                              ?   1452014     CAM       NG          31-DEC-=
01     INTRA-CAND-BC-PHY                ACTIVE                             =
                                                                           =
      ?   1452016     CAP       NG          31-DEC-01     INTRA-CAND-BC-PRC=
    No Position ACTIVE                                                     =
                                                         ?   1452010     GJ=
M       NG          31-DEC-01     INTRA-CAND-WE-GD-GDL             ACTIVE  =
                                                                           =
                                 ?   1452005     CAM       NG          31-D=
EC-01     INTRA-CAND-WEST-PHY              ACTIVE                          =
                                                                           =
         ?   1452006     CAP       NG          31-DEC-01     INTRA-CAND-WES=
T-PRC              ACTIVE                                                  =
                                                            ?   1452343    =
 PAM       NG          31-DEC-01     INTRA-CENTRAL-PHY                ACTIV=
E                                                                          =
                                    ?   1452372     PAM       NG          3=
1-DEC-01     INTRA-CNT-TRANS-PHY  No Position ACTIVE                       =
                                                                           =
            ?   1452829     PAM       NG          31-DEC-01     INTRA-ENOV-=
GDL       No Position ACTIVE                                               =
                                                               ?   1452702 =
    PAI       NG          31-DEC-01     INTRA-ENOV-IDX       No Position AC=
TIVE                                                                       =
                                       ?    926670     PAM       NG        =
  31-DEC-01     INTRA-ENOV-PHY                   ACTIVE                    =
                                                                           =
               ?   1452338     PAM       NG          31-DEC-01     INTRA-NO=
RTHEAST-PHY              ACTIVE                                            =
                                                                  ?   14523=
45     CAM       NG          31-DEC-01     INTRA-ONTARIO-PHY               =
 ACTIVE                                                                    =
                                          ?   1452830     PAM       NG     =
     31-DEC-01     INTRA-TEXAS-PHY      No Position ACTIVE                 =
                                                                           =
                  ?   1452461     PAM       NG          31-DEC-01     INTRA=
-WEST-PHY                   ACTIVE                                         =
                                                                     ?   14=
52677     [XP       IC4=3D        31-DEC-01     ISOBUTYLE-TMB-PRC          =
      ACTIVE                                                               =
                                               ?   1452469     F1P       IC=
4=3D        31-DEC-01     ISOBUTYLENE-PRC                  ACTIVE          =
                                                                           =
                         ?   1452672     `OP       BLND        31-DEC-01   =
  ISOCTANE-TMB-PRC                 ACTIVE                                  =
                                                                           =
 ?   1452496     P@P       KERO        31-DEC-01     KERO-PRC             N=
o Position ACTIVE                                                          =
                                                    ?   1452682     25D    =
   NG          31-DEC-01     LNG-PRICE-BAS        No Position ACTIVE       =
                                                                           =
                            ?   1452683     25I       NG          31-DEC-01=
     LNG-PRICE-IDX        No Position ACTIVE                               =
                                                                           =
    ?   1452681     25P       NG          31-DEC-01     LNG-PRICE-PRC      =
  No Position ACTIVE                                                       =
                                                       ?   1452742     W2P =
      FLCP        31-DEC-01     LUMBER-US-PRC                    ACTIVE    =
                                                                           =
                               ?   1452605     BFP       MEG         31-DEC=
-01     MEG-PRC              No Position ACTIVE                            =
                                                                           =
       ?   1452670     `MP       MEOH        31-DEC-01     MEOH-TMB-PRC    =
                 ACTIVE                                                    =
                                                          ?   1452591     F=
4I       MEOH        31-DEC-01     METH-IDX                         ACTIVE =
                                                                           =
                                  ?   1452593     F5D       NG          31-=
DEC-01     METH-NG-HDG-BAS      No Position ACTIVE                         =
                                                                           =
          ?   1452595     F5I       NG          31-DEC-01     METH-NG-HDG-I=
DX      No Position ACTIVE                                                 =
                                                             ?   1452592   =
  F5P       NG          31-DEC-01     METH-NG-HDG-PRC      No Position ACTI=
VE                                                                         =
                                     ?   1452590     F4P       MEOH        =
31-DEC-01     METH-PRC                         ACTIVE                      =
                                                                           =
             ?   1452594     FP       MEOH        31-DEC-01     METH-TR-PRC=
                      ACTIVE                                               =
                                                              =20
   1452483     I)P       BLND        31-DEC-01     MTBE-BLENDSTOCK-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452490     =3DJP       MTBE        31-DEC-01     MTBE-EURO-PRC        N=
o Position ACTIVE                                                          =
                                                   =20
   1452470     F3P       NC4         31-DEC-01     MTBE-NC4-HEDGE-PRC      =
         ACTIVE                                                            =
                                                 =20
   1452468     F2D       NG          31-DEC-01     MTBE-NG-HEDGE-BAS    No =
Position ACTIVE                                                            =
                                                 =20
   1452467     F2P       NG          31-DEC-01     MTBE-NG-HEDGE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452472     F9I       MTBE        31-DEC-01     MTBE-PRICE-IDX       No =
Position ACTIVE                                                            =
                                                 =20
   1452471     F9P       MTBE        31-DEC-01     MTBE-PRICE-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452669     `LP       MTBE        31-DEC-01     MTBE-TMB-PRC            =
         ACTIVE                                                            =
                                                 =20
   1452473     F7P       HU          31-DEC-01     MTBE-UNL-HEDGE-PRC      =
         ACTIVE                                                            =
                                                 =20
   1452477     F8P       WTI         31-DEC-01     MTBE-WTI-HEDGE-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452571     FNP       NAPE        31-DEC-01     NAPTHA-EUR-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452511     FMP       NAPE        31-DEC-01     NAPTHA-PRC           No =
Position ACTIVE                                                            =
                                                 =20
   1452570     FHI       NC4E        31-DEC-01     NC4-EUR-IDX             =
         ACTIVE                                                            =
                                                 =20
   1452566     FDP       NC4         31-DEC-01     NC4-PRC              No =
Position ACTIVE                                                            =
                                                 =20
   1452671     `NP       NC4         31-DEC-01     NC4-TMB-PRC             =
         ACTIVE                                                            =
                                                 =20
   1452752     SED       NG          31-DEC-01     NG-CORP-AFF-BAS      No =
Position ACTIVE                                                            =
                                                 =20
   1452751     SEP       NG          31-DEC-01     NG-CORP-AFF-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452574     FKP       NG          31-DEC-01     NG-NGL_HEDGE-PRC        =
         ACTIVE                                                            =
                                                 =20
   1452848     W*P       NG          31-DEC-01     NG-PR-CAN-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1452837     ZHP       NG          31-DEC-01     NG-PR-OPT-PRC           =
         ACTIVE                                                            =
                                                 =20
   1452746     PED       NG          31-DEC-01     NG-PRICE-AFF-BAS     No =
Position ACTIVE                                                            =
                                                 =20
   1452745     PEP       NG          31-DEC-01     NG-PRICE-AFF-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452851     PGD       NG          31-DEC-01     NG-PRICE-BAS            =
         ACTIVE                                                            =
                                                 =20
   1452853     ZJP       WTI         31-DEC-01     NG-PRICE-CRUDE-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452850     PGY       NG          31-DEC-01     NG-PRICE-GDI            =
         ACTIVE                                                            =
                                                 =20
   1452852     PGM       NG          31-DEC-01     NG-PRICE-GDL            =
         ACTIVE                                                            =
                                                 =20
   1452842     PGI       NG          31-DEC-01     NG-PRICE-IDX            =
         ACTIVE                                                            =
                                                 =20
   1452828     PGP       NG          31-DEC-01     NG-PRICE-PRC            =
         ACTIVE                                                            =
                                                 =20
   1452675     `QD       NG          31-DEC-01     NG-TMB-BAS              =
         ACTIVE                                                            =
                                                 =20
   1452674     `QP       NG          31-DEC-01     NG-TMB-PRC              =
         ACTIVE                                                            =
                                                 =20
   1452859     )BP       NG          31-DEC-01     NG-X-OPT-NG-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452577     1XP       HO          31-DEC-01     NGL-HO-PRC           No =
Position ACTIVE                                                            =
                                                 =20
   1452401     CEP       BRNT        31-DEC-01     OIL-AFF-PRC          No =
Position ACTIVE                                                            =
                                                 =20
   1452395     CEP       WTI         31-DEC-01     OIL-AFF-WTI-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452409     PWP       BRCM        31-DEC-01     OIL-BRCM-PRICE-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452407     41P       BRNT        31-DEC-01     OIL-BRENT-PRC3-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452400     ACP       BRNT        31-DEC-01     OIL-BRENT-PRCII-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452394     PWP       BRNT        31-DEC-01     OIL-BRENT-PRICE-PRC     =
         ACTIVE                                                            =
                                                 =20
   1452410     PWP       BRN         31-DEC-01     OIL-BRN-PRICE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452426     WMP       61NY        31-DEC-01     OIL-CAND-EGSC-PRC       =
         ACTIVE                                                            =
                                                 =20
   1452396     WMP       WTI         31-DEC-01     OIL-CAND-EGSC-W-P       =
         ACTIVE                                                            =
                                                 =20
   1452397     P#P       WTI         31-DEC-01     OIL-CAND-ERMS-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452436     QJP       WTI         31-DEC-01     OIL-CHASE-MAHII-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452438     P%P       WTI         31-DEC-01     OIL-CHASEIII-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452437     P2P       WTI         31-DEC-01     OIL-CITIBANKI-PRC       =
         ACTIVE                                                            =
                                                 =20
   1452435     PZP       WTI         31-DEC-01     OIL-CITIBANKII-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452416     IRI       63GC        31-DEC-01     OIL-DOM-REP-IDX      No =
Position ACTIVE                                                            =
                                                 =20
   1452406     40P       WTI         31-DEC-01     OIL-PRICE-3-PRC         =
         ACTIVE                                                            =
                                                 =20
   1452408     PCP       CLCM        31-DEC-01     OIL-PRICE-CLCM-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452402     PCP       HO          31-DEC-01     OIL-PRICE-HO-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452403     PCP       HU          31-DEC-01     OIL-PRICE-HU-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452398     PCP       WTI         31-DEC-01     OIL-PRICE-PRC           =
         ACTIVE                                                            =
                                                 =20
   1452641     PQP       C3GC        31-DEC-01     OIL-PRICE-SP-C3-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452633     PQP       WTI         31-DEC-01     OIL-PRICE-SPEC-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452404     P*P       HO          31-DEC-01     OIL-PRICEII-HO-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452405     P*P       HU          31-DEC-01     OIL-PRICEII-HU-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452399     P*P       WTI         31-DEC-01     OIL-PRICEII-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452642     *SP       BENZ        31-DEC-01     OIL-SPEC-BENZ-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452643     )EP       COAL        31-DEC-01     OIL-SPEC-COAL-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452638     83P       HU          31-DEC-01     OIL-SPEC-HU-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452639     82D       NG          31-DEC-01     OIL-SPEC-NG-BAS      No =
Position ACTIVE                                                            =
                                                 =20
   1452640     82P       NG          31-DEC-01     OIL-SPEC-NG-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452662     @WP       BRNT        31-DEC-01     OIL-SPEC3BRNT-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452657     !XP       HO          31-DEC-01     OIL-SPEC3HO-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452658     !YP       HU          31-DEC-01     OIL-SPEC3HU-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452659     !ZP       KERO        31-DEC-01     OIL-SPEC3KERO-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452660     !WP       NG          31-DEC-01     OIL-SPEC3NG-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452661     !VP       WTI         31-DEC-01     OIL-SPEC3WTI-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452664     -ZP       BRNT        31-DEC-01     OIL-SPEC4-BR-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452665     [AP       GOIP        31-DEC-01     OIL-SPEC4-GOIP-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452667     [CP       HO          31-DEC-01     OIL-SPEC4-HO-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452666     [BP       HU          31-DEC-01     OIL-SPEC4-HU-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452668     [DP       NG          31-DEC-01     OIL-SPEC4-NG-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452663     -YP       WTI         31-DEC-01     OIL-SPEC4-WTI-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452656     +SP       BENZ        31-DEC-01     OIL-SPECII-BENZ-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452649     P+P       BRNT        31-DEC-01     OIL-SPECII-BRENT-PRC No =
Position ACTIVE                                                            =
                                                 =20
   1452655     &VP       C3GC        31-DEC-01     OIL-SPECII-C3G-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452653     P+P       HO          31-DEC-01     OIL-SPECII-HO-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452650     P+P       HU          31-DEC-01     OIL-SPECII-HU-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452648     P+I       WTI         31-DEC-01     OIL-SPECII-IDX       No =
Position ACTIVE                                                            =
                                                 =20
   1452654     P+D       NG          31-DEC-01     OIL-SPECII-NG-BAS    No =
Position ACTIVE                                                            =
                                                 =20
   1452651     P+P       NG          31-DEC-01     OIL-SPECII-NG-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452647     P+P       WTI         31-DEC-01     OIL-SPECII-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452333     4LD       NBSK        31-DEC-01     PAPER-AFF-BAS        No =
Position ACTIVE                                                            =
                                                 =20
   1452332     4LP       NBSK        31-DEC-01     PAPER-AFF-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1452330     JEP       NBSK        31-DEC-01     PAPER-CAND-NWSP-PRC     =
         ACTIVE                                                            =
                                                 =20
   1452942     JAD       NBSK        31-DEC-01     PAPER-CONSOL-BAS        =
         ACTIVE                                                            =
                                                 =20
   1452328     JAP       NBSK        31-DEC-01     PAPER-CONSOL-PRC        =
         ACTIVE                                                            =
                                                 =20
   1452763     JPP       BEKE        31-DEC-01     PAPER-EUROPE-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452602     BPI       PARA        31-DEC-01     PARAXYLENE-IDX       No =
Position ACTIVE                                                            =
                                                 =20
   1452597     BPP       PARA        31-DEC-01     PARAXYLENE-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452773     *7D       BEKE        31-DEC-01     PE-BEK-BAS           No =
Position ACTIVE                                                            =
                                                 =20
   1452765     *7P       BEKE        31-DEC-01     PE-BEK-PRC           No =
Position ACTIVE                                                            =
                                                 =20
   1452755     ~JP       DA2         31-DEC-01     PE-DMPA4-PRC            =
         ACTIVE                                                            =
                                                 =20
   1452770     @4D       BEKE        31-DEC-01     PE-ENA-BEK-BAS       No =
Position ACTIVE                                                            =
                                                 =20
   1452769     @4P       BEKE        31-DEC-01     PE-ENA-BEK-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452771     *1D       NBSK        31-DEC-01     PE-ENA-NBSK-BAS      No =
Position ACTIVE                                                            =
                                                 =20
   1452767     *1P       NBSK        31-DEC-01     PE-ENA-NBSK-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452768     *2P       SBSK        31-DEC-01     PE-ENA-SBSK-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452764     ~KP       NBSK        31-DEC-01     PE-EPBHKP-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1452756     ~KP       BHKP        31-DEC-01     PE-EPBHKP2-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452757     ~LP       LW40        31-DEC-01     PE-LWC60-PRC            =
         ACTIVE                                                            =
                                                 =20
   1452758     ~HP       OCC         31-DEC-01     PE-MXDWSTE-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452762     *P       NBSK        31-DEC-01     PE-NBSKFUT-PRC           =
        ACTIVE                                                             =
                                                 ?   1452772     ~MD       =
NBSK        31-DEC-01     PE-NBSKINV-BAS       No Position ACTIVE          =
                                                                           =
                         ?   1452761     ~MP       NBSK        31-DEC-01   =
  PE-NBSKINV-PRC                   ACTIVE                                  =
                                                                           =
 ?   1452760     ~IP       NWSP        31-DEC-01     PE-NEW45-PAP48-PRC    =
           ACTIVE                                                          =
                                                    ?   1452759     ~IP    =
   NW45        31-DEC-01     PE-NEWS45-PRC                    ACTIVE       =
                                                                           =
                            ?   1452445     F%P       COKE        31-DEC-01=
     PET-COKE-PRC                     ACTIVE                               =
                                                                           =
    ?   1452384     =3DIP       BRNT        31-DEC-01     PHYOIL-BRENT-PRC =
                ACTIVE                                                     =
                                                         ?   1452388     =
=3DIP       BRN         31-DEC-01     PHYOIL-BRN-PRC       No Position ACTI=
VE                                                                         =
                                     ?   1452382     ITI       WTI         =
31-DEC-01     PHYOIL-INDEX-IDX                 ACTIVE                      =
                                                                           =
             ?   1452393     ?3P       WTI         31-DEC-01     PHYOIL-ORI=
ENTE-PRC               ACTIVE                                              =
                                                                ?   1452381=
     PTP       WTI         31-DEC-01     PHYOIL-PRICE-PRC                 A=
CTIVE                                                                      =
                                        ?   1452389     87P       BRN      =
   31-DEC-01     PHYOIL2-BRN-PRC      No Position ACTIVE                   =
                                                                           =
                ?   1452387     87P       BRNT        31-DEC-01     PHYOIL2=
-BRNT-PRC     No Position ACTIVE                                           =
                                                                   ?   1452=
386     87I       WTI         31-DEC-01     PHYOIL2-IDX                    =
  ACTIVE                                                                   =
                                           ?   1452385     87P       WTI   =
      31-DEC-01     PHYOIL2-PRC                      ACTIVE                =
                                                                           =
                   ?   1452627     1$P       BENZ        31-DEC-01     PLAS=
T-BENZENE-PRC    No Position ACTIVE                                        =
                                                                      ?   1=
452618     AQP       C2GC        31-DEC-01     PLAST-C2-HEDGE-PRC   No Posi=
tion ACTIVE                                                                =
                                              ?   1452619     ATP       C3G=
C        31-DEC-01     PLAST-C3-HEDGE-PRC   No Position ACTIVE             =
                                                                           =
                      ?   1452628     23P       PLYE        31-DEC-01     P=
LAST-GR-PRC                     ACTIVE                                     =
                                                                         ? =
  1452625     ARP       NG          31-DEC-01     PLAST-NG-HEDGE-PRC   No P=
osition ACTIVE                                                             =
                                                 ?   1452626     XIP       =
STYR        31-DEC-01     PLAST-STYRENE-PRC    No Position ACTIVE          =
                                                                           =
                         ?   1452630     44P       HU          31-DEC-01   =
  PLAST-UNLEADED-PRC   No Position ACTIVE                                  =
                                                                           =
 ?   1452629     42P       WTI         31-DEC-01     PLAST-WTI-PRC        N=
o Position ACTIVE                                                          =
                                                    ?   1452620     AMP    =
   PLYE        31-DEC-01     POLYETHYLENE-PRC     No Position ACTIVE       =
                                                                           =
                            ?   1452623     ABP       PYPP        31-DEC-01=
     POLYPROPYLENE-PRC    No Position ACTIVE                               =
                                                                           =
    ?   1452624     AVP       PYST        31-DEC-01     POLYSTYRENE-PRC    =
  No Position ACTIVE                                                       =
                                                       ?   1453222     QAP =
      NG          31-DEC-01     PREPAY-VI-PRC        No Position ACTIVE    =
                                                                           =
                               ?   1452542     @8P       GOIP        31-DEC=
-01     PROD-OPT-GO-PRC      No Position ACTIVE                            =
                                                                           =
       ?   1452537     2DP       HO          31-DEC-01     PROD-OPT-HO-PRC =
                 ACTIVE                                                    =
                                                          ?   1452538     2=
EP       HU          31-DEC-01     PROD-OPT-HU-PRC                  ACTIVE =
                                                                           =
                                  ?   1452541     &ZP       KERO        31-=
DEC-01     PROD-OPT-KERO-PRC    No Position ACTIVE                         =
                                                                           =
          ?   1452540     2FP       BRNT        31-DEC-01     PROD-OPT-WTI-=
B-PRC               ACTIVE                                                 =
                                                             ?   1452539   =
  2FP       WTI         31-DEC-01     PROD-OPT-WTI-PRC     No Position ACTI=
VE                                                                         =
                                     ?   1452622     ASP       PROP        =
31-DEC-01     PROPYLENE-PRC        No Position ACTIVE                      =
                                                                           =
             ?   1452621     F&P       PVC         31-DEC-01     PVC-PRC   =
           No Position ACTIVE                                              =
                                                                ?   1452689=
     5EP       COAL        31-DEC-01     PWR-COAL-MGMT-PRC    No Position A=
CTIVE                                                                      =
                                        ?   1452690     &KP       COAL     =
   31-DEC-01     PWR-COAL-MW-PRC      No Position ACTIVE                   =
                                                                           =
                ?   1452686     A2P       NG          31-DEC-01     PWR-MW-=
GAS-MTM-PRC   No Position ACTIVE                                           =
                                                                   ?   1452=
687     EEP       NG          31-DEC-01     PWR-NE-GAS-MTM-PRC   No Positio=
n ACTIVE                                                                   =
                                           ?   1452688     4OP       NG    =
      31-DEC-01     PWR-PJM-GAS-MTM-PRC  No Position ACTIVE                =
                                                                           =
                   ?   1452606     BEI       PYGS        31-DEC-01     PYGA=
S-IDX            No Position ACTIVE                                        =
                                                                      ?   1=
452607     BEP       PYGS        31-DEC-01     PYGAS-PRC                   =
     ACTIVE                                                                =
                                              ?   1452501     DHP       61G=
C        31-DEC-01     REFP-61GC-HDG-PRC    No Position ACTIVE             =
                                                                           =
                      ?   1452500     DHP       61NY        31-DEC-01     R=
EFP-61NY-HDG-PRC    No Position ACTIVE                                     =
                                                                         ? =
  1452498     D2P       BRNT        31-DEC-01     REFP-BRENT-HDG-PRC   No P=
osition ACTIVE                                                             =
                                                 ?   1452503     D3P       =
C3GC        31-DEC-01     REFP-C3-HDG-PRC      No Position ACTIVE          =
                                                                           =
                         ?   1452504     D4P       NG          31-DEC-01   =
  REFP-NG-HDG-PRC      No Position ACTIVE                                  =
                                                                           =
 ?   1452535     WZP       63GC        31-DEC-01     REFP-RES-GR-PRC      N=
o Position ACTIVE                                                          =
                                                    ?   1452502     D&P    =
   63GC        31-DEC-01     REFP-RES3%-HDG-PRC   No Position ACTIVE       =
                                                                           =
                            ?   1452493     XCP       WTI         31-DEC-01=
     REFP-WTI-HDG-PRC                 ACTIVE                               =
                                                                           =
    ?   1452424     F#I       61NY        31-DEC-01     RES-1%-GR-IDX      =
  No Position ACTIVE                                                       =
                                                       ?   1452423     F#P =
      61NY        31-DEC-01     RES-1%-GR-PRC        No Position ACTIVE    =
                                                                           =
                               ?   1452413     DSP       61GC        31-DEC=
-01     RESID-1%-GC-PRC      No Position ACTIVE                            =
                                                                           =
       ?   1452425     DRI       61NY        31-DEC-01     RESID-1%-IDX    =
     No Position ACTIVE                                                    =
                                                          ?   1452412     D=
RP       61NY        31-DEC-01     RESID-1%-PRC         No Position ACTIVE =
                                                                           =
                                  ?   1452420     DWP       62NY        31-=
DEC-01     RESID-2.2%-PRC       No Position ACTIVE                         =
                                                                           =
          ?   1452414     PRP       63GC        31-DEC-01     RESID-3%-PRC =
        No Position ACTIVE                                                 =
                                                             ?   1452417   =
  DLP       BRNT        31-DEC-01     RESID-BRENT-PRC      No Position ACTI=
VE                                                                         =
                                     ?   1452427     6ZP       61NY        =
31-DEC-01     RESID-FIN-1%-PRC     No Position ACTIVE                      =
                                                                           =
             ?   1452428     6!P       61GC        31-DEC-01     RESID-FIN-=
1%61G-PRC  No Position ACTIVE                                              =
                                                                ?   1452429=
     6@P       62NY        31-DEC-01     RESID-FIN-2%-PRC     No Position A=
CTIVE                                                                      =
                                        ?   1452430     6#P       63NY     =
   31-DEC-01     RESID-FIN-3%-PRC     No Position ACTIVE                   =
                                                                           =
                ?   1452431     6$P       63GC        31-DEC-01     RESID-F=
IN-3%63G-PRC  No Position ACTIVE                                           =
                                                                   ?   1452=
432     6&P       HO          31-DEC-01     RESID-FIN-HO-PRC     No Positio=
n ACTIVE                                                                   =
                                           ?   1452433     6P       NG     =
     31-DEC-01     RESID-FIN-NG-PRC     No Position ACTIVE                 =
                                                                           =
                 =20
   1452434     6%P       WTI         31-DEC-01     RESID-FIN-WTI-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452418     DOP       HO          31-DEC-01     RESID-HO-PRC         No =
Position ACTIVE                                                            =
                                                 =20
   1452421     DCP       TAPI        31-DEC-01     RESID-TAPIS-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452411     DCP       WTI         31-DEC-01     RESID-WTI-HEDGE-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452415     FRP       LSNF        31-DEC-01     RESID1%-EURO-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452419     FQP       HSNF        31-DEC-01     RESID3%-EU-HSNF-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452422     FQP       HSFS        31-DEC-01     RESID3%-EURO-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452632     HKP       NGAR        31-DEC-01     SA-MODESTOPLANT-PRC     =
         ACTIVE                                                            =
                                                 =20
   1447346     1TP       WTI         31-DEC-01     SE-PREPAY-WTI-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1445925     K2P       BENZ        31-DEC-01     SGP-BENZENE-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1445940     KFP       BRNT        31-DEC-01     SGP-BRENT-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1445942     8MP       HO          31-DEC-01     SGP-CRD-HO-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1445943     KYP       DUBA        31-DEC-01     SGP-DUB-PRC          No =
Position ACTIVE                                                            =
                                                 =20
   1445941     KLP       DUBA        31-DEC-01     SGP-DUBAI-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1445944     8DP       BRNT        31-DEC-01     SGP-FGH-BRNT-P       No =
Position ACTIVE                                                            =
                                                 =20
   1445945     8EP       WTI         31-DEC-01     SGP-FGH-WTI-P        No =
Position ACTIVE                                                            =
                                                 =20
   1445950     #SP       FRT         31-DEC-01     SGP-FREIGHT-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1445928     KNP       GOSG        31-DEC-01     SGP-GASOIL-ARB-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1445946     KBP       GOSG        31-DEC-01     SGP-GO-PRC           No =
Position ACTIVE                                                            =
                                                 =20
   1445926     KJI       GOAG        31-DEC-01     SGP-GOAG-IDX         No =
Position ACTIVE                                                            =
                                                 =20
   1445927     KJP       GOAG        31-DEC-01     SGP-GOAG-PRC         No =
Position ACTIVE                                                            =
                                                 =20
   1445947     KCP       GOIP        31-DEC-01     SGP-GOIP-PRC         No =
Position ACTIVE                                                            =
                                                 =20
   1445948     KDP       KERS        31-DEC-01     SGP-KERS-PRC         No =
Position ACTIVE                                                            =
                                                 =20
   1445937     8HP       WTI         31-DEC-01     SGP-RESID-WTI-P      No =
Position ACTIVE                                                            =
                                                 =20
   1445936     KEP       HSFS        31-DEC-01     SGP-RESID3%-EUR-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1445932     8NP       HO          31-DEC-01     SGP-US-ARB-HO-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1445949     KIP       HO          31-DEC-01     SGPHO-PRC            No =
Position ACTIVE                                                            =
                                                 =20
   1452518     ZXP       HSFS        31-DEC-01     SING-GO-PAS-HSF-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452517     ZXP       GOSG        31-DEC-01     SING-GO-PASS-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452635     QSP       GOSG        31-DEC-01     SING-GO-SPEC-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1452482     D1P       NAPS        31-DEC-01     SING-NAPS-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1445939     HAP       WTI         31-DEC-01     SING-OIL-PRICE-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452646     *!P       PLYE        31-DEC-01     SPEC-POLYETHYL-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452645     *(P       TOLU        31-DEC-01     SPEC1-TOLUENE-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452644     ?5P       PYST        31-DEC-01     SPECI-POLYSTYR-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452754     ZFD       NG          31-DEC-01     STAR-BAS             No =
Position ACTIVE                                                            =
                                                 =20
   1452753     ZFP       NG          31-DEC-01     STAR-PRC             No =
Position ACTIVE                                                            =
                                                 =20
   1452556     +4P       SHRC        31-DEC-01     STEEL-DUFERCO-PRC       =
         ACTIVE                                                            =
                                                 =20
   1452557     A[P       SHRC        31-DEC-01     STEEL-DUFERCO2-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452558     #FP       SCRC        31-DEC-01     STEEL-HUNTCO-SC-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452553     #EP       SGAL        31-DEC-01     STEEL-HUNTCO-SG-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452549     #EP       SHRC        31-DEC-01     STEEL-HUNTCO-SH-PRC     =
         ACTIVE                                                            =
                                                 =20
   1452560     `XD       SCRC        31-DEC-01     STEEL-MILL-BAS       No =
Position ACTIVE                                                            =
                                                 =20
   1452550     `XP       SCRC        31-DEC-01     STEEL-MILL-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452552     &TP       SHRC        31-DEC-01     STEEL-MILL-SHRC-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1452543     SCP       SCRC        31-DEC-01     STEEL-SCRC-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452544     SCP       SCSP        31-DEC-01     STEEL-SCSP-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452548     #QP       SEAM        31-DEC-01     STEEL-SEAMLESS-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452559     SCD       SHRC        31-DEC-01     STEEL-SHRC-BLY-BAS   No =
Position ACTIVE                                                            =
                                                 =20
   1452555     SCP       SHRC        31-DEC-01     STEEL-SHRC-BLY-PRC      =
         ACTIVE                                                            =
                                                 =20
   1452554     SCP       SHRC        31-DEC-01     STEEL-SHRC-FINL-PRC     =
         ACTIVE                                                            =
                                                 =20
   1452561     ?DP       SHRC        31-DEC-01     STEEL-SHRC-HOU-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1452545     SCP       SHRC        31-DEC-01     STEEL-SHRC-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452547     SCP       SHRP        31-DEC-01     STEEL-SHRP-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1452546     SCP       SSLA        31-DEC-01     STEEL-SSLA-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452301     A4D       NG          31-DEC-01     STG-BRIDGE-BAS          =
         ACTIVE                                                            =
                                                 =20
   1452347     A4M       NG          31-DEC-01     STG-BRIDGE-GDL       No =
Position ACTIVE                                                            =
                                                 =20
   1452302     A4I       NG          31-DEC-01     STG-BRIDGE-IDX          =
         ACTIVE                                                            =
                                                 =20
   1452300     A4P       NG          31-DEC-01     STG-BRIDGE-PRC          =
         ACTIVE                                                            =
                                                 =20
   1452603     BSI       STYR        31-DEC-01     STYRENE-IDX          No =
Position ACTIVE                                                            =
                                                 =20
   1452598     BSP       STYR        31-DEC-01     STYRENE-PRC          No =
Position ACTIVE                                                            =
                                                 =20
   1452614     @ZP       STYR        31-DEC-01     STYRENE-TR-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1445951     ?RP       DUBA        31-DEC-01     TOKYO-DUBAI-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1452615     [HP       TOLU        31-DEC-01     TOLUENE-DISTR-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1452609     BTI       TOLU        31-DEC-01     TOLUENE-IDX          No =
Position ACTIVE                                                            =
                                                 =20
   1452599     BTP       TOLU        31-DEC-01     TOLUENE-PRC          No =
Position ACTIVE                                                            =
                                                 =20
   1452705     T5I       NG          31-DEC-01     TP-EMWNSS-IDX           =
         ACTIVE                                                            =
                                                 =20
   1447092     VAI       BEUK        31-DEC-01     UK-BENZ-EURO-IDX     No =
Position ACTIVE                                                            =
                                                 =20
   1447091     VAP       BEUK        31-DEC-01     UK-BENZ-EURO-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1447095     24P       BEUK        31-DEC-01     UK-BENZ-FIN-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1447098     24P       BENZ        31-DEC-01     UK-BENZ-FIN2-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1447165     UFP       BRNT        31-DEC-01     UK-BRENT-PRICE-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1447432     V7P       C3E         31-DEC-01     UK-C3-EURO           No =
Position ACTIVE                                                            =
                                                 =20
   1447435     V7I       C3E         31-DEC-01     UK-C3-EURO-IDX       No =
Position ACTIVE                                                            =
                                                 =20
   1447440     B!P       C3E         31-DEC-01     UK-C3-EURO-LT-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1447433     V1P       C3GC        31-DEC-01     UK-C3-US             No =
Position ACTIVE                                                            =
                                                 =20
   1447337     T<P       BRCM        31-DEC-01     UK-CD-BRCM-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447335     T<P       BRNT        31-DEC-01     UK-CD-BRNT-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447338     T!P       CLCM        31-DEC-01     UK-CD-CLCM-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447336     T!P       WTI         31-DEC-01     UK-CD-WTI-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1452458     30P       FRTI        31-DEC-01     UK-COAL-FRT-EXT-PRC     =
         ACTIVE                                                            =
                                                 =20
   1452459     33P       FRTI        31-DEC-01     UK-COAL-FRT-FIN-PRC     =
         ACTIVE                                                            =
                                                 =20
   1452460     2ZP       COAA        31-DEC-01     UK-COAL-SR1-PRC         =
         ACTIVE                                                            =
                                                 =20
   1447332     WTP       BRCM        31-DEC-01     UK-CRD-BRCM-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1447329     WTP       BRNT        31-DEC-01     UK-CRD-BRNT-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1447331     A#P       BRNT        31-DEC-01     UK-CRD-BRNTOPT-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1447333     WUP       CLCM        31-DEC-01     UK-CRD-CLCM-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1447334     ?EP       DUBA        31-DEC-01     UK-CRD-DUBA-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1447330     WUP       WTI         31-DEC-01     UK-CRD-WTI-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447340     [OP       BRNT        31-DEC-01     UK-CRD2-BRNT-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1447339     [NP       WTI         31-DEC-01     UK-CRD2-WTI-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1447341     +WP       BRNT        31-DEC-01     UK-CRD3-BRNT-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1447343     +YP       DUBA        31-DEC-01     UK-CRD3-DUBAI-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1447342     +XP       WTI         31-DEC-01     UK-CRD3-WTI-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446275     $UP       EN59        31-DEC-01     UK-ESP-EN590-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1446276     $TP       .2GO        31-DEC-01     UK-ESP-GASOIL.2-PRC  No =
Position ACTIVE                                                            =
                                                 =20
   1446277     $XP       GOIP        31-DEC-01     UK-ESP-GOIP-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446279     $RP       HUE         31-DEC-01     UK-ESP-UNL98-PRC     No =
Position ACTIVE                                                            =
                                                 =20
   1447099     94P       ETEU        31-DEC-01     UK-ETHLYN-FIN-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1446053     BAP       .2GO        31-DEC-01     UK-FIN-.2GO-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446056     VRP       LSMC        31-DEC-01     UK-FIN-1%-LSMC-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1446044     VRP       LSNF        31-DEC-01     UK-FIN-1%-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1446045     VQP       HSNF        31-DEC-01     UK-FIN-3.5%-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446046     VPP       BRNT        31-DEC-01     UK-FIN-BRNT-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446055     VSP       HSNF        31-DEC-01     UK-FIN-ET-HSNF-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1446049     VTP       GOIP        31-DEC-01     UK-FIN-GASOIL-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1446048     VQP       HSNC        31-DEC-01     UK-FIN-HSNC-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446052     VRP       LSNC        31-DEC-01     UK-FIN-LSNC-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446051     U%P       HSFS        31-DEC-01     UK-FIN-SING-PRC      No =
Position ACTIVE                                                            =
                                                 =20
   1446047     VOP       WTI         31-DEC-01     UK-FIN-WTI-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447344     5MP       HSNF        31-DEC-01     UK-FR-HSFO-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447345     C*P       FRT         31-DEC-01     UK-FREIGHT-PRC       No =
Position ACTIVE                                                            =
                                                 =20
   1447166     UJP       GOIP        31-DEC-01     UK-GASOIL-PRC        No =
Position ACTIVE                                                            =
                                                 =20
   1446255     $PP       GOIP        31-DEC-01     UK-GO-RK-.2GO-PRC    No =
Position ACTIVE                                                            =
                                                 =20
   1446254     $NP       GOIP        31-DEC-01     UK-GO-RK-EN590-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1446266     3?P       GOIP        31-DEC-01     UK-GO-TOB-.2GO-PRC   No =
Position ACTIVE                                                            =
                                                 =20
   1446264     3P       GOIP        31-DEC-01     UK-GO-TOB-EN590-PRC  No P=
osition ACTIVE                                                             =
                                                 ?   1446265     3!P       =
GOIP        31-DEC-01     UK-GO-TOB-KERO-PRC   No Position ACTIVE          =
                                                                           =
                         ?   1446271     UXP       .2GO        31-DEC-01   =
  UK-GO.2-PHY-.2GO-PRC No Position ACTIVE                                  =
                                                                           =
 ?   1446274     W}P       GOIP        31-DEC-01     UK-GOIP-KERO-PRC     N=
o Position ACTIVE                                                          =
                                                    ?   1446269     UVP    =
   HO          31-DEC-01     UK-HO-PRC            No Position ACTIVE       =
                                                                           =
                            ?   1452637     U7P       HO          31-DEC-01=
     UK-HO-SPEC           No Position ACTIVE                               =
                                                                           =
    ?   1447170     -XP       HUE         31-DEC-01     UK-HU-EURO-FIN-PRC =
  No Position ACTIVE                                                       =
                                                       ?   1447163     U1P =
      HUE         31-DEC-01     UK-HU-EURO-PRC       No Position ACTIVE    =
                                                                           =
                               ?   1447167     6JP       MTUK        31-DEC=
-01     UK-HU-MTBE-PRC       No Position ACTIVE                            =
                                                                           =
       ?   1447168     2JP       NAPE        31-DEC-01     UK-HU-NAPE-PRC  =
     No Position ACTIVE                                                    =
                                                          ?   1447164     U=
EP       HU          31-DEC-01     UK-HU-PRC            No Position ACTIVE =
                                                                           =
                                  ?   1447171     :AP       HUE         31-=
DEC-01     UK-HU2-EURO-PRC      No Position ACTIVE                         =
                                                                           =
          ?   1445931     K&P       HO          31-DEC-01     UK-JV-ARB-HO-=
PRC     No Position ACTIVE                                                 =
                                                             ?   1445934   =
  &MP       HSFS        31-DEC-01     UK-JV-ARB-HSFS-PRC   No Position ACTI=
VE                                                                         =
                                     ?   1445935     &LP       HSNF        =
31-DEC-01     UK-JV-ARB-HSNF-PRC   No Position ACTIVE                      =
                                                                           =
             ?   1445930     K6P       KERS        31-DEC-01     UK-JV-ARB-=
JET-PRC    No Position ACTIVE                                              =
                                                                ?   1446272=
     U2P       KERE        31-DEC-01     UK-KERO-EURO-PRC     No Position A=
CTIVE                                                                      =
                                        ?   1446273     U4P       KERO     =
   31-DEC-01     UK-KERO-PRC          No Position ACTIVE                   =
                                                                           =
                ?   1446267     VGP       BRNT        31-DEC-01     UK-LITE=
-BRENT-PRC    No Position ACTIVE                                           =
                                                                   ?   1446=
268     VHP       GOIP        31-DEC-01     UK-LITE-GASOIL-PRC   No Positio=
n ACTIVE                                                                   =
                                           ?   1446270     VIP       WTI   =
      31-DEC-01     UK-LITE-OIL-PRC      No Position ACTIVE                =
                                                                           =
                   ?   1447443     J@P       NAPE        31-DEC-01     UK-N=
AP-LT-PRC        No Position ACTIVE                                        =
                                                                      ?   1=
447437     UDP       NAPE        31-DEC-01     UK-NAPTHA-EURO-PRC   No Posi=
tion ACTIVE                                                                =
                                              ?   1447434     V8P       NC4=
E        31-DEC-01     UK-NC4-EURO          No Position ACTIVE             =
                                                                           =
                      ?   1447439     V8I       NC4E        31-DEC-01     U=
K-NC4-EURO-IDX      No Position ACTIVE                                     =
                                                                         ? =
  1447441     B#P       NC4E        31-DEC-01     UK-NC4-EURO-LT-PRC   No P=
osition ACTIVE                                                             =
                                                 ?   1447436     V5P       =
BRNT        31-DEC-01     UK-NGL-BRENT         No Position ACTIVE          =
                                                                           =
                         ?   1447442     J$P       BRNT        31-DEC-01   =
  UK-NGL-BRNT-LT-PRC   No Position ACTIVE                                  =
                                                                           =
 ?   1447438     V4P       WTI         31-DEC-01     UK-NGL-WTI           N=
o Position ACTIVE                                                          =
                                                    ?   1447444     J#P    =
   WTI         31-DEC-01     UK-NGL-WTI-LT-PRC    No Position ACTIVE       =
                                                                           =
                            ?   1447169     UGP       WTI         31-DEC-01=
     UK-OIL-PRICE-PRC     No Position ACTIVE                               =
                                                                           =
    ?   1447097     ZYP       NAPE        31-DEC-01     UK-PC-PETCHEM-E-PRC=
  No Position ACTIVE                                                       =
                                                       ?   1447102     !DP =
      BRNT        31-DEC-01     UK-PL-BRNT-PRC       No Position ACTIVE    =
                                                                           =
                               ?   1447100     4CP       NAPE        31-DEC=
-01     UK-PL-NAP-PRC        No Position ACTIVE                            =
                                                                           =
       ?   1447101     1CP       PELL        31-DEC-01     UK-POLYETHY-LLD-=
PR   No Position ACTIVE                                                    =
                                                          ?   1447103     9=
5P       PREU        31-DEC-01     UK-PROPYLEN-FIN-PRC  No Position ACTIVE =
                                                                           =
                                  ?   1445965     !NP       HSNF        31-=
DEC-01     UK-RES-STORAGE-PRC   No Position ACTIVE                         =
                                                                           =
          ?   1445964     UCP       HSNF        31-DEC-01     UK-RESID3%-HS=
NF-PRC  No Position ACTIVE                                                 =
                                                             ?   1446050   =
  VWP       LSNF        31-DEC-01     UK-RHEIN-FO-PRC      No Position ACTI=
VE                                                                         =
                                     ?   1446054     32P       GOIP        =
31-DEC-01     UK-RHEIN-GASOIL-PRC  No Position ACTIVE                      =
                                                                           =
             ?   1446252     $FP       .2GO        31-DEC-01     UK-RK-.2FN=
CL-PRC     No Position ACTIVE                                              =
                                                                ?   1446253=
     $JP       .2GO        31-DEC-01     UK-RK-.2PHY-PRC      No Position A=
CTIVE                                                                      =
                                        ?   1446249     $CP       EN59     =
   31-DEC-01     UK-RK-590-FNCL-PRC   No Position ACTIVE                   =
                                                                           =
                ?   1446250     $DP       EN59        31-DEC-01     UK-RK-5=
90-PHYS-PRC   No Position ACTIVE                                           =
                                                                   ?   1446=
251     $EP       GOIP        31-DEC-01     UK-RK-GASOIL-PRC     No Positio=
n ACTIVE                                                                   =
                                           ?   1445929     WAP       HSNF  =
      31-DEC-01     UK-SIN-FOPHY-AR-PRC  No Position ACTIVE                =
                                                                           =
                   ?   1445933     U&P       HSFS        31-DEC-01     UK-S=
ING-FO-ARB-PRC   No Position ACTIVE                                        =
                                                                      ?   1=
445938     WBP       HSNF        31-DEC-01     UK-SING-FO-HSNF-PRC  No Posi=
tion ACTIVE                                                                =
                                              ?   1447093     VDP       STU=
K        31-DEC-01     UK-STYR-EURO-PRC     No Position ACTIVE             =
                                                                           =
                      ?   1446259     3#P       .2GO        31-DEC-01     U=
K-TOB-.2FNCL-PRC    No Position ACTIVE                                     =
                                                                         ? =
  1446257     3:P       EN59        31-DEC-01     UK-TOB-590-FNCL-PRC  No P=
osition ACTIVE                                                             =
                                                 ?   1446256     3;P       =
BRNT        31-DEC-01     UK-TOB-BRENT-PRC     No Position ACTIVE          =
                                                                           =
                         ?   1446258     3+P       GOIP        31-DEC-01   =
  UK-TOB-GASOIL-PRC    No Position ACTIVE                                  =
                                                                           =
 ?   1446262     3&P       KERE        31-DEC-01     UK-TOB-KERO-ER-PRC   N=
o Position ACTIVE                                                          =
                                                    ?   1446263     3@P    =
   KERS        31-DEC-01     UK-TOB-KERO-PRC      No Position ACTIVE       =
                                                                           =
                            ?   1446260     3)P       WTI         31-DEC-01=
     UK-TOB-OIL-PRC       No Position ACTIVE                               =
                                                                           =
    ?   1446261     3*P       GOSG        31-DEC-01     UK-TOB-SING-GO-PRC =
  No Position ACTIVE                                                       =
                                                       ?   1447094     VBP =
      TOUK        31-DEC-01     UK-TOLU-EURO-PRC     No Position ACTIVE    =
                                                                           =
                               ?   1447096     71P       MXUK        31-DEC=
-01     UK-XYLENE-EURO-PRC   No Position ACTIVE                            =
                                                                           =
       ?   1452486     Z(I       HU          31-DEC-01     UNL-IDX         =
     No Position ACTIVE                                                    =
                                                          ?   1452390     ?=
2P       BRN         31-DEC-01     US-SING-BRN-JV-PRC   No Position ACTIVE =
                                                                           =
                                  ?   1452391     ?1P       BRNT        31-=
DEC-01     US-SING-BRNT-JV-PRC              ACTIVE                         =
                                                                           =
          ?   1452392     ?ZP       WTI         31-DEC-01     US-SING-WTI-J=
V-PRC   No Position ACTIVE                                                 =
                                                             ?   1452680   =
  [TP       WTI         31-DEC-01     WTI-TMB-PRC          No Position ACTI=
VE                                                                         =
                                     ?   1452608     BXI       XYLE        =
31-DEC-01     XYLENE-IDX           No Position ACTIVE                      =
                                                                           =
             ?   1452600     BXP       XYLE        31-DEC-01     XYLENE-PRC=
           No Position ACTIVE                                              =
                                                                ? ?Houston =
Excel Spreadsheets?CAND-BC-GD-XL-BAS    =09       31-DEC-01 No Position ACT=
IVE                                                                        =
                                                                       ?CAN=
D-BC-GD-XL-GDL    =09       31-DEC-01 No Position ACTIVE                   =
                                                                           =
                                                 ?CAND-BC-GD-XL-PRC    =09 =
      31-DEC-01 No Position ACTIVE                                         =
                                                                           =
                           ?CAND-ED-BAS          =09       31-DEC-01 No Pos=
ition ACTIVE                                                               =
                                                                           =
     ?CAND-ED-GDL          =09       31-DEC-01 No Position ACTIVE          =
                                                                           =
                                                          ?CAND-ED-PRC     =
     =09       31-DEC-01 No Position ACTIVE                                =
                                                                           =
                                    ?CAND-GD-BAS          =09       31-DEC-=
01 No Position ACTIVE                                                      =
                                                                           =
              ?CAND-GD-GDL          =09       31-DEC-01 No Position ACTIVE =
                                                                           =
                                                                   ?CAND-GD=
-PRC          =09       31-DEC-01 No Position ACTIVE                       =
                                                                           =
                                             ?CAND-IM-AB-BAS       =09     =
  31-DEC-01 No Position ACTIVE                                             =
                                                                           =
                       ?CAND-IM-AB-GDL       =09       31-DEC-01 No Positio=
n ACTIVE                                                                   =
                                                                           =
 ?CAND-IM-AB-PHY       =09       31-DEC-01 No Position ACTIVE              =
                                                                           =
                                                      ?CAND-IM-AB-PRC      =
 =09       31-DEC-01 No Position ACTIVE                                    =
                                                                           =
                                ?CAND-IM-BC-BAS       =09       31-DEC-01 N=
o Position ACTIVE                                                          =
                                                                           =
          ?CAND-IM-BC-GDL       =09       31-DEC-01 No Position ACTIVE     =
                                                                           =
                                                               ?CAND-IM-BC-=
PHY       =09       31-DEC-01 No Position ACTIVE                           =
                                                                           =
                                         ?CAND-IM-BC-PRC       =09       31=
-DEC-01 No Position ACTIVE                                                 =
                                                                           =
                   ?CAND-OP-BAS          =09       31-DEC-01 No Position AC=
TIVE                                                                       =
                                                                        ?CA=
ND-OP-GDL          =09       31-DEC-01 No Position ACTIVE                  =
                                                                           =
                                                  ?CAND-OP-PRC          =09=
       31-DEC-01 No Position ACTIVE                                        =
                                                                           =
                            ?COAL-ERMS-XL-PRC     =09       31-DEC-01 No Po=
sition ACTIVE                                                              =
                                                                           =
      ?COAL-SHREW-XL-PRC    =09       31-DEC-01             ACTIVE         =
                                                                           =
                                                           ?COAL-SYN-XL-BAS=
      =09       31-DEC-01 No Position ACTIVE                               =
                                                                           =
                                     ?EI-ARG-PWR-IDX       =09       31-DEC=
-01             ACTIVE                                                     =
                                                                           =
               ?EI-ARG-PWR-PRC       =09       31-DEC-01             ACTIVE=
                                                                           =
                                                                    ?EI-BRA=
ZIL-PWR-PRC    =09       31-DEC-01             ACTIVE                      =
                                                                           =
                                              ?ERAC-ERMS-XL-PRC     =09    =
   31-DEC-01             ACTIVE                                            =
                                                                           =
                        ?FT-CAND-EGSC-A-BAS   =09       31-DEC-01          =
   ACTIVE                                                                  =
                                                                           =
  ?FT-CAND-EGSC-A-PRC   =09       31-DEC-01             ACTIVE             =
                                                                           =
                                                       ?FT-CAND-EGSC-BO-PRC=
  =09       31-DEC-01 No Position ACTIVE                                   =
                                                                           =
                                 ?FT-CAND-MT-XL-BAS    =09       31-DEC-01 =
No Position ACTIVE                                                         =
                                                                           =
           ?FT-CAND-MT-XL-PRC    =09       31-DEC-01 No Position ACTIVE    =
                                                                           =
                                                                ?FT-CAND-RO=
LLOFF-PRC  =09       31-DEC-01 No Position ACTIVE                          =
                                                                           =
                                          ?HFO-ERMS-XL-PRC      =09       3=
1-DEC-01 No Position ACTIVE                                                =
                                                                           =
                    ?INTRA-ONT-CD-XL-GDL  =09       31-DEC-01 No Position A=
CTIVE                                                                      =
                                                                         ?L=
T-TRANS-WE-BAS      =09       31-DEC-01 No Position ACTIVE                 =
                                                                           =
                                                   ?LT-TRANS-WE-PRC      =
=09       31-DEC-01 No Position ACTIVE                                     =
                                                                           =
                               ?LUMBER-PANEL-SP-PRC  =09       28-DEC-01   =
          ACTIVE                                                           =
                                                                           =
         ?LUMBER-SPOT-PRC      =09       28-DEC-01             ACTIVE      =
                                                                           =
                                                              ?NG-OPT-XL-BA=
S        =09       31-DEC-01             ACTIVE                            =
                                                                           =
                                        ?NG-OPT-XL-PRC        =09       31-=
DEC-01             ACTIVE                                                  =
                                                                           =
                  ?OPT-ERMS-XL-PRC      =09       31-DEC-01             ACT=
IVE                                                                        =
                                                                       ?PRO=
D-ERMS-XL-PRC     =09       31-DEC-01             ACTIVE                   =
                                                                           =
                                                 ?RLL-ERMS-XL-PRC      =09 =
      31-DEC-01 No Position ACTIVE                                         =
                                                                           =
                           ?STEEL-MILL-XCR-PRC   =09       28-DEC-01 No Pos=
ition ACTIVE                                                               =
                                                                           =
     ?TRANS-CENT-BAS       =09       31-DEC-01 No Position ACTIVE          =
                                                                           =
                                                          ?TRANS-CENT-PRC  =
     =09       31-DEC-01 No Position ACTIVE                                =
                                                                           =
                                    ?TRANS-EAST-BAS       =09       31-DEC-=
01 No Position ACTIVE                                                      =
                                                                           =
              ?TRANS-EAST-PRC       =09       31-DEC-01 No Position ACTIVE =
                                                                           =
                                                                   ?TRANS-W=
EST-BAS       =09       31-DEC-01 No Position ACTIVE                       =
                                                                           =
                                             ?TRANS-WEST-PRC       =09     =
  31-DEC-01 No Position ACTIVE                                             =
                                                                           =
                       ? ? ?Credit Trading                 28-NOV-01       =
                                                                           =
                                                                           =
   ?EES-A/R                        29-NOV-01                               =
                                                                           =
                                                      ?EES-MTM             =
           28-DEC-01 CR-AGG-EES-RPS-PRC                                    =
                                                                           =
                              ?Europower                      28-NOV-01 AUS=
TRIA-CS                                                                    =
                                                                           =
      ?Europower                      28-NOV-01 AUSTRIA-EO                 =
                                                                           =
                                                         ?Europower        =
              28-NOV-01 AUSTRIA-TR                                         =
                                                                           =
                                 ?Europower                      28-NOV-01 =
BILATTR-MG                                                                 =
                                                                           =
         ?Europower                      28-NOV-01 BILATTS-MG              =
                                                                           =
                                                            ?Europower     =
                 28-NOV-01 COAL-TR                                         =
                                                                           =
                                    ?Europower                      28-NOV-=
01 DENMARK-EO                                                              =
                                                                           =
            ?Europower                      28-NOV-01 DUTCH-CS             =
                                                                           =
                                                               ?Europower  =
                    28-NOV-01 FRANCE-CS                                    =
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                                       ?Europower                      28-N=
OV-01 FRANCE-TR                                                            =
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               ?Europower                      28-NOV-01 GERMAN-CS         =
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                                                                  ?Europowe=
r                      28-NOV-01 GERMAN-EO                                 =
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                                          ?Europower                      2=
8-NOV-01 GERMAN-TR                                                         =
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                  ?Europower                      28-NOV-01 GREENBK        =
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                                                                     ?Europ=
ower                      28-NOV-01 GTERMEEXTL                             =
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                                             ?Europower                    =
  28-NOV-01 ITALY-CS                                                       =
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                     ?Europower                      28-NOV-01 OPTIONS-EO  =
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                                                                        ?Eu=
ropower                      28-NOV-01 OTGS                                =
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                                                ?Europower                 =
     28-NOV-01 POOLMGT-CS                                                  =
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                        ?Europower                      28-NOV-01 SPAIN-CS =
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?Europower                      28-NOV-01 SPNDA                            =
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                                                   ?Europower              =
        28-NOV-01 STROPT-ST                                                =
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                           ?Europower                      28-NOV-01 SWISS-=
CS                                                                         =
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   ?Europower                      28-NOV-01 SWISS-EO                      =
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                                                      ?Europower           =
           28-NOV-01 SWISS-TR                                              =
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                              ?Excel Spreadsheets-London      28-NOV-01 E1S=
B1                                                                         =
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      ?Excel Spreadsheets-London      28-NOV-01 E2XX1                      =
                                                                           =
                                                         ?Excel Spreadsheet=
s-London      28-NOV-01 UKGASGSA1                                          =
                                                                           =
                                 ?Excel Spreadsheets-London      28-NOV-01 =
UKGASGSA4                                                                  =
                                                                           =
         ?Houston Bandwidth Trading MTM  30-NOV-01 BW-BWTBENCH-PRC         =
                                                                           =
                                                            ?Houston Bandwi=
dth Trading MTM  30-NOV-01 BW-BWTNE-PRC                                    =
                                                                           =
                                    ?Houston Bandwidth Trading MTM  30-NOV-=
01 BW-BWTNW-PRC                                                            =
                                                                           =
            ?Houston Bandwidth Trading MTM  30-NOV-01 BW-BWTSE-PRC         =
                                                                           =
                                                               ?Houston Ban=
dwidth Trading MTM  30-NOV-01 BW-BWTSW-PRC                                 =
                                                                           =
                                       ?Houston Bandwidth Trading MTM  30-N=
OV-01 BW-LLOOPEAST-PRC                                                     =
                                                                           =
               ?Houston Bandwidth Trading MTM  30-NOV-01 BW-LLOOPNW-ACC-PRC=
                                                                           =
                                                                  ?Houston =
Bandwidth Trading MTM  30-NOV-01 BW-LLOOPNW-PRC                            =
                                                                           =
                                          ?Houston Bandwidth Trading MTM  3=
0-NOV-01 BW-LLOOPSW-ACC-PRC                                                =
                                                                           =
                  ?Houston Bandwidth Trading MTM  30-NOV-01 BW-LLOOPSW-PRC =
                                                                           =
                                                                     ?Houst=
on Bandwidth Trading MTM  30-NOV-01 BW-TRANSIT-MTM-PRC                     =
                                                                           =
                                             ?Houston Bandwidth Trading MTM=
  30-NOV-01 BW-TRANSPORT-MTM-PRC                                           =
                                                                           =
                     ?Houston Bandwidth Trading MTM  30-NOV-01 BW-TRANSPRT-=
ACC-PRC                                                                    =
                                                                        ?Li=
sa-Lumber                    30-NOV-01                                     =
                                                                           =
                                                ?Nordic Power MTM          =
     28-DEC-01 ECT NORDIC POWER BOO                                        =
                                                                           =
                        ?UK Gas                         28-NOV-01 CONTINENT=
AL GAS (REP                                                                =
                                                                           =
?UK Gas                         28-NOV-01 EASTERN 1 / SUTTON B             =
                                                                           =
                                                   ?UK Gas                 =
        28-NOV-01 EASTERN 2                                                =
                                                                           =
                           ?UK Gas                         28-NOV-01 EES BO=
OK                                                                         =
                                                                           =
   ?UK Gas                         28-NOV-01 GB                            =
                                                                           =
                                                      ?UK Gas              =
           28-NOV-01 GB J-BLOCK                                            =
                                                                           =
                              ?UK Gas                         28-NOV-01 GB_=
OPTBOOK                                                                    =
                                                                           =
      ?UK Gas                         28-NOV-01 UK GAS INTRA               =
                                                                           =
                                                         ?UK Power MTM     =
              28-NOV-01 UKCASH                                             =
                                                                           =
                                 ?UK Power MTM                   28-NOV-01 =
UKTERM                                                                     =
                                                                           =
         ?UK-EBS                         27-NOV-01 EBS-BWT-PRC             =
                                                                           =
                                                            ?Weather - Aust=
ralia            06-DEC-01                                                 =
                                                                           =
                                    ?Weather - Houston              18-DEC-=
01                                                                         =
                                                                           =
            ?Weather - Nordic               20-DEC-01                      =
                                                                           =
                                                               ? ?Loaded Ca=
nada Books?   Post id   Port_cd   Commodity    Effective_dt   Book id      =
        Remarks     Status?   ---------------------------------------------=
--------------------------------------------?   1452228     G7M       NG   =
       31-DEC-01     FT-CAND-AB-GDL-GDL               ACTIVE               =
                                                                           =
                    ?   1452230     C4P       NGGJ        31-DEC-01     FT-=
CAND-EGSC-BC-PRC              ACTIVE                                       =
                                                                       ?   =
1452232     C4I       NGGJ        31-DEC-01     FT-CAND-EGSC-BC-IDX        =
      ACTIVE                                                               =
                                               ?   1452234     GWM       NG=
          31-DEC-01     FT-CAND-BC-GD-GDL    No Position ACTIVE            =
                                                                           =
                       ?   1452237     8/P       NGGJ        31-DEC-01     =
FT-CAND-MT-PRC                   ACTIVE                                    =
                                                                          ?=
   1452238     6*P       NGGJ        31-DEC-01     FT-CAND-DIRECT-PRC      =
         ACTIVE                                                            =
                                                  ?   1452241     9/M      =
 NG          31-DEC-01     FT-CAND-MT-GD-GDL                ACTIVE         =
                                                                           =
                          ?   1452242     6*I       NGGJ        31-DEC-01  =
   FT-CAND-DIRECT-IDX               ACTIVE                                 =
                                                                           =
  ?   1452243     P7P       NGGJ        31-DEC-01     FT-CAND-ERMS-PRC     =
            ACTIVE                                                         =
                                                     ?   1452246     [ZM   =
    NG          31-DEC-01     FT-CAND-DIR-GD-GDL               ACTIVE      =
                                                                           =
                             ?   1452248     CDP       NGGJ        31-DEC-0=
1     FT-CAND-EGSC-OPT-PRC             ACTIVE                              =
                                                                           =
     ?   1452252     CDI       NGGJ        31-DEC-01     FT-CAND-EGSC-OPT-I=
DX             ACTIVE                                                      =
                                                        ?   1452256     ?AP=
       NGGJ        31-DEC-01     FT-CAND-DIR-ONT-PRC              ACTIVE   =
                                                                           =
                                ?   1452258     ?AI       NGGJ        31-DE=
C-01     FT-CAND-DIR-ONT-IDX              ACTIVE                           =
                                                                           =
        ?   1452262     [KP       NGGJ        31-DEC-01     FT-CAND-EGSC-ED=
-PRC  No Position ACTIVE                                                   =
                                                           ?   1452264     =
[KI       NGGJ        31-DEC-01     FT-CAND-EGSC-ED-IDX  No Position ACTIVE=
                                                                           =
                                   ?   1452716     AKP       NGGJ        31=
-DEC-01     FT-CAND-PWR-PRC      No Position ACTIVE                        =
                                                                           =
           ?    999998     !UP       NG          31-DEC-01     FT-CAND-ROLL=
OFF-PRC  No Position ACTIVE                                                =
                                                              ?   1452005  =
   CAM       NG          31-DEC-01     INTRA-CAND-WEST-PHY              ACT=
IVE                                                                        =
                                      ?   1452006     CAP       NG         =
 31-DEC-01     INTRA-CAND-WEST-PRC              ACTIVE                     =
                                                                           =
              ?   1452010     GJM       NG          31-DEC-01     INTRA-CAN=
D-WE-GD-GDL             ACTIVE                                             =
                                                                 ?   145201=
1     \WP       NGGJ        31-DEC-01     FT-CAND-WEST-PRC                 =
ACTIVE                                                                     =
                                         ?   1452013     \WI       NGGJ    =
    31-DEC-01     FT-CAND-WEST-IDX                 ACTIVE                  =
                                                                           =
                 ?   1452014     CAM       NG          31-DEC-01     INTRA-=
CAND-BC-PHY                ACTIVE                                          =
                                                                    ?   145=
2016     CAP       NG          31-DEC-01     INTRA-CAND-BC-PRC    No Positi=
on ACTIVE                                                                  =
                                            ?   1452018     GJM       NG   =
       31-DEC-01     INTRA-CAND-BC-GD-GDL No Position ACTIVE               =
                                                                           =
                    ?   1452021     C4I       NGGJ        31-DEC-01     FT-=
CAND-EGSC-EA-IDX              ACTIVE                                       =
                                                                       ?   =
1452023     CGM       NG          31-DEC-01     FT-CAND-OP-GD-GDL          =
      ACTIVE                                                               =
                                               ?   1452025     G8P       NG=
GJ        31-DEC-01     FT-CAND-EGSC-C-PRC   No Position ACTIVE            =
                                                                           =
                       ?   1452224     C4P       NGGJ        31-DEC-01     =
FT-CAND-EGSC-PRC                 ACTIVE                                    =
                                                                          ?=
   1452226     C4I       NGGJ        31-DEC-01     FT-CAND-EGSC-IDX        =
         ACTIVE                                                            =
                                                  ? ?Deleted Canada Books? =
  POST_ID  P B B  COMM       EFFECTIVE  REGION_CD   BOOK_ID          DATA_B=
ASE_ID  STATUS?   ---------- - - - ---- --------- - --------------- -------=
-------------------------------?    999998   (QD   COAL       31-DEC-01    =
DESK     COAL-SYN-XL-BAS      ERMS       ACTIVE                            =
                                                                           =
       ?   1452238   6*D   NGGJ       31-DEC-01    DESK     FT-CAND-DIRECT-=
BAS   CANADA     ACTIVE                                                    =
                                                          ?   1452237   8/D=
   NGGJ       31-DEC-01    CANADA   FT-CAND-MT-BAS       CANADA     ACTIVE =
                                                                           =
                                  ?   1452256   ?AD   NGGJ       31-DEC-01 =
   DESK     FT-CAND-DIR-ONT-BAS  CANADA     ACTIVE                         =
                                                                           =
          ?   1452716   AKD   NGGJ       31-DEC-01    DESK     FT-CAND-PWR-=
BAS      CANADA     ACTIVE                                                 =
                                                             ?   1452249   =
C&D   NGGJ       31-DEC-01    DESK     FT-DIR-AGENCY-BAS    CANADA     ACTI=
VE                                                                         =
                                     ?   1452230   C4D   NG         31-DEC-=
01    CANADA   FT-CAND-EGSC-BC-BAS  CANADA     ACTIVE                      =
                                                                           =
             ?   1452224   C4D   NGGJ       31-DEC-01    DESK     FT-CAND-E=
GSC-BAS     CANADA     ACTIVE                                              =
                                                                ?   1452006=
   CAD   NG         31-DEC-01    CDWEST   INTRA-CAND-WEST-BAS  CANADA     A=
CTIVE                                                                      =
                                        ?   1452016   CAD   NG         31-D=
EC-01    CDBC     INTRA-CAND-BC-BAS    CANADA     ACTIVE                   =
                                                                           =
                ?   1452248   CDD   NGGJ       31-DEC-01    DESK     FT-CAN=
D-EGSC-OPT-BAS CANADA     ACTIVE                                           =
                                                                   ?   1452=
025   G8D   NGGJ       31-DEC-01    DESK     FT-CAND-EGSC-C-BAS   CANADA   =
  ACTIVE                                                                   =
                                           ?   1452243   P7D   NGGJ       3=
1-DEC-01    DESK     FT-CAND-ERMS-BAS     CANADA     ACTIVE                =
                                                                           =
                   ?   1452262   [KD   NGGJ       31-DEC-01    DESK     FT-=
CAND-EGSC-ED-BAS  CANADA     ACTIVE                                        =
                                                                      ? ?En=
Power Houston? ?Today 02/Jan/02 Post Ids count is 22     ?POST_ID=09EFFECTI=
VE_DT=09BOOK_TYPE_CD=09BOOK_CD=09OUTPUT_CURRENCY_CD=09PORTFOLIO_CD?15477=09=
=0931-Dec-01=09P=09A=09CAD=09ALBERTADIR?15478=09=0931-Dec-01=09P=09A=09CAD=
=09ALBERTADIR?15479=09=0931-Dec-01=09P=09A=09CAD=09ALBERTADIR?15481=09=0931=
-Dec-01=09P=09E=09USD=09EAST?15482=09=0931-Dec-01=09P=09E=09USD=09EAST?1548=
3=09=0931-Dec-01=09P=09E=09USD=09EAST?15484=09=0931-Dec-01=09P=09E=09USD=09=
EAST?15485=09=0931-Dec-01=09P=09E=09USD=09EAST?15486=09=0931-Dec-01=09P=09E=
=09USD=09EAST?15487=09=0931-Dec-01=09P=09E=09USD=09EAST?15488=09=0931-Dec-0=
1=09P=09S=09USD=09SVCE?15489=09=0931-Dec-01=09P=09E=09USD=09EASTBANK?15490=
=09=0931-Dec-01=09P=09A=09USD=09ALLOWANCE?15491=09=0931-Dec-01=09P=09C=09US=
D=09COAL?15492=09=0931-Dec-01=09P=09W=09USD=09WEST?15493=09=0931-Dec-01=09P=
=09W=09USD=09WEST?15494=09=0931-Dec-01=09P=09W=09USD=09WEST?15495=09=0931-D=
ec-01=09P=09W=09USD=09WEST?15496=09=0931-Dec-01=09P=09W=09USD=09WESTRENEW?1=
5499=09=0931-Dec-01=09P=09A=09CAD=09ALBERTAENA?15500=09=0931-Dec-01=09P=09C=
=09CAD=09ALBERTA?15501=09=0931-Dec-01=09P=09C=09CAD=09ALBERTA?? ?     POST_=
ID   BOOK_ID                  EFFECTIVE_DT  PORTFOLIO    DATABASE_ID   STAT=
US?     -------------------------------------------------------------------=
----------------------?        -1     EPMI-EESI-E-RTLG-PRC     31-DEC-01   =
  AGG-PWR-II      POWER      ACTIVE                                        =
                                                                         ? =
       -1     EPMI-EESI-E-RTLG-PRC     31-DEC-01     EES-POWER       POWER =
     ACTIVE                                                                =
                                                 ?        -1     EPMI-EESI-=
OPTION-PRC     31-DEC-01     AGG-PWR-II      POWER      ACTIVE             =
                                                                           =
                         ?        -1     EPMI-EESI-OPTION-PRC     31-DEC-01=
     EES-POWER       POWER      ACTIVE                                     =
                                                                           =
 ?        -1     EPMI-LT-WNAMGMT-PRC      31-DEC-01     AGG-PWR-II      POW=
ER      ACTIVE                                                             =
                                                    ?        -1     EPMI-LT=
-WOPTS-PRC        31-DEC-01     AGG-PWR-II      POWER      ACTIVE          =
                                                                           =
                            ?        -1     EPMI-ST-WHOURLY-PRC      31-DEC=
-01     AGG-PWR-II      POWER      ACTIVE                                  =
                                                                           =
    ?        -1     EPMI-ST-WROCK-PRC        31-DEC-01     AGG-PWR-II      =
POWER      ACTIVE                                                          =
                                                       ?     15468     EPMI=
-ST-ECAR-PRC         28-DEC-01     AGG-PWR-II      POWER      INACTIVE     =
                                                                           =
                               ?     15476     EPMI-ALBERT-HRLY-PRC     28-=
DEC-01     AGG-PWR-II      POWER      INACTIVE                             =
                                                                           =
       ?     15476     EPMI-SUNDANCE3-PRC       28-DEC-01     AGG-PWR-II   =
   POWER      INACTIVE                                                     =
                                                          ?     15476     E=
PMI-SUNDANCE4-PRC       28-DEC-01     AGG-PWR-II      POWER      INACTIVE  =
                                                                           =
                                  ?     15477     EPMI-ABDIREC-3P-PRC      =
31-DEC-01     AGG-PWR-II      POWER      ACTIVE                            =
                                                                           =
          ?     15478     EPMI-ABDIREC-HD-PRC      31-DEC-01     AGG-PWR-II=
      POWER      ACTIVE                                                    =
                                                             ?     15479   =
  EPMI-ABDIRAGHDG-PRC      31-DEC-01     AGG-PWR-II      POWER      ACTIVE =
                                                                           =
                                     ?     15481     EPMI-LT-NEMGMT-PRC    =
   31-DEC-01     AGG-PWR-II      POWER      ACTIVE                         =
                                                                           =
             ?     15481     EPMI-LT-NENG-PRC         31-DEC-01     AGG-PWR=
-II      POWER      ACTIVE                                                 =
                                                                ?     15481=
     EPMI-LT-NY-PRC           31-DEC-01     AGG-PWR-II      POWER      ACTI=
VE                                                                         =
                                        ?     15481     EPMI-ST-NENG-PRC   =
      31-DEC-01     AGG-PWR-II      POWER      ACTIVE                      =
                                                                           =
                ?     15481     EPMI-ST-NY-PRC           31-DEC-01     AGG-=
PWR-II      POWER      ACTIVE                                              =
                                                                   ?     15=
482     EPMI-LT-PJM-PRC          31-DEC-01     AGG-PWR-II      POWER      A=
CTIVE                                                                      =
                                           ?     15482     EPMI-NE-PHYS-PRC=
         31-DEC-01     AGG-PWR-II      POWER      ACTIVE                   =
                                                                           =
                   ?     15482     EPMI-ST-PJM-OFF-PRC      31-DEC-01     A=
GG-PWR-II      POWER      ACTIVE                                           =
                                                                      ?    =
 15482     EPMI-ST-PJM-PRC          31-DEC-01     AGG-PWR-II      POWER    =
  ACTIVE                                                                   =
                                              ?     15483     EPMI-NE-TRANS=
-PRC        31-DEC-01     AGG-PWR-II      POWER      ACTIVE                =
                                                                           =
                      ?     15484     EPMI-MIDWEST-PRC         31-DEC-01   =
  AGG-PWR-II      POWER      ACTIVE                                        =
                                                                         ? =
    15484     EPMI-ST-MAPP-PRC         31-DEC-01     AGG-PWR-II      POWER =
     ACTIVE                                                                =
                                                 ?     15485     EPMI-LT-SE=
RC-PRC         31-DEC-01     AGG-PWR-II      POWER      ACTIVE             =
                                                                           =
                         ?     15485     EPMI-LT-SPP-PRC          31-DEC-01=
     AGG-PWR-II      POWER      ACTIVE                                     =
                                                                           =
 ?     15485     EPMI-SOUTHEAST-PRC       31-DEC-01     AGG-PWR-II      POW=
ER      ACTIVE                                                             =
                                                    ?     15486     EPMI-ER=
COT-MGMT-PRC      31-DEC-01     AGG-PWR-II      POWER      ACTIVE          =
                                                                           =
                            ?     15486     EPMI-ERCOT-OFF-PRC       31-DEC=
-01     AGG-PWR-II      POWER      ACTIVE                                  =
                                                                           =
    ?     15486     EPMI-ERCOT-OPTN-PRC      31-DEC-01     AGG-PWR-II      =
POWER      ACTIVE                                                          =
                                                       ?     15486     EPMI=
-LT-ERCOT-PRC        31-DEC-01     AGG-PWR-II      POWER      ACTIVE       =
                                                                           =
                               ?     15486     EPMI-ST-ERCOT-PRC        31-=
DEC-01     AGG-PWR-II      POWER      ACTIVE                               =
                                                                           =
       ?     15487     EPMI-LT-MGMT-PRC         31-DEC-01     AGG-PWR-II   =
   POWER      ACTIVE                                                       =
                                                          ?     15487     E=
PMI-LT-OPTION-PRC       31-DEC-01     AGG-PWR-II      POWER      ACTIVE    =
                                                                           =
                                  ?     15487     EPMI-LT-OPTIONA-PRC      =
31-DEC-01     AGG-PWR-II      POWER      ACTIVE                            =
                                                                           =
          ?     15487     EPMI-LT-OPTIONB-PRC      31-DEC-01     AGG-PWR-II=
      POWER      ACTIVE                                                    =
                                                             ?     15487   =
  EPMI-LT-OPTZ-PRC         31-DEC-01     AGG-PWR-II      POWER      ACTIVE =
                                                                           =
                                     ?     15491     EPMI-ECTCOA-PRC       =
   31-DEC-01     AGG-PWR-II      POWER      ACTIVE                         =
                                                                           =
             ?     15492     EPMI-LT-SW-PRC           31-DEC-01     AGG-PWR=
-II      POWER      ACTIVE                                                 =
                                                                ?     15493=
     EPMI-LT-NW-PRC           31-DEC-01     AGG-PWR-II      POWER      ACTI=
VE                                                                         =
                                        ?     15494     EPMI-CALSERV-PRC   =
      31-DEC-01     AGG-PWR-II      POWER      ACTIVE                      =
                                                                           =
                ?     15494     EPMI-ST-CA-PRC           31-DEC-01     AGG-=
PWR-II      POWER      ACTIVE                                              =
                                                                   ?     15=
494     EPMI-ST-NW-PRC           31-DEC-01     AGG-PWR-II      POWER      A=
CTIVE                                                                      =
                                           ?     15494     EPMI-ST-PLT-PRC =
         31-DEC-01     AGG-PWR-II      POWER      ACTIVE                   =
                                                                           =
                   ?     15494     EPMI-ST-SW-PRC           31-DEC-01     A=
GG-PWR-II      POWER      ACTIVE                                           =
                                                                      ?    =
 15494     EPMI-ST-WSERV-PRC        31-DEC-01     AGG-PWR-II      POWER    =
  ACTIVE                                                                   =
                                              ?     15495     EPMI-LT-CA-PR=
C           31-DEC-01     AGG-PWR-II      POWER      ACTIVE                =
                                                                           =
                      ?     15495     EPMI-LT-PLT-PRC          31-DEC-01   =
  AGG-PWR-II      POWER      ACTIVE                                        =
                                                                         ? =
    15496     EPMI-W-BIO-INV-PRC       31-DEC-01     AGG-PWR-II      POWER =
     ACTIVE                                                                =
                                                 ?     15496     EPMI-W-BIO=
-PRC           31-DEC-01     AGG-PWR-II      POWER      ACTIVE             =
                                                                           =
                         ?     15496     EPMI-W-WIND-INV-PRC      31-DEC-01=
     AGG-PWR-II      POWER      ACTIVE                                     =
                                                                           =
 ?     15496     EPMI-W-WIND-PRC          31-DEC-01     AGG-PWR-II      POW=
ER      ACTIVE                                                             =
                                                    ?     15496     EPMI-WS=
-RN-INV-PRC       31-DEC-01     AGG-PWR-II      POWER      ACTIVE          =
                                                                           =
                            ?     15500     EPMI-HEDGECDN-PRC        31-DEC=
-01     AGG-PWR-II      POWER      ACTIVE                                  =
                                                                           =
    ?     15501     EPMI-ALTAPWROPT-PRC      31-DEC-01     AGG-PWR-II      =
POWER      ACTIVE                                                          =
                                                       ?     15501     EPMI=
-ECPC-PRC            31-DEC-01     AGG-PWR-II      POWER      ACTIVE       =
                                                                           =
                               ?     15501     EPMI-STALBERTA-PRC       31-=
DEC-01     AGG-PWR-II      POWER      ACTIVE                               =
                                                                           =
       ?