Spreadsheet: errol_mclaughlin_jr__10265__NYMEXexemptemail
Sheet: OTC Positions

OTC Swap/Option Exposure (in Contracts)
Natural Gas Through 2017
as of June 30, 2000
 | OTC Swaps |  | OTC Option Deltas
 | Long | Short | Long | Short
2000-08-01 00:00:00 | 162917.49477865 | -161229.35425711 | 22908.40687932 | -17535.20297423
2000-09-01 00:00:00 | 114891.22730854 | -113349.64959123 | 15074.7170094 | -13218.76628203
2000-10-01 00:00:00 | 126887.88162912 | -126612.14228669 | 18067.43490016 | -19332.30549187
2000-11-01 00:00:00 | 76458.55256119 | -75956.52914858 | 10837.2565428 | -3676.73803147
2000-12-01 00:00:00 | 88000.50004906 | -91396.30116614 | 13368.12191273 | -5514.1616648
2001-01-01 00:00:00 | 90298.75419590999 | -79665.62242743 | 11816.32145078 | -13006.53795388
2001-02-01 00:00:00 | 69231.65401952 | -67171.88558831 | 7938.78221586 | -5194.35691404
2001-03-01 00:00:00 | 73215.55505693001 | -71060.93660979999 | 5908.39891519 | -2353.74759531
2001-04-01 00:00:00 | 24523.45731799 | -23578.29342435 | 1581.78936258 | -3571.66217625
2001-05-01 00:00:00 | 23004.55757208 | -22327.60239297 | 1453.51062116 | -3269.82076462
2001-06-01 00:00:00 | 20429.26356698 | -19484.73036858 | 1437.40540422 | -2465.00271092
2001-07-01 00:00:00 | 19949.45867254 | -19592.86110529 | 1232.9810663 | -2060.77896468
2001-08-01 00:00:00 | 20228.587737 | -19501.59521596 | 1192.05599334 | -2004.75562358
2001-09-01 00:00:00 | 19009.17237884 | -18003.70875694 | 1191.96248737 | -1886.37347658
2001-10-01 00:00:00 | 19080.22189546 | -17852.20220559 | 1239.30022593 | -1871.26353185
2001-11-01 00:00:00 | 12541.97514955 | -12699.1752719 | 875.96252149 | -747.97904723
2001-12-01 00:00:00 | 17024.0862989 | -13461.19083783 | 887.51744874 | -842.80327551
2002-01-01 00:00:00 | 13699.97981168 | -12697.92361424 | 512.54044155 | -897.99257089
2002-02-01 00:00:00 | 9273.31256528 | -8939.08022398 | 736.14136709 | -625.04132363
2002-03-01 00:00:00 | 9346.371525659999 | -10707.64048834 | 356.21744077 | -520.69096029
2002-04-01 00:00:00 | 8652.034011 | -8603.23420051 | 169.64099653 | -343.54611806
2002-05-01 00:00:00 | 9090.10210181 | -9777.61221485 | 191.41446532 | -279.86464228
2002-06-01 00:00:00 | 9686.03962871 | -9400.406967840001 | 152.42078158 | -254.74084206
2002-07-01 00:00:00 | 8660.68752599 | -8935.79181081 | 112.07506288 | -250.26170987
2002-08-01 00:00:00 | 8739.824968519999 | -8277.72243503 | 112.06405281 | -286.54385206
2002-09-01 00:00:00 | 8455.00968903 | -8221.74511875 | 105.91202052 | -367.62807974
2002-10-01 00:00:00 | 8441.68307689 | -8099.02553825 | 116.68480934 | -314.12682297
2002-11-01 00:00:00 | 6680.325365369999 | -6958.32313706 | 196.72545283 | -443.16366533
2002-12-01 00:00:00 | 7859.440114479999 | -7124.609587250001 | 264.03160373 | -604.65799624
2003-01-01 00:00:00 | 8392.04811431 | -12168.91454562 | 221.99366423 | -223.8843191
2003-02-01 00:00:00 | 4236.31394043 | -4513.3437325 | 194.87218436 | -221.04837079
2003-03-01 00:00:00 | 4937.378994610001 | -4957.825271119999 | 177.59923143 | -202.39212826
2003-04-01 00:00:00 | 4786.61925853 | -5161.714403049999 | 52.86764332 | -34.85448462
2003-05-01 00:00:00 | 4850.37925104 | -5007.5167431 | 46.26102551 | -28.6642791
2003-06-01 00:00:00 | 4827.0476091 | -4743.55564228 | 48.55228578 | -31.40173676
2003-07-01 00:00:00 | 4763.85829404 | -4797.856084909999 | 48.41692783 | -33.41679965
2003-08-01 00:00:00 | 4718.04572433 | -4851.30935959 | 61.45381827 | -46.8128182
2003-09-01 00:00:00 | 4553.59288611 | -4637.78032873 | 60.50988906 | -45.44361493
2003-10-01 00:00:00 | 4643.314453030001 | -4793.04464444 | 51.67951543 | -60.24348524
2003-11-01 00:00:00 | 4092.11556929 | -4025.05890238 | 74.62916874 | -85.53660159
2003-12-01 00:00:00 | 4709.55708224 | -3996.72442527 | 84.75323193 | -94.94722529
2004-01-01 00:00:00 | 7620.930231689999 | -6076.95465797 | 19.25144313 | 6.03829347
2004-02-01 00:00:00 | 3668.77800473 | -3536.17462964 | 11.11301692 | 6.69197329
2004-03-01 00:00:00 | 4271.28918501 | -3751.4992029 | -3.13942613 | 7.45985471
2004-04-01 00:00:00 | 3921.23341132 | -3806.46225187 | -16.40704505 | 8.08987611
2004-05-01 00:00:00 | 4049.7689295 | -3982.76103543 | -20.45193239 | 8.92058085
2004-06-01 00:00:00 | 3901.9073655 | -3835.67295046 | -18.28015801 | 8.23783988
2004-07-01 00:00:00 | 3938.25891364 | -3759.87350022 | -19.08746813 | 7.93811554
2004-08-01 00:00:00 | 3894.29270203 | -3715.918367 | -10.90005318 | 7.9058073
2004-09-01 00:00:00 | 3754.88400605 | -3623.61201229 | -10.92704591 | 8.07725841
2004-10-01 00:00:00 | 3781.38033732 | -3475.17686161 | -10.56880534 | 7.68703377
2004-11-01 00:00:00 | 3353.34416234 | -3242.23485459 | -0.88316096 | 7.15659497
2004-12-01 00:00:00 | 4374.07003885 | -3260.28310251 | 5.73689254 | 6.61514542
2005-01-01 00:00:00 | 1973.42112471 | -2179.24066327 | -8.85022394 | 5.96706995
2005-02-01 00:00:00 | 1805.26148147 | -1995.15035036 | -10.2597246 | 6.52523943
2005-03-01 00:00:00 | 2331.46304276 | -2210.66116907 | -19.27329983 | 7.26304842
2005-04-01 00:00:00 | 1988.82413528 | -2151.28487059 | -24.37215488 | 7.96162433
2005-05-01 00:00:00 | 2065.16308326 | -2206.78888485 | -27.0011493 | 8.7511705
2005-06-01 00:00:00 | 1987.66777974 | -2268.64116967 | -25.17734774 | 8.05414557
2005-07-01 00:00:00 | 2025.41696612 | -2200.18716719 | -26.16661558 | 7.77777643
2005-08-01 00:00:00 | 1952.96531047 | -2154.96552209 | -22.16133068 | 7.76369073
2005-09-01 00:00:00 | 1257.99998174 | -1623.49376556 | 17.75360856 | 7.86599111
2005-10-01 00:00:00 | 1281.376039 | -1652.35830748 | 17.77039142 | 7.55263715
2005-11-01 00:00:00 | 1093.33800419 | -1294.12188256 | 18.53213931 | 6.96723216
2005-12-01 00:00:00 | 1099.47884066 | -1437.48342615 | 19.33371675 | 6.46738753
2006-01-01 00:00:00 | 1010.2992837 | -1036.53340628 | 0 | 0.50342435
2006-02-01 00:00:00 | 817.1448039899999 | -949.07707172 | 0 | 0.43965834
2006-03-01 00:00:00 | 879.93671944 | -1043.4358985 | 0 | 0.38122427
2006-04-01 00:00:00 | 899.21575779 | -995.84934946 | 0 | 0.29677962
2006-05-01 00:00:00 | 940.8824767699999 | -1045.38898499 | 0 | 0.90381386
2006-06-01 00:00:00 | 909.53243462 | -1005.88368648 | 0 | 0.27811205
2006-07-01 00:00:00 | 921.44330275 | -1024.94630325 | 0 | 0.18505113
2006-08-01 00:00:00 | 907.6791268 | -1010.51498779 | 0 | 0.62624668
2006-09-01 00:00:00 | 878.8923221399999 | -971.8399727200001 | 0 | 0.58548532
2006-10-01 00:00:00 | 883.7373384699999 | -954.45356399 | 0 | 0.51821657
2006-11-01 00:00:00 | 697.97909965 | -758.7610433899999 | 0 | 0.44649458
2006-12-01 00:00:00 | 684.28285668 | -875.4706681 | 0 | 0.47147535
2007-01-01 00:00:00 | 515.38317891 | -515.2133122 | 0 | 0.46861047
2007-02-01 00:00:00 | 372.63090767 | -486.51546078 | 0 | 0.40924643
2007-03-01 00:00:00 | 413.43187593 | -541.4853657 | 0 | 0.35484829
2007-04-01 00:00:00 | 416.05702795 | -539.88829034 | 0 | 0.31394564
2007-05-01 00:00:00 | 447.70398964 | -575.47995304 | 0 | 0.92004983
2007-06-01 00:00:00 | 430.34869044 | -553.25368817 | 0 | 0.30381819
2007-07-01 00:00:00 | 435.90601739 | -561.77806352 | 0 | 0.31211761
2007-08-01 00:00:00 | 425.23313572 | -550.38898976 | 0 | 0.65369333
2007-09-01 00:00:00 | 409.75567021 | -518.85948812 | 0 | 0.54492014
2007-10-01 00:00:00 | 407.51455813 | -519.03519028 | 0 | 0.55617481
2007-11-01 00:00:00 | 383.69704106 | -478.93116586 | 0 | 0.41554736
2007-12-01 00:00:00 | 374.68423907 | -1058.67762048 | 0 | 0.43879052
2008-01-01 00:00:00 | 995.75700683 | -405.1877357 | 0 | 0.43611797
2008-02-01 00:00:00 | 405.17624567 | -401.87096165 | 0 | 0.3944524
2008-03-01 00:00:00 | 434.66775662 | -431.16295511 | 0 | 0.33016975
2008-04-01 00:00:00 | 426.31408982 | -423.19479987 | 0 | 0.2921076
2008-05-01 00:00:00 | 456.9992761 | -454.1198309599999 | 0 | 0.85603957
2008-06-01 00:00:00 | 420.06052564 | -417.62867153 | 0 | 0.28267682
2008-07-01 00:00:00 | 425.95503599 | -423.10326023 | 0 | 0.29039481
2008-08-01 00:00:00 | 416.62819782 | -413.87153544 | 0 | 0.608187
2008-09-01 00:00:00 | 400.92784955 | -397.62142367 | 0 | 0.50697695
2008-10-01 00:00:00 | 394.83415597 | -391.21812989 | 0 | 0.51743905
2008-11-01 00:00:00 | 378.9998873 | -375.32670989 | 0 | 0.38659897
2008-12-01 00:00:00 | 372.05936714 | -920.56279309 | 0 | 0.40821591
2009-01-01 00:00:00 | 872.04888237 | -246.32775889 | 0 | 0.40572236
2009-02-01 00:00:00 | 299.04643407 | -227.2600357 | 0 | 0.35431368
2009-03-01 00:00:00 | 304.80159251 | -225.79238618 | 0 | 0.30720847
2009-04-01 00:00:00 | 253.40147785 | -215.33096588 | 0 | 0.27178849
2009-05-01 00:00:00 | 268.560112 | -229.96662381 | 0 | 0.79647948
2009-06-01 00:00:00 | 261.47963695 | -224.49444345 | 0 | 0.26300454
2009-07-01 00:00:00 | 273.71358221 | -235.57879407 | 0 | 0.27018078
2009-08-01 00:00:00 | 281.2772924 | -243.44897762 | 0 | 0.5658418
2009-09-01 00:00:00 | 271.53219207 | -234.3612698 | 0 | 0.47167017
2009-10-01 00:00:00 | 267.45482775 | -229.15898661 | 0 | 0.48139541
2009-11-01 00:00:00 | 256.40798667 | -219.21289304 | 0 | 0.35966298
2009-12-01 00:00:00 | 225.43414766 | -186.96846793 | 0 | 0.37976726
2010-01-01 00:00:00 | 214.30724267 | -184.01174267 | 0 | 0.37744079
2010-02-01 00:00:00 | 193.24667823 | -166.26867983 | 0 | 0.3296098
2010-03-01 00:00:00 | 203.7466873 | -174.34179616 | 0 | 0.28578434
2010-04-01 00:00:00 | 203.14925754 | -175.18160201 | 0 | 0.25283
2010-05-01 00:00:00 | 221.52190593 | -185.59500649 | 0 | 0.74090867
2010-06-01 00:00:00 | 213.39530742 | -178.96511353 | 0 | 0.24465023
2010-07-01 00:00:00 | 218.89903534 | -183.40009039 | 0 | 0.25132135
2010-08-01 00:00:00 | 205.55228293 | -176.41158684 | 0 | 0.52635818
2010-09-01 00:00:00 | 198.49942389 | -170.00182176 | 0 | 0.43877332
2010-10-01 00:00:00 | 190.45822118 | -160.88343042 | 0 | 0.44783606
2010-11-01 00:00:00 | 176.97728394 | -140.20034209 | 0 | 0.33460241
2010-12-01 00:00:00 | 181.88577617 | -144.00667709 | 0 | 0.35331892
2011-01-01 00:00:00 | 180.77270022 | -143.12243329 | 0 | 0.35116819
2011-02-01 00:00:00 | 162.34143368 | -128.60692041 | 0 | 0.30667883
2011-03-01 00:00:00 | 178.08199519 | -141.43611654 | 0 | 0.2659121
2011-04-01 00:00:00 | 177.78218729 | -142.65886944 | 0 | 0.23525906
2011-05-01 00:00:00 | 161.96143819 | -126.49189818 | 0 | 0.68944605
2011-06-01 00:00:00 | 155.87077671 | -121.73877103 | 0 | 0.22766699
2011-07-01 00:00:00 | 160.05398635 | -125.00381868 | 0 | 0.23388502
2011-08-01 00:00:00 | 159.06965786 | -124.23082396 | 0 | 0.4898407
2011-09-01 00:00:00 | 153.63871564 | -119.55043809 | 0 | 0.40832928
2011-10-01 00:00:00 | 145.16908637 | -108.7436062 | 0 | 0.41676025
2011-11-01 00:00:00 | 120.51814847 | -85.04525747999999 | 0 | 0.31138172
2011-12-01 00:00:00 | 124.0750112 | -87.43574062 | 0 | 0.32879701
2012-01-01 00:00:00 | 123.35844614 | -86.94076092 | 0 | 0.32679315
2012-02-01 00:00:00 | 114.67033559 | -80.88174917 | 0 | 0.29557133
2012-03-01 00:00:00 | 121.33555633 | -85.87577143 | 0 | 0.24740254
2012-04-01 00:00:00 | 135.49164245 | -101.60433642 | 0 | 0.21888158
2012-05-01 00:00:00 | 150.61189934 | -116.36113351 | 0 | 0.64144594
2012-06-01 00:00:00 | 144.95995937 | -112.00446629 | 0 | 0.21181497
2012-07-01 00:00:00 | 148.82745765 | -98.50106262 | 0 | 0.2175985
2012-08-01 00:00:00 | 147.89903758 | -97.87792852000001 | 0 | 0.45572743
2012-09-01 00:00:00 | 142.9591167 | -94.21369030999999 | 0 | 0.3798898
2012-10-01 00:00:00 | 135.08840769 | -85.00168183999999 | 0 | 0.38773081
2012-11-01 00:00:00 | 112.16435095 | -63.58181021 | 0 | 0.28969029
2012-12-01 00:00:00 | 115.25188333 | -65.25781097000001 | 0 | 0.30589022
2013-01-01 00:00:00 | 114.5807499 | -64.89058772 | 0 | 0.30402374
2013-02-01 00:00:00 | 102.83923439 | -58.39864488 | 0 | 0.26550319
2013-03-01 00:00:00 | 112.75355047 | -64.13251181999999 | 0 | 0.23020688
2013-04-01 00:00:00 | 89.75425262 | -43.2025496 | 0 | 0.20366676
2013-05-01 00:00:00 | 91.53938702 | -44.33529167 | 0 | 0.59685375
2013-06-01 00:00:00 | 88.08080890000001 | -42.67442197 | 0 | 0.19708852
2013-07-01 00:00:00 | 90.44038364000001 | -43.80058611 | 0 | 0.20246852
2013-08-01 00:00:00 | 89.9142442 | -43.5586433 | 0 | 0.42403684
2013-09-01 00:00:00 | 87.08468664 | -41.91626165 | 0 | 0.35347025
2013-10-01 00:00:00 | 89.53885677 | -43.02594997 | 0 | 0.36076339
2013-11-01 00:00:00 | 69.54678403 | -24.43372405 | 0 | 0.2695398
2013-12-01 00:00:00 | 71.49745973 | -25.07134673 | 0 | 0.28461087
2014-01-01 00:00:00 | 70.98275163 | -24.94292909 | 0 | 0.28287216
2014-02-01 00:00:00 | 63.72773202 | -22.47572316 | 0 | 0.24702975
2014-03-01 00:00:00 | 69.78054253 | -24.6327116 | 0 | 0.2141879
2014-04-01 00:00:00 | 83.53470383 | -40.21616437 | 0 | 0.1894932
2014-05-01 00:00:00 | 74.46619452 | -34.03938216 | 0 | 0.5553136
2014-06-01 00:00:00 | 71.66315535 | -32.77569994 | 0 | 0.18337011
2014-07-01 00:00:00 | 73.57429182 | -33.63117991 | 0 | 0.18837429
2014-08-01 00:00:00 | 73.12505518 | -33.42558164 | 0 | 0.39451591
2014-09-01 00:00:00 | 70.91040693 | -32.18462676 | 0 | 0.32885967
2014-10-01 00:00:00 | 72.91102782 | -33.02462005 | 0 | 0.33564264
2014-11-01 00:00:00 | 20.28198085 | -16.01361608 | 0 | 0.25076931
2014-12-01 00:00:00 | 20.8800373 | -16.41387652 | 0 | 0.26478897
2015-01-01 00:00:00 | 20.39868789 | -15.95984384 | 0 | 0.26316942
2015-02-01 00:00:00 | 18.30711979 | -14.39519186 | 0 | 0.22982184
2015-03-01 00:00:00 | 19.83524734 | -15.77454392 | 0 | 0.19926641
2015-04-01 00:00:00 | 34.32222627 | -30.51481376 | 0 | 0.17629078
2015-05-01 00:00:00 | 34.70051893 | -31.32221978 | 0 | 0.51661999
2015-06-01 00:00:00 | 33.40166207 | -30.1484792 | 0 | 0.17059184
2015-07-01 00:00:00 | 34.2850538 | -30.9461555 | 0 | 0.17524606
2015-08-01 00:00:00 | 33.24742404 | -30.75674622 | 0 | 0.36701851
2015-09-01 00:00:00 | 31.70331552 | -29.60414098 | 0 | 0.30593621
2015-10-01 00:00:00 | 31.82423923 | -30.38736071 | 0 | 0.31224415
2015-11-01 00:00:00 | 16.16947127 | -14.56417842 | 0 | 0.23328585
2015-12-01 00:00:00 | 16.66330304 | -14.93839792 | 0 | 0.24632631
2016-01-01 00:00:00 | 15.90330463 | -14.18896225 | 0 | 0.24481789
2016-02-01 00:00:00 | 14.71600578 | -13.19225441 | 0 | 0.22142149
2016-03-01 00:00:00 | 15.31624586 | -14.0212481 | 0 | 0.1853317
2016-04-01 00:00:00 | 1.15055591 | 0 | 0 | 0.16396155
2016-05-01 00:00:00 | 0.68900269 | 0 | 0 | 0.48048577
2016-06-01 00:00:00 | 0.66269166 | 0 | 0 | 0.15865888
2016-07-01 00:00:00 | 0.68072047 | 0 | 0 | 0.16298637
2016-08-01 00:00:00 | 0.67654907 | 0 | 0 | 0.3413405
2016-09-01 00:00:00 | 1.11617865 | 0 | 0 | 0.28452965
2016-10-01 00:00:00 | 1.24120252 | 0 | 0 | 0.29039416
2016-11-01 00:00:00 | 1.49294789 | 0 | 0 | 0.21695955
2016-12-01 00:00:00 | 1.60417778 | 0 | 0 | 0.22908576
2017-01-01 00:00:00 | 1.59434262 | 0 | 0 | 0.22768124
2017-02-01 00:00:00 | 1.3682172 | 0 | 0 | 0.19882764
2017-03-01 00:00:00 | 1.20457296 | 0 | 0 | 0.17239068
2017-04-01 00:00:00 | 1.07020909 | 0 | 0 | 0.15251162
2017-05-01 00:00:00 | 0.640883 | 0 | 0 | 0.44692882
2017-06-01 00:00:00 | 0.616405 | 0 | 0 | 0.14757712
2017-07-01 00:00:00 | 0.63317007 | 0 | 0 | 0.15160128
2017-08-01 00:00:00 | 0.62928544 | 0 | 0 | 0.3174945
2017-09-01 00:00:00 | 1.03819495 | 0 | 0 | 0.26465051
2017-10-01 00:00:00 | 1.15447562 | 0 | 0 | 0.27010337