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, since 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 & counterparty data for SEC reporting, so for those of you that are not officializing due to lack of staff, we still need you to calc and officialize your data for the 31st.

Over the next day or so, based on the below, I will be following up with each of you to determine if there is any VAR or counterparty risk that was not captured and then asking you to officialize the 12/31 books so we can pick up the complete information for the 31st.  I will then put together a deadline 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: 	Powell, John D.
Sent:	Wednesday, January 02, 2002 8:27 AM
To:	Brackett, Debbie R.; Hardy, David; Mcginnis, Stephanie; Sacks, Edward; Trevino, Susan; Wilson, Shona
Subject:	CAS Positions January 02, 2002

Good Morning and Happy New Year !

CAS Positions January 02, 2002

Late ERMS Officializations
    Post id   Port_cd  Commodity    Effective_dt   Book id               Remarks    Status
    ----------------------------------------------------------------------------------------
   1449710     PEI       NG          21-DEC-01     NG-PRICE-AFF-IDX     No Position ACTIVE
     14491     T5M       NG          21-DEC-01     TP-EMWNSS-GDL        No Position INACTIVE
    999998     4YP       LB          28-DEC-01     LUMBER-PANEL-SP-PRC  No Position ACTIVE
    999998     64P       LB          28-DEC-01     LUMBER-SPOT-PRC      No Position ACTIVE
    999998     *LP       SCRC        28-DEC-01     STEEL-MILL-XCR-PRC   No Position ACTIVE
   1452484     ZBI       BLND        31-DEC-01     ALKYLATE-IDX         No Position ACTIVE
   1452485     ZBP       BLND        31-DEC-01     ALKYLATE-PRC         No Position ACTIVE
    868544     SQM       NG          31-DEC-01     ARUBA-TP-PHY         No Position ACTIVE
   1452601     BBI       BENZ        31-DEC-01     BENZENE-IDX                      ACTIVE
   1452596     BBP       BENZ        31-DEC-01     BENZENE-PRC                      ACTIVE
   1452479     D1I       BLND        31-DEC-01     BLENDSTOCK-IDX       No Position ACTIVE
   1452478     D1P       BLND        31-DEC-01     BLENDSTOCK-PRC       No Position ACTIVE
   1452491     W!P       BRNT        31-DEC-01     BLND-BRNT-HDG-PRC    No Position ACTIVE
   1452480     DKP       HO          31-DEC-01     BLND-HO-HDG-PRC      No Position ACTIVE
   1452476     D5P       HU          31-DEC-01     BLND-HU-HDG-PRC                  ACTIVE
   1452481     W!P       WTI         31-DEC-01     BLND-WTI-HDG-PRC     No Position ACTIVE
   1452487     #TP       HU          31-DEC-01     BLND2-HU-HDG-PRC     No Position ACTIVE
   1452488     #UP       HU          31-DEC-01     BLND3-HU-HDG-PRC     No Position ACTIVE
   1452489     #VP       WTI         31-DEC-01     BLND3-WTI-HDG-PRC    No Position ACTIVE
   1452383     DEP       WTI         31-DEC-01     BOW-WTS-HEDGE-PRC    No Position ACTIVE
   1452634     P8P       BRNT        31-DEC-01     BRNT-PRC-SPEC-PRC    No Position ACTIVE
   1452604     BYP       HU          31-DEC-01     BTX-UNL-HEDGE-PRC    No Position ACTIVE
   1452610     E~P       HU          31-DEC-01     BTX-UNL-HEDGE2-PRC   No Position ACTIVE
   1452616     @5P       WTI         31-DEC-01     BTX-WTI-HEDGE-2-PRC  No Position ACTIVE
   1452631     E+P       WTI         31-DEC-01     BTX-WTI-HEDGE-PRC    No Position ACTIVE
   1452612     @FP       HO          31-DEC-01     BTXHO-PRC            No Position ACTIVE
   1452613     @EP       NG          31-DEC-01     BTXNG-PRC            No Position ACTIVE
   1452564     FUP       C2GC        31-DEC-01     C2-PRC               No Position ACTIVE
   1452573     WNP       C3GC        31-DEC-01     C3-CAND-EGSC-PRC     No Position ACTIVE
   1452572     FYI       C3E         31-DEC-01     C3-EUR-IDX                       ACTIVE
   1452576     FYP       C3E         31-DEC-01     C3-EUR-PRC           No Position ACTIVE
   1452565     P5P       C3GC        31-DEC-01     C3-PRC                           ACTIVE
   1452673     `PP       C3GC        31-DEC-01     C3-TMB-PRC                       ACTIVE
   1452575     PLP       BRNT        31-DEC-01     C5+-BRNT-HEDGE-PRC   No Position ACTIVE
   1452568     FFP       C5+         31-DEC-01     C5+-PRC              No Position ACTIVE
   1452569     PLP       WTI         31-DEC-01     C5+-WTI-HEDGE-PRC    No Position ACTIVE
   1452679     [VP       C5+         31-DEC-01     C5-TMBII-PRC         No Position ACTIVE
   1452717     ZMM       NG          31-DEC-01     CAND-PWR-GD-GDL                  ACTIVE
   1452739     ZOP       NGGJ        31-DEC-01     CAND-PWR-PR-PRC      No Position ACTIVE
   1453236     4MD       NG          31-DEC-01     CHASE-X-BAS                      ACTIVE
   1453237     4MI       NG          31-DEC-01     CHASE-X-IDX                      ACTIVE
   1453235     4MP       NG          31-DEC-01     CHASE-X-PRC                      ACTIVE
   1453239     "4P       NG          31-DEC-01     CHASE-XI-PRC                     ACTIVE
   1453238     ~QP       NG          31-DEC-01     CITIBANK-1-PRC       No Position ACTIVE
   1452440     $AP       WTI         31-DEC-01     CITIBANK-EUROS-PRC   No Position ACTIVE
   1452441     #BP       WTI         31-DEC-01     CITIBANKGBP-PRC      No Position ACTIVE
   1452442     #AP       WTI         31-DEC-01     CITIBANKUSD-PRC      No Position ACTIVE
   1452451     6}P       COAL        31-DEC-01     COAL-EAST-CASH-PRC   No Position ACTIVE
   1452448     2BP       COAL        31-DEC-01     COAL-EAST-II-PRC                 ACTIVE
   1452446     T6P       COAL        31-DEC-01     COAL-EAST-MGMT-PRC               ACTIVE
   1452443     KPP       COAL        31-DEC-01     COAL-EAST-PRC                    ACTIVE
   1452452     ?IP       COAL        31-DEC-01     COAL-EASTIII-PRC     No Position ACTIVE
   1452453     @?P       NG          31-DEC-01     COAL-NG-HEDGE-PRC    No Position ACTIVE
   1452454     2XP       COAL        31-DEC-01     COAL-SYN-MTM-PRC                 ACTIVE
   1452450     6]P       COLW        31-DEC-01     COAL-WEST-CASH-PRC               ACTIVE
   1452449     2AP       COLW        31-DEC-01     COAL-WEST-II-PRC     No Position ACTIVE
   1452447     1KP       COLW        31-DEC-01     COAL-WEST-MGMT-PRC   No Position ACTIVE
   1452444     KQP       COLW        31-DEC-01     COAL-WEST-PRC                    ACTIVE
   1452475     R2P       DUBA        31-DEC-01     COND-DUBAI-PRC                   ACTIVE
   1452474     FCP       COND        31-DEC-01     CONDENSATE-PRC                   ACTIVE
   1452652     ZGP       HG          31-DEC-01     COPPER-PRC           No Position ACTIVE
   1453350     E>D       NG          31-DEC-01     CY-EXPLOR-BAS        No Position ACTIVE
   1453351     E>P       NG          31-DEC-01     CY-EXPLOR-PRC        No Position ACTIVE
   1452526     Z=I       HO          31-DEC-01     DABHOL-HO-AFF-IDX    No Position ACTIVE
   1452495     PI       HO          31-DEC-01     DABHOL-HO-IDX        No Position 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-HDG-PRC   No Position ACTIVE                                                                                ?   1452522     W$P       WTI         31-DEC-01     DIST2-WTI-HDG-PRC    No Position ACTIVE                                                                                ?   1452515     ZWP       BRNT        31-DEC-01     DUBAI-CO-BRNT-PRC    No Position ACTIVE                                                                                ?   1452516     ZWP       DUBA        31-DEC-01     DUBAI-CO-PASS-PRC    No Position ACTIVE                                                                                ?   1452532     DMP       BLND        31-DEC-01     ECTGR-BLND-PRC       No Position ACTIVE                                                                                ?   1452533     DVP       BRNT        31-DEC-01     ECTGR-CO-BRNT-PRC    No Position ACTIVE                                                                                ?   1452528     DVP       WTI         31-DEC-01     ECTGR-CO-PRC         No Position ACTIVE                                                                                ?   1452534     DVP       WTIP        31-DEC-01     ECTGR-CO-WTIP-PRC    No Position ACTIVE                                                                                ?   1452536     ?TP       GOIP        31-DEC-01     ECTGR-GO-PRC         No Position ACTIVE                                                                                ?   1452529     DPP       HO          31-DEC-01     ECTGR-HO-PRC         No Position ACTIVE                                                                                ?   1452530     DUP       HU          31-DEC-01     ECTGR-HU-PRC         No Position ACTIVE                                                                                ?   1452531     B<P       KERO        31-DEC-01     ECTGR-KERO-PRC       No Position ACTIVE                                                                                ?   1452578     FWP       C2GC        31-DEC-01     EGLI-C2GC-PRC                    ACTIVE                                                                                ?   1452579     FVP       C2GC        31-DEC-01     EGLI-C2MW-PRC        No Position 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        No 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-TRSP-PRC              ACTIVE                                                                                ?   1452766     *JP       NBSK        31-DEC-01     EIM-EU-PAPER-PRC     No Position ACTIVE                                                                                ?   1452551     *IP       SHRC        31-DEC-01     EIM-US-STEEL-PRC     No Position ACTIVE                                                                                ?   1452456     &PP       ERC         31-DEC-01     EMI-RGNL-AFFIL-PRC   No Position ACTIVE                                                                                ?   1452455     \CP       ERC         31-DEC-01     EMI-RGNL-CRD-I-PRC   No Position ACTIVE                                                                                ?   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                                                                                ?   1453352     KSP       COAL        31-DEC-01     EQ-COAL-JUPITER-PRC  No Position ACTIVE                                                                                ?   1453348     E$D       NG          31-DEC-01     EQUITY-CGAS-BAS      No Position ACTIVE                                                                                ?   1453347     E$P       NG          31-DEC-01     EQUITY-CGAS-PRC      No Position ACTIVE                                                                                ?   1453346     E&D       NG          31-DEC-01     EQUITY-MARINER-BAS   No Position ACTIVE                                                                                ?   1453345     E&P       NG          31-DEC-01     EQUITY-MARINER-PRC   No Position ACTIVE                                                                                ?   1452617     ANP       ETHE        31-DEC-01     ETHYLENE-PRC         No Position ACTIVE                                                                                ?   1452439     4PP       WTI         31-DEC-01     EURO-PREPAY-PRC      No Position 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           No Position ACTIVE                                                                                ?   1453260     `ZP       FTR         31-DEC-01     FRT-LC-PRC                       ACTIVE                                                                                ?   1453245     =YD       FTR         31-DEC-01     FRT-MIDWEST-BAS      No Position ACTIVE                                                                                ?   1453244     =YP       FTR         31-DEC-01     FRT-MIDWEST-PRC                  ACTIVE                                                                                ?   1453253     =XD       FTR         31-DEC-01     FRT-MOUNTAIN-BAS     No Position ACTIVE                                                                                ?   1453252     =XP       FTR         31-DEC-01     FRT-MOUNTAIN-PRC     No Position ACTIVE                                                                                ?   1453247     ~AD       FTR         31-DEC-01     FRT-NORTHEAST-BAS    No Position ACTIVE                                                                                ?   1453246     ~AP       FTR         31-DEC-01     FRT-NORTHEAST-PRC                ACTIVE                                                                                ?   1453251     =VD       FTR         31-DEC-01     FRT-NORTHWEST-BAS    No Position ACTIVE                                                                                ?   1453250     =VP       FTR         31-DEC-01     FRT-NORTHWEST-PRC                ACTIVE                                                                                ?   1453257     =ZD       FTR         31-DEC-01     FRT-OHIO-BAS         No Position ACTIVE                                                                                ?   1453256     =ZP       FTR         31-DEC-01     FRT-OHIO-PRC                     ACTIVE                                                                                ?   1453255     ~CD       FTR         31-DEC-01     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-DEC-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     =WD       FTR         31-DEC-01     FRT-WEST-BAS         No Position ACTIVE                                                                                ?   1453242     =WP       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-BRIDGE-IDX                    ACTIVE                                                                                ?   1452228     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       NGGJ        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-PRC  No Position ACTIVE                                                                                ?   1452226     C4I       NGGJ        31-DEC-01     FT-CAND-EGSC-IDX                 ACTIVE                                                                                ?   1452252     CDI       NGGJ        31-DEC-01     FT-CAND-EGSC-OPT-IDX             ACTIVE                                                                                ?   1452248     CDP       NGGJ        31-DEC-01     FT-CAND-EGSC-OPT-PRC             ACTIVE                                                                                ?   1452224     C4P       NGGJ        31-DEC-01     FT-CAND-EGSC-PRC                 ACTIVE                                                                                ?   1452243     P7P       NGGJ        31-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                   ACTIVE                                                                                ?   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                                                                                ?    999998     !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-CAND-WEST-PRC                 ACTIVE                                                                                ?   1452719     [SM       NG          31-DEC-01     FT-CND-PWR-DT-GDL    No Position 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       NG          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     2QP       NG          31-DEC-01     GARDEN-STATES-PRC    No Position ACTIVE                                                                                ?   1453223     QZD       NG          31-DEC-01     GAS-APEA PREPAY-BAS              ACTIVE                                                                                ?   1453225     QZI       NG          31-DEC-01     GAS-APEA PREPAY-IDX              ACTIVE                                                                                ?   1453224     QZP       NG          31-DEC-01     GAS-APEA PREPAY-PRC              ACTIVE                                                                                ?   1453230     Q*D       NG          31-DEC-01     GAS-CAGE-SVC-BAS     No Position ACTIVE                                                                                ?   1453231     Q*I       NG          31-DEC-01     GAS-CAGE-SVC-IDX     No Position ACTIVE                                                                                ?   1453229     Q*P       NG          31-DEC-01     GAS-CAGE-SVC-PRC     No Position ACTIVE                                                                                ?   1453227     Q4D       NG          31-DEC-01     GAS-CHA-MAH-BAS                  ACTIVE                                                                                ?   1453226     Q4I       NG          31-DEC-01     GAS-CHA-MAH-IDX                  ACTIVE                                                                                ?   1453228     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-CHASE-MAHII-IDX  No Position ACTIVE                                                                                ?   1453213     QIP       NG          31-DEC-01     GAS-CHASE-MAHII-PRC  No Position ACTIVE                                                                                ?   1453217     QKD       NG          31-DEC-01     GAS-CHASE-MAHIV-BAS  No Position ACTIVE                                                                                ?   1453218     QKI       NG          31-DEC-01     GAS-CHASE-MAHIV-IDX  No Position ACTIVE                                                                                ?   1453216     QKP       NG          31-DEC-01     GAS-CHASE-MAHIV-PRC  No Position ACTIVE                                                                                ?   1453220     QLD       NG          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-PRC  No Position ACTIVE                                                                                ?   1453211     QHD       NG          31-DEC-01     GAS-ENERGYAMER-BAS               ACTIVE                                                                                ?   1453212     QHI       NG          31-DEC-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 ACTIVE                                                                                ?   1452497     FGP       GOIP        31-DEC-01     GASOIL-INTL-PRC      No Position ACTIVE                                                                                ?   1452636     QGP       GOIP        31-DEC-01     GOIP-SPEC-PRC        No Position ACTIVE                                                                                ?   1452494     PKP       HO          31-DEC-01     HO-PRC                           ACTIVE                                                                                ?   1452492     F6P       HU          31-DEC-01     HU-PRC               No Position ACTIVE                                                                                ?   1452676     [UP       HU          31-DEC-01     HU-TMB-PRC           No Position ACTIVE                                                                                ?   1452567     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-EMWNSS1-IDX       No Position ACTIVE                                                                                ?   1452691     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 Position ACTIVE                                                                                ?   1452514     Y3P       WTI         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     GJM       NG          31-DEC-01     INTRA-CAND-WE-GD-GDL             ACTIVE                                                                                ?   1452005     CAM       NG          31-DEC-01     INTRA-CAND-WEST-PHY              ACTIVE                                                                                ?   1452006     CAP       NG          31-DEC-01     INTRA-CAND-WEST-PRC              ACTIVE                                                                                ?   1452343     PAM       NG          31-DEC-01     INTRA-CENTRAL-PHY                ACTIVE                                                                                ?   1452372     PAM       NG          31-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 ACTIVE                                                                                ?    926670     PAM       NG          31-DEC-01     INTRA-ENOV-PHY                   ACTIVE                                                                                ?   1452338     PAM       NG          31-DEC-01     INTRA-NORTHEAST-PHY              ACTIVE                                                                                ?   1452345     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                                                                                ?   1452677     [XP       IC4=        31-DEC-01     ISOBUTYLE-TMB-PRC                ACTIVE                                                                                ?   1452469     F1P       IC4=        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             No 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     F4I       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-IDX      No Position ACTIVE                                                                                ?   1452592     F5P       NG          31-DEC-01     METH-NG-HDG-PRC      No Position ACTIVE                                                                                ?   1452590     F4P       MEOH        31-DEC-01     METH-PRC                         ACTIVE                                                                                ?   1452594     FP       MEOH        31-DEC-01     METH-TR-PRC                      ACTIVE
   1452483     I)P       BLND        31-DEC-01     MTBE-BLENDSTOCK-PRC  No Position ACTIVE
   1452490     =JP       MTBE        31-DEC-01     MTBE-EURO-PRC        No Position ACTIVE
   1452470     F3P       NC4         31-DEC-01     MTBE-NC4-HEDGE-PRC               ACTIVE
   1452468     F2D       NG          31-DEC-01     MTBE-NG-HEDGE-BAS    No Position ACTIVE
   1452467     F2P       NG          31-DEC-01     MTBE-NG-HEDGE-PRC    No Position ACTIVE
   1452472     F9I       MTBE        31-DEC-01     MTBE-PRICE-IDX       No Position ACTIVE
   1452471     F9P       MTBE        31-DEC-01     MTBE-PRICE-PRC       No Position ACTIVE
   1452669     `LP       MTBE        31-DEC-01     MTBE-TMB-PRC                     ACTIVE
   1452473     F7P       HU          31-DEC-01     MTBE-UNL-HEDGE-PRC               ACTIVE
   1452477     F8P       WTI         31-DEC-01     MTBE-WTI-HEDGE-PRC   No Position ACTIVE
   1452571     FNP       NAPE        31-DEC-01     NAPTHA-EUR-PRC       No Position ACTIVE
   1452511     FMP       NAPE        31-DEC-01     NAPTHA-PRC           No Position ACTIVE
   1452570     FHI       NC4E        31-DEC-01     NC4-EUR-IDX                      ACTIVE
   1452566     FDP       NC4         31-DEC-01     NC4-PRC              No Position ACTIVE
   1452671     `NP       NC4         31-DEC-01     NC4-TMB-PRC                      ACTIVE
   1452752     SED       NG          31-DEC-01     NG-CORP-AFF-BAS      No Position ACTIVE
   1452751     SEP       NG          31-DEC-01     NG-CORP-AFF-PRC      No Position ACTIVE
   1452574     FKP       NG          31-DEC-01     NG-NGL_HEDGE-PRC                 ACTIVE
   1452848     W*P       NG          31-DEC-01     NG-PR-CAN-PRC        No Position ACTIVE
   1452837     ZHP       NG          31-DEC-01     NG-PR-OPT-PRC                    ACTIVE
   1452746     PED       NG          31-DEC-01     NG-PRICE-AFF-BAS     No Position ACTIVE
   1452745     PEP       NG          31-DEC-01     NG-PRICE-AFF-PRC     No Position ACTIVE
   1452851     PGD       NG          31-DEC-01     NG-PRICE-BAS                     ACTIVE
   1452853     ZJP       WTI         31-DEC-01     NG-PRICE-CRUDE-PRC   No Position ACTIVE
   1452850     PGY       NG          31-DEC-01     NG-PRICE-GDI                     ACTIVE
   1452852     PGM       NG          31-DEC-01     NG-PRICE-GDL                     ACTIVE
   1452842     PGI       NG          31-DEC-01     NG-PRICE-IDX                     ACTIVE
   1452828     PGP       NG          31-DEC-01     NG-PRICE-PRC                     ACTIVE
   1452675     `QD       NG          31-DEC-01     NG-TMB-BAS                       ACTIVE
   1452674     `QP       NG          31-DEC-01     NG-TMB-PRC                       ACTIVE
   1452859     )BP       NG          31-DEC-01     NG-X-OPT-NG-PRC      No Position ACTIVE
   1452577     1XP       HO          31-DEC-01     NGL-HO-PRC           No Position ACTIVE
   1452401     CEP       BRNT        31-DEC-01     OIL-AFF-PRC          No Position ACTIVE
   1452395     CEP       WTI         31-DEC-01     OIL-AFF-WTI-PRC      No Position ACTIVE
   1452409     PWP       BRCM        31-DEC-01     OIL-BRCM-PRICE-PRC   No Position ACTIVE
   1452407     41P       BRNT        31-DEC-01     OIL-BRENT-PRC3-PRC   No Position ACTIVE
   1452400     ACP       BRNT        31-DEC-01     OIL-BRENT-PRCII-PRC  No Position ACTIVE
   1452394     PWP       BRNT        31-DEC-01     OIL-BRENT-PRICE-PRC              ACTIVE
   1452410     PWP       BRN         31-DEC-01     OIL-BRN-PRICE-PRC    No Position ACTIVE
   1452426     WMP       61NY        31-DEC-01     OIL-CAND-EGSC-PRC                ACTIVE
   1452396     WMP       WTI         31-DEC-01     OIL-CAND-EGSC-W-P                ACTIVE
   1452397     P#P       WTI         31-DEC-01     OIL-CAND-ERMS-PRC    No Position ACTIVE
   1452436     QJP       WTI         31-DEC-01     OIL-CHASE-MAHII-PRC  No Position ACTIVE
   1452438     P%P       WTI         31-DEC-01     OIL-CHASEIII-PRC     No Position ACTIVE
   1452437     P2P       WTI         31-DEC-01     OIL-CITIBANKI-PRC                ACTIVE
   1452435     PZP       WTI         31-DEC-01     OIL-CITIBANKII-PRC   No Position ACTIVE
   1452416     IRI       63GC        31-DEC-01     OIL-DOM-REP-IDX      No Position ACTIVE
   1452406     40P       WTI         31-DEC-01     OIL-PRICE-3-PRC                  ACTIVE
   1452408     PCP       CLCM        31-DEC-01     OIL-PRICE-CLCM-PRC   No Position ACTIVE
   1452402     PCP       HO          31-DEC-01     OIL-PRICE-HO-PRC     No Position ACTIVE
   1452403     PCP       HU          31-DEC-01     OIL-PRICE-HU-PRC     No Position ACTIVE
   1452398     PCP       WTI         31-DEC-01     OIL-PRICE-PRC                    ACTIVE
   1452641     PQP       C3GC        31-DEC-01     OIL-PRICE-SP-C3-PRC  No Position ACTIVE
   1452633     PQP       WTI         31-DEC-01     OIL-PRICE-SPEC-PRC   No Position ACTIVE
   1452404     P*P       HO          31-DEC-01     OIL-PRICEII-HO-PRC   No Position ACTIVE
   1452405     P*P       HU          31-DEC-01     OIL-PRICEII-HU-PRC   No Position ACTIVE
   1452399     P*P       WTI         31-DEC-01     OIL-PRICEII-PRC      No Position ACTIVE
   1452642     *SP       BENZ        31-DEC-01     OIL-SPEC-BENZ-PRC    No Position ACTIVE
   1452643     )EP       COAL        31-DEC-01     OIL-SPEC-COAL-PRC    No Position ACTIVE
   1452638     83P       HU          31-DEC-01     OIL-SPEC-HU-PRC      No Position ACTIVE
   1452639     82D       NG          31-DEC-01     OIL-SPEC-NG-BAS      No Position ACTIVE
   1452640     82P       NG          31-DEC-01     OIL-SPEC-NG-PRC      No Position ACTIVE
   1452662     @WP       BRNT        31-DEC-01     OIL-SPEC3BRNT-PRC    No Position ACTIVE
   1452657     !XP       HO          31-DEC-01     OIL-SPEC3HO-PRC      No Position ACTIVE
   1452658     !YP       HU          31-DEC-01     OIL-SPEC3HU-PRC      No Position ACTIVE
   1452659     !ZP       KERO        31-DEC-01     OIL-SPEC3KERO-PRC    No Position ACTIVE
   1452660     !WP       NG          31-DEC-01     OIL-SPEC3NG-PRC      No Position ACTIVE
   1452661     !VP       WTI         31-DEC-01     OIL-SPEC3WTI-PRC     No Position ACTIVE
   1452664     -ZP       BRNT        31-DEC-01     OIL-SPEC4-BR-PRC     No Position ACTIVE
   1452665     [AP       GOIP        31-DEC-01     OIL-SPEC4-GOIP-PRC   No Position ACTIVE
   1452667     [CP       HO          31-DEC-01     OIL-SPEC4-HO-PRC     No Position ACTIVE
   1452666     [BP       HU          31-DEC-01     OIL-SPEC4-HU-PRC     No Position ACTIVE
   1452668     [DP       NG          31-DEC-01     OIL-SPEC4-NG-PRC     No Position ACTIVE
   1452663     -YP       WTI         31-DEC-01     OIL-SPEC4-WTI-PRC    No Position ACTIVE
   1452656     +SP       BENZ        31-DEC-01     OIL-SPECII-BENZ-PRC  No Position ACTIVE
   1452649     P+P       BRNT        31-DEC-01     OIL-SPECII-BRENT-PRC No Position ACTIVE
   1452655     &VP       C3GC        31-DEC-01     OIL-SPECII-C3G-PRC   No Position ACTIVE
   1452653     P+P       HO          31-DEC-01     OIL-SPECII-HO-PRC    No Position ACTIVE
   1452650     P+P       HU          31-DEC-01     OIL-SPECII-HU-PRC    No Position ACTIVE
   1452648     P+I       WTI         31-DEC-01     OIL-SPECII-IDX       No Position ACTIVE
   1452654     P+D       NG          31-DEC-01     OIL-SPECII-NG-BAS    No Position ACTIVE
   1452651     P+P       NG          31-DEC-01     OIL-SPECII-NG-PRC    No Position ACTIVE
   1452647     P+P       WTI         31-DEC-01     OIL-SPECII-PRC       No Position ACTIVE
   1452333     4LD       NBSK        31-DEC-01     PAPER-AFF-BAS        No Position ACTIVE
   1452332     4LP       NBSK        31-DEC-01     PAPER-AFF-PRC        No Position ACTIVE
   1452330     JEP       NBSK        31-DEC-01     PAPER-CAND-NWSP-PRC              ACTIVE
   1452942     JAD       NBSK        31-DEC-01     PAPER-CONSOL-BAS                 ACTIVE
   1452328     JAP       NBSK        31-DEC-01     PAPER-CONSOL-PRC                 ACTIVE
   1452763     JPP       BEKE        31-DEC-01     PAPER-EUROPE-PRC     No Position ACTIVE
   1452602     BPI       PARA        31-DEC-01     PARAXYLENE-IDX       No Position ACTIVE
   1452597     BPP       PARA        31-DEC-01     PARAXYLENE-PRC       No Position ACTIVE
   1452773     *7D       BEKE        31-DEC-01     PE-BEK-BAS           No Position ACTIVE
   1452765     *7P       BEKE        31-DEC-01     PE-BEK-PRC           No Position ACTIVE
   1452755     ~JP       DA2         31-DEC-01     PE-DMPA4-PRC                     ACTIVE
   1452770     @4D       BEKE        31-DEC-01     PE-ENA-BEK-BAS       No Position ACTIVE
   1452769     @4P       BEKE        31-DEC-01     PE-ENA-BEK-PRC       No Position ACTIVE
   1452771     *1D       NBSK        31-DEC-01     PE-ENA-NBSK-BAS      No Position ACTIVE
   1452767     *1P       NBSK        31-DEC-01     PE-ENA-NBSK-PRC      No Position ACTIVE
   1452768     *2P       SBSK        31-DEC-01     PE-ENA-SBSK-PRC      No Position ACTIVE
   1452764     ~KP       NBSK        31-DEC-01     PE-EPBHKP-PRC        No Position ACTIVE
   1452756     ~KP       BHKP        31-DEC-01     PE-EPBHKP2-PRC                   ACTIVE
   1452757     ~LP       LW40        31-DEC-01     PE-LWC60-PRC                     ACTIVE
   1452758     ~HP       OCC         31-DEC-01     PE-MXDWSTE-PRC                   ACTIVE
   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     =IP       BRNT        31-DEC-01     PHYOIL-BRENT-PRC                 ACTIVE                                                                                ?   1452388     =IP       BRN         31-DEC-01     PHYOIL-BRN-PRC       No Position ACTIVE                                                                                ?   1452382     ITI       WTI         31-DEC-01     PHYOIL-INDEX-IDX                 ACTIVE                                                                                ?   1452393     ?3P       WTI         31-DEC-01     PHYOIL-ORIENTE-PRC               ACTIVE                                                                                ?   1452381     PTP       WTI         31-DEC-01     PHYOIL-PRICE-PRC                 ACTIVE                                                                                ?   1452389     87P       BRN         31-DEC-01     PHYOIL2-BRN-PRC      No Position ACTIVE                                                                                ?   1452387     87P       BRNT        31-DEC-01     PHYOIL2-BRNT-PRC     No Position ACTIVE                                                                                ?   1452386     87I       WTI         31-DEC-01     PHYOIL2-IDX                      ACTIVE                                                                                ?   1452385     87P       WTI         31-DEC-01     PHYOIL2-PRC                      ACTIVE                                                                                ?   1452627     1$P       BENZ        31-DEC-01     PLAST-BENZENE-PRC    No Position ACTIVE                                                                                ?   1452618     AQP       C2GC        31-DEC-01     PLAST-C2-HEDGE-PRC   No Position ACTIVE                                                                                ?   1452619     ATP       C3GC        31-DEC-01     PLAST-C3-HEDGE-PRC   No Position ACTIVE                                                                                ?   1452628     23P       PLYE        31-DEC-01     PLAST-GR-PRC                     ACTIVE                                                                                ?   1452625     ARP       NG          31-DEC-01     PLAST-NG-HEDGE-PRC   No Position 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        No 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     2EP       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 ACTIVE                                                                                ?   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 ACTIVE                                                                                ?   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                                                                                ?   1452687     EEP       NG          31-DEC-01     PWR-NE-GAS-MTM-PRC   No Position ACTIVE                                                                                ?   1452688     4OP       NG          31-DEC-01     PWR-PJM-GAS-MTM-PRC  No Position ACTIVE                                                                                ?   1452606     BEI       PYGS        31-DEC-01     PYGAS-IDX            No Position ACTIVE                                                                                ?   1452607     BEP       PYGS        31-DEC-01     PYGAS-PRC                        ACTIVE                                                                                ?   1452501     DHP       61GC        31-DEC-01     REFP-61GC-HDG-PRC    No Position ACTIVE                                                                                ?   1452500     DHP       61NY        31-DEC-01     REFP-61NY-HDG-PRC    No Position ACTIVE                                                                                ?   1452498     D2P       BRNT        31-DEC-01     REFP-BRENT-HDG-PRC   No Position 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      No 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     DRP       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 ACTIVE                                                                                ?   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 ACTIVE                                                                                ?   1452430     6#P       63NY        31-DEC-01     RESID-FIN-3%-PRC     No Position ACTIVE                                                                                ?   1452431     6$P       63GC        31-DEC-01     RESID-FIN-3%63G-PRC  No Position ACTIVE                                                                                ?   1452432     6&P       HO          31-DEC-01     RESID-FIN-HO-PRC     No Position ACTIVE                                                                                ?   1452433     6P       NG          31-DEC-01     RESID-FIN-NG-PRC     No Position ACTIVE
   1452434     6%P       WTI         31-DEC-01     RESID-FIN-WTI-PRC    No Position ACTIVE
   1452418     DOP       HO          31-DEC-01     RESID-HO-PRC         No Position ACTIVE
   1452421     DCP       TAPI        31-DEC-01     RESID-TAPIS-PRC      No Position ACTIVE
   1452411     DCP       WTI         31-DEC-01     RESID-WTI-HEDGE-PRC  No Position ACTIVE
   1452415     FRP       LSNF        31-DEC-01     RESID1%-EURO-PRC     No Position ACTIVE
   1452419     FQP       HSNF        31-DEC-01     RESID3%-EU-HSNF-PRC  No Position ACTIVE
   1452422     FQP       HSFS        31-DEC-01     RESID3%-EURO-PRC     No Position ACTIVE
   1452632     HKP       NGAR        31-DEC-01     SA-MODESTOPLANT-PRC              ACTIVE
   1447346     1TP       WTI         31-DEC-01     SE-PREPAY-WTI-PRC    No Position ACTIVE
   1445925     K2P       BENZ        31-DEC-01     SGP-BENZENE-PRC      No Position ACTIVE
   1445940     KFP       BRNT        31-DEC-01     SGP-BRENT-PRC        No Position ACTIVE
   1445942     8MP       HO          31-DEC-01     SGP-CRD-HO-PRC       No Position ACTIVE
   1445943     KYP       DUBA        31-DEC-01     SGP-DUB-PRC          No Position ACTIVE
   1445941     KLP       DUBA        31-DEC-01     SGP-DUBAI-PRC        No Position ACTIVE
   1445944     8DP       BRNT        31-DEC-01     SGP-FGH-BRNT-P       No Position ACTIVE
   1445945     8EP       WTI         31-DEC-01     SGP-FGH-WTI-P        No Position ACTIVE
   1445950     #SP       FRT         31-DEC-01     SGP-FREIGHT-PRC      No Position ACTIVE
   1445928     KNP       GOSG        31-DEC-01     SGP-GASOIL-ARB-PRC   No Position ACTIVE
   1445946     KBP       GOSG        31-DEC-01     SGP-GO-PRC           No Position ACTIVE
   1445926     KJI       GOAG        31-DEC-01     SGP-GOAG-IDX         No Position ACTIVE
   1445927     KJP       GOAG        31-DEC-01     SGP-GOAG-PRC         No Position ACTIVE
   1445947     KCP       GOIP        31-DEC-01     SGP-GOIP-PRC         No Position ACTIVE
   1445948     KDP       KERS        31-DEC-01     SGP-KERS-PRC         No Position ACTIVE
   1445937     8HP       WTI         31-DEC-01     SGP-RESID-WTI-P      No Position ACTIVE
   1445936     KEP       HSFS        31-DEC-01     SGP-RESID3%-EUR-PRC  No Position ACTIVE
   1445932     8NP       HO          31-DEC-01     SGP-US-ARB-HO-PRC    No Position ACTIVE
   1445949     KIP       HO          31-DEC-01     SGPHO-PRC            No Position ACTIVE
   1452518     ZXP       HSFS        31-DEC-01     SING-GO-PAS-HSF-PRC  No Position ACTIVE
   1452517     ZXP       GOSG        31-DEC-01     SING-GO-PASS-PRC     No Position ACTIVE
   1452635     QSP       GOSG        31-DEC-01     SING-GO-SPEC-PRC     No Position ACTIVE
   1452482     D1P       NAPS        31-DEC-01     SING-NAPS-PRC        No Position ACTIVE
   1445939     HAP       WTI         31-DEC-01     SING-OIL-PRICE-PRC   No Position ACTIVE
   1452646     *!P       PLYE        31-DEC-01     SPEC-POLYETHYL-PRC   No Position ACTIVE
   1452645     *(P       TOLU        31-DEC-01     SPEC1-TOLUENE-PRC    No Position ACTIVE
   1452644     ?5P       PYST        31-DEC-01     SPECI-POLYSTYR-PRC   No Position ACTIVE
   1452754     ZFD       NG          31-DEC-01     STAR-BAS             No Position ACTIVE
   1452753     ZFP       NG          31-DEC-01     STAR-PRC             No Position ACTIVE
   1452556     +4P       SHRC        31-DEC-01     STEEL-DUFERCO-PRC                ACTIVE
   1452557     A[P       SHRC        31-DEC-01     STEEL-DUFERCO2-PRC   No Position ACTIVE
   1452558     #FP       SCRC        31-DEC-01     STEEL-HUNTCO-SC-PRC  No Position ACTIVE
   1452553     #EP       SGAL        31-DEC-01     STEEL-HUNTCO-SG-PRC  No Position ACTIVE
   1452549     #EP       SHRC        31-DEC-01     STEEL-HUNTCO-SH-PRC              ACTIVE
   1452560     `XD       SCRC        31-DEC-01     STEEL-MILL-BAS       No Position ACTIVE
   1452550     `XP       SCRC        31-DEC-01     STEEL-MILL-PRC                   ACTIVE
   1452552     &TP       SHRC        31-DEC-01     STEEL-MILL-SHRC-PRC  No Position ACTIVE
   1452543     SCP       SCRC        31-DEC-01     STEEL-SCRC-PRC                   ACTIVE
   1452544     SCP       SCSP        31-DEC-01     STEEL-SCSP-PRC       No Position ACTIVE
   1452548     #QP       SEAM        31-DEC-01     STEEL-SEAMLESS-PRC   No Position ACTIVE
   1452559     SCD       SHRC        31-DEC-01     STEEL-SHRC-BLY-BAS   No Position ACTIVE
   1452555     SCP       SHRC        31-DEC-01     STEEL-SHRC-BLY-PRC               ACTIVE
   1452554     SCP       SHRC        31-DEC-01     STEEL-SHRC-FINL-PRC              ACTIVE
   1452561     ?DP       SHRC        31-DEC-01     STEEL-SHRC-HOU-PRC   No Position ACTIVE
   1452545     SCP       SHRC        31-DEC-01     STEEL-SHRC-PRC       No Position ACTIVE
   1452547     SCP       SHRP        31-DEC-01     STEEL-SHRP-PRC       No Position ACTIVE
   1452546     SCP       SSLA        31-DEC-01     STEEL-SSLA-PRC                   ACTIVE
   1452301     A4D       NG          31-DEC-01     STG-BRIDGE-BAS                   ACTIVE
   1452347     A4M       NG          31-DEC-01     STG-BRIDGE-GDL       No Position ACTIVE
   1452302     A4I       NG          31-DEC-01     STG-BRIDGE-IDX                   ACTIVE
   1452300     A4P       NG          31-DEC-01     STG-BRIDGE-PRC                   ACTIVE
   1452603     BSI       STYR        31-DEC-01     STYRENE-IDX          No Position ACTIVE
   1452598     BSP       STYR        31-DEC-01     STYRENE-PRC          No Position ACTIVE
   1452614     @ZP       STYR        31-DEC-01     STYRENE-TR-PRC       No Position ACTIVE
   1445951     ?RP       DUBA        31-DEC-01     TOKYO-DUBAI-PRC      No Position ACTIVE
   1452615     [HP       TOLU        31-DEC-01     TOLUENE-DISTR-PRC    No Position ACTIVE
   1452609     BTI       TOLU        31-DEC-01     TOLUENE-IDX          No Position ACTIVE
   1452599     BTP       TOLU        31-DEC-01     TOLUENE-PRC          No Position ACTIVE
   1452705     T5I       NG          31-DEC-01     TP-EMWNSS-IDX                    ACTIVE
   1447092     VAI       BEUK        31-DEC-01     UK-BENZ-EURO-IDX     No Position ACTIVE
   1447091     VAP       BEUK        31-DEC-01     UK-BENZ-EURO-PRC     No Position ACTIVE
   1447095     24P       BEUK        31-DEC-01     UK-BENZ-FIN-PRC      No Position ACTIVE
   1447098     24P       BENZ        31-DEC-01     UK-BENZ-FIN2-PRC     No Position ACTIVE
   1447165     UFP       BRNT        31-DEC-01     UK-BRENT-PRICE-PRC   No Position ACTIVE
   1447432     V7P       C3E         31-DEC-01     UK-C3-EURO           No Position ACTIVE
   1447435     V7I       C3E         31-DEC-01     UK-C3-EURO-IDX       No Position ACTIVE
   1447440     B!P       C3E         31-DEC-01     UK-C3-EURO-LT-PRC    No Position ACTIVE
   1447433     V1P       C3GC        31-DEC-01     UK-C3-US             No Position ACTIVE
   1447337     T<P       BRCM        31-DEC-01     UK-CD-BRCM-PRC       No Position ACTIVE
   1447335     T<P       BRNT        31-DEC-01     UK-CD-BRNT-PRC       No Position ACTIVE
   1447338     T!P       CLCM        31-DEC-01     UK-CD-CLCM-PRC       No Position ACTIVE
   1447336     T!P       WTI         31-DEC-01     UK-CD-WTI-PRC        No Position ACTIVE
   1452458     30P       FRTI        31-DEC-01     UK-COAL-FRT-EXT-PRC              ACTIVE
   1452459     33P       FRTI        31-DEC-01     UK-COAL-FRT-FIN-PRC              ACTIVE
   1452460     2ZP       COAA        31-DEC-01     UK-COAL-SR1-PRC                  ACTIVE
   1447332     WTP       BRCM        31-DEC-01     UK-CRD-BRCM-PRC      No Position ACTIVE
   1447329     WTP       BRNT        31-DEC-01     UK-CRD-BRNT-PRC      No Position ACTIVE
   1447331     A#P       BRNT        31-DEC-01     UK-CRD-BRNTOPT-PRC   No Position ACTIVE
   1447333     WUP       CLCM        31-DEC-01     UK-CRD-CLCM-PRC      No Position ACTIVE
   1447334     ?EP       DUBA        31-DEC-01     UK-CRD-DUBA-PRC      No Position ACTIVE
   1447330     WUP       WTI         31-DEC-01     UK-CRD-WTI-PRC       No Position ACTIVE
   1447340     [OP       BRNT        31-DEC-01     UK-CRD2-BRNT-PRC     No Position ACTIVE
   1447339     [NP       WTI         31-DEC-01     UK-CRD2-WTI-PRC      No Position ACTIVE
   1447341     +WP       BRNT        31-DEC-01     UK-CRD3-BRNT-PRC     No Position ACTIVE
   1447343     +YP       DUBA        31-DEC-01     UK-CRD3-DUBAI-PRC    No Position ACTIVE
   1447342     +XP       WTI         31-DEC-01     UK-CRD3-WTI-PRC      No Position ACTIVE
   1446275     $UP       EN59        31-DEC-01     UK-ESP-EN590-PRC     No Position ACTIVE
   1446276     $TP       .2GO        31-DEC-01     UK-ESP-GASOIL.2-PRC  No Position ACTIVE
   1446277     $XP       GOIP        31-DEC-01     UK-ESP-GOIP-PRC      No Position ACTIVE
   1446279     $RP       HUE         31-DEC-01     UK-ESP-UNL98-PRC     No Position ACTIVE
   1447099     94P       ETEU        31-DEC-01     UK-ETHLYN-FIN-PRC    No Position ACTIVE
   1446053     BAP       .2GO        31-DEC-01     UK-FIN-.2GO-PRC      No Position ACTIVE
   1446056     VRP       LSMC        31-DEC-01     UK-FIN-1%-LSMC-PRC   No Position ACTIVE
   1446044     VRP       LSNF        31-DEC-01     UK-FIN-1%-PRC        No Position ACTIVE
   1446045     VQP       HSNF        31-DEC-01     UK-FIN-3.5%-PRC      No Position ACTIVE
   1446046     VPP       BRNT        31-DEC-01     UK-FIN-BRNT-PRC      No Position ACTIVE
   1446055     VSP       HSNF        31-DEC-01     UK-FIN-ET-HSNF-PRC   No Position ACTIVE
   1446049     VTP       GOIP        31-DEC-01     UK-FIN-GASOIL-PRC    No Position ACTIVE
   1446048     VQP       HSNC        31-DEC-01     UK-FIN-HSNC-PRC      No Position ACTIVE
   1446052     VRP       LSNC        31-DEC-01     UK-FIN-LSNC-PRC      No Position ACTIVE
   1446051     U%P       HSFS        31-DEC-01     UK-FIN-SING-PRC      No Position ACTIVE
   1446047     VOP       WTI         31-DEC-01     UK-FIN-WTI-PRC       No Position ACTIVE
   1447344     5MP       HSNF        31-DEC-01     UK-FR-HSFO-PRC       No Position ACTIVE
   1447345     C*P       FRT         31-DEC-01     UK-FREIGHT-PRC       No Position ACTIVE
   1447166     UJP       GOIP        31-DEC-01     UK-GASOIL-PRC        No Position ACTIVE
   1446255     $PP       GOIP        31-DEC-01     UK-GO-RK-.2GO-PRC    No Position ACTIVE
   1446254     $NP       GOIP        31-DEC-01     UK-GO-RK-EN590-PRC   No Position ACTIVE
   1446266     3?P       GOIP        31-DEC-01     UK-GO-TOB-.2GO-PRC   No Position ACTIVE
   1446264     3P       GOIP        31-DEC-01     UK-GO-TOB-EN590-PRC  No Position 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     No 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     UEP       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 ACTIVE                                                                                ?   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 ACTIVE                                                                                ?   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                                                                                ?   1446268     VHP       GOIP        31-DEC-01     UK-LITE-GASOIL-PRC   No Position ACTIVE                                                                                ?   1446270     VIP       WTI         31-DEC-01     UK-LITE-OIL-PRC      No Position ACTIVE                                                                                ?   1447443     J@P       NAPE        31-DEC-01     UK-NAP-LT-PRC        No Position ACTIVE                                                                                ?   1447437     UDP       NAPE        31-DEC-01     UK-NAPTHA-EURO-PRC   No Position ACTIVE                                                                                ?   1447434     V8P       NC4E        31-DEC-01     UK-NC4-EURO          No Position ACTIVE                                                                                ?   1447439     V8I       NC4E        31-DEC-01     UK-NC4-EURO-IDX      No Position ACTIVE                                                                                ?   1447441     B#P       NC4E        31-DEC-01     UK-NC4-EURO-LT-PRC   No Position 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           No 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     95P       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%-HSNF-PRC  No Position ACTIVE                                                                                ?   1446050     VWP       LSNF        31-DEC-01     UK-RHEIN-FO-PRC      No Position ACTIVE                                                                                ?   1446054     32P       GOIP        31-DEC-01     UK-RHEIN-GASOIL-PRC  No Position ACTIVE                                                                                ?   1446252     $FP       .2GO        31-DEC-01     UK-RK-.2FNCL-PRC     No Position ACTIVE                                                                                ?   1446253     $JP       .2GO        31-DEC-01     UK-RK-.2PHY-PRC      No Position ACTIVE                                                                                ?   1446249     $CP       EN59        31-DEC-01     UK-RK-590-FNCL-PRC   No Position ACTIVE                                                                                ?   1446250     $DP       EN59        31-DEC-01     UK-RK-590-PHYS-PRC   No Position ACTIVE                                                                                ?   1446251     $EP       GOIP        31-DEC-01     UK-RK-GASOIL-PRC     No Position ACTIVE                                                                                ?   1445929     WAP       HSNF        31-DEC-01     UK-SIN-FOPHY-AR-PRC  No Position ACTIVE                                                                                ?   1445933     U&P       HSFS        31-DEC-01     UK-SING-FO-ARB-PRC   No Position ACTIVE                                                                                ?   1445938     WBP       HSNF        31-DEC-01     UK-SING-FO-HSNF-PRC  No Position ACTIVE                                                                                ?   1447093     VDP       STUK        31-DEC-01     UK-STYR-EURO-PRC     No Position ACTIVE                                                                                ?   1446259     3#P       .2GO        31-DEC-01     UK-TOB-.2FNCL-PRC    No Position ACTIVE                                                                                ?   1446257     3:P       EN59        31-DEC-01     UK-TOB-590-FNCL-PRC  No Position 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   No 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-JV-PRC   No Position ACTIVE                                                                                ?   1452680     [TP       WTI         31-DEC-01     WTI-TMB-PRC          No Position ACTIVE                                                                                ?   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    	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-BC-GD-XL-GDL    	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-BC-GD-XL-PRC    	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-ED-BAS          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-ED-GDL          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-ED-PRC          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-GD-BAS          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-GD-GDL          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-GD-PRC          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-AB-BAS       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-AB-GDL       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-AB-PHY       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-AB-PRC       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-BC-BAS       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-BC-GDL       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-BC-PHY       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-IM-BC-PRC       	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-OP-BAS          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-OP-GDL          	       31-DEC-01 No Position ACTIVE                                                                                ?CAND-OP-PRC          	       31-DEC-01 No Position ACTIVE                                                                                ?COAL-ERMS-XL-PRC     	       31-DEC-01 No Position ACTIVE                                                                                ?COAL-SHREW-XL-PRC    	       31-DEC-01             ACTIVE                                                                                ?COAL-SYN-XL-BAS      	       31-DEC-01 No Position ACTIVE                                                                                ?EI-ARG-PWR-IDX       	       31-DEC-01             ACTIVE                                                                                ?EI-ARG-PWR-PRC       	       31-DEC-01             ACTIVE                                                                                ?EI-BRAZIL-PWR-PRC    	       31-DEC-01             ACTIVE                                                                                ?ERAC-ERMS-XL-PRC     	       31-DEC-01             ACTIVE                                                                                ?FT-CAND-EGSC-A-BAS   	       31-DEC-01             ACTIVE                                                                                ?FT-CAND-EGSC-A-PRC   	       31-DEC-01             ACTIVE                                                                                ?FT-CAND-EGSC-BO-PRC  	       31-DEC-01 No Position ACTIVE                                                                                ?FT-CAND-MT-XL-BAS    	       31-DEC-01 No Position ACTIVE                                                                                ?FT-CAND-MT-XL-PRC    	       31-DEC-01 No Position ACTIVE                                                                                ?FT-CAND-ROLLOFF-PRC  	       31-DEC-01 No Position ACTIVE                                                                                ?HFO-ERMS-XL-PRC      	       31-DEC-01 No Position ACTIVE                                                                                ?INTRA-ONT-CD-XL-GDL  	       31-DEC-01 No Position ACTIVE                                                                                ?LT-TRANS-WE-BAS      	       31-DEC-01 No Position ACTIVE                                                                                ?LT-TRANS-WE-PRC      	       31-DEC-01 No Position ACTIVE                                                                                ?LUMBER-PANEL-SP-PRC  	       28-DEC-01             ACTIVE                                                                                ?LUMBER-SPOT-PRC      	       28-DEC-01             ACTIVE                                                                                ?NG-OPT-XL-BAS        	       31-DEC-01             ACTIVE                                                                                ?NG-OPT-XL-PRC        	       31-DEC-01             ACTIVE                                                                                ?OPT-ERMS-XL-PRC      	       31-DEC-01             ACTIVE                                                                                ?PROD-ERMS-XL-PRC     	       31-DEC-01             ACTIVE                                                                                ?RLL-ERMS-XL-PRC      	       31-DEC-01 No Position ACTIVE                                                                                ?STEEL-MILL-XCR-PRC   	       28-DEC-01 No Position ACTIVE                                                                                ?TRANS-CENT-BAS       	       31-DEC-01 No Position ACTIVE                                                                                ?TRANS-CENT-PRC       	       31-DEC-01 No Position ACTIVE                                                                                ?TRANS-EAST-BAS       	       31-DEC-01 No Position ACTIVE                                                                                ?TRANS-EAST-PRC       	       31-DEC-01 No Position ACTIVE                                                                                ?TRANS-WEST-BAS       	       31-DEC-01 No Position ACTIVE                                                                                ?TRANS-WEST-PRC       	       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 AUSTRIA-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                                                                                ?Europower                      28-NOV-01 FRANCE-TR                                                                                ?Europower                      28-NOV-01 GERMAN-CS                                                                                ?Europower                      28-NOV-01 GERMAN-EO                                                                                ?Europower                      28-NOV-01 GERMAN-TR                                                                                ?Europower                      28-NOV-01 GREENBK                                                                                ?Europower                      28-NOV-01 GTERMEEXTL                                                                                ?Europower                      28-NOV-01 ITALY-CS                                                                                ?Europower                      28-NOV-01 OPTIONS-EO                                                                                ?Europower                      28-NOV-01 OTGS                                                                                ?Europower                      28-NOV-01 POOLMGT-CS                                                                                ?Europower                      28-NOV-01 SPAIN-CS                                                                                ?Europower                      28-NOV-01 SPNDA                                                                                ?Europower                      28-NOV-01 STROPT-ST                                                                                ?Europower                      28-NOV-01 SWISS-CS                                                                                ?Europower                      28-NOV-01 SWISS-EO                                                                                ?Europower                      28-NOV-01 SWISS-TR                                                                                ?Excel Spreadsheets-London      28-NOV-01 E1SB1                                                                                ?Excel Spreadsheets-London      28-NOV-01 E2XX1                                                                                ?Excel Spreadsheets-London      28-NOV-01 UKGASGSA1                                                                                ?Excel Spreadsheets-London      28-NOV-01 UKGASGSA4                                                                                ?Houston Bandwidth Trading MTM  30-NOV-01 BW-BWTBENCH-PRC                                                                                ?Houston Bandwidth 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 Bandwidth Trading MTM  30-NOV-01 BW-BWTSW-PRC                                                                                ?Houston Bandwidth Trading MTM  30-NOV-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  30-NOV-01 BW-LLOOPSW-ACC-PRC                                                                                ?Houston Bandwidth Trading MTM  30-NOV-01 BW-LLOOPSW-PRC                                                                                ?Houston 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                                                                                ?Lisa-Lumber                    30-NOV-01                                                                                ?Nordic Power MTM               28-DEC-01 ECT NORDIC POWER BOO                                                                                ?UK Gas                         28-NOV-01 CONTINENTAL GAS (REP                                                                                ?UK Gas                         28-NOV-01 EASTERN 1 / SUTTON B                                                                                ?UK Gas                         28-NOV-01 EASTERN 2                                                                                ?UK Gas                         28-NOV-01 EES BOOK                                                                                ?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 - Australia            06-DEC-01                                                                                ?Weather - Houston              18-DEC-01                                                                                ?Weather - Nordic               20-DEC-01                                                                                ? ?Loaded Canada 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-01     FT-CAND-EGSC-OPT-PRC             ACTIVE                                                                                ?   1452252     CDI       NGGJ        31-DEC-01     FT-CAND-EGSC-OPT-IDX             ACTIVE                                                                                ?   1452256     ?AP       NGGJ        31-DEC-01     FT-CAND-DIR-ONT-PRC              ACTIVE                                                                                ?   1452258     ?AI       NGGJ        31-DEC-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-ROLLOFF-PRC  No Position ACTIVE                                                                                ?   1452005     CAM       NG          31-DEC-01     INTRA-CAND-WEST-PHY              ACTIVE                                                                                ?   1452006     CAP       NG          31-DEC-01     INTRA-CAND-WEST-PRC              ACTIVE                                                                                ?   1452010     GJM       NG          31-DEC-01     INTRA-CAND-WE-GD-GDL             ACTIVE                                                                                ?   1452011     \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                                                                                ?   1452016     CAP       NG          31-DEC-01     INTRA-CAND-BC-PRC    No Position 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       NGGJ        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_BASE_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     ACTIVE                                                                                ?   1452230   C4D   NG         31-DEC-01    CANADA   FT-CAND-EGSC-BC-BAS  CANADA     ACTIVE                                                                                ?   1452224   C4D   NGGJ       31-DEC-01    DESK     FT-CAND-EGSC-BAS     CANADA     ACTIVE                                                                                ?   1452006   CAD   NG         31-DEC-01    CDWEST   INTRA-CAND-WEST-BAS  CANADA     ACTIVE                                                                                ?   1452016   CAD   NG         31-DEC-01    CDBC     INTRA-CAND-BC-BAS    CANADA     ACTIVE                                                                                ?   1452248   CDD   NGGJ       31-DEC-01    DESK     FT-CAND-EGSC-OPT-BAS CANADA     ACTIVE                                                                                ?   1452025   G8D   NGGJ       31-DEC-01    DESK     FT-CAND-EGSC-C-BAS   CANADA     ACTIVE                                                                                ?   1452243   P7D   NGGJ       31-DEC-01    DESK     FT-CAND-ERMS-BAS     CANADA     ACTIVE                                                                                ?   1452262   [KD   NGGJ       31-DEC-01    DESK     FT-CAND-EGSC-ED-BAS  CANADA     ACTIVE                                                                                ? ?EnPower Houston? ?Today 02/Jan/02 Post Ids count is 22     ?POST_ID	EFFECTIVE_DT	BOOK_TYPE_CD	BOOK_CD	OUTPUT_CURRENCY_CD	PORTFOLIO_CD?15477		31-Dec-01	P	A	CAD	ALBERTADIR?15478		31-Dec-01	P	A	CAD	ALBERTADIR?15479		31-Dec-01	P	A	CAD	ALBERTADIR?15481		31-Dec-01	P	E	USD	EAST?15482		31-Dec-01	P	E	USD	EAST?15483		31-Dec-01	P	E	USD	EAST?15484		31-Dec-01	P	E	USD	EAST?15485		31-Dec-01	P	E	USD	EAST?15486		31-Dec-01	P	E	USD	EAST?15487		31-Dec-01	P	E	USD	EAST?15488		31-Dec-01	P	S	USD	SVCE?15489		31-Dec-01	P	E	USD	EASTBANK?15490		31-Dec-01	P	A	USD	ALLOWANCE?15491		31-Dec-01	P	C	USD	COAL?15492		31-Dec-01	P	W	USD	WEST?15493		31-Dec-01	P	W	USD	WEST?15494		31-Dec-01	P	W	USD	WEST?15495		31-Dec-01	P	W	USD	WEST?15496		31-Dec-01	P	W	USD	WESTRENEW?15499		31-Dec-01	P	A	CAD	ALBERTAENA?15500		31-Dec-01	P	C	CAD	ALBERTA?15501		31-Dec-01	P	C	CAD	ALBERTA?? ?     POST_ID   BOOK_ID                  EFFECTIVE_DT  PORTFOLIO    DATABASE_ID   STATUS?     -----------------------------------------------------------------------------------------?        -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      POWER      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     EPMI-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      ACTIVE                                                                                ?     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                                                                                ?     15482     EPMI-LT-PJM-PRC          31-DEC-01     AGG-PWR-II      POWER      ACTIVE                                                                                ?     15482     EPMI-NE-PHYS-PRC         31-DEC-01     AGG-PWR-II      POWER      ACTIVE                                                                                ?     15482     EPMI-ST-PJM-OFF-PRC      31-DEC-01     AGG-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-SERC-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      POWER      ACTIVE                                                                                ?     15486     EPMI-ERCOT-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     EPMI-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      ACTIVE                                                                                ?     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                                                                                ?     15494     EPMI-ST-NW-PRC           31-DEC-01     AGG-PWR-II      POWER      ACTIVE                                                                                ?     15494     EPMI-ST-PLT-PRC          31-DEC-01     AGG-PWR-II      POWER      ACTIVE                                                                                ?     15494     EPMI-ST-SW-PRC           31-DEC-01     AGG-PWR-II      POWER      ACTIVE                                                                                ?     15494     EPMI-ST-WSERV-PRC        31-DEC-01     AGG-PWR-II      POWER      ACTIVE                                                                                ?     15495     EPMI-LT-CA-PRC           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      POWER      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                                                                                ?