Spreadsheet: dutch_quigley__9231__AIG
Sheet: NG-OPT

ng-
 |  |  |  |  |  |  |  |  |  |  |  | Total
 |  |  | Phy/ | [NAME] | Opt |  | Option | Monthly | Option | Stike | Mid | Mid | Mid | Premium
Counterparty | Deal Num | Pub Code | Fin | Put | Type | Period | [NAME] | Option Qty | Delta | Price | Price | Vol | Value | Value
AIGENETRA | QZ3941.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | 6.2997 | 6 | 2.676 | 0.95958 | 0.5917 | 0
AIGENETRA | QZ3941.2 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | -0.0526 | 7.5 | 2.676 | 1.00854 | -0.0043 | 0
AIGENETRA | V34010.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 500000 | 7.1835 | 5.75 | 2.676 | 0.94833 | 0.693 | 0
AIGENETRA | V34010.2 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 500000 | -499613.7055 | 5.75 | 2.676 | 0.94833 | 1535835.3058 | 0
AIGENETRA | V50839.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -500000 | 472234.8187 | 3.5 | 2.676 | 0.84708 | -416362.3087 | 0
AIGENETRA | V50839.2 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | 944469.6373 | 3.5 | 2.676 | 0.84708 | -832724.6175 | 0
AIGENETRA | V53816.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 500000 | 20.1361 | 5.45 | 2.676 | 0.93483 | 2.0173 | 0
AIGENETRA | V53816.4 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 500000 | -499600.7529 | 5.45 | 2.676 | 0.93483 | 1385950.3635 | 0
AIGENETRA | [NAME] | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 250000 | 866.3538 | 4.25 | 2.676 | 0.88083 | 110.8658 | 0
AIGENETRA | VF4905.2 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 250000 | -248944.0907 | 4.25 | 2.676 | 0.88083 | 393312.5055 | 0
AIGENETRA | VK0502.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -500000 | -20.1361 | 5.45 | 2.676 | 0.93483 | -2.0173 | 0
AIGENETRA | VK3195.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | -203.8329 | 5 | 2.676 | 0.91458 | -21.9279 | 0
AIGENETRA | VK3195.2 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -944469.6373 | 3.5 | 2.676 | 0.84708 | 832724.6175 | 0
AIGENETRA | VK3787.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | 8941.1176 | 4 | 2.676 | 0.86958 | 1239.0216 | 0
AIGENETRA | VK3787.2 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | -33.8139 | 5.5 | 2.676 | 0.93708 | -3.3647 | 0
AIGENETRA | Y17372.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -300616.14 | 2.5 | 2.676 | 0.80912 | 84718.2502 | 0
AIGENETRA | Y17801.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -112303.5537 | 2.25 | 2.676 | 0.80787 | 23753.5574 | 0
AIGENETRA | Y18622.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -112303.5537 | 2.25 | 2.676 | 0.80787 | 23753.5574 | 0
AIGENETRA | Y35271.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1500000 | -252072.2367 | 3.15 | 2.676 | 0.83133 | -52603.7538 | 0
AIGENETRA | Y35276.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1500000 | 1246790.4304 | 3.15 | 2.676 | 0.83133 | -763064.658 | 0
AIGENETRA | YE4041.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | 112303.5537 | 2.25 | 2.676 | 0.80787 | -23753.5574 | 0
AIGENETRA | YE4045.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | 112303.5537 | 2.25 | 2.676 | 0.80787 | -23753.5574 | 0
AIGENETRA | YE6078.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -743802.0205 | 3 | 2.676 | 0.82458 | 382986.0136 | 0
NG-PR-OPT | VN7566.1 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | -150682.843 | 4 | 3.076 | 0.64636 | -50022.861 | 0
NG-PR-OPT | VN7568.1 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | -150682.843 | 4 | 3.076 | 0.64636 | -50022.861 | 0
NG-PR-OPT | VN7571.1 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | -150682.843 | 4 | 3.076 | 0.64636 | -50022.861 | 0
NG-PR-OPT | VN7574.1 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | -150682.843 | 4 | 3.076 | 0.64636 | -50022.861 | 0
NG-PR-OPT | VN7575.1 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | -150682.843 | 4 | 3.076 | 0.64636 | -50022.861 | 0
NG-LTX | VO6336.4 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | 6000000 | 904097.0581 | 4 | 3.076 | 0.64636 | 300137.166 | 0
NG-PR-OPT | VR2860.1 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | -322445.3659 | 3.5 | 3.076 | 0.63848 | -130584.8866 | 0
NG-LTX | VR7647.3 | NXB2 | F | C | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | 1000000 | 322445.3659 | 3.5 | 3.076 | 0.63848 | 130584.8866 | 0
NG-LTX | VS2396.3 | NXB2 | F | P | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | -20000000 | 5076719.396 | 3 | 3.57 | 0.51715 | -5139834.4168 | 0
NG-LTX | VS2396.4 | NXB2 | F | P | EUR | 2002-04-01 00:00:00 | 2002-03-25 00:00:00 | 20000000 | -5663171.3345 | 3 | 3.43 | 0.45156 | 5287968.1278 | 0