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I've added two new swaps to reflect the change from the California PX to the Dow Jones index after 1/31/01. The following deal numbers cover the whole term of the deal. 404980 - 9/1/00 through 1/31/01 @ PX NP15 Index 512726 - 2/1/01 through 8/31/03 @ DJ NP15 Peak Index 512743 - 2/1/01 through 8/31/01 @ DJ NP15 Off-Peak Index Both new deals have comments that link them back to the original deal. Let me know if you have any questions. Thanks,
New Swaps @ Dow Jones Index