Spreadsheet: sally_beck__33870__Appendices November
Sheet: Appendix 6

Summary by Day
 |  | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 16
 |  | Delta (Fwd) | Delta (I month) | Gamma | Vega | Theta | Rho | Origination | Cross terms | Rebooking | PPI inflation | Prudency | Brokerage | Profit/(Loss)
Totals |  | GBP | GBP | GBP | GBP | GBP | GBP | GBP | GBP | GBP | GBP | GBP | GBP | GBP
2000-11-01 00:00:00 | 1 | 963820.531867086 | 482961.4907702274 | 0 | -7.270701159685268 | 877.2189159678331 | -1.114131009671837e-11 | -81441.6660473753 | -1877.25957964532 | 0 | 0 | 0 | -4690.498498630826 | 1359642.54672647
2000-11-02 00:00:00 | 2 | -217639.7328155338 | 626465.8628679966 | 0 | -7.345097101942466 | 1528.236347228422 | 8.86757334228605e-12 | -132821.5707477792 | -4591.767787284281 | 0 | 0 | 0 | -8173.012443835652 | 264760.67032369
2000-11-03 00:00:00 | 3 | 89139.48169492566 | 211278.1563237286 | 0 | -9.504157672525617 | 1632.722869484862 | 2.373212737438735e-11 | -54570.13884256704 | -4590.237887337994 | 0 | 0 | 0 | -8239.938197260555 | 234640.5418033011
2000-11-06 00:00:00 | 4 | -581565.3449271596 | 236076.5488720823 | 0 | -9.23231543502916 | 92.66589823882776 | -2.717115421546623e-11 | -21835.57065018538 | -1303.849649662766 | 0 | 0 | 0 | -6070.159999999218 | -374614.9427721208
2000-11-07 00:00:00 | 5 | -202972.7480968234 | 80374.14836752348 | 0 | -8.929167810760783 | -62.24680254489348 | 3.979039320256561e-12 | -12179.68782386347 | -3884.269878173177 | 0 | 0 | 0 | -5561.997523287857 | -144295.7309249801
2000-11-08 00:00:00 | 6 | -303850.1476021587 | 76736.72525672906 | 0 | -8.076286379164026 | -574.9226039729583 | -2.046363078989089e-12 | 97580.85868227696 | -13917.67723806316 | 0 | 0 | 0 | -6699.342071891107 | -150732.5818634591
2000-11-09 00:00:00 | 7 | 623313.567617639 | 51111.69315380626 | 0 | -7.985123669183617 | -1127.813975933277 | 6.917133532624575e-12 | 285030.3091025667 | -2217.68735067887 | 136165 | 0 | 0 | -11791.84086096728 | 1080475.242562763
2000-11-10 00:00:00 | 8 | -451308.5173120432 | 363182.1113627112 | 0 | -7.359454982770915 | -1234.50550463388 | -7.958078640513122e-13 | -20325.7230471624 | -481.0250954394251 | 47660 | 0 | 0 | -5330.683101898743 | -67845.70215344928
2000-11-13 00:00:00 | 9 | 685203.0276884312 | 355946.8339428158 | 0 | -6.747603483462974 | -1081.897151268661 | 6.707523425575346e-12 | 136105.4214125034 | 11782.02642771526 | 86124 | 0 | 0 | -7125.005973201234 | 1266947.658743512
2000-11-14 00:00:00 | 10 | -763770.510482263 | -201855.630173757 | 0 | -6.474132241803509 | 1219.48482437207 | -1.293187779083382e-12 | 190651.5948363328 | -11023.83251510181 | -80581 | 0 | 0 | -14778.36349499187 | -880144.7311376506
2000-11-15 00:00:00 | 11 | -21357.37090639718 | -59850.20821590054 | 0 | -6.441338834518683 | 568.7297784387315 | 9.890754881780595e-12 | 260338.9212367975 | -438.2992886300029 | -81569 | 0 | 0 | -6911.590401160549 | 90774.74086431345
2000-11-16 00:00:00 | 12 | -106719.3120451772 | -154329.7491325059 | 0 | -2.923230631482875 | 308.0915651005564 | 1.591615728102624e-11 | 51304.51824427344 | 5791.269684003048 | 0 | 0 | 0 | -4365.495915009196 | -208013.6008299468
2000-11-17 00:00:00 | 13 | 812819.2380471032 | 436325.263835585 | 0 | -6.855794432964467 | 7948.650187538098 | -1.296029950026423e-11 | 76944.66878742122 | 7674.289394613632 | -53108 | 0 | 0 | -8596.380475661319 | 1280000.873982167
2000-11-20 00:00:00 | 14 | 1649991.169356393 | 604584.8318502898 | 0 | -0.9 | -2194.408718600584 | 1.591615728102624e-12 | 44898.02483592718 | -33609.79331328911 | -85910 | 0 | 0 | -13631.61973262113 | 2164127.304278099
2000-11-21 00:00:00 | 15 | 762357.4253124387 | -243387.4978415613 | 0 | -0.9 | 58.14992807170626 | 6.02540239924565e-12 | 34684.54144004663 | -259.0868144628859 | 171758 | 0 | 0 | 133779.0499999993 | 858989.6820245322
2000-11-22 00:00:00 | 16 | -554277.4584675955 | 63417.96705039692 | 0 | -0.9 | -348.3800808083191 | 4.320099833421409e-11 | 474461.9425170411 | 21204.32451091195 | -345820 | 0 | 0 | 1 | -341361.5044700538
2000-11-23 00:00:00 | 17 | -14409.05561890155 | -117170.7076257543 | 0 | -0.9 | -1061.258948523786 | 0 | 237513.4231010575 | -3236.907855464965 | -54500 | 0 | 0 | -1709645 | -1662510.406947587
2000-11-24 00:00:00 | 18 | 680833.1966161691 | -103236.0496168831 | 0 | -0.9 | -3961.320425434659 | -4.212097337585874e-11 | -15079.23353004094 | 1946.89636543972 | -78327 | 0 | 0 | -10417.15189336799 | 471758.4375158822
2000-11-27 00:00:00 | 19 | 1419159.14816235 | 2718643.63188766 | 0 | -0.9 | -2533.619652868098 | -1.352873368887231e-11 | 30362.920693686 | 2937.472426589759 | -11895 | 0 | 0 | -433.7599999997765 | 4156239.893517418
2000-11-28 00:00:00 | 20 | 492662.0172993001 | 277705.139499115 | -3102.121641976508 | -0.9 | 1107.482454063477 | -9.663381206337363e-13 | -22833.65749136265 | -13255.05011002662 | 52026 | 0 | 0 | -6256.479999999516 | 778052.4300091133
2000-11-29 00:00:00 | 21 | 813984.5650316825 | -11618.45080664826 | -239.6426583702922 | -0.9 | 3736.199577701114 | -9.663381206337363e-13 | -12888.00014174829 | -235831.5508864899 | 118142 | 223983 | 0 | -930268.93 | -31001.70988387323
2000-11-30 00:00:00 | 22 | 7880189.836853094 | 933206.6555388116 | -2301.15389108643 | -0.9 | 4012.488148172088 | 4.718003765447065e-12 | 340316.4276154684 | -4817.208719043432 | 0 | 0 | 0 | 168089.5700000009 | 9318695.715545418
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
MONTHLY TOTAL |  | 13655603.00727256 | 6626568.767166468 | -5642.91819143323 | -103.2444038352944 | 8909.746629788671 | 1.855582354437502e-11 | 1886218.324183314 | -283999.2251595203 | -179835 | 223983 | 0 | -2467117.630583784 | 19464584.82691356
October Total |  | -615521.9126963929 | 3791873.83747305 | 0 | 175048.799265646 | 34748.62961892585 | -4.993516711238044e-11 | 638139.9731056623 | 5574.660855129485 | 498992 | 223892 | 0 | -373590.4799871119 | 4379157.507634909
Quarter 4 00 Total |  | 13040081.09457617 | 10418442.60463952 | -5642.91819143323 | 174945.5548618107 | 43658.37624871452 | -3.137934356800542e-11 | 2524358.297288977 | -278424.5643043909 | 319157 | 447875 | 0 | -2840708.110570895 | 23843742.33454847
Quarter 3 00 Total |  | -2532321.971433002 | -13346738.23547483 | -1616675 | 487397.1829022807 | 1301938.856673277 | -6.912159733474255e-11 | 2045171.161898576 | -367409.7625589216 | 598403 | 729225 | 31220472.60360994 | -369411.3921072392 | 18150051.44351008
Quarter 2 00 Total |  | -4263410.675470152 | -15705919.51082678 | 0 | -547070.89998536 | 28398.12118222145 | 60.94309999971301 | 5518326.873223832 | -269747.475058383 | -99319.11318961997 | 710859 | 48161054.22958651 | -606763.3643585048 | 32926468.12820376
Quarter 1 00 Total |  | 64643064.96671563 | 8819504.370373849 | -6347.596908676376 | 674.8547852506491 | 17444.38641651378 | 1469.277786837339 | 1871250.143760815 | -834859.60752964 | -591922 | 529772 | 1379355.70239941 | -583878.9200000127 | 75245527.57779998
YTD Total |  | 70887413.41438864 | -9814710.77128825 | -1628665.51510011 | 115946.692563982 | 1391439.740520726 | 1530.220886836952 | 11959106.4761722 | -1750441.409451336 | 226318.88681038 | 2417731 | 80760882.53559586 | -4400761.787036652 | 150165789.4840623