Write an email with the subject line "adjustment of swap deals on GDaily top page".
Errol, I looked at your post ids 1405076 (Nov 16) and 1403081 (Nov 15). For a Gas daily swap deal, its gamma, vega, theta, rho, drift, 2nd order should be zero. The change between today and prior day comes from forward value of new deals, changed value of old deals, curve shift of old deals, and liquidation of old deals. We can put it in a simplified formula, Today Value - Prior Day Value = New deals + Changed Deals + Curve Shift - Liquidation of old deals If you look at the gas top page, its liquidation actually includes both existing deals and new deals. The liquidation value for existing deals are 444,192 and liquidation value of new deals is -33,500. The Liquidation of new deals does not contribute to the daily change, so we got -33,502 off here.