This is the content of an email: Bob, I have attached an Excel file that values Pete Keavey's Gas Daily swaps and options. In looking at the spreadsheet that you sent, I found these to be the most incorrectly valued. In order to get the valuations, I had book administators run calculations in the ERMS system. These values should correlate with how credit valued these deals. The file consists of a summary worksheet for each month and a detail worksheet for each month. Please feel free to call, or have Homer call, with any questions that you have. Thank you,
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NatSource Deal Valuation