POSITIVE VARIANCE = LONG POSITION

NEGATIVE VARIANCE = SHORT POSITION

NP15 3/29/2001
Fixed Peak Long $ 168.07 Fixed Off Peak Long $ 91.00
Fixed Peak Short Pos $ 178.07 Fixed Off Peak Short $ 101.00
Index Peak Index Off Peak
HE Fixed Transmission from SP Other EnPower Load var
1 4.66 44.00 -48.66 0.00
2 3.91 44.00 -47.91 0.00
3 3.62 44.00 -47.62 0.00
4 3.55 44.00 -47.55 0.00
5 3.84 44.00 -47.84 0.00
6 5.76 44.00 -49.76 0.00
7 9.17 44.00 -53.17 0.00
8 11.01 44.00 -55.01 0.00
9 11.72 44.00 -55.72 0.00
10 12.62 44.00 -56.62 0.00
11 12.83 44.00 -56.83 0.00
12 12.64 44.00 -56.64 0.00
13 13.26 44.00 -57.26 0.00
14 13.32 44.00 -57.32 0.00
15 13.04 44.00 -57.04 0.00
16 13.01 44.00 -57.01 0.00
17 13.01 44.00 -57.01 0.00
18 12.93 44.00 -56.93 0.00
19 14.46 44.00 -58.46 0.00
20 14.27 44.00 -58.27 0.00
21 13.01 44.00 -57.01 0.00
22 11.45 44.00 -55.45 0.00
23 9.1 44.00 -53.10 0.00
24 6.53 44.00 -50.53 0.00
0 242.72 1056 -1298.72 0
SP15 3/29/2001
Fixed Peak Long $ 158.19 Fixed Off Peak Long $ 85.71
Fixed Peak Short $ 168.19 Fixed Off Peak Short $ 95.71
Index Peak Index Off Peak
HE Fixed Transmission to NP/ZP Other EnPower Load
1 -25 -6.63 141.18 -103.31
2 -25 -5.85 141.18 -101.03
3 -25 -5.54 141.18 -100.22
4 -25 -5.47 141.18 -99.83
5 -25 -5.77 141.18 -102.09
6 -25 -7.77 156.18 -107.42
7 -11.32 158.18 -115.89
8 -13.24 158.18 -123.74
9 -13.98 158.18 -130.08
10 -14.92 158.18 -135.56
11 -15.14 158.18 -137.11
12 -14.94 158.18 -139.1
13 -15.59 158.18 -139.95
14 -15.65 158.18 -139.92
15 -15.35 158.18 -140.02
16 -15.32 158.18 -137.73
17 -15.32 158.18 -133.27
18 -15.24 158.18 -133.07
19 -16.83 158.18 -135.33
20 -16.64 158.18 -134.69
21 -15.32 158.18 -131
22 -13.70 158.18 -125.08
23 -25 -11.26 156.18 -116.78
24 -25 -8.57 156.18 -108.85
-200 3705.32 -2971.07
 ZP26 ###
Fixed Peak Long $ 158.19 Fixed Off Peak Long
Fixed Peak Short $ 168.19 Fixed Off Peak Short
Index Peak Index Off Peak
var HE Fixed Transmission from SP Other EnPower
6.24 1 1.97 0
9.30 2 1.94 0
10.42 3 1.92 0
10.88 4 1.92 0
8.32 5 1.93 0
15.99 6 2.01 0
30.97 7 2.15 0
21.20 8 2.23 0
14.12 9 2.26 0
7.70 10 2.30 0
5.93 11 2.31 0
4.14 12 2.30 0
2.64 13 2.33 0
2.61 14 2.33 0
2.81 15 2.31 0
5.13 16 2.31 0
9.59 17 2.31 0
9.87 18 2.31 0
6.02 19 2.37 0
6.85 20 2.37 0
11.86 21 2.31 0
19.40 22 2.25 0
3.14 23 2.16 0
13.76 24 2.04 0
238.89 0 52.64 0
$ 85.71
$ 95.71

Load var
-1.97 0.00
-1.94 0.00
-1.92 0.00
-1.92 0.00
-1.93 0.00
-2.01 0.00
-2.15 0.00
-2.23 0.00
-2.26 0.00
-2.30 0.00
-2.31 0.00
-2.30 0.00
-2.33 0.00
-2.33 0.00
-2.31 0.00
-2.31 0.00
-2.31 0.00
-2.31 0.00
-2.37 0.00
-2.37 0.00
-2.31 0.00
-2.25 0.00
-2.16 0.00
-2.04 0.00
-52.64 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/28/2001
Fixed Peak Long $ 139.08 Fixed Off Peak Long $ 81.57
Fixed Peak Short Pos $ 149.08 Fixed Off Peak Short $ 91.57
Index Peak Index Off Peak
HE Fixed Transmission from SP Other EnPower Load var
1 4.55 44.00 -48.55 0.00
2 3.78 44.00 -47.78 0.00
3 3.5 44.00 -47.50 0.00
4 3.43 44.00 -47.43 0.00
5 3.7 44.00 -47.70 0.00
6 5.43 44.00 -49.43 0.00
7 8.59 44.00 -52.59 0.00
8 10.52 44.00 -54.52 0.00
9 11.26 44.00 -55.26 0.00
10 12.66 44.00 -56.66 0.00
11 12.78 44.00 -56.78 0.00
12 12.71 44.00 -56.71 0.00
13 13.6 44.00 -57.60 0.00
14 13.63 44.00 -57.63 0.00
15 13.29 44.00 -57.29 0.00
16 13.38 44.00 -57.38 0.00
17 13.15 44.00 -57.15 0.00
18 12.83 44.00 -56.83 0.00
19 14.18 44.00 -58.18 0.00
20 14.06 44.00 -58.06 0.00
21 12.92 44.00 -56.92 0.00
22 11.41 44.00 -55.41 0.00
23 8.57 44.00 -52.57 0.00
24 6.11 44.00 -50.11 0.00
0 240.04 1056 -1296.04 0
SP15 3/28/2001
Fixed Peak Long $ 125.43 Fixed Off Peak Long $ 81.71
Fixed Peak Short $ 135.43 Fixed Off Peak Short $ 91.71
Index Peak Index Off Peak
HE Fixed Transmission to NP/ZP Other EnPower Load
1 -25 -6.51 141.18 -103.93
2 -25 -5.71 141.18 -101.24
3 -25 -5.42 141.18 -100.49
4 -25 -5.35 141.18 -100.43
5 -25 -5.63 141.18 -102.59
6 -25 -7.42 156.18 -107.89
7 -10.73 158.18 -116.78
8 -12.73 158.18 -124.21
9 -13.50 158.18 -129.16
10 -14.96 158.18 -133.6
11 -15.09 158.18 -136.28
12 -15.02 158.18 -137.66
13 -15.94 158.18 -138.22
14 -15.97 158.18 -138.59
15 -15.61 158.18 -138.17
16 -15.71 158.18 -135.19
17 -15.47 158.18 -131.22
18 -15.13 158.18 -132.18
19 -16.55 158.18 -134.88
20 -16.42 158.18 -134.23
21 -15.23 158.18 -131.06
22 -13.66 158.18 -124.7
23 -25 -10.70 156.18 -116.08
24 -25 -8.14 156.18 -109.19
-200 3705.32 -2957.97
 ZP26 ###
Fixed Peak Long $ 125.43 Fixed Off Peak Long
Fixed Peak Short $ 135.43 Fixed Off Peak Short
Index Peak Index Off Peak
var HE Fixed Transmission from SP Other EnPower
5.74 1 1.96 0
9.23 2 1.93 0
10.27 3 1.92 0
10.40 4 1.92 0
7.96 5 1.93 0
15.87 6 1.99 0
30.67 7 2.14 0
21.24 8 2.21 0
15.52 9 2.24 0
9.62 10 2.30 0
6.81 11 2.31 0
5.50 12 2.31 0
4.02 13 2.34 0
3.62 14 2.34 0
4.40 15 2.32 0
7.28 16 2.33 0
11.49 17 2.32 0
10.87 18 2.30 0
6.75 19 2.37 0
7.53 20 2.36 0
11.89 21 2.31 0
19.82 22 2.25 0
4.40 23 2.13 0
13.85 24 2.03 0
254.75 0 52.56 0
$ 81.71
$ 91.71

Load var
-1.96 0.00
-1.93 0.00
-1.92 0.00
-1.92 0.00
-1.93 0.00
-1.99 0.00
-2.14 0.00
-2.21 0.00
-2.24 0.00
-2.30 0.00
-2.31 0.00
-2.31 0.00
-2.34 0.00
-2.34 0.00
-2.32 0.00
-2.33 0.00
-2.32 0.00
-2.30 0.00
-2.37 0.00
-2.36 0.00
-2.31 0.00
-2.25 0.00
-2.13 0.00
-2.03 0.00
-52.56 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/27/2001
Fixed Peak Long $ 133.28 Fixed Off Peak Long $ 67.00
Fixed Peak Short Pos $ 143.28 Fixed Off Peak Short $ 77.00
Index Peak Index Off Peak
HE Fixed Transmission from SP Other EnPower Load var
1 4.79 44.00 -48.79 0.00
2 3.96 44.00 -47.96 0.00
3 3.6 44.00 -47.60 0.00
4 3.54 44.00 -47.54 0.00
5 3.8 44.00 -47.80 0.00
6 5.73 44.00 -49.73 0.00
7 9.1 44.00 -53.10 0.00
8 11.04 44.00 -55.04 0.00
9 11.73 44.00 -55.73 0.00
10 12.66 44.00 -56.66 0.00
11 12.76 44.00 -56.76 0.00
12 12.47 44.00 -56.47 0.00
13 13.24 44.00 -57.24 0.00
14 13.3 44.00 -57.30 0.00
15 13.02 44.00 -57.02 0.00
16 13.13 44.00 -57.13 0.00
17 13.16 44.00 -57.16 0.00
18 13.32 44.00 -57.32 0.00
19 15.01 44.00 -59.01 0.00
20 14.58 44.00 -58.58 0.00
21 13.41 44.00 -57.41 0.00
22 11.71 44.00 -55.71 0.00
23 9.11 44.00 -53.11 0.00
24 6.44 44.00 -50.44 0.00
0 244.61 1056 -1300.61 0
SP15 3/27/2001
Fixed Peak Long $ 118.00 Fixed Off Peak Long $ 70.80
Fixed Peak Short $ 128.00 Fixed Off Peak Short $ 80.80
Index Peak Index Off Peak
HE Fixed Transmission to NP/ZP Other EnPower Load
1 -25 -6.76 140 -104.93
2 -25 -5.89 140 -102.64
3 -25 -5.52 140 -101.53
4 -25 -5.46 140 -101.83
5 -25 -5.73 140 -103.19
6 -25 -7.75 155 -107.92
7 -12 -11.25 157 -116.44
8 -12 -13.28 157 -123.73
9 -12 -13.99 157 -128.88
10 -8.48 -14.96 157 -133.56
11 -5.74 -15.07 157 -136.19
12 -4.1 -14.77 157 -138.13
13 -2.59 -15.57 157 -138.84
14 -2.28 -15.63 157 -139.09
15 -3.26 -15.33 157 -138.41
16 -4.7 -15.45 157 -136.85
17 -8.23 -15.48 157 -133.29
18 -8.77 -15.65 157 -132.58
19 -4.07 -17.41 157 -135.52
20 -4.88 -16.96 157 -135.16
21 -9.88 -15.75 157 -131.37
22 -12 -13.97 157 -125.03
23 -25 -11.27 155 -117.03
24 -25 -8.48 155 -110.11
-314.98 3677 -2972.25
 ZP26 ###
Fixed Peak Long $ 118.00 Fixed Off Peak Long
Fixed Peak Short $ 128.00 Fixed Off Peak Short
Index Peak Index Off Peak
var HE Fixed Transmission from SP Other EnPower
3.31 1 1.97 0
6.47 2 1.93 0
7.95 3 1.92 0
7.71 4 1.92 0
6.08 5 1.93 0
14.33 6 2.02 0
17.31 7 2.15 0
7.99 8 2.24 0
2.13 9 2.26 0
0.00 10 2.30 0
0.00 11 2.31 0
0.00 12 2.30 0
0.00 13 2.33 0
0.00 14 2.33 0
0.00 15 2.31 0
0.00 16 2.32 0
0.00 17 2.32 0
0.00 18 2.33 0
0.00 19 2.40 0
0.00 20 2.38 0
0.00 21 2.34 0
6.00 22 2.26 0
1.70 23 2.16 0
11.41 24 2.04 0
92.39 0 52.77 0
$ 70.80
$ 80.80

Load var
-1.97 0.00
-1.93 0.00
-1.92 0.00
-1.92 0.00
-1.93 0.00
-2.02 0.00
-2.15 0.00
-2.24 0.00
-2.26 0.00
-2.30 0.00
-2.31 0.00
-2.30 0.00
-2.33 0.00
-2.33 0.00
-2.31 0.00
-2.32 0.00
-2.32 0.00
-2.33 0.00
-2.40 0.00
-2.38 0.00
-2.34 0.00
-2.26 0.00
-2.16 0.00
-2.04 0.00
-52.77 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/26/2001
Fixed Peak Long $ 284.26 Fixed Off Peak Long $ 161.00
Fixed Peak Short Pos $ 294.26 Fixed Off Peak Short $ 171.00
Index Peak Index Off Peak
HE Fixed Tran/From SP DJ Index Load var
1 4.47 0.00 -4.47 0.00
2 3.73 0.00 -3.73 0.00
3 3.32 0.00 -3.32 0.00
4 3.3 0.00 -3.30 0.00
5 3.56 0.00 -3.56 0.00
6 5.34 0.00 -5.34 0.00
7 8.7 0.00 -8.70 0.00
8 10.85 0.00 -10.85 0.00
9 11.67 0.00 -11.67 0.00
10 13.04 0.00 -13.04 0.00
11 13.27 0.00 -13.27 0.00
12 13 0.00 -13.00 0.00
13 13.77 0.00 -13.77 0.00
14 13.7 0.00 -13.70 0.00
15 13.53 0.00 -13.53 0.00
16 13.39 0.00 -13.39 0.00
17 13.38 0.00 -13.38 0.00
18 13.59 0.00 -13.59 0.00
19 15.23 0.00 -15.23 0.00
20 14.83 0.00 -14.83 0.00
21 13.48 0.00 -13.48 0.00
22 11.67 0.00 -11.67 0.00
23 8.97 0.00 -8.97 0.00
24 6.34 0.00 -6.34 0.00
0 246.13 0 -246.13 0
SP15 3/26/2001
Fixed Peak Long $ 272.44 Fixed Off Peak Long $ 137.69
Fixed Peak Short $ 282.44 Fixed Off Peak Short $ 147.69
Index Peak Index Off Peak
HE Fixed Tran/to NP and ZP DJ Index Load var
1 -25 -6.43 0 41 9.57
2 -25 -5.65 0 42.97 12.32
3 -25 -5.23 0 43.68 13.45
4 -25 -5.21 0 42.66 12.45
5 -25 -5.48 0 39.81 9.33
6 -25 -7.33 0 48.66 16.33
7 -10.84 0 42.14 31.30
8 -13.08 0 33.77 20.69
9 -13.93 0 27.96 14.03
10 -15.36 0 22.35 6.99
11 -15.59 0 19.73 4.14
12 -15.31 0 18.15 2.84
13 -16.11 0 17.11 1.00
14 -16.04 0 17.29 1.25
15 -15.86 0 17.46 1.60
16 -15.72 0 22.02 6.30
17 -15.71 0 24.75 9.04
18 -15.93 0 24.3 8.37
19 -17.64 0 22.03 4.39
20 -17.22 0 23.48 6.26
21 -15.82 0 26.83 11.01
22 -13.93 0 32.11 18.18
23 -25 -11.11 0 38.3 2.19
24 -25 -8.38 0 49.47 16.09
-200 0 738.03 239.12
ZP26 ###
Fixed Peak Long $ 272.44 Fixed Off Peak Long $ 137.69
Fixed Peak Short $ 282.44 Fixed Off Peak Short $ 147.69
Index Peak Index Off Peak
HE Fixed Tran/From SP DJ Index Load
1 1.96 0 -1.96
2 1.92 0 -1.92
3 1.91 0 -1.91
4 1.91 0 -1.91
5 1.92 0 -1.92
6 1.99 0 -1.99
7 2.14 0 -2.14
8 2.23 0 -2.23
9 2.26 0 -2.26
10 2.32 0 -2.32
11 2.32 0 -2.32
12 2.31 0 -2.31
13 2.34 0 -2.34
14 2.34 0 -2.34
15 2.33 0 -2.33
16 2.33 0 -2.33
17 2.33 0 -2.33
18 2.34 0 -2.34
19 2.41 0 -2.41
20 2.39 0 -2.39
21 2.34 0 -2.34
22 2.26 0 -2.26
23 2.14 0 -2.14
24 2.04 0 -2.04
0 52.78 0 -52.78
var
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/25/2001
Fixed Peak Long Fixed Off Peak Long $ 161.00
Fixed Peak Short Pos Fixed Off Peak Short $ 171.00
Index Peak Index Off Peak
HE Fixed Tran/From SP DJ Index Load var
1 4.7 0.00 -4.70 0.00
2 3.87 0.00 -3.87 0.00
3 3.4 0.00 -3.40 0.00
4 3.32 0.00 -3.32 0.00
5 3.24 0.00 -3.24 0.00
6 3.83 0.00 -3.83 0.00
7 4.58 0.00 -4.58 0.00
8 6.58 0.00 -6.58 0.00
9 8.57 0.00 -8.57 0.00
10 9.76 0.00 -9.76 0.00
11 9.86 0.00 -9.86 0.00
12 10.18 0.00 -10.18 0.00
13 10.29 0.00 -10.29 0.00
14 10.01 0.00 -10.01 0.00
15 9.91 0.00 -9.91 0.00
16 10.33 0.00 -10.33 0.00
17 11.03 0.00 -11.03 0.00
18 10.99 0.00 -10.99 0.00
19 12.39 0.00 -12.39 0.00
20 13.21 0.00 -13.21 0.00
21 12.29 0.00 -12.29 0.00
22 10.51 0.00 -10.51 0.00
23 7.97 0.00 -7.97 0.00
24 5.67 0.00 -5.67 0.00
0 196.49 0 -196.49 0
SP15 3/25/2001
Fixed Peak Long Fixed Off Peak Long $ 137.69
Fixed Peak Short Fixed Off Peak Short $ 147.69
Index Peak Index Off Peak
HE Fixed Tran/To NP and ZP DJ Index Load var
1 0 -6.67 0 39.49 32.82
2 0 -5.80 0 41.99 36.19
3 0 -5.31 0 42.74 37.43
4 0 -5.23 0 42.88 37.65
5 0 -5.14 0 43.08 37.94
6 0 -5.76 0 41.3 35.54
7 0 -6.54 0 39.4 32.86
8 0 -8.63 0 35.66 27.03
9 0 -10.70 0 31.49 20.79
10 0 -11.94 0 26.63 14.69
11 0 -12.05 0 23.28 11.23
12 0 -12.38 0 21.2 8.82
13 0 -12.50 0 20.68 8.18
14 0 -12.20 0 20.29 8.09
15 0 -12.10 0 20.12 8.02
16 0 -12.54 0 19.79 7.25
17 0 -13.26 0 20.31 7.05
18 0 -13.23 0 19.16 5.93
19 0 -14.68 0 15.48 0.80
20 0 -15.53 0 17.97 2.44
21 0 -14.58 0 21.77 7.19
22 0 -12.73 0 24.89 12.16
23 0 -10.07 0 30.38 20.31
24 0 -7.68 0 35.97 28.29
0 0 695.95 448.7
ZP26 ###
Fixed Peak Long Fixed Off Peak Long $ 137.69
Fixed Peak Short Fixed Off Peak Short $ 147.69
Index Peak Index Off Peak
HE Fixed Tran/From SP DJ Index Load
1 1.97 0 -1.97
2 1.93 0 -1.93
3 1.91 0 -1.91
4 1.91 0 -1.91
5 1.90 0 -1.90
6 1.93 0 -1.93
7 1.96 0 -1.96
8 2.05 0 -2.05
9 2.13 0 -2.13
10 2.18 0 -2.18
11 2.19 0 -2.19
12 2.20 0 -2.20
13 2.21 0 -2.21
14 2.19 0 -2.19
15 2.19 0 -2.19
16 2.21 0 -2.21
17 2.23 0 -2.23
18 2.24 0 -2.24
19 2.29 0 -2.29
20 2.32 0 -2.32
21 2.29 0 -2.29
22 2.22 0 -2.22
23 2.10 0 -2.10
24 2.01 0 -2.01
0 50.76 0 -50.76
var
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/24/2001
Fixed Peak Long $ 267.61 Fixed Off Peak Long $ 160.05
Fixed Peak Short Pos $ 277.61 Fixed Off Peak Short $ 170.05
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.64 0 0.00 -4.64 0.00
2 3.87 0 0.00 -3.87 0.00
3 3.51 0 0.00 -3.51 0.00
4 3.4 0 0.00 -3.40 0.00
5 3.4 0 0.00 -3.40 0.00
6 4.05 0 0.00 -4.05 0.00
7 5.07 0 0.00 -5.07 0.00
8 6.86 0 0.00 -6.86 0.00
9 8.57 0 0.00 -8.57 0.00
10 9.52 0 0.00 -9.52 0.00
11 9.73 0 0.00 -9.73 0.00
12 10.14 0 0.00 -10.14 0.00
13 9.97 0 0.00 -9.97 0.00
14 9.63 0 0.00 -9.63 0.00
15 9.37 0 0.00 -9.37 0.00
16 9.71 0 0.00 -9.71 0.00
17 10.1 0 0.00 -10.10 0.00
18 9.78 0 0.00 -9.78 0.00
19 11.55 0 0.00 -11.55 0.00
20 12.61 0 0.00 -12.61 0.00
21 11.54 0 0.00 -11.54 0.00
22 9.84 0 0.00 -9.84 0.00
23 7.97 0 0.00 -7.97 0.00
24 6.08 0 0.00 -6.08 0.00
190.91 0 0 -190.91 0
SP15 3/24/2001
Fixed Peak Long $ 235.66 Fixed Off Peak Long $ 139.11
Fixed Peak Short $ 245.66 Fixed Off Peak Short $ 149.11
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -5.04 0.00 0 13.04 8.00
2 -4.37 0.00 0 15.37 11.00
3 -4.26 0.00 0 16.26 12.00
4 -3.5 0.00 0 17.5 14.00
5 -3.58 0.00 0 17.58 14.00
6 -4.08 0.00 0 16.08 12.00
7 2.04 0.00 0 28.96 31.00
8 0.76 0.00 0 24.24 25.00
9 -0.87 0.00 0 18.87 18.00
10 -2.6 0.00 0 12.6 10.00
11 -2.25 0.00 0 9.25 7.00
12 -2.96 0.00 0 7.96 5.00
13 19.07 0.00 0 7.93 27.00
14 19.93 0.00 0 8.07 28.00
15 20.04 0.00 0 7.96 28.00
16 19.88 0.00 0 9.12 29.00
17 18.95 0.00 0 12.05 31.00
18 19.78 0.00 0 11.22 31.00
19 18.14 0.00 0 8.86 27.00
20 16.11 0.00 0 9.89 26.00
21 17.33 0.00 0 13.67 31.00
22 19.94 0.00 0 16.06 36.00
23 13.39 0.00 0 4.61 18.00
24 15.06 0.00 0 8.94 24.00
186.91 0 316.09 503
ZP26 ###
Fixed Peak Long $ 235.66 Fixed Off Peak Long $ 139.11
Fixed Peak Short $ 245.66 Fixed Off Peak Short $ 149.11
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.93 0.00 0 -1.93 0.00
3 1.91 0.00 0 -1.91 0.00
4 1.91 0.00 0 -1.91 0.00
5 1.91 0.00 0 -1.91 0.00
6 1.94 0.00 0 -1.94 0.00
7 1.98 0.00 0 -1.98 0.00
8 2.06 0.00 0 -2.06 0.00
9 2.13 0.00 0 -2.13 0.00
10 2.17 0.00 0 -2.17 0.00
11 2.19 0.00 0 -2.19 0.00
12 2.2 0.00 0 -2.20 0.00
13 2.19 0.00 0 -2.19 0.00
14 2.18 0.00 0 -2.18 0.00
15 2.17 0.00 0 -2.17 0.00
16 2.17 0.00 0 -2.17 0.00
17 2.2 0.00 0 -2.20 0.00
18 2.18 0.00 0 -2.18 0.00
19 2.26 0.00 0 -2.26 0.00
20 2.3 0.00 0 -2.30 0.00
21 2.25 0.00 0 -2.25 0.00
22 2.18 0.00 0 -2.18 0.00
23 2.11 0.00 0 -2.11 0.00
24 2.03 0.00 0 -2.03 0.00
50.52 0 0 -50.52 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/23/2001
Fixed Peak Long $ 267.61 Fixed Off Peak Long $ 160.05
Fixed Peak Short Pos $ 277.61 Fixed Off Peak Short $ 170.05
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.74 0 0.00 -4.74 0.00
2 3.88 0 0.00 -3.88 0.00
3 3.63 0 0.00 -3.63 0.00
4 3.47 0 0.00 -3.47 0.00
5 3.74 0 0.00 -3.74 0.00
6 5.47 0 0.00 -5.47 0.00
7 8.74 0 0.00 -8.74 0.00
8 10.84 0 0.00 -10.84 0.00
9 11.57 0 0.00 -11.57 0.00
10 12.7 0 0.00 -12.70 0.00
11 12.68 0 0.00 -12.68 0.00
12 12.46 0 0.00 -12.46 0.00
13 13.14 0 0.00 -13.14 0.00
14 13.27 0 0.00 -13.27 0.00
15 13.07 0 0.00 -13.07 0.00
16 12.98 0 0.00 -12.98 0.00
17 12.6 0 0.00 -12.60 0.00
18 12.3 0 0.00 -12.30 0.00
19 13.77 0 0.00 -13.77 0.00
20 13.44 0 0.00 -13.44 0.00
21 12.07 0 0.00 -12.07 0.00
22 10.69 0 0.00 -10.69 0.00
23 8.56 0 0.00 -8.56 0.00
24 6.5 0 0.00 -6.50 0.00
236.31 0 0 -236.31 0
SP15 3/23/2001
Fixed Peak Long $ 235.66 Fixed Off Peak Long $ 139.11
Fixed Peak Short $ 245.66 Fixed Off Peak Short $ 149.11
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -5.6 0.00 0 11.6 6.00
2 -4.05 0.00 0 14.05 10.00
3 -4.04 0.00 0 15.04 11.00
4 -3.79 0.00 0 14.79 11.00
5 -4.17 0.00 0 13.17 9.00
6 -5.89 0.00 0 22.89 17.00
7 -1.18 0.00 0 16.18 15.00
8 -3.7 0.00 0 8.7 5.00
9 -4.61 0.00 0 3.61 -1.00
10 -5.01 0.00 0 -0.99 -6.00
11 -5.46 0.00 0 -3.54 -9.00
12 -5.7 0.00 0 -4.3 -10.00
13 -6.38 0.00 0 -3.62 -10.00
14 -6.01 0.00 0 -2.99 -9.00
15 -5.9 0.00 0 -1.1 -7.00
16 -5.78 0.00 0 1.78 -4.00
17 -5.13 0.00 0 6.13 1.00
18 -5.43 0.00 0 6.43 1.00
19 -6.24 0.00 0 4.24 -2.00
20 -6.76 0.00 0 4.76 -2.00
21 -4.69 0.00 0 6.69 2.00
22 -3.65 0.00 0 10.65 7.00
23 -9.38 0.00 0 15.38 6.00
24 -6.87 0.00 0 21.87 15.00
-125.42 0 181.42 56
ZP26 ###
Fixed Peak Long $ 235.66 Fixed Off Peak Long $ 139.11
Fixed Peak Short $ 245.66 Fixed Off Peak Short $ 149.11
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.93 0.00 0 -1.93 0.00
3 1.92 0.00 0 -1.92 0.00
4 1.92 0.00 0 -1.92 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.01 0.00 0 -2.01 0.00
7 2.14 0.00 0 -2.14 0.00
8 2.23 0.00 0 -2.23 0.00
9 2.26 0.00 0 -2.26 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.3 0.00 0 -2.30 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.31 0.00 0 -2.31 0.00
14 2.33 0.00 0 -2.33 0.00
15 2.32 0.00 0 -2.32 0.00
16 2.31 0.00 0 -2.31 0.00
17 2.29 0.00 0 -2.29 0.00
18 2.29 0.00 0 -2.29 0.00
19 2.35 0.00 0 -2.35 0.00
20 2.34 0.00 0 -2.34 0.00
21 2.28 0.00 0 -2.28 0.00
22 2.22 0.00 0 -2.22 0.00
23 2.12 0.00 0 -2.12 0.00
24 2.04 0.00 0 -2.04 0.00
52.41 0 0 -52.41 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/22/2001
Fixed Peak Long $ 288.33 Fixed Off Peak Long $ 185.83
Fixed Peak Short Pos $ 298.33 Fixed Off Peak Short $ 195.83
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 25.58 0 0.00 -4.58 21.00
2 28.82 0 0.00 -3.82 25.00
3 29.53 0 0.00 -3.53 26.00
4 29.47 0 0.00 -3.47 26.00
5 27.75 0 0.00 -3.75 24.00
6 36.62 0 0.00 -5.62 31.00
7 60.97 0 0.00 -8.97 52.00
8 53.81 0 0.00 -10.81 43.00
9 47.59 0 0.00 -11.59 36.00
10 42.62 0 0.00 -12.62 30.00
11 38.81 0 0.00 -12.81 26.00
12 37.65 0 0.00 -12.65 25.00
13 37.32 0 0.00 -13.32 24.00
14 37.4 0 0.00 -13.40 24.00
15 37.12 0 0.00 -13.12 24.00
16 40.09 0 0.00 -13.09 27.00
17 44.04 0 0.00 -13.04 31.00
18 43.82 0 0.00 -12.82 31.00
19 41.35 0 0.00 -14.35 27.00
20 42.22 0 0.00 -14.22 28.00
21 45.94 0 0.00 -12.94 33.00
22 51.4 0 0.00 -11.40 40.00
23 28.01 0 0.00 -9.01 19.00
24 34.46 0 0.00 -6.46 28.00
942.39 0 0 -241.39 701
SP15 3/22/2001
Fixed Peak Long $ 275.91 Fixed Off Peak Long $ 168.98
Fixed Peak Short $ 285.91 Fixed Off Peak Short $ 178.98
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -37.3 0.00 0 37.3 0.00
2 -39.94 0.00 0 39.94 0.00
3 -41.03 0.00 0 41.03 0.00
4 -41.09 0.00 0 41.09 0.00
5 -38.93 0.00 0 38.93 0.00
6 -48.57 0.00 0 48.57 0.00
7 -42.51 0.00 0 42.51 0.00
8 -35.28 0.00 0 35.28 0.00
9 -29.47 0.00 0 29.47 0.00
10 -23.95 0.00 0 23.95 0.00
11 -20.9 0.00 0 20.9 0.00
12 -19.26 0.00 0 19.26 0.00
13 -18.67 0.00 0 18.67 0.00
14 -18.75 0.00 0 18.75 0.00
15 -19.3 0.00 0 19.3 0.00
16 -22.15 0.00 0 22.15 0.00
17 -26.08 0.00 0 26.08 0.00
18 -25.52 0.00 0 25.52 0.00
19 -23.31 0.00 0 23.31 0.00
20 -24.48 0.00 0 24.48 0.00
21 -27.81 0.00 0 27.81 0.00
22 -33.16 0.00 0 33.16 0.00
23 -39.3 0.00 0 39.3 0.00
24 -46.21 0.00 0 46.21 0.00
-742.97 0 742.97 0
ZP26 ###
Fixed Peak Long $ 275.91 Fixed Off Peak Long $ 168.98
Fixed Peak Short $ 285.91 Fixed Off Peak Short $ 178.98
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.96 0.00 0 -1.96 0.00
2 1.93 0.00 0 -1.93 0.00
3 1.92 0.00 0 -1.92 0.00
4 1.92 0.00 0 -1.92 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.01 0.00 0 -2.01 0.00
7 2.15 0.00 0 -2.15 0.00
8 2.23 0.00 0 -2.23 0.00
9 2.25 0.00 0 -2.25 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.33 0.00 0 -2.33 0.00
14 2.34 0.00 0 -2.34 0.00
15 2.32 0.00 0 -2.32 0.00
16 2.32 0.00 0 -2.32 0.00
17 2.32 0.00 0 -2.32 0.00
18 2.3 0.00 0 -2.30 0.00
19 2.37 0.00 0 -2.37 0.00
20 2.37 0.00 0 -2.37 0.00
21 2.31 0.00 0 -2.31 0.00
22 2.25 0.00 0 -2.25 0.00
23 2.15 0.00 0 -2.15 0.00
24 2.04 0.00 0 -2.04 0.00
52.63 0 0 -52.63 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/21/2001
Fixed Peak Long $ 406.37 Fixed Off Peak Long $ 232.00
Fixed Peak Short Pos $ 416.37 Fixed Off Peak Short $ 242.00
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.76 0 0.00 -4.76 0.00
2 3.98 0 0.00 -3.98 0.00
3 3.7 0 0.00 -3.70 0.00
4 3.65 0 0.00 -3.65 0.00
5 3.91 0 0.00 -3.91 0.00
6 5.72 0 0.00 -5.72 0.00
7 9.02 0 0.00 -9.02 0.00
8 10.95 0 0.00 -10.95 0.00
9 11.57 0 0.00 -11.57 0.00
10 12.67 0 0.00 -12.67 0.00
11 12.82 0 0.00 -12.82 0.00
12 12.66 0 0.00 -12.66 0.00
13 13.48 0 0.00 -13.48 0.00
14 13.46 0 0.00 -13.46 0.00
15 13.1 0 0.00 -13.10 0.00
16 13.2 0 0.00 -13.20 0.00
17 13.09 0 0.00 -13.09 0.00
18 13.09 0 0.00 -13.09 0.00
19 14.43 0 0.00 -14.43 0.00
20 14.2 0 0.00 -14.20 0.00
21 13.07 0 0.00 -13.07 0.00
22 11.57 0 0.00 -11.57 0.00
23 8.77 0 0.00 -8.77 0.00
24 6.28 0 0.00 -6.28 0.00
243.15 0 0 -243.15 0
SP15 3/21/2001
Fixed Peak Long $ 406.37 Fixed Off Peak Long $ 212.56
Fixed Peak Short $ 416.37 Fixed Off Peak Short $ 222.56
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -4.32 0.00 0 12.32 8.00
2 -3.08 0.00 0 15.08 12.00
3 -3.62 0.00 0 15.62 12.00
4 -3.32 0.00 0 15.32 12.00
5 -3.42 0.00 0 13.42 10.00
6 -4.77 0.00 0 23.77 19.00
7 24.15 0.00 0 17.85 42.00
8 22.25 0.00 0 10.75 33.00
9 21.52 0.00 0 4.48 26.00
10 20.96 0.00 0 -0.96 20.00
11 20.72 0.00 0 -3.72 17.00
12 20.73 0.00 0 -5.73 15.00
13 19.53 0.00 0 -6.53 13.00
14 19.41 0.00 0 -6.41 13.00
15 19.96 0.00 0 -4.96 15.00
16 20.28 0.00 0 -2.28 18.00
17 20.38 0.00 0 0.62 21.00
18 20.08 0.00 0 0.92 21.00
19 18.83 0.00 0 -1.83 17.00
20 19.21 0.00 0 -1.21 18.00
21 19.88 0.00 0 2.12 22.00
22 21.21 0.00 0 7.79 29.00
23 -8.71 0.00 0 13.71 5.00
24 -6.02 0.00 0 22.02 16.00
291.84 0 142.16 434
ZP26 ###
Fixed Peak Long $ 406.37 Fixed Off Peak Long $ 212.56
Fixed Peak Short $ 416.37 Fixed Off Peak Short $ 222.56
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.93 0.00 0 -1.93 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.01 0.00 0 -2.01 0.00
7 2.15 0.00 0 -2.15 0.00
8 2.23 0.00 0 -2.23 0.00
9 2.25 0.00 0 -2.25 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.34 0.00 0 -2.34 0.00
14 2.34 0.00 0 -2.34 0.00
15 2.32 0.00 0 -2.32 0.00
16 2.32 0.00 0 -2.32 0.00
17 2.32 0.00 0 -2.32 0.00
18 2.32 0.00 0 -2.32 0.00
19 2.37 0.00 0 -2.37 0.00
20 2.37 0.00 0 -2.37 0.00
21 2.32 0.00 0 -2.32 0.00
22 2.26 0.00 0 -2.26 0.00
23 2.14 0.00 0 -2.14 0.00
24 2.04 0.00 0 -2.04 0.00
52.71 0 0 -52.71 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/20/2001
Fixed Peak Long $ 391.57 Fixed Off Peak Long $ 268.13
Fixed Peak Short Pos $ 401.57 Fixed Off Peak Short $ 278.13
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.88 0 0.00 -4.88 0.00
2 4.03 0 0.00 -4.03 0.00
3 3.68 0 0.00 -3.68 0.00
4 3.62 0 0.00 -3.62 0.00
5 3.89 0 0.00 -3.89 0.00
6 5.85 0 0.00 -5.85 0.00
7 9.29 0 0.00 -9.29 0.00
8 11.23 0 0.00 -11.23 0.00
9 11.87 0 0.00 -11.87 0.00
10 12.66 0 0.00 -12.66 0.00
11 12.78 0 0.00 -12.78 0.00
12 12.46 0 0.00 -12.46 0.00
13 13.2 0 0.00 -13.20 0.00
14 13.22 0 0.00 -13.22 0.00
15 12.93 0 0.00 -12.93 0.00
16 13.04 0 0.00 -13.04 0.00
17 13.13 0 0.00 -13.13 0.00
18 13.43 0 0.00 -13.43 0.00
19 15.13 0 0.00 -15.13 0.00
20 14.64 0 0.00 -14.64 0.00
21 13.48 0 0.00 -13.48 0.00
22 11.77 0 0.00 -11.77 0.00
23 9.18 0 0.00 -9.18 0.00
24 6.51 0 0.00 -6.51 0.00
245.9 0 0 -245.9 0
SP15 3/20/2001
Fixed Peak Long $ 352.85 Fixed Off Peak Long $ 183.15
Fixed Peak Short $ 362.85 Fixed Off Peak Short $ 193.15
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 12.48 0.00 0 11.52 24.00
2 13.81 0.00 0 14.19 28.00
3 13.78 0.00 0 15.22 29.00
4 13.87 0.00 0 15.13 29.00
5 13.36 0.00 0 13.64 27.00
6 11.69 0.00 0 22.31 34.00
7 31.51 0.00 0 15.49 47.00
8 28.87 0.00 0 8.13 37.00
9 28.45 0.00 0 2.55 31.00
10 27.9 0.00 0 -1.9 26.00
11 26.97 0.00 0 -4.97 22.00
12 28.05 0.00 0 -6.05 22.00
13 26.71 0.00 0 -5.71 21.00
14 26.93 0.00 0 -5.93 21.00
15 26.92 0.00 0 -4.92 22.00
16 27.45 0.00 0 -3.45 24.00
17 27.34 0.00 0 0.66 28.00
18 26.55 0.00 0 0.45 27.00
19 24.61 0.00 0 -2.61 22.00
20 25.55 0.00 0 -1.55 24.00
21 26.84 0.00 0 2.16 29.00
22 28.15 0.00 0 7.85 36.00
23 8.26 0.00 0 13.74 22.00
24 11.39 0.00 0 22.61 34.00
537.44 0 128.56 666
ZP26 ###
Fixed Peak Long $ 352.85 Fixed Off Peak Long $ 183.15
Fixed Peak Short $ 362.85 Fixed Off Peak Short $ 193.15
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.93 0.00 0 -1.93 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.02 0.00 0 -2.02 0.00
7 2.16 0.00 0 -2.16 0.00
8 2.24 0.00 0 -2.24 0.00
9 2.27 0.00 0 -2.27 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.33 0.00 0 -2.33 0.00
14 2.33 0.00 0 -2.33 0.00
15 2.31 0.00 0 -2.31 0.00
16 2.31 0.00 0 -2.31 0.00
17 2.32 0.00 0 -2.32 0.00
18 2.33 0.00 0 -2.33 0.00
19 2.4 0.00 0 -2.40 0.00
20 2.38 0.00 0 -2.38 0.00
21 2.34 0.00 0 -2.34 0.00
22 2.26 0.00 0 -2.26 0.00
23 2.16 0.00 0 -2.16 0.00
24 2.04 0.00 0 -2.04 0.00
52.81 0 0 -52.81 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/19/2001
Fixed Peak Long $ 338.73 Fixed Off Peak Long $ 225.33
Fixed Peak Short Pos $ 348.73 Fixed Off Peak Short $ 235.33
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.72 0 0.00 -4.72 0.00
2 3.98 0 0.00 -3.98 0.00
3 3.57 0 0.00 -3.57 0.00
4 3.56 0 0.00 -3.56 0.00
5 3.84 0 0.00 -3.84 0.00
6 5.71 0 0.00 -5.71 0.00
7 9.24 0 0.00 -9.24 0.00
8 11.4 0 0.00 -11.40 0.00
9 12.07 0 0.00 -12.07 0.00
10 13.08 0 0.00 -13.08 0.00
11 13.35 0 0.00 -13.35 0.00
12 12.98 0 0.00 -12.98 0.00
13 13.63 0 0.00 -13.63 0.00
14 13.5 0 0.00 -13.50 0.00
15 13.3 0 0.00 -13.30 0.00
16 13.18 0 0.00 -13.18 0.00
17 13.32 0 0.00 -13.32 0.00
18 13.97 0 0.00 -13.97 0.00
19 15.6 0 0.00 -15.60 0.00
20 15.03 0 0.00 -15.03 0.00
21 13.69 0 0.00 -13.69 0.00
22 11.87 0 0.00 -11.87 0.00
23 9.22 0 0.00 -9.22 0.00
24 6.58 0 0.00 -6.58 0.00
250.39 0 0 -250.39 0
SP15 3/19/2001
Fixed Peak Long $ 285.00 Fixed Off Peak Long $ 185.00
Fixed Peak Short $ 295.00 Fixed Off Peak Short $ 195.00
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 12.35 0.00 0 15.65 28.00
2 13.86 0.00 0 18.14 32.00
3 14.07 0.00 0 18.93 33.00
4 14.03 0.00 0 17.97 32.00
5 13.87 0.00 0 15.13 29.00
6 12.04 0.00 0 22.96 35.00
7 11.8 0.00 0 16.2 28.00
8 9.62 0.00 0 8.38 18.00
9 8.94 0.00 0 3.06 12.00
10 7.99 0.00 0 -1.99 6.00
11 7.63 0.00 0 -4.63 3.00
12 7.88 0.00 0 -5.88 2.00
13 7.71 0.00 0 -6.71 1.00
14 7.61 0.00 0 -6.61 1.00
15 7.99 0.00 0 -5.99 2.00
16 8.21 0.00 0 -3.21 5.00
17 7.73 0.00 0 -0.73 7.00
18 7.64 0.00 0 -1.64 6.00
19 5.95 0.00 0 -3.95 2.00
20 6.05 0.00 0 -2.05 4.00
21 7.65 0.00 0 1.35 9.00
22 9.33 0.00 0 6.67 16.00
23 8.15 0.00 0 12.85 21.00
24 10.71 0.00 0 23.29 34.00
228.81 0 137.19 366
ZP26 ###
Fixed Peak Long $ 285.00 Fixed Off Peak Long $ 185.00
Fixed Peak Short $ 295.00 Fixed Off Peak Short $ 195.00
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.92 0.00 0 -1.92 0.00
4 1.92 0.00 0 -1.92 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.01 0.00 0 -2.01 0.00
7 2.16 0.00 0 -2.16 0.00
8 2.25 0.00 0 -2.25 0.00
9 2.27 0.00 0 -2.27 0.00
10 2.32 0.00 0 -2.32 0.00
11 2.33 0.00 0 -2.33 0.00
12 2.32 0.00 0 -2.32 0.00
13 2.35 0.00 0 -2.35 0.00
14 2.33 0.00 0 -2.33 0.00
15 2.32 0.00 0 -2.32 0.00
16 2.32 0.00 0 -2.32 0.00
17 2.33 0.00 0 -2.33 0.00
18 2.35 0.00 0 -2.35 0.00
19 2.43 0.00 0 -2.43 0.00
20 2.41 0.00 0 -2.41 0.00
21 2.35 0.00 0 -2.35 0.00
22 2.27 0.00 0 -2.27 0.00
23 2.16 0.00 0 -2.16 0.00
24 2.05 0.00 0 -2.05 0.00
53.01 0 0 -53.01 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/18/2001
Fixed Peak Long Fixed Off Peak Long $ 225.33
Fixed Peak Short Pos Fixed Off Peak Short $ 235.33
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.63 0 0.00 -4.63 0.00
2 3.8 0 0.00 -3.80 0.00
3 3.29 0 0.00 -3.29 0.00
4 3.18 0 0.00 -3.18 0.00
5 3.16 0 0.00 -3.16 0.00
6 3.73 0 0.00 -3.73 0.00
7 4.62 0 0.00 -4.62 0.00
8 6.57 0 0.00 -6.57 0.00
9 8.5 0 0.00 -8.50 0.00
10 9.64 0 0.00 -9.64 0.00
11 9.85 0 0.00 -9.85 0.00
12 10.07 0 0.00 -10.07 0.00
13 10.12 0 0.00 -10.12 0.00
14 9.86 0 0.00 -9.86 0.00
15 9.78 0 0.00 -9.78 0.00
16 10.16 0 0.00 -10.16 0.00
17 10.93 0 0.00 -10.93 0.00
18 11.31 0 0.00 -11.31 0.00
19 12.58 0 0.00 -12.58 0.00
20 13.17 0 0.00 -13.17 0.00
21 12.29 0 0.00 -12.29 0.00
22 10.54 0 0.00 -10.54 0.00
23 8.01 0 0.00 -8.01 0.00
24 5.69 0 0.00 -5.69 0.00
195.48 0 0 -195.48 0
SP15 3/18/2001
Fixed Peak Long Fixed Off Peak Long $ 185.00
Fixed Peak Short Fixed Off Peak Short $ 195.00
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 13.32 0.00 0 14.68 28.00
2 13.94 0.00 0 18.06 32.00
3 13.91 0.00 0 19.09 33.00
4 14.19 0.00 0 19.81 34.00
5 14.73 0.00 0 19.27 34.00
6 13.83 0.00 0 17.17 31.00
7 18.35 0.00 0 14.65 33.00
8 16.36 0.00 0 10.64 27.00
9 13.94 0.00 0 6.06 20.00
10 12.66 0.00 0 2.34 15.00
11 12.42 0.00 0 -0.42 12.00
12 11.88 0.00 0 -1.88 10.00
13 12.31 0.00 0 -2.31 10.00
14 12.19 0.00 0 -2.19 10.00
15 12.68 0.00 0 -1.68 11.00
16 12.39 0.00 0 -2.39 10.00
17 11.76 0.00 0 -2.76 9.00
18 11.3 0.00 0 -4.3 7.00
19 9.51 0.00 0 -8.51 1.00
20 8.83 0.00 0 -6.83 2.00
21 10.32 0.00 0 -3.32 7.00
22 11.52 0.00 0 0.48 12.00
23 9.33 0.00 0 4.67 14.00
24 11.59 0.00 0 11.41 23.00
303.26 0 121.74 425
ZP26 ###
Fixed Peak Long Fixed Off Peak Long $ 185.00
Fixed Peak Short Fixed Off Peak Short $ 195.00
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.93 0.00 0 -1.93 0.00
3 1.91 0.00 0 -1.91 0.00
4 1.9 0.00 0 -1.90 0.00
5 1.9 0.00 0 -1.90 0.00
6 1.93 0.00 0 -1.93 0.00
7 1.96 0.00 0 -1.96 0.00
8 2.04 0.00 0 -2.04 0.00
9 2.13 0.00 0 -2.13 0.00
10 2.18 0.00 0 -2.18 0.00
11 2.19 0.00 0 -2.19 0.00
12 2.2 0.00 0 -2.20 0.00
13 2.2 0.00 0 -2.20 0.00
14 2.19 0.00 0 -2.19 0.00
15 2.18 0.00 0 -2.18 0.00
16 2.2 0.00 0 -2.20 0.00
17 2.23 0.00 0 -2.23 0.00
18 2.25 0.00 0 -2.25 0.00
19 2.3 0.00 0 -2.30 0.00
20 2.33 0.00 0 -2.33 0.00
21 2.28 0.00 0 -2.28 0.00
22 2.22 0.00 0 -2.22 0.00
23 2.1 0.00 0 -2.10 0.00
24 2.01 0.00 0 -2.01 0.00
50.73 0 0 -50.73 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/17/2001
Fixed Peak Long $ 217.20 Fixed Off Peak Long $ 167.50
Fixed Peak Short Pos $ 227.20 Fixed Off Peak Short $ 177.50
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.42 0 0.00 -4.42 0.00
2 3.66 0 0.00 -3.66 0.00
3 3.21 0 0.00 -3.21 0.00
4 3.07 0 0.00 -3.07 0.00
5 3.15 0 0.00 -3.15 0.00
6 3.8 0 0.00 -3.80 0.00
7 5.05 0 0.00 -5.05 0.00
8 6.78 0 0.00 -6.78 0.00
9 8.35 0 0.00 -8.35 0.00
10 9.19 0 0.00 -9.19 0.00
11 9.67 0 0.00 -9.67 0.00
12 9.89 0 0.00 -9.89 0.00
13 9.55 0 0.00 -9.55 0.00
14 9.24 0 0.00 -9.24 0.00
15 9.06 0 0.00 -9.06 0.00
16 9.3 0 0.00 -9.30 0.00
17 9.78 0 0.00 -9.78 0.00
18 10.24 0 0.00 -10.24 0.00
19 11.82 0 0.00 -11.82 0.00
20 12.44 0 0.00 -12.44 0.00
21 11.45 0 0.00 -11.45 0.00
22 9.8 0 0.00 -9.80 0.00
23 8 0 0.00 -8.00 0.00
24 6.14 0 0.00 -6.14 0.00
187.06 0 0 -187.06 0
SP15 3/17/2001
Fixed Peak Long $ 197.38 Fixed Off Peak Long $ 137.99
Fixed Peak Short $ 207.38 Fixed Off Peak Short $ 147.99
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -12.73 0.00 0 36.73 24.00
2 -11.93 0.00 0 39.93 28.00
3 -11.86 0.00 0 40.86 29.00
4 -11.87 0.00 0 41.87 30.00
5 -11.06 0.00 0 42.06 31.00
6 -12.18 0.00 0 40.18 28.00
7 -27.16 0.00 0 52.16 25.00
8 -28.95 0.00 0 46.95 18.00
9 -30.87 0.00 0 41.87 11.00
10 -31.92 0.00 0 36.92 5.00
11 -32.11 0.00 0 34.11 2.00
12 -32.81 0.00 0 33.81 1.00
13 -32.58 0.00 0 34.58 2.00
14 -31.97 0.00 0 34.97 3.00
15 -31.46 0.00 0 35.46 4.00
16 -32.01 0.00 0 36.01 4.00
17 -32.75 0.00 0 37.75 5.00
18 -33.16 0.00 0 36.16 3.00
19 -34.32 0.00 0 33.32 -1.00
20 -35.03 0.00 0 34.03 -1.00
21 -34.05 0.00 0 37.05 3.00
22 -32.48 0.00 0 40.48 8.00
23 -16.51 0.00 0 28.51 12.00
24 -15 0.00 0 33 18.00
-616.77 0 908.77 292
ZP26 ###
Fixed Peak Long $ 197.38 Fixed Off Peak Long $ 137.99
Fixed Peak Short $ 207.38 Fixed Off Peak Short $ 147.99
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.96 0.00 0 -1.96 0.00
2 1.92 0.00 0 -1.92 0.00
3 1.91 0.00 0 -1.91 0.00
4 1.9 0.00 0 -1.90 0.00
5 1.91 0.00 0 -1.91 0.00
6 1.93 0.00 0 -1.93 0.00
7 1.99 0.00 0 -1.99 0.00
8 2.06 0.00 0 -2.06 0.00
9 2.12 0.00 0 -2.12 0.00
10 2.16 0.00 0 -2.16 0.00
11 2.18 0.00 0 -2.18 0.00
12 2.19 0.00 0 -2.19 0.00
13 2.18 0.00 0 -2.18 0.00
14 2.17 0.00 0 -2.17 0.00
15 2.15 0.00 0 -2.15 0.00
16 2.16 0.00 0 -2.16 0.00
17 2.18 0.00 0 -2.18 0.00
18 2.2 0.00 0 -2.20 0.00
19 2.27 0.00 0 -2.27 0.00
20 2.29 0.00 0 -2.29 0.00
21 2.25 0.00 0 -2.25 0.00
22 2.18 0.00 0 -2.18 0.00
23 2.1 0.00 0 -2.10 0.00
24 2.03 0.00 0 -2.03 0.00
50.39 0 0 -50.39 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/16/2001
Fixed Peak Long $ 217.20 Fixed Off Peak Long $ 167.50
Fixed Peak Short Pos $ 227.20 Fixed Off Peak Short $ 177.50
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 5.1 0 0.00 -5.10 0.00
2 4.23 0 0.00 -4.23 0.00
3 3.96 0 0.00 -3.96 0.00
4 3.83 0 0.00 -3.83 0.00
5 4.09 0 0.00 -4.09 0.00
6 5.99 0 0.00 -5.99 0.00
7 9.46 0 0.00 -9.46 0.00
8 11.61 0 0.00 -11.61 0.00
9 12.12 0 0.00 -12.12 0.00
10 12.64 0 0.00 -12.64 0.00
11 12.74 0 0.00 -12.74 0.00
12 12.3 0 0.00 -12.30 0.00
13 12.85 0 0.00 -12.85 0.00
14 12.88 0 0.00 -12.88 0.00
15 12.61 0 0.00 -12.61 0.00
16 12.54 0 0.00 -12.54 0.00
17 12.39 0 0.00 -12.39 0.00
18 12.7 0 0.00 -12.70 0.00
19 14.16 0 0.00 -14.16 0.00
20 13.6 0 0.00 -13.60 0.00
21 12.28 0 0.00 -12.28 0.00
22 10.9 0 0.00 -10.90 0.00
23 8.89 0 0.00 -8.89 0.00
24 6.82 0 0.00 -6.82 0.00
240.69 0 0 -240.69 0
SP15 3/16/2001
Fixed Peak Long $ 197.38 Fixed Off Peak Long $ 137.99
Fixed Peak Short $ 207.38 Fixed Off Peak Short $ 147.99
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -12.28 0.00 0 28.28 16.00
2 -12.15 0.00 0 31.15 19.00
3 -10.92 0.00 0 31.92 21.00
4 -10.78 0.00 0 31.78 21.00
5 -11.55 0.00 0 29.55 18.00
6 -13.63 0.00 0 37.63 24.00
7 7.04 0.00 0 29.96 37.00
8 4.68 0.00 0 22.32 27.00
9 3.78 0.00 0 16.22 20.00
10 3.18 0.00 0 11.82 15.00
11 3.91 0.00 0 9.09 13.00
12 3.6 0.00 0 8.4 12.00
13 3.81 0.00 0 8.19 12.00
14 3.25 0.00 0 8.75 12.00
15 3.16 0.00 0 9.84 13.00
16 3.44 0.00 0 12.56 16.00
17 3.9 0.00 0 18.1 22.00
18 3.06 0.00 0 17.94 21.00
19 1.99 0.00 0 16.01 18.00
20 2.17 0.00 0 17.83 20.00
21 3.51 0.00 0 20.49 24.00
22 5.7 0.00 0 24.3 30.00
23 -16.3 0.00 0 29.3 13.00
24 -13.92 0.00 0 36.92 23.00
-41.35 0 508.35 467
ZP26 ###
Fixed Peak Long $ 197.38 Fixed Off Peak Long $ 137.99
Fixed Peak Short $ 207.38 Fixed Off Peak Short $ 147.99
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.99 0.00 0 -1.99 0.00
2 1.95 0.00 0 -1.95 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.93 0.00 0 -1.93 0.00
5 1.94 0.00 0 -1.94 0.00
6 2.02 0.00 0 -2.02 0.00
7 2.16 0.00 0 -2.16 0.00
8 2.25 0.00 0 -2.25 0.00
9 2.27 0.00 0 -2.27 0.00
10 2.29 0.00 0 -2.29 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.29 0.00 0 -2.29 0.00
13 2.31 0.00 0 -2.31 0.00
14 2.31 0.00 0 -2.31 0.00
15 2.3 0.00 0 -2.30 0.00
16 2.29 0.00 0 -2.29 0.00
17 2.29 0.00 0 -2.29 0.00
18 2.3 0.00 0 -2.30 0.00
19 2.37 0.00 0 -2.37 0.00
20 2.34 0.00 0 -2.34 0.00
21 2.28 0.00 0 -2.28 0.00
22 2.23 0.00 0 -2.23 0.00
23 2.14 0.00 0 -2.14 0.00
24 2.06 0.00 0 -2.06 0.00
52.55 0 0 -52.55 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/15/2001
Fixed Peak Long $ 181.68 Fixed Off Peak Long $ 146.60
Fixed Peak Short Pos $ 191.68 Fixed Off Peak Short $ 156.60
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 14.79 0 0.00 -4.79 10.00
2 18.04 0 0.00 -4.04 14.00
3 18.75 0 0.00 -3.75 15.00
4 18.7 0 0.00 -3.70 15.00
5 15.98 0 0.00 -3.98 12.00
6 22.98 0 0.00 -5.98 17.00
7 38.48 0 0.00 -9.48 29.00
8 30.33 0 0.00 -11.33 19.00
9 23.94 0 0.00 -11.94 12.00
10 18.54 0 0.00 -12.54 6.00
11 15.82 0 0.00 -12.82 3.00
12 14.52 0 0.00 -12.52 2.00
13 14.1 0 0.00 -13.10 1.00
14 14.11 0 0.00 -13.11 1.00
15 14.81 0 0.00 -12.81 2.00
16 16.78 0 0.00 -12.78 4.00
17 19.89 0 0.00 -12.89 7.00
18 19.12 0 0.00 -13.12 6.00
19 16.64 0 0.00 -14.64 2.00
20 18.34 0 0.00 -14.34 4.00
21 22.1 0 0.00 -13.10 9.00
22 28.56 0 0.00 -11.56 17.00
23 13.24 0 0.00 -9.24 4.00
24 22.67 0 0.00 -6.67 16.00
471.23 0 0 -244.23 227
SP15 3/15/2001
Fixed Peak Long $ 177.27 Fixed Off Peak Long $ 123.53
Fixed Peak Short $ 187.27 Fixed Off Peak Short $ 133.53
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -22.2 0.00 0 22.2 0.00
2 -25.26 0.00 0 25.26 0.00
3 -25.93 0.00 0 25.93 0.00
4 -26.55 0.00 0 26.55 0.00
5 -23.53 0.00 0 23.53 0.00
6 -30.93 0.00 0 30.93 0.00
7 -22.88 0.00 0 22.88 0.00
8 -15.4 0.00 0 15.4 0.00
9 -8.26 0.00 0 8.26 0.00
10 -3.59 0.00 0 3.59 0.00
11 -1.09 0.00 0 1.09 0.00
12 0.29 0.00 0 -0.29 0.00
13 1.03 0.00 0 -1.03 0.00
14 0.93 0.00 0 -0.93 0.00
15 0.4 0.00 0 -0.4 0.00
16 -1.98 0.00 0 1.98 0.00
17 -5.05 0.00 0 5.05 0.00
18 -3.92 0.00 0 3.92 0.00
19 -1.74 0.00 0 1.74 0.00
20 -3.5 0.00 0 3.5 0.00
21 -7.37 0.00 0 7.37 0.00
22 -13.78 0.00 0 13.78 0.00
23 -21.24 0.00 0 21.24 0.00
24 -30.52 0.00 0 30.52 0.00
-292.07 0 292.07 0
ZP26 ###
Fixed Peak Long $ 177.27 Fixed Off Peak Long $ 123.53
Fixed Peak Short $ 187.27 Fixed Off Peak Short $ 133.53
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.95 0.00 0 -1.95 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.93 0.00 0 -1.93 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.02 0.00 0 -2.02 0.00
7 2.17 0.00 0 -2.17 0.00
8 2.24 0.00 0 -2.24 0.00
9 2.27 0.00 0 -2.27 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.32 0.00 0 -2.32 0.00
14 2.32 0.00 0 -2.32 0.00
15 2.3 0.00 0 -2.30 0.00
16 2.3 0.00 0 -2.30 0.00
17 2.31 0.00 0 -2.31 0.00
18 2.32 0.00 0 -2.32 0.00
19 2.39 0.00 0 -2.39 0.00
20 2.37 0.00 0 -2.37 0.00
21 2.33 0.00 0 -2.33 0.00
22 2.26 0.00 0 -2.26 0.00
23 2.16 0.00 0 -2.16 0.00
24 2.05 0.00 0 -2.05 0.00
52.75 0 0 -52.75 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/14/2001
Fixed Peak Long $ 172.06 Fixed Off Peak Long $ 139.20
Fixed Peak Short Pos $ 182.06 Fixed Off Peak Short $ 149.20
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.92 0 0.00 -4.92 0.00
2 4.14 0 0.00 -4.14 0.00
3 3.86 0 0.00 -3.86 0.00
4 3.81 0 0.00 -3.81 0.00
5 4.08 0 0.00 -4.08 0.00
6 5.98 0 0.00 -5.98 0.00
7 9.4 0 0.00 -9.40 0.00
8 11.37 0 0.00 -11.37 0.00
9 11.85 0 0.00 -11.85 0.00
10 12.57 0 0.00 -12.57 0.00
11 12.74 0 0.00 -12.74 0.00
12 12.5 0 0.00 -12.50 0.00
13 13.27 0 0.00 -13.27 0.00
14 13.19 0 0.00 -13.19 0.00
15 12.79 0 0.00 -12.79 0.00
16 12.91 0 0.00 -12.91 0.00
17 12.94 0 0.00 -12.94 0.00
18 13.33 0 0.00 -13.33 0.00
19 14.66 0 0.00 -14.66 0.00
20 14.3 0 0.00 -14.30 0.00
21 13.2 0 0.00 -13.20 0.00
22 11.68 0 0.00 -11.68 0.00
23 8.92 0 0.00 -8.92 0.00
24 6.45 0 0.00 -6.45 0.00
244.86 0 0 -244.86 0
SP15 3/14/2001
Fixed Peak Long $ 163.20 Fixed Off Peak Long $ 103.07
Fixed Peak Short $ 173.20 Fixed Off Peak Short $ 113.07
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var EPMI Length
1 35.23 0.00 0 6.77 42.00 75.00
2 36.59 0.00 0 10.41 47.00 80.00
3 37.01 0.00 0 10.99 48.00 81.00
4 36.74 0.00 0 11.26 48.00 81.00
5 36.83 0.00 0 7.17 44.00 79.00
6 34.47 0.00 0 10.53 45.00 83.00
7 73.93 0.00 0 -26.93 47.00 89.00
8 71.72 0.00 0 -38.72 33.00 78.00
9 71.13 0.00 0 -48.13 23.00 71.00
10 70.74 0.00 0 -53.74 17.00 66.00
11 70.1 0.00 0 -58.1 12.00 62.00
12 71.09 0.00 0 -59.09 12.00 62.00
13 69.69 0.00 0 -60.69 9.00 60.00
14 70.43 0.00 0 -60.43 10.00 61.00
15 70.32 0.00 0 -59.32 11.00 62.00
16 70.75 0.00 0 -55.75 15.00 65.00
17 69.97 0.00 0 -51.97 18.00 68.00
18 69.91 0.00 0 -52.91 17.00 66.00
19 68.43 0.00 0 -54.43 14.00 63.00
20 68.6 0.00 0 -52.6 16.00 65.00
21 69.52 0.00 0 -47.52 22.00 69.00
22 71.72 0.00 0 -37.72 34.00 78.00
23 30.99 0.00 0 -1.99 29.00 70.00
24 34.21 0.00 0 12.79 47.00 84.00
1410.12 0 -750.12 660 1718
ZP26 ###
Fixed Peak Long $ 163.20 Fixed Off Peak Long $ 103.07
Fixed Peak Short $ 173.20 Fixed Off Peak Short $ 113.07
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.98 0.00 0 -1.98 0.00
2 1.95 0.00 0 -1.95 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.93 0.00 0 -1.93 0.00
5 1.94 0.00 0 -1.94 0.00
6 2.02 0.00 0 -2.02 0.00
7 2.16 0.00 0 -2.16 0.00
8 2.25 0.00 0 -2.25 0.00
9 2.26 0.00 0 -2.26 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.33 0.00 0 -2.33 0.00
14 2.33 0.00 0 -2.33 0.00
15 2.3 0.00 0 -2.30 0.00
16 2.31 0.00 0 -2.31 0.00
17 2.31 0.00 0 -2.31 0.00
18 2.33 0.00 0 -2.33 0.00
19 2.39 0.00 0 -2.39 0.00
20 2.37 0.00 0 -2.37 0.00
21 2.33 0.00 0 -2.33 0.00
22 2.26 0.00 0 -2.26 0.00
23 2.15 0.00 0 -2.15 0.00
24 2.04 0.00 0 -2.04 0.00
52.78 0 0 -52.78 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/13/2001
Fixed Peak Long $ 174.12 Fixed Off Peak Long $ 135.18
Fixed Peak Short Pos $ 184.12 Fixed Off Peak Short $ 145.18
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.9 0 0.00 -4.90 0.00
2 4.03 0 0.00 -4.03 0.00
3 3.67 0 0.00 -3.67 0.00
4 3.61 0 0.00 -3.61 0.00
5 3.87 0 0.00 -3.87 0.00
6 5.86 0 0.00 -5.86 0.00
7 9.31 0 0.00 -9.31 0.00
8 11.27 0 0.00 -11.27 0.00
9 11.88 0 0.00 -11.88 0.00
10 12.58 0 0.00 -12.58 0.00
11 12.71 0 0.00 -12.71 0.00
12 12.35 0 0.00 -12.35 0.00
13 13.07 0 0.00 -13.07 0.00
14 13.09 0 0.00 -13.09 0.00
15 12.8 0 0.00 -12.80 0.00
16 12.93 0 0.00 -12.93 0.00
17 13.05 0 0.00 -13.05 0.00
18 13.47 0 0.00 -13.47 0.00
19 15.15 0 0.00 -15.15 0.00
20 14.61 0 0.00 -14.61 0.00
21 13.47 0 0.00 -13.47 0.00
22 11.75 0 0.00 -11.75 0.00
23 9.19 0 0.00 -9.19 0.00
24 6.52 0 0.00 -6.52 0.00
245.14 0 0 -245.14 0
SP15 3/13/2001
Fixed Peak Long $ 164.15 Fixed Off Peak Long $ 99.90
Fixed Peak Short $ 174.15 Fixed Off Peak Short $ 109.90
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -50.9 0.00 0 62.9 12.00
2 -50.45 0.00 0 65.45 15.00
3 -50.16 0.00 0 66.16 16.00
4 -50.08 0.00 0 66.08 16.00
5 -50.5 0.00 0 64.5 14.00
6 -52.33 0.00 0 73.33 21.00
7 -9.82 0.00 0 91.82 82.00
8 -12.1 0.00 0 85.1 73.00
9 -12.73 0.00 0 79.73 67.00
10 -13.22 0.00 0 75.22 62.00
11 -13.53 0.00 0 72.53 59.00
12 -12.73 0.00 0 71.73 59.00
13 -13.74 0.00 0 70.74 57.00
14 -13.55 0.00 0 70.55 57.00
15 -13.46 0.00 0 71.46 58.00
16 -13.47 0.00 0 73.47 60.00
17 -13.45 0.00 0 77.45 64.00
18 -14.26 0.00 0 75.26 61.00
19 -15.58 0.00 0 72.58 57.00
20 -15.63 0.00 0 73.63 58.00
21 -14.81 0.00 0 76.81 62.00
22 -12.95 0.00 0 82.95 70.00
23 -56.1 0.00 0 64.1 8.00
24 -53.28 0.00 0 72.28 19.00
-628.83 0 1755.83 1127
ZP26 ###
Fixed Peak Long $ 164.15 Fixed Off Peak Long $ 99.90
Fixed Peak Short $ 174.15 Fixed Off Peak Short $ 109.90
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.97 0.00 0 -1.97 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.92 0.00 0 -1.92 0.00
5 1.93 0.00 0 -1.93 0.00
6 2.02 0.00 0 -2.02 0.00
7 2.16 0.00 0 -2.16 0.00
8 2.24 0.00 0 -2.24 0.00
9 2.27 0.00 0 -2.27 0.00
10 2.3 0.00 0 -2.30 0.00
11 2.31 0.00 0 -2.31 0.00
12 2.29 0.00 0 -2.29 0.00
13 2.32 0.00 0 -2.32 0.00
14 2.32 0.00 0 -2.32 0.00
15 2.31 0.00 0 -2.31 0.00
16 2.31 0.00 0 -2.31 0.00
17 2.31 0.00 0 -2.31 0.00
18 2.33 0.00 0 -2.33 0.00
19 2.4 0.00 0 -2.40 0.00
20 2.39 0.00 0 -2.39 0.00
21 2.34 0.00 0 -2.34 0.00
22 2.26 0.00 0 -2.26 0.00
23 2.16 0.00 0 -2.16 0.00
24 2.04 0.00 0 -2.04 0.00
52.77 0 0 -52.77 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/12/2001
Fixed Peak Long $ 200.67 Fixed Off Peak Long $ 158.36
Fixed Peak Short Pos $ 210.67 Fixed Off Peak Short $ 168.36
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.62 0 0.00 -4.62 0.00
2 3.88 0 0.00 -3.88 0.00
3 3.47 0 0.00 -3.47 0.00
4 3.46 0 0.00 -3.46 0.00
5 3.73 0 0.00 -3.73 0.00
6 5.57 0 0.00 -5.57 0.00
7 9.03 0 0.00 -9.03 0.00
8 11.17 0 0.00 -11.17 0.00
9 11.9 0 0.00 -11.90 0.00
10 12.98 0 0.00 -12.98 0.00
11 13.24 0 0.00 -13.24 0.00
12 12.9 0 0.00 -12.90 0.00
13 13.61 0 0.00 -13.61 0.00
14 13.5 0 0.00 -13.50 0.00
15 13.29 0 0.00 -13.29 0.00
16 13.16 0 0.00 -13.16 0.00
17 13.26 0 0.00 -13.26 0.00
18 13.83 0 0.00 -13.83 0.00
19 15.47 0 0.00 -15.47 0.00
20 14.92 0 0.00 -14.92 0.00
21 13.57 0 0.00 -13.57 0.00
22 11.77 0 0.00 -11.77 0.00
23 9.12 0 0.00 -9.12 0.00
24 6.47 0 0.00 -6.47 0.00
247.92 0 0 -247.92 0
SP15 3/12/2001
Fixed Peak Long $ 187.83 Fixed Off Peak Long $ 99.62
Fixed Peak Short $ 197.83 Fixed Off Peak Short $ 109.62
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -42.64 0.00 0 41.64 -1.00
2 -42.31 0.00 0 44.31 2.00
3 -41.76 0.00 0 44.76 3.00
4 -41.49 0.00 0 43.49 2.00
5 -42.57 0.00 0 40.57 -2.00
6 -43.92 0.00 0 47.92 4.00
7 5.17 0.00 0 16.83 22.00
8 3.14 0.00 0 9.86 13.00
9 2.41 0.00 0 4.59 7.00
10 1 0.00 0 2 3.00
11 1.14 0.00 0 -1.14 0.00
12 1.1 0.00 0 -2.1 -1.00
13 0.87 0.00 0 -2.87 -2.00
14 0.59 0.00 0 -2.59 -2.00
15 0.85 0.00 0 -1.85 -1.00
16 1.05 0.00 0 0.95 2.00
17 1.25 0.00 0 3.75 5.00
18 0.47 0.00 0 1.53 2.00
19 -1.82 0.00 0 -1.18 -3.00
20 -0.64 0.00 0 0.64 0.00
21 0.57 0.00 0 3.43 4.00
22 2.5 0.00 0 8.5 11.00
23 -48.08 0.00 0 39.08 -9.00
24 -44.72 0.00 0 49.72 5.00
-327.84 0 391.84 64
ZP26 ###
Fixed Peak Long $ 187.83 Fixed Off Peak Long $ 99.62
Fixed Peak Short $ 197.83 Fixed Off Peak Short $ 109.62
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.96 0.00 0 -1.96 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.91 0.00 0 -1.91 0.00
4 1.91 0.00 0 -1.91 0.00
5 1.93 0.00 0 -1.93 0.00
6 2 0.00 0 -2.00 0.00
7 2.15 0.00 0 -2.15 0.00
8 2.24 0.00 0 -2.24 0.00
9 2.27 0.00 0 -2.27 0.00
10 2.31 0.00 0 -2.31 0.00
11 2.33 0.00 0 -2.33 0.00
12 2.32 0.00 0 -2.32 0.00
13 2.33 0.00 0 -2.33 0.00
14 2.33 0.00 0 -2.33 0.00
15 2.32 0.00 0 -2.32 0.00
16 2.32 0.00 0 -2.32 0.00
17 2.32 0.00 0 -2.32 0.00
18 2.35 0.00 0 -2.35 0.00
19 2.42 0.00 0 -2.42 0.00
20 2.39 0.00 0 -2.39 0.00
21 2.34 0.00 0 -2.34 0.00
22 2.26 0.00 0 -2.26 0.00
23 2.16 0.00 0 -2.16 0.00
24 2.04 0.00 0 -2.04 0.00
52.85 0 0 -52.85 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/11/2001
Fixed Peak Long $ - Fixed Off Peak Long $ 158.36
Fixed Peak Short Pos $ - Fixed Off Peak Short $ 168.36
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.93 0 0.00 -4.93 0.00
2 4.02 0 0.00 -4.02 0.00
3 3.44 0 0.00 -3.44 0.00
4 3.29 0 0.00 -3.29 0.00
5 3.33 0 0.00 -3.33 0.00
6 3.73 0 0.00 -3.73 0.00
7 4.95 0 0.00 -4.95 0.00
8 7.03 0 0.00 -7.03 0.00
9 9.04 0 0.00 -9.04 0.00
10 10.22 0 0.00 -10.22 0.00
11 10.8 0 0.00 -10.80 0.00
12 10.8 0 0.00 -10.80 0.00
13 10.74 0 0.00 -10.74 0.00
14 10.59 0 0.00 -10.59 0.00
15 10.21 0 0.00 -10.21 0.00
16 10.46 0 0.00 -10.46 0.00
17 11.12 0 0.00 -11.12 0.00
18 12.56 0 0.00 -12.56 0.00
19 14.39 0 0.00 -14.39 0.00
20 14.05 0 0.00 -14.05 0.00
21 12.96 0 0.00 -12.96 0.00
22 11.04 0 0.00 -11.04 0.00
23 8.7 0 0.00 -8.70 0.00
24 6.32 0 0.00 -6.32 0.00
208.72 0 0 -208.72 0
SP15 3/11/2001
Fixed Peak Long $ - Fixed Off Peak Long $ 99.62
Fixed Peak Short $ - Fixed Off Peak Short $ 109.62
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -21.43 0.00 0 35.43 14.00
2 -20.05 0.00 0 38.05 18.00
3 -19.53 0.00 0 38.53 19.00
4 -19.92 0.00 0 38.92 19.00
5 -19.92 0.00 0 36.92 17.00
6 -42.44 0.00 0 33.44 -9.00
7 -33.51 0.00 0 28.51 -5.00
8 -35.82 0.00 0 25.82 -10.00
9 -37.67 0.00 0 23.67 -14.00
10 -39.07 0.00 0 22.07 -17.00
11 -39.65 0.00 0 19.65 -20.00
12 -39.58 0.00 0 18.58 -21.00
13 -39.65 0.00 0 18.65 -21.00
14 -39.71 0.00 0 18.71 -21.00
15 -39.33 0.00 0 19.33 -20.00
16 -39.36 0.00 0 19.36 -20.00
17 -39.92 0.00 0 19.92 -20.00
18 -41.37 0.00 0 16.37 -25.00
19 -43.48 0.00 0 13.48 -30.00
20 -42.82 0.00 0 15.82 -27.00
21 -41.7 0.00 0 18.7 -23.00
22 -39.54 0.00 0 22.54 -17.00
23 -46.91 0.00 0 25.91 -21.00
24 -45.04 0.00 0 31.04 -14.00
-867.42 0 599.42 -268
ZP26 ###
Fixed Peak Long $ - Fixed Off Peak Long $ 99.62
Fixed Peak Short $ - Fixed Off Peak Short $ 109.62
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.98 0.00 0 -1.98 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.92 0.00 0 -1.92 0.00
4 1.91 0.00 0 -1.91 0.00
5 1.91 0.00 0 -1.91 0.00
6 1.93 0.00 0 -1.93 0.00
7 1.98 0.00 0 -1.98 0.00
8 2.07 0.00 0 -2.07 0.00
9 2.16 0.00 0 -2.16 0.00
10 2.2 0.00 0 -2.20 0.00
11 2.23 0.00 0 -2.23 0.00
12 2.23 0.00 0 -2.23 0.00
13 2.22 0.00 0 -2.22 0.00
14 2.22 0.00 0 -2.22 0.00
15 2.2 0.00 0 -2.20 0.00
16 2.21 0.00 0 -2.21 0.00
17 2.24 0.00 0 -2.24 0.00
18 2.3 0.00 0 -2.30 0.00
19 2.38 0.00 0 -2.38 0.00
20 2.36 0.00 0 -2.36 0.00
21 2.31 0.00 0 -2.31 0.00
22 2.24 0.00 0 -2.24 0.00
23 2.13 0.00 0 -2.13 0.00
24 2.04 0.00 0 -2.04 0.00
51.31 0 0 -51.31 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/10/2001
Fixed Peak Long $ 170.60 Fixed Off Peak Long $ 134.24
Fixed Peak Short Pos $ 180.60 Fixed Off Peak Short $ 144.24
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 4.88 0 0.00 -4.88 0.00
2 4.04 0 0.00 -4.04 0.00
3 3.38 0 0.00 -3.38 0.00
4 3.22 0 0.00 -3.22 0.00
5 3.44 0 0.00 -3.44 0.00
6 3.98 0 0.00 -3.98 0.00
7 40.36 0 0.00 -5.36 35.00
8 35.3 0 0.00 -7.30 28.00
9 30.28 0 0.00 -9.28 21.00
10 26.11 0 0.00 -10.11 16.00
11 23.68 0 0.00 -10.68 13.00
12 23.54 0 0.00 -10.54 13.00
13 24.23 0 0.00 -10.23 14.00
14 24.86 0 0.00 -9.86 15.00
15 26.5 0 0.00 -9.50 17.00
16 26.8 0 0.00 -9.80 17.00
17 29.43 0 0.00 -10.43 19.00
18 26.91 0 0.00 -11.91 15.00
19 25.48 0 0.00 -13.48 12.00
20 26.94 0 0.00 -12.94 14.00
21 29.89 0 0.00 -11.89 18.00
22 33.43 0 0.00 -10.43 23.00
23 2.56 0 0.00 -8.56 -6.00
24 5.69 0 0.00 -6.69 -1.00
484.93 0 0 -201.93 283
SP15 3/10/2001
Fixed Peak Long $ 152.67 Fixed Off Peak Long $ 90.39
Fixed Peak Short $ 162.67 Fixed Off Peak Short $ 100.39
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -23.93 0.00 0 27.93 4.00
2 -23.31 0.00 0 31.31 8.00
3 -22.38 0.00 0 32.38 10.00
4 -22.78 0.00 0 32.78 10.00
5 -23.28 0.00 0 32.28 9.00
6 -23.41 0.00 0 29.41 6.00
7 -42.23 0.00 0 42.23 0.00
8 -36.88 0.00 0 36.88 0.00
9 -32.29 0.00 0 32.29 0.00
10 -28.11 0.00 0 28.11 0.00
11 -25.61 0.00 0 25.61 0.00
12 -25.31 0.00 0 25.31 0.00
13 -26.24 0.00 0 26.24 0.00
14 -26.69 0.00 0 26.69 0.00
15 -27.73 0.00 0 27.73 0.00
16 -28.72 0.00 0 28.72 0.00
17 -31.06 0.00 0 31.06 0.00
18 -28.89 0.00 0 28.89 0.00
19 -27.1 0.00 0 27.1 0.00
20 -28.76 0.00 0 28.76 0.00
21 -31.55 0.00 0 31.55 0.00
22 -35.05 0.00 0 35.05 0.00
23 -22.34 0.00 0 22.34 0.00
24 -24.75 0.00 0 24.75 0.00
-668.4 0 715.4 47
ZP26 ###
Fixed Peak Long $ 152.67 Fixed Off Peak Long $ 90.39
Fixed Peak Short $ 162.67 Fixed Off Peak Short $ 100.39
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 1.98 0.00 0 -1.98 0.00
2 1.94 0.00 0 -1.94 0.00
3 1.91 0.00 0 -1.91 0.00
4 1.91 0.00 0 -1.91 0.00
5 1.92 0.00 0 -1.92 0.00
6 1.94 0.00 0 -1.94 0.00
7 2 0.00 0 -2.00 0.00
8 2.08 0.00 0 -2.08 0.00
9 2.16 0.00 0 -2.16 0.00
10 2.2 0.00 0 -2.20 0.00
11 2.23 0.00 0 -2.23 0.00
12 2.22 0.00 0 -2.22 0.00
13 2.21 0.00 0 -2.21 0.00
14 2.18 0.00 0 -2.18 0.00
15 2.17 0.00 0 -2.17 0.00
16 2.19 0.00 0 -2.19 0.00
17 2.21 0.00 0 -2.21 0.00
18 2.27 0.00 0 -2.27 0.00
19 2.34 0.00 0 -2.34 0.00
20 2.32 0.00 0 -2.32 0.00
21 2.27 0.00 0 -2.27 0.00
22 2.21 0.00 0 -2.21 0.00
23 2.13 0.00 0 -2.13 0.00
24 2.05 0.00 0 -2.05 0.00
51.04 0 0 -51.04 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/9/2001
Fixed Peak Long $ 171.60 Fixed Off Peak Long $ 134.24
Fixed Peak Short Pos $ 180.60 Fixed Off Peak Short $ 144.24
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 5.55 0 0.00 -5.55 0.00
2 4.59 0 0.00 -4.59 0.00
3 4.21 0 0.00 -4.21 0.00
4 4.19 0 0.00 -4.19 0.00
5 4.45 0 0.00 -4.45 0.00
6 6.44 0 0.00 -6.44 0.00
7 32.26 0 0.00 -10.26 22.00
8 24.66 0 0.00 -12.66 12.00
9 17.08 0 0.00 -13.08 4.00
10 13.51 0 0.00 -13.51 0.00
11 13.43 0 0.00 -13.43 0.00
12 12.83 0 0.00 -12.83 0.00
13 13.4 0 0.00 -13.40 0.00
14 13.33 0 0.00 -13.33 0.00
15 12.98 0 0.00 -12.98 0.00
16 12.82 0 0.00 -12.82 0.00
17 18.75 0 0.00 -12.75 6.00
18 20.89 0 0.00 -13.89 7.00
19 21.58 0 0.00 -15.58 6.00
20 23.12 0 0.00 -14.12 9.00
21 25.71 0 0.00 -12.71 13.00
22 29.42 0 0.00 -11.42 18.00
23 9.5 0 0.00 -9.50 0.00
24 7.36 0 0.00 -7.36 0.00
352.06 0 0 -255.06 97
SP15 3/9/2001
Fixed Peak Long $ 152.67 Fixed Off Peak Long $ 90.39
Fixed Peak Short $ 162.67 Fixed Off Peak Short $ 100.39
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -24.65 0.00 0 29.65 5.00
2 -24.34 0.00 0 32.34 8.00
3 -23.53 0.00 0 33.53 10.00
4 -23.9 0.00 0 33.9 10.00
5 -24.35 0.00 0 31.35 7.00
6 -26.13 0.00 0 40.13 14.00
7 -34.34 0.00 0 34.34 0.00
8 -26.22 0.00 0 26.22 0.00
9 -18.41 0.00 0 18.41 0.00
10 -15.75 0.00 0 13.75 -2.00
11 -15.68 0.00 0 10.68 -5.00
12 -14.69 0.00 0 9.69 -5.00
13 -15.06 0.00 0 9.06 -6.00
14 -15.58 0.00 0 9.58 -6.00
15 -14.33 0.00 0 10.33 -4.00
16 -14.35 0.00 0 13.35 -1.00
17 -20.28 0.00 0 20.28 0.00
18 -22.79 0.00 0 22.79 0.00
19 -23.13 0.00 0 23.13 0.00
20 -25.36 0.00 0 25.36 0.00
21 -27.2 0.00 0 27.2 0.00
22 -31.11 0.00 0 31.11 0.00
23 -29.44 0.00 0 34.44 5.00
24 -27.24 0.00 0 39.24 12.00
-537.86 0 579.86 42
ZP26 3/9/2001
Fixed Peak Long $ 152.67 Fixed Off Peak Long $ 90.39
Fixed Peak Short $ 162.67 Fixed Off Peak Short $ 100.39
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 2 0.00 0 -2.00 0.00
2 1.96 0.00 0 -1.96 0.00
3 1.95 0.00 0 -1.95 0.00
4 1.94 0.00 0 -1.94 0.00
5 1.96 0.00 0 -1.96 0.00
6 2.04 0.00 0 -2.04 0.00
7 2.2 0.00 0 -2.20 0.00
8 2.31 0.00 0 -2.31 0.00
9 2.31 0.00 0 -2.31 0.00
10 2.33 0.00 0 -2.33 0.00
11 2.33 0.00 0 -2.33 0.00
12 2.3 0.00 0 -2.30 0.00
13 2.33 0.00 0 -2.33 0.00
14 2.32 0.00 0 -2.32 0.00
15 2.31 0.00 0 -2.31 0.00
16 2.3 0.00 0 -2.30 0.00
17 2.3 0.00 0 -2.30 0.00
18 2.35 0.00 0 -2.35 0.00
19 2.42 0.00 0 -2.42 0.00
20 2.37 0.00 0 -2.37 0.00
21 2.31 0.00 0 -2.31 0.00
22 2.25 0.00 0 -2.25 0.00
23 2.17 0.00 0 -2.17 0.00
24 2.08 0.00 0 -2.08 0.00
53.14 0 0 -53.14 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/8/2001
Fixed Peak Long $ 219.33 Fixed Off Peak Long $ 150.66
Fixed Peak Short Pos $ 229.33 Fixed Off Peak Short $ 160.66
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 5.47 0 0.00 -5.47 0.00
2 4.61 0 0.00 -4.61 0.00
3 4.16 0 0.00 -4.16 0.00
4 4.11 0 0.00 -4.11 0.00
5 4.49 0 0.00 -4.49 0.00
6 6.63 0 0.00 -6.63 0.00
7 10.58 0 0.00 -10.58 0.00
8 12.89 0 0.00 -12.89 0.00
9 13.32 0 0.00 -13.32 0.00
10 13.69 0 0.00 -13.69 0.00
11 13.64 0 0.00 -13.64 0.00
12 13.11 0 0.00 -13.11 0.00
13 13.66 0 0.00 -13.66 0.00
14 13.38 0 0.00 -13.38 0.00
15 13.04 0 0.00 -13.04 0.00
16 13.21 0 0.00 -13.21 0.00
17 13.47 0 0.00 -13.47 0.00
18 14.92 0 0.00 -14.92 0.00
19 16.42 0 0.00 -16.42 0.00
20 15.31 0 0.00 -15.31 0.00
21 13.91 0 0.00 -13.91 0.00
22 12.45 0 0.00 -12.45 0.00
23 9.91 0 0.00 -9.91 0.00
24 7.25 0 0.00 -7.25 0.00
263.63 0 0 -263.63 0
SP15 3/8/2001
Fixed Peak Long 201.33 Fixed Off Peak Long 126.37
Fixed Peak Short 211.33 Fixed Off Peak Short 136.37
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 -2.22 0.00 0 15.22 13.00
2 -1.13 0.00 0 18.13 17.00
3 -0.2 0.00 0 19.2 19.00
4 -0.06 0.00 0 19.06 19.00
5 -0.46 0.00 0 16.46 16.00
6 -3.13 0.00 0 24.13 21.00
7 10.86 0.00 0 16.14 27.00
8 8.02 0.00 0 7.98 16.00
9 7.88 0.00 0 -0.88 7.00
10 7.83 0.00 0 -6.83 1.00
11 7.11 0.00 0 -10.11 -3.00
12 7.98 0.00 0 -10.98 -3.00
13 7.14 0.00 0 -11.14 -4.00
14 8.16 0.00 0 -11.16 -3.00
15 8 0.00 0 -10 -2.00
16 7.53 0.00 0 -7.53 0.00
17 7.56 0.00 0 -2.56 5.00
18 5.95 0.00 0 -2.95 3.00
19 4.63 0.00 0 -2.63 2.00
20 6.13 0.00 0 -0.13 6.00
21 6.85 0.00 0 3.15 10.00
22 8.61 0.00 0 9.39 18.00
23 -6.19 0.00 0 16.19 10.00
24 -4 0.00 0 24 20.00
102.85 0 112.15 215
ZP26 3/8/2001
Fixed Peak Long 201.33 Fixed Off Peak Long 126.37
Fixed Peak Short 211.33 Fixed Off Peak Short 136.37
Index Peak Index Off Peak
HE Fixed Other DJ Index Load var
1 2 0.00 0 -2.00 0.00
2 1.96 0.00 0 -1.96 0.00
3 1.95 0.00 0 -1.95 0.00
4 1.94 0.00 0 -1.94 0.00
5 1.96 0.00 0 -1.96 0.00
6 2.05 0.00 0 -2.05 0.00
7 2.22 0.00 0 -2.22 0.00
8 2.31 0.00 0 -2.31 0.00
9 2.33 0.00 0 -2.33 0.00
10 2.34 0.00 0 -2.34 0.00
11 2.35 0.00 0 -2.35 0.00
12 2.32 0.00 0 -2.32 0.00
13 2.34 0.00 0 -2.34 0.00
14 2.33 0.00 0 -2.33 0.00
15 2.32 0.00 0 -2.32 0.00
16 2.33 0.00 0 -2.33 0.00
17 2.34 0.00 0 -2.34 0.00
18 2.4 0.00 0 -2.40 0.00
19 2.46 0.00 0 -2.46 0.00
20 2.41 0.00 0 -2.41 0.00
21 2.36 0.00 0 -2.36 0.00
22 2.29 0.00 0 -2.29 0.00
23 2.19 0.00 0 -2.19 0.00
24 2.08 0.00 0 -2.08 0.00
53.58 0 0 -53.58 0.00
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/7/2001 SP15

Fixed Peak $ 334.00 Fixed Off Peak $ 224.36 Fixed Peak
Index Peak Index Off Peak Index Peak
HE Fixed Other DJ Index Load var HE
1 5.28 0 0.00 -5.28 0.00 1
2 4.49 0 0.00 -4.49 0.00 2
3 4.03 0 0.00 -4.03 0.00 3
4 3.97 0 0.00 -3.97 0.00 4
5 4.33 0 0.00 -4.33 0.00 5
6 6.25 0 0.00 -6.25 0.00 6
7 9.91 0 0.00 -9.91 0.00 7
8 12.41 0 0.00 -12.41 0.00 8
9 12.88 0 0.00 -12.88 0.00 9
10 13.36 0 0.00 -13.36 0.00 10
11 13.37 0 0.00 -13.37 0.00 11
12 12.95 0 0.00 -12.95 0.00 12
13 13.46 0 0.00 -13.46 0.00 13
14 13.48 0 0.00 -13.48 0.00 14
15 13.24 0 0.00 -13.24 0.00 15
16 13.28 0 0.00 -13.28 0.00 16
17 13.32 0 0.00 -13.32 0.00 17
18 14.65 0 0.00 -14.65 0.00 18
19 16.49 0 0.00 -16.49 0.00 19
20 15.33 0 0.00 -15.33 0.00 20
21 13.88 0 0.00 -13.88 0.00 21
22 12.29 0 0.00 -12.29 0.00 22
23 9.79 0 0.00 -9.79 0.00 23
24 7.05 0 0.00 -7.05 0.00 24
259.49 0 0 -259.49 0
 3/7/2001 ZP26 3/7/2001
$ 319.21 Fixed Off Peak $ 208.00 Fixed Peak $ 319.21
Index Off Peak Index Peak
Fixed Other DJ Index Load var HE Fixed
25.65 0.00 0 1.35 27.00 1 1.99
26.27 0.00 0 4.73 31.00 2 1.96
26.89 0.00 0 6.11 33.00 3 1.94
26.74 0.00 0 6.26 33.00 4 1.94
25.99 0.00 0 3.01 29.00 5 1.96
24.14 0.00 0 8.86 33.00 6 2.03
33.3 0.00 20 -0.3 53.00 7 2.19
31.17 0.00 20 -11.17 40.00 8 2.29
30.23 0.00 20 -20.23 30.00 9 2.31
30.2 0.00 20 -26.2 24.00 10 2.33
29.66 0.00 20 -29.66 20.00 11 2.34
30.61 0.00 20 -31.61 19.00 12 2.32
29.5 0.00 20 -32.5 17.00 13 2.33
29.44 0.00 20 -32.44 17.00 14 2.33
30.38 0.00 20 -31.38 19.00 15 2.33
30.25 0.00 20 -28.25 22.00 16 2.33
29.85 0.00 20 -22.85 27.00 17 2.33
28.92 0.00 20 -22.92 26.00 18 2.38
27.05 0.00 20 -23.05 24.00 19 2.46
27.37 0.00 20 -20.37 27.00 20 2.42
29.35 0.00 20 -16.35 33.00 21 2.35
30.58 0.00 20 -8.58 42.00 22 2.29
20.35 0.00 0 -0.35 20.00 23 2.19
23.29 0.00 0 9.71 33.00 24 2.07
677.18 320 -318.18 679 53.41
 Fixed Off Peak $ 208.00
Index Off Peak
Other DJ Index Load var
0.00 0 -1.99 0.00
0.00 0 -1.96 0.00
0.00 0 -1.94 0.00
0.00 0 -1.94 0.00
0.00 0 -1.96 0.00
0.00 0 -2.03 0.00
0.00 0 -2.19 0.00
0.00 0 -2.29 0.00
0.00 0 -2.31 0.00
0.00 0 -2.33 0.00
0.00 0 -2.34 0.00
0.00 0 -2.32 0.00
0.00 0 -2.33 0.00
0.00 0 -2.33 0.00
0.00 0 -2.33 0.00
0.00 0 -2.33 0.00
0.00 0 -2.33 0.00
0.00 0 -2.38 0.00
0.00 0 -2.46 0.00
0.00 0 -2.42 0.00
0.00 0 -2.35 0.00
0.00 0 -2.29 0.00
0.00 0 -2.19 0.00
0.00 0 -2.07 0.00
0 0 -53.41 Err:522
POSITIVE VARIANCE = LONG POSITION
NEGATIVE VARIANCE = SHORT POSITION

NP15 3/6/2001
Fixed Peak Long $ 341.00 Fixed Off Peak Long $ 221.50
Fixed Peak Short $ 351.00 Fixed Off Peak Short $ 231.50
HE Fixed Other DJ Index Load var
1 5.06 0 0.00 -5.06 0.00
2 4.28 0 0.00 -4.28 0.00
3 3.86 0 0.00 -3.86 0.00
4 3.85 0 0.00 -3.85 0.00
5 4 0 0.00 -4.00 0.00
6 6.18 0 0.00 -6.18 0.00
7 9.95 0 0.00 -9.95 0.00
8 12.32 0 0.00 -12.32 0.00
9 12.68 0 0.00 -12.68 0.00
10 11.83 0 0.00 -11.83 0.00
11 11.65 0 0.00 -11.65 0.00
12 12.99 0 0.00 -12.99 0.00
13 12.97 0 0.00 -12.97 0.00
14 12.85 0 0.00 -12.85 0.00
15 12.46 0 0.00 -12.46 0.00
16 12.56 0 0.00 -12.56 0.00
17 12.79 0 0.00 -12.79 0.00
18 14.25 0 0.00 -14.25 0.00
19 16.4 0 0.00 -16.40 0.00
20 15.01 0 0.00 -15.01 0.00
21 13.51 0 0.00 -13.51 0.00
22 11.93 0 0.00 -11.93 0.00
23 9.49 0 0.00 -9.49 0.00
24 6.98 0 0.00 -6.98 0.00
249.85 0 0 -249.85 0
SP15 3/6/2001
Fixed Peak Long $ 334.60 Fixed Off Peak Long $ 231.50
Fixed Peak Short $ 344.60 Fixed Off Peak Short $ 236.50
HE Fixed Other DJ Index Load var
1 -22.45 0.00 18 -12.55 -17.00
2 -21.86 0.00 18 -9.14 -13.00
3 -21.33 0.00 18 -7.67 -11.00
4 -21.1 0.00 18 -7.9 -11.00
5 -21.51 0.00 18 -11.49 -15.00
6 -24.07 0.00 18 -6.93 -13.00
7 45.44 0.00 18 -18.44 45.00
8 42.89 0.00 18 -29.89 31.00
9 42.89 0.00 18 -39.89 21.00
10 43.88 0.00 18 -45.88 16.00
11 43.86 0.00 18 -49.86 12.00
12 42.19 0.00 18 -51.19 9.00
13 54.41 0.00 18 -52.41 20.00
14 68.88 0.00 18 -52.88 34.00
15 70.08 0.00 18 -52.08 36.00
16 69.44 0.00 18 -49.44 38.00
17 69.57 0.00 18 -44.57 43.00
18 67.75 0.00 18 -44.75 41.00
19 65.47 0.00 18 -43.47 40.00
20 66.83 0.00 18 -38.83 46.00
21 68.8 0.00 18 -33.8 53.00
22 69.91 0.00 18 -24.91 63.00
23 0.21 0.00 18 -17.21 1.00
24 2.8 0.00 18 -4.8 16.00
802.98 432 -749.98 485
ZP26 3/6/2001
Fixed Peak Long $ 334.60 Fixed Off Peak Long $ 231.50
Fixed Peak Short $ 344.60 Fixed Off Peak Short $ 236.50
HE Fixed Other DJ Index Load var
1 1.98 0.00 0 -1.98 0.00
2 1.95 0.00 0 -1.95 0.00
3 1.93 0.00 0 -1.93 0.00
4 1.93 0.00 0 -1.93 0.00
5 1.94 0.00 0 -1.94 0.00
6 2.03 0.00 0 -2.03 0.00
7 2.18 0.00 0 -2.18 0.00
8 2.29 0.00 0 -2.29 0.00
9 2.3 0.00 0 -2.30 0.00
10 2.27 0.00 0 -2.27 0.00
11 2.26 0.00 0 -2.26 0.00
12 2.31 0.00 0 -2.31 0.00
13 2.31 0.00 0 -2.31 0.00
14 2.3 0.00 0 -2.30 0.00
15 2.29 0.00 0 -2.29 0.00
16 2.3 0.00 0 -2.30 0.00
17 2.3 0.00 0 -2.30 0.00
18 2.37 0.00 0 -2.37 0.00
19 2.45 0.00 0 -2.45 0.00
20 2.4 0.00 0 -2.40 0.00
21 2.34 0.00 0 -2.34 0.00
22 2.27 0.00 0 -2.27 0.00
23 2.17 0.00 0 -2.17 0.00
24 2.06 0.00 0 -2.06 0.00
52.93 0 0 -52.93 Err:522
NP15 3/5/2001 SP15
Fixed Peak $ 311.59 Fixed Off Peak $ 211.50 Fixed Peak
Index Peak Index Off Peak Index Peak
HE Fixed Other DJ Index Load var HE
1 -4.94 0 0.00 -4.94 0 1
2 -4.17 0 0.00 -4.17 0 2
3 -3.79 0 0.00 -3.79 0 3
4 -3.66 0 0.00 -3.66 0 4
5 -3.9 0 0.00 -3.90 0 5
6 -5.84 0 0.00 -5.84 0 6
7 -9.19 0 0.00 -9.19 0 7
8 -11.72 0 0.00 -11.72 0 8
9 -12.82 0 0.00 -12.82 0 9
10 -12.68 0 0.00 -12.68 0 10
11 -13.09 0 0.00 -13.09 0 11
12 -14.33 0 0.00 -14.33 0 12
13 -14.14 0 0.00 -14.14 0 13
14 -13.88 0 0.00 -13.88 0 14
15 -13.46 0 0.00 -13.46 0 15
16 -13.31 0 0.00 -13.31 0 16
17 -13.67 0 0.00 -13.67 0 17
18 -15.27 0 0.00 -15.27 0 18
19 -17.42 0 0.00 -17.42 0 19
20 -15.66 0 0.00 -15.66 0 20
21 -13.72 0 0.00 -13.72 0 21
22 -11.96 0 0.00 -11.96 0 22
23 -9.55 0 0.00 -9.55 0 23
24 -7.04 0 0.00 -7.04 0 24
-259.21 0 0 -259.21 0
 3/5/2001 ZP26 3/5/2001
$ 298.77 Fixed Off Peak $ 209.29 Fixed Peak $ 298.77
Index Off Peak Index Peak
Fixed Other DJ Index Load var HE Fixed
-21.77 0.00 -32 -11.77 -42 1 -1.97
-22.01 0.00 -32 -9.01 -45 2 -1.95
-22.62 0.00 -32 -8.62 -46 3 -1.93
-23.09 0.00 -32 -10.09 -45 4 -1.92
-22.67 0.00 -32 -15.67 -39 5 -1.94
-20.94 0.00 -32 -13.94 -39 6 -2.01
-42.55 0.00 -32 -26.55 -48 7 -2.15
-39.52 0.00 -32 -38.52 -33 8 -2.26
-38.5 0.00 -32 -48.5 -22 9 -2.3
-38.37 0.00 -32 -54.37 -16 10 -2.3
-37.96 0.00 -32 -57.96 -12 11 -2.32
-36.56 0.00 -32 -59.56 -9 12 -2.36
-36.72 0.00 -32 -60.72 -8 13 -2.36
-37.31 0.00 -32 -61.31 -8 14 -2.35
-38.02 0.00 -32 -60.02 -10 15 -2.33
-37.79 0.00 -32 -56.79 -13 16 -2.33
-37.25 0.00 -32 -53.25 -16 17 -2.34
-35.8 0.00 -32 -54.8 -13 18 -2.41
-33.84 0.00 -32 -52.84 -13 19 -2.5
-35.73 0.00 -32 -48.73 -19 20 -2.43
-37.63 0.00 -32 -43.63 -26 21 -2.35
-39.13 0.00 -32 -35.13 -36 22 -2.27
-16.95 0.00 -32 -25.95 -23 23 -2.17
-19.77 0.00 -32 -8.77 -43 24 -2.07
-772.5 -768 -916.5 -624 -53.32
 Fixed Off Peak $ 209.29
Index Off Peak
Other DJ Index Load var
0.00 0 -1.97 0.00
0.00 0 -1.95 0.00
0.00 0 -1.93 0.00
0.00 0 -1.92 0.00
0.00 0 -1.94 0.00
0.00 0 -2.01 0.00
0.00 0 -2.15 0.00
0.00 0 -2.26 0.00
0.00 0 -2.30 0.00
0.00 0 -2.30 0.00
0.00 0 -2.32 0.00
0.00 0 -2.36 0.00
0.00 0 -2.36 0.00
0.00 0 -2.35 0.00
0.00 0 -2.33 0.00
0.00 0 -2.33 0.00
0.00 0 -2.34 0.00
0.00 0 -2.41 0.00
0.00 0 -2.50 0.00
0.00 0 -2.43 0.00
0.00 0 -2.35 0.00
0.00 0 -2.27 0.00
0.00 0 -2.17 0.00
0.00 0 -2.07 0.00
0 0 -53.32 Err:522
NP15 3/4/2001 SP15
Fixed Peak $ 211.50 Fixed Off Peak $ 211.50 Fixed Peak
Index Peak Index Off Peak Index Peak
HE Fixed Other DJ Index Load var HE
1 -4.86 0 0.00 -4.86 0 1
2 -3.91 0 0.00 -3.91 0 2
3 -3.38 0 0.00 -3.38 0 3
4 -3.19 0 0.00 -3.19 0 4
5 -3.22 0 0.00 -3.22 0 5
6 -3.7 0 0.00 -3.70 0 6
7 -5.05 0 0.00 -5.05 0 7
8 -7.15 0 0.00 -7.15 0 8
9 -9.13 0 0.00 -9.13 0 9
10 -9.98 0 0.00 -9.98 0 10
11 -10.31 0 0.00 -10.31 0 11
12 -10.17 0 0.00 -10.17 0 12
13 -10.15 0 0.00 -10.15 0 13
14 -9.8 0 0.00 -9.80 0 14
15 -9.19 0 0.00 -9.19 0 15
16 -9.22 0 0.00 -9.22 0 16
17 -9.71 0 0.00 -9.71 0 17
18 -11.38 0 0.00 -11.38 0 18
19 -13.82 0 0.00 -13.82 0 19
20 -13.34 0 0.00 -13.34 0 20
21 -12.26 0 0.00 -12.26 0 21
22 -10.61 0 0.00 -10.61 0 22
23 -8.45 0 0.00 -8.45 0 23
24 -6.14 0 0.00 -6.14 0 24
-198.12 0 0 -198.12 0
 3/4/2001 ZP26 3/4/2001
$ 209.29 Fixed Off Peak $ 209.29 Fixed Peak $ 209.29
Index Off Peak Index Peak
Fixed Other DJ Index Load var HE Fixed
-21.17 0.00 -23 -4.17 -40 1 -1.98
-33.78 0.00 -23 0.22 -57 2 -1.93
-43.09 0.00 -23 1.91 -68 3 -1.92
-45.27 0.00 -23 2.73 -71 4 -1.9
-44.28 0.00 -23 1.72 -69 5 -1.9
-38.5 0.00 -23 -2.5 -59 6 -1.93
-55.08 0.00 -23 -7.08 -71 7 -1.98
-50.48 0.00 -23 -11.48 -62 8 -2.08
-34.79 0.00 -23 -16.79 -41 9 -2.16
-27.66 0.00 -23 -22.66 -28 10 -2.2
-15.95 0.00 -23 -27.95 -11 11 -2.21
-16.25 0.00 -23 -30.25 -9 12 -2.2
-15.81 0.00 -23 -31.81 -7 13 -2.2
-16.5 0.00 -23 -32.5 -7 14 -2.19
-17.41 0.00 -23 -32.41 -8 15 -2.16
-17.23 0.00 -23 -32.23 -8 16 -2.16
-16.42 0.00 -23 -31.42 -8 17 -2.18
-14.48 0.00 -23 -35.48 -2 18 -2.25
-12.44 0.00 -23 -36.44 1 19 -2.36
-12.41 0.00 -23 -33.41 -2 20 -2.33
-14.12 0.00 -23 -29.12 -8 21 -2.29
-15.89 0.00 -23 -23.89 -15 22 -2.22
-18.13 0.00 -23 -17.13 -24 23 -2.13
-20.49 0.00 -23 -9.49 -34 24 -2.02
-617.63 -552 -461.63 -708 -50.88
 Fixed Off Peak $ 209.29
Index Off Peak
Other DJ Index Load var
0.00 0 -1.98 0.00
0.00 0 -1.93 0.00
0.00 0 -1.92 0.00
0.00 0 -1.90 0.00
0.00 0 -1.90 0.00
0.00 0 -1.93 0.00
0.00 0 -1.98 0.00
0.00 0 -2.08 0.00
0.00 0 -2.16 0.00
0.00 0 -2.20 0.00
0.00 0 -2.21 0.00
0.00 0 -2.20 0.00
0.00 0 -2.20 0.00
0.00 0 -2.19 0.00
0.00 0 -2.16 0.00
0.00 0 -2.16 0.00
0.00 0 -2.18 0.00
0.00 0 -2.25 0.00
0.00 0 -2.36 0.00
0.00 0 -2.33 0.00
0.00 0 -2.29 0.00
0.00 0 -2.22 0.00
0.00 0 -2.13 0.00
0.00 0 -2.02 0.00
0 0 -50.88 Err:522
NP15 3/1/2001 SP15
Fixed Peak $ 292.89 Fixed Off Peak $ 193.00 Fixed Peak
Index Peak Index Off Peak Index Peak
HE Fixed Other DJ Index Load var HE
1 -1.55 0 0.00 -5.55 4 1
2 -4.67 0 0.00 -4.67 0 2
3 -4.23 0 0.00 -4.23 0 3
4 -4.16 0 0.00 -4.16 0 4
5 -4.5 0 0.00 -4.50 0 5
6 -4.02 0 0.00 -7.02 3 6
7 -11.08 0 0.00 -11.08 0 7
8 -13.4 0 0.00 -13.40 0 8
9 -13.54 0 0.00 -13.54 0 9
10 -12.26 0 0.00 -12.26 0 10
11 -12.25 0 0.00 -12.25 0 11
12 -13.37 0 0.00 -13.37 0 12
13 -13.19 0 0.00 -13.19 0 13
14 -12.68 0 0.00 -12.68 0 14
15 -12.18 0 0.00 -12.18 0 15
16 -12.36 0 0.00 -12.36 0 16
17 -12.77 0 0.00 -12.77 0 17
18 -14.75 0 0.00 -14.75 0 18
19 -16.69 0 0.00 -16.69 0 19
20 -15.11 0 0.00 -15.11 0 20
21 -13.76 0 0.00 -13.76 0 21
22 -12.34 0 0.00 -12.34 0 22
23 -6.98 0 0.00 -9.98 3 23
24 -6.44 0 0.00 -7.44 1 24
-248.28 0 0 -259.28 11
 3/1/2001 ZP26 ###
$ 271.41 Fixed Off Peak $ 169.33 Fixed Peak $ 271.41
Index Off Peak Index Peak
Fixed Other DJ Index Load var HE Fixed
-38.11 0.00 -18 -56.11 0 1 -2.01
-34.66 0.00 -18 -51.66 -1 2 -1.97
-35.25 0.00 -18 -49.25 -4 3 -1.94
-34.99 0.00 -18 -48.99 -4 4 -1.94
-35.12 0.00 -18 -53.12 0 5 -1.96
-35.04 0.00 -18 -53.04 0 6 -2.07
-93.93 0.00 -18 -84.93 -27 7 -2.24
-91.99 0.00 -18 -98.99 -11 8 -2.33
-91.48 0.00 -18 -110.48 1 9 -2.34
-93.24 0.00 -18 -117.24 6 10 -2.29
-93.27 0.00 -18 -122.27 11 11 -2.29
-91.35 0.00 -18 -122.35 13 12 -2.33
-92.46 0.00 -18 -122.46 12 13 -2.33
-92.38 0.00 -18 -122.38 12 14 -2.3
-93.39 0.00 -18 -120.39 9 15 -2.28
-92.41 0.00 -18 -116.41 6 16 -2.29
-92.81 0.00 -18 -111.81 1 17 -2.3
-90.5 0.00 -18 -114.5 6 18 -2.39
-88.42 0.00 -18 -112.42 6 19 -2.47
-90.33 0.00 -18 -107.33 -1 20 -2.4
-91.49 0.00 -18 -102.49 -7 21 -2.35
-92.71 0.00 -18 -92.71 -18 22 -2.29
-7.76 0.00 -18 -65.76 40 23 -2.19
-33.35 0.00 -18 -51.35 0 24 -2.09
-1726.44 -432 -2208.44 50 -53.39
 Fixed Off Peak $ 169.33
Index Off Peak
Other DJ Index Load var
0.00 0 -2.01 0.00
0.00 0 -1.97 0.00
0.00 0 -1.94 0.00
0.00 0 -1.94 0.00
0.00 0 -1.96 0.00
0.00 0 -2.07 0.00
0.00 0 -2.24 0.00
0.00 0 -2.33 0.00
0.00 0 -2.34 0.00
0.00 0 -2.29 0.00
0.00 0 -2.29 0.00
0.00 0 -2.33 0.00
0.00 0 -2.33 0.00
0.00 0 -2.30 0.00
0.00 0 -2.28 0.00
0.00 0 -2.29 0.00
0.00 0 -2.30 0.00
0.00 0 -2.39 0.00
0.00 0 -2.47 0.00
0.00 0 -2.40 0.00
0.00 0 -2.35 0.00
0.00 0 -2.29 0.00
0.00 0 -2.19 0.00
0.00 0 -2.09 0.00
0 0 -53.39 Err:522
NP15 3/2/2001 SP15
Fixed Peak $ 267.78 Fixed Off Peak $ 181.22 Fixed Peak
Index Peak Index Off Peak Index Peak
HE Fixed Other DJ Index Load var HE
1 -5.52 0 0.00 -5.52 0 1
2 -4.55 0 0.00 -4.55 0 2
3 -4.2 0 0.00 -4.20 0 3
4 -4.14 0 0.00 -4.14 0 4
5 -4.39 0 0.00 -4.39 0 5
6 -6.72 0 0.00 -6.72 0 6
7 -10.6 0 0.00 -10.60 0 7
8 -12.98 0 0.00 -12.98 0 8
9 -13.27 0 0.00 -13.27 0 9
10 -12.17 0 0.00 -12.17 0 10
11 -12.17 0 0.00 -12.17 0 11
12 -13.21 0 0.00 -13.21 0 12
13 -13.08 0 0.00 -13.08 0 13
14 -12.72 0 0.00 -12.72 0 14
15 -12.33 0 0.00 -12.33 0 15
16 -12.23 0 0.00 -12.23 0 16
17 -12.35 0 0.00 -12.35 0 17
18 -13.8 0 0.00 -13.80 0 18
19 -15.87 0 0.00 -15.87 0 19
20 -14.01 0 0.00 -14.01 0 20
21 -12.48 0 0.00 -12.48 0 21
22 -11.23 0 0.00 -11.23 0 22
23 -9.48 0 0.00 -9.48 0 23
24 -7.51 0 0.00 -7.51 0 24
-251.01 0 0 -251.01 0
 3/2/2001 ZP26 ###
$ 251.64 Fixed Off Peak $ 172.14 Fixed Peak $ 251.64
Index Off Peak Index Peak
Fixed Other DJ Index Load var HE Fixed
-35.08 0.00 -18 -38.08 -15 1 -2.01
-45.91 0.00 -18 -32.91 -31 2 -1.96
-55.17 0.00 -18 -31.17 -42 3 -1.94
-54.47 0.00 -18 -30.47 -42 4 -1.94
-45.32 0.00 -18 -35.32 -28 5 -1.95
-23.96 0.00 -18 -31.96 -10 6 -2.05
-66.93 0.00 -33 -60.93 -39 7 -2.21
-67.72 0.00 -33 -72.72 -28 8 -2.32
-67.37 0.00 -33 -83.37 -17 9 -2.32
-58.28 0.00 -33 -89.28 -2 10 -2.28
-60.74 0.00 -33 -93.74 0 11 -2.28
-61.77 0.00 -33 -94.77 0 12 -2.32
-66.5 0.00 -33 -94.5 -5 13 -2.32
-67.38 0.00 -33 -94.38 -6 14 -2.3
-79.23 0.00 -33 -92.23 -20 15 -2.28
-62.79 0.00 -33 -88.79 -7 16 -2.28
-66.57 0.00 -33 -81.57 -18 17 -2.29
-61.84 0.00 -33 -80.84 -14 18 -2.35
-46.03 0.00 -33 -79.03 0 19 -2.43
-48.3 0.00 -33 -74.3 -7 20 -2.37
-59.56 0.00 -33 -70.56 -22 21 -2.3
-75.74 0.00 -33 -63.74 -45 22 -2.24
-25.96 0.00 -18 -40.96 -3 23 -2.16
-28.03 0.00 -18 -32.03 -14 24 -2.08
-1330.65 -672 -1587.65 -415 -52.98
 Fixed Off Peak $ 172.14
Index Off Peak
Other DJ Index Load var
0.00 0 -2.01 0.00
0.00 0 -1.96 0.00
0.00 0 -1.94 0.00
0.00 0 -1.94 0.00
0.00 0 -1.95 0.00
0.00 0 -2.05 0.00
0.00 0 -2.21 0.00
0.00 0 -2.32 0.00
0.00 0 -2.32 0.00
0.00 0 -2.28 0.00
0.00 0 -2.28 0.00
0.00 0 -2.32 0.00
0.00 0 -2.32 0.00
0.00 0 -2.30 0.00
0.00 0 -2.28 0.00
0.00 0 -2.28 0.00
0.00 0 -2.29 0.00
0.00 0 -2.35 0.00
0.00 0 -2.43 0.00
0.00 0 -2.37 0.00
0.00 0 -2.30 0.00
0.00 0 -2.24 0.00
0.00 0 -2.16 0.00
0.00 0 -2.08 0.00
0 0 -52.98 Err:522
NP15 3/3/2001 SP15
Fixed Peak $ 267.78 Fixed Off Peak $ 181.22 Fixed Peak
Index Peak Index Off Peak Index Peak
HE Fixed Other DJ Index Load var HE
1 -4.89 0 0.00 -4.89 0 1
2 -4.01 0 0.00 -4.01 0 2
3 -3.39 0 0.00 -3.39 0 3
4 -3.22 0 0.00 -3.22 0 4
5 -3.4 0 0.00 -3.40 0 5
6 -4.05 0 0.00 -4.05 0 6
7 -5.55 0 0.00 -5.55 0 7
8 -7.55 0 0.00 -7.55 0 8
9 -9.5 0 0.00 -9.50 0 9
10 -10.1 0 0.00 -10.10 0 10
11 -10.36 0 0.00 -10.36 0 11
12 -10.07 0 0.00 -10.07 0 12
13 -9.9 0 0.00 -9.90 0 13
14 -9.28 0 0.00 -9.28 0 14
15 -8.68 0 0.00 -8.68 0 15
16 -8.67 0 0.00 -8.67 0 16
17 -8.96 0 0.00 -8.96 0 17
18 -10.68 0 0.00 -10.68 0 18
19 -12.87 0 0.00 -12.87 0 19
20 -12.19 0 0.00 -12.19 0 20
21 -11.19 0 0.00 -11.19 0 21
22 -9.99 0 0.00 -9.99 0 22
23 -8.29 0 0.00 -8.29 0 23
24 -6.51 0 0.00 -6.51 0 24
-193.3 0 0 -193.3 0
 3/3/2001 ZP26 3/3/2001
$ 251.64 Fixed Off Peak $ 172.14 Fixed Peak $ 251.64
Index Off Peak Index Peak
Fixed Other DJ Index Load var HE Fixed
-30.51 0.00 -18 -17.51 -31 1 -1.97
-31.6 0.00 -18 -13.6 -36 2 -1.94
-31.8 0.00 -18 -11.8 -38 3 -1.92
-31.92 0.00 -18 -9.92 -40 4 -1.91
-31.85 0.00 -18 -10.85 -39 5 -1.92
-31.95 0.00 -18 -16.95 -33 6 -1.95
-28.23 0.00 -33 -21.23 -40 7 -2
-25.97 0.00 -33 -26.97 -32 8 -2.09
-24.05 0.00 -33 -35.05 -22 9 -2.17
-23.34 0.00 -33 -41.34 -15 10 -2.2
-23.01 0.00 -33 -47.01 -9 11 -2.21
-23.38 0.00 -33 -48.38 -8 12 -2.2
-23.21 0.00 -33 -48.21 -8 13 -2.18
-24.25 0.00 -33 -48.25 -9 14 -2.16
-24.38 0.00 -33 -47.38 -10 15 -2.13
-24.62 0.00 -33 -46.62 -11 16 -2.13
-24.26 0.00 -33 -44.26 -13 17 -2.15
-22.45 0.00 -33 -46.45 -9 18 -2.22
-19.98 0.00 -33 -46.98 -6 19 -2.31
-20.66 0.00 -33 -43.66 -10 20 -2.29
-21.69 0.00 -33 -39.69 -15 21 -2.25
-23.61 0.00 -33 -34.61 -22 22 -2.19
-27.4 0.00 -18 -29.4 -16 23 -2.11
-29.1 0.00 -18 -23.1 -24 24 -2.05
-623.22 -672 -799.22 -496 -50.65
 Fixed Off Peak $ 172.14
Index Off Peak
Other DJ Index Load var
0.00 0 -1.97 0.00
0.00 0 -1.94 0.00
0.00 0 -1.92 0.00
0.00 0 -1.91 0.00
0.00 0 -1.92 0.00
0.00 0 -1.95 0.00
0.00 0 -2.00 0.00
0.00 0 -2.09 0.00
0.00 0 -2.17 0.00
0.00 0 -2.20 0.00
0.00 0 -2.21 0.00
0.00 0 -2.20 0.00
0.00 0 -2.18 0.00
0.00 0 -2.16 0.00
0.00 0 -2.13 0.00
0.00 0 -2.13 0.00
0.00 0 -2.15 0.00
0.00 0 -2.22 0.00
0.00 0 -2.31 0.00
0.00 0 -2.29 0.00
0.00 0 -2.25 0.00
0.00 0 -2.19 0.00
0.00 0 -2.11 0.00
0.00 0 -2.05 0.00
0 0 -50.65 Err:522