Spreadsheet: kevin_ruscitti__20253__money
Sheet: Listen

 | Curve Code: | NG | NGI/CHI. GATE | NGI/CHI. GATE
 | Risk Type: | PRC | [NAME] | IDX
 | Date
1 | 2000-06-01 00:00:00
1 | 2000-07-01 00:00:00
0.9950616685748421 | 2000-08-01 00:00:00
0.9893858642921259 | 2000-09-01 00:00:00
0.9838268370021622 | 2000-10-01 00:00:00
0.9781205399224303 | 2000-11-01 00:00:00
0.972622241972545 | 2000-12-01 00:00:00
0.9669317252418975 | 2001-01-01 00:00:00
0.9612128504663887 | 2001-02-01 00:00:00 |  | 6.52
0.9560425518581518 | 2001-03-01 00:00:00 | 4.998 | 0.271999999999999 | -0.01
0.9503518855930481 | 2001-04-01 00:00:00 | 5.25 | 0.175 | 0.0075
0.9449200622245252 | 2001-05-01 00:00:00 | 5.295 | 0.165 | 0.0075
0.9393252136172789 | 2001-06-01 00:00:00 | 5.345 | 0.165 | 0.0075
0.9339374158341325 | 2001-07-01 00:00:00 | 5.385 | 0.17 | 0.0075
0.9284080449595958 | 2001-08-01 00:00:00 | 5.41 | 0.175 | 0.0075
0.9229013328882987 | 2001-09-01 00:00:00 | 5.38 | 0.17 | 0.0075
0.917603532530585 | 2001-10-01 00:00:00 | 5.39 | 0.18 | 0.0075
0.9121695359212942 | 2001-11-01 00:00:00 | 5.51 | 0.215 | 0.035
0.9069353845221375 | 2001-12-01 00:00:00 | 5.605 | 0.255 | 0.035
0.9015482750706061 | 2002-01-01 00:00:00 | 5.645 | 0.31 | 0.035
0.896180914334517 | 2002-02-01 00:00:00 | 5.42 | 0.3 | 0.035
0.8913541747646333 | 2002-03-01 00:00:00 | 5.03 | 0.295 | 0.035
0.8860598146153782 | 2002-04-01 00:00:00 | 4.535 | 0.135 | 0.005
0.8810018446638784 | 2002-05-01 00:00:00 | 4.44 | 0.135 | 0.005
0.8758048108337265 | 2002-06-01 00:00:00 | 4.44 | 0.135 | 0.005
0.8708043913191611 | 2002-07-01 00:00:00 | 4.485 | 0.135 | 0.005
0.8656674668776762 | 2002-08-01 00:00:00 | 4.47 | 0.135 | 0.005
0.8605601734682493 | 2002-09-01 00:00:00 | 4.47 | 0.135 | 0.005
0.855647586613807 | 2002-10-01 00:00:00 | 4.435 | 0.135 | 0.005
0.8506030124793964 | 2002-11-01 00:00:00 | 4.565 | 0.195 | 0.03
0.8457491913766104 | 2002-12-01 00:00:00 | 4.665 | 0.195 | 0.03
0.8407494871650285 | 2003-01-01 00:00:00 | 4.71 | 0.195 | 0.03
0.8357620810288724 | 2003-02-01 00:00:00 | 4.525 | 0.195 | 0.03
0.8312808490397576 | 2003-03-01 00:00:00 | 4.3 | 0.195 | 0.03
0.8263662305136846 | 2003-04-01 00:00:00 | 4.115 | 0.09 | 0.005
0.821664931181823 | 2003-05-01 00:00:00 | 4.04 | 0.09 | 0.005
0.8168358258286387 | 2003-06-01 00:00:00 | 4.07 | 0.09 | 0.005
0.8121901824562896 | 2003-07-01 00:00:00 | 4.088 | 0.09 | 0.005
0.8074180596426777 | 2003-08-01 00:00:00 | 4.118 | 0.09 | 0.005
0.8026747661076662 | 2003-09-01 00:00:00 | 4.117 | 0.09 | 0.005
0.7981097892883953 | 2003-10-01 00:00:00 | 4.115 | 0.09 | 0.005
0.7934180532876871 | 2003-11-01 00:00:00 | 4.231 | 0.165 | 0.02
0.788904442154572 | 2003-12-01 00:00:00 | 4.354 | 0.165 | 0.02
0.784251408435252 | 2004-01-01 00:00:00 | 4.44 | 0.165 | 0.02
0.7796076667454837 | 2004-02-01 00:00:00 | 4.274 | 0.165 | 0.02
0.775287418500771 | 2004-03-01 00:00:00 | 4.135 | 0.165 | 0.02
0.7707106519499213 | 2004-04-01 00:00:00 | 4.225 | 0.085 | 0.005
0.7663237033290519 | 2004-05-01 00:00:00 | 4.269 | 0.085 | 0.005
0.7618171493232353 | 2004-06-01 00:00:00 | 4.306 | 0.085 | 0.005
0.7574500877086346 | 2004-07-01 00:00:00 | 4.346 | 0.085 | 0.005
0.7529250325306235 | 2004-08-01 00:00:00 | 4.394 | 0.085 | 0.005
0.748424472781399 | 2004-09-01 00:00:00 | 4.407 | 0.085 | 0.005
0.7440923060689649 | 2004-10-01 00:00:00 | 4.44 | 0.085 | 0.005
0.7396396088476522 | 2004-11-01 00:00:00 | 4.556 | 0.15 | 0.02
0.735353544691191 | 2004-12-01 00:00:00 | 4.679 | 0.15 | 0.02
0.7309482644075883 | 2005-01-01 00:00:00 | 4.649 | 0.15 | 0.02
0.7265669115739917 | 2005-02-01 00:00:00 | 4.529 | 0.15 | 0.02
0.7226300321412333 | 2005-03-01 00:00:00 | 4.389 | 0.15 | 0.02
0.7182939047034547 | 2005-04-01 00:00:00 | 4.26 | 0.07 | 0.005
0.7141201222907384 | 2005-05-01 00:00:00 | 4.304 | 0.07 | 0.005
0.7098303232468257 | 2005-06-01 00:00:00 | 4.341 | 0.07 | 0.005
0.705701164389222 | 2005-07-01 00:00:00 | 4.381 | 0.07 | 0.005
0.7014763149196568 | 2005-08-01 00:00:00 | 4.429 | 0.07 | 0.005
0.6972796501952783 | 2005-09-01 00:00:00 | 4.442 | 0.07 | 0.005
0.6932407745621022 | 2005-10-01 00:00:00 | 4.475 | 0.07 | 0.005
0.6890903108712294 | 2005-11-01 00:00:00 | 4.591 | 0.12 | 0.02
0.6850959178051177 | 2005-12-01 00:00:00 | 4.714 | 0.14 | 0.02
0.6809911848120231 | 2006-01-01 00:00:00 | 4.699 | 0.15 | 0.02
0.6769095131513084 | 2006-02-01 00:00:00 | 4.579 | 0.14 | 0.02
0.6732425640313237 | 2006-03-01 00:00:00 | 4.439 | 0.135 | 0.02
0.6692044528198006 | 2006-04-01 00:00:00 | 4.31 | 0.07 | 0.005
0.6653182322868197 | 2006-05-01 00:00:00 | 4.354 | 0.07 | 0.005
0.6613247060502917 | 2006-06-01 00:00:00 | 4.391 | 0.07 | 0.005
0.6574814113804593 | 2006-07-01 00:00:00 | 4.431 | 0.07 | 0.005
0.6535320146820294 | 2006-08-01 00:00:00 | 4.479 | 0.07 | 0.005
0.6496048712832813 | 2006-09-01 00:00:00 | 4.492 | 0.07 | 0.005
0.64582548878438 | 2006-10-01 00:00:00 | 4.525 | 0.07 | 0.005
0.6419417959878907 | 2006-11-01 00:00:00 | 4.641 | 0.12 | 0.02
0.6382042466612144 | 2006-12-01 00:00:00 | 4.764 | 0.14 | 0.02
0.6343635595263494 | 2007-01-01 00:00:00 | 4.764 | 0.15 | 0.02
0.6305445585362232 | 2007-02-01 00:00:00 | 4.644 | 0.14 | 0.02
0.6271136837314251 | 2007-03-01 00:00:00 | 4.504 | 0.135 | 0.02
0.6233356437765989 | 2007-04-01 00:00:00 | 4.375 | 0.08 | 0.005
0.6196998135183525 | 2007-05-01 00:00:00 | 4.419 | 0.07 | 0.005
0.6159636954915181 | 2007-06-01 00:00:00 | 4.456 | 0.06 | 0.005
0.6123682259263303 | 2007-07-01 00:00:00 | 4.496 | 0.06 | 0.005
0.6086972689332475 | 2007-08-01 00:00:00 | 4.544 | 0.06 | 0.005
0.6050557955724056 | 2007-09-01 00:00:00 | 4.557 | 0.08 | 0.005
0.6015519566196121 | 2007-10-01 00:00:00 | 4.59 | 0.09 | 0.005
0.5979520465227309 | 2007-11-01 00:00:00 | 4.706 | 0.1225 | 0.02
0.5944882068292319 | 2007-12-01 00:00:00 | 4.829 | 0.1425 | 0.02
0.5909293998489795 | 2008-01-01 00:00:00 | 4.839 | 0.1525 | 0.02
0.5873913065758265 | 2008-02-01 00:00:00 | 4.719 | 0.1425 | 0.02
0.5841001260626513 | 2008-03-01 00:00:00 | 4.579 | 0.1375 | 0.02
0.5806017922417857 | 2008-04-01 00:00:00 | 4.45 | 0.0825 | 0.005
0.5772357062083726 | 2008-05-01 00:00:00 | 4.494 | 0.0725 | 0.005
0.573777350228962 | 2008-06-01 00:00:00 | 4.531 | 0.0625 | 0.005
0.5704497374132391 | 2008-07-01 00:00:00 | 4.571 | 0.0625 | 0.005
0.5670309161093786 | 2008-08-01 00:00:00 | 4.619 | 0.0625 | 0.005
0.5636320178875811 | 2008-09-01 00:00:00 | 4.632 | 0.0825 | 0.005
0.5603616249027547 | 2008-10-01 00:00:00 | 4.665 | 0.0925 | 0.005
0.5570016019455488 | 2008-11-01 00:00:00 | 4.781 | 0.1275 | 0.02
0.5537686209046387 | 2008-12-01 00:00:00 | 4.904 | 0.1475 | 0.02
0.5504470418698644 | 2009-01-01 00:00:00 | 4.919 | 0.1575 | 0.02
0.54714483609202 | 2009-02-01 00:00:00 | 4.799 | 0.1475 | 0.02
0.544178759165137 | 2009-03-01 00:00:00 | 4.659 | 0.1425 | 0.02
0.5409131227684929 | 2009-04-01 00:00:00 | 4.53 | 0.0875 | 0.005
0.5377709751173922 | 2009-05-01 00:00:00 | 4.574 | 0.0775 | 0.005
0.5345427347044239 | 2009-06-01 00:00:00 | 4.611 | 0.0675 | 0.005
0.531436575140079 | 2009-07-01 00:00:00 | 4.651 | 0.0675 | 0.005
0.5282453152507919 | 2009-08-01 00:00:00 | 4.699 | 0.0675 | 0.005
0.5250726909578172 | 2009-09-01 00:00:00 | 4.712 | 0.0875 | 0.005
0.5220200535199474 | 2009-10-01 00:00:00 | 4.745 | 0.0975 | 0.005
0.5188837915847095 | 2009-11-01 00:00:00 | 4.861 | 0.13 | 0.02
0.5158661473405869 | 2009-12-01 00:00:00 | 4.984 | 0.15 | 0.02
0.5127658434136644 | 2010-01-01 00:00:00 | 5.004 | 0.16 | 0.02
0.509683659665084 | 2010-02-01 00:00:00 | 4.884 | 0.15 | 0.02
0.5069152409742836 | 2010-03-01 00:00:00 | 4.744 | 0.145 | 0.02
0.5038672606450271 | 2010-04-01 00:00:00 | 4.615 | 0.09 | 0.005
0.5009345736058624 | 2010-05-01 00:00:00 | 4.659 | 0.08 | 0.005
0.4979215689682747 | 2010-06-01 00:00:00 | 4.696 | 0.07 | 0.005
0.4950225404276703 | 2010-07-01 00:00:00 | 4.736 | 0.07 | 0.005
0.4920504478588543 | 2010-08-01 00:00:00 | 4.784 | 0.07 | 0.005
0.4890973357027517 | 2010-09-01 00:00:00 | 4.797 | 0.09 | 0.005
0.4862560204489718 | 2010-10-01 00:00:00 | 4.83 | 0.1 | 0.005
0.4833369838197967 | 2010-11-01 00:00:00 | 4.946 | 0.1325 | 0.02
0.4805284581737495 | 2010-12-01 00:00:00 | 5.069 | 0.1525 | 0.02
0.4776431122800289 | 2011-01-01 00:00:00 | 5.094 | 0.1625 | 0.02
0.4747747418060754 | 2011-02-01 00:00:00 | 4.974 | 0.1525 | 0.02
0.4721984650064776 | 2011-03-01 00:00:00 | 4.834 | 0.1475 | 0.02
0.4693621330498997 | 2011-04-01 00:00:00 | 4.705 | 0.0925 | 0.005
0.4666331908180268 | 2011-05-01 00:00:00 | 4.749 | 0.0825 | 0.005
0.4638296152478765 | 2011-06-01 00:00:00 | 4.786 | 0.0725 | 0.005
0.461132193100918 | 2011-07-01 00:00:00 | 4.826 | 0.0725 | 0.005
0.4583610036866218 | 2011-08-01 00:00:00 | 4.874 | 0.0725 | 0.005
0.4556061322389051 | 2011-09-01 00:00:00 | 4.887 | 0.0925 | 0.005
0.4529555759211122 | 2011-10-01 00:00:00 | 4.92 | 0.1025 | 0.005
0.4502325399689608 | 2011-11-01 00:00:00 | 5.036 | 0.135 | 0.02
0.4476126174873319 | 2011-12-01 00:00:00 | 5.159 | 0.155 | 0.02
0.4449210569734573 | 2012-01-01 00:00:00 | 5.189 | 0.165 | 0.02
0.4422453554660115 | 2012-02-01 00:00:00 | 5.069 | 0.155 | 0.02
0.4397565561200481 | 2012-03-01 00:00:00 | 4.929 | 0.15 | 0.02
0.4371112901489276 | 2012-04-01 00:00:00 | 4.8 | 0.095 | 0.005
0.4345662019565034 | 2012-05-01 00:00:00 | 4.844 | 0.085 | 0.005
0.4319515314518179 | 2012-06-01 00:00:00 | 4.881 | 0.075 | 0.005
0.4294358837193741 | 2012-07-01 00:00:00 | 4.921 | 0.075 | 0.005
0.4268514623339373 | 2012-08-01 00:00:00 | 4.969 | 0.075 | 0.005
0.4242822819503032 | 2012-09-01 00:00:00 | 4.982 | 0.095 | 0.005
0.4218104069641596 | 2012-10-01 00:00:00 | 5.015 | 0.105 | 0.005
0.4192709605741339 | 2012-11-01 00:00:00 | 5.131 | 0.1375 | 0.02
0.4168276969896761 | 2012-12-01 00:00:00 | 5.254 | 0.1575 | 0.02
0.4143176477785603 | 2013-01-01 00:00:00 | 5.289 | 0.1675 | 0.02
0.4118224102361015 | 2013-02-01 00:00:00 | 5.169 | 0.1575 | 0.02
0.4095813070798641 | 2013-03-01 00:00:00 | 5.029 | 0.1525 | 0.02
0.4071140235690402 | 2013-04-01 00:00:00 | 4.9 | 0.0975 | 0.005
0.4047401982115482 | 2013-05-01 00:00:00 | 4.944 | 0.0875 | 0.005
0.4023014940795254 | 2013-06-01 00:00:00 | 4.981 | 0.0775 | 0.005
0.399955168958525 | 2013-07-01 00:00:00 | 5.021 | 0.0775 | 0.005
0.397544720177242 | 2013-08-01 00:00:00 | 5.069 | 0.0775 | 0.005
0.3951485076471686 | 2013-09-01 00:00:00 | 5.082 | 0.0975 | 0.005
0.3928430695913065 | 2013-10-01 00:00:00 | 5.115 | 0.1075 | 0.005
0.390474630492823 | 2013-11-01 00:00:00 | 5.231 | 0.14 | 0.02
0.388195917058583 | 2013-12-01 00:00:00 | 5.354 | 0.16 | 0.02
0.3858549362962617 | 2014-01-01 00:00:00 | 5.389 | 0.17 | 0.02
0.3835277901372314 | 2014-02-01 00:00:00 | 5.269 | 0.16 | 0.02
0.3814376762383504 | 2014-03-01 00:00:00 | 5.129 | 0.155 | 0.02
0.3791366397546869 | 2014-04-01 00:00:00 | 5 | 0.1 | 0.005
0.3769227834385173 | 2014-05-01 00:00:00 | 5.044 | 0.09 | 0.005
0.3746484402504304 | 2014-06-01 00:00:00 | 5.081 | 0.08 | 0.005
0.3724602690762439 | 2014-07-01 00:00:00 | 5.121 | 0.08 | 0.005
0.3702123160696398 | 2014-08-01 00:00:00 | 5.169 | 0.08 | 0.005
0.3679776593836231 | 2014-09-01 00:00:00 | 5.182 | 0.1 | 0.005
0.3658276757586955 | 2014-10-01 00:00:00 | 5.215 | 0.11 | 0.005
0.3636189584501866 | 2014-11-01 00:00:00 | 5.331 | 0 | 0.02
0.3614939344300087 | 2014-12-01 00:00:00 | 5.454 | 0 | 0.02
0.3593108617545069 | 2015-01-01 00:00:00 | 5.489 | 0 | 0.02
0.3571407096927065 | 2015-02-01 00:00:00 | 5.369 | 0 | 0.02
0.3551916156215469 | 2015-03-01 00:00:00 | 5.229 | 0 | 0.02
0.3530458479669781 | 2015-04-01 00:00:00 | 5.1 | 0 | 0.005
0.3509813957330416 | 2015-05-01 00:00:00 | 5.144 | 0 | 0.005
0.3488605571048946 | 2015-06-01 00:00:00 | 5.181 | 0 | 0.005
0.3468200921631681 | 2015-07-01 00:00:00 | 5.221 | 0 | 0.005
0.3447238990424545 | 2015-08-01 00:00:00 | 5.269 | 0 | 0.005
0.3426401230459878 | 2015-09-01 00:00:00 | 5.282 | 0 | 0.005
0.3406353205687098 | 2015-10-01 00:00:00 | 5.315 | 0 | 0.005
0.3385757684279763 | 2015-11-01 00:00:00 | 5.431 | 0 | 0.02
0.3365942746241849 | 2015-12-01 00:00:00 | 5.554 | 0 | 0.02
0.3345586706613722 | 2016-01-01 00:00:00 | 5.589 | 0 | 0.02
0.3325351324199103 | 2016-02-01 00:00:00 | 5.469 | 0 | 0.02
0.3306530061949112 | 2016-03-01 00:00:00 | 5.329 | 0 | 0.02
0.3286526224423515 | 2016-04-01 00:00:00 | 5.2 | 0 | 0.005
0.3267280614853524 | 2016-05-01 00:00:00 | 5.244 | 0 | 0.005
0.3247509522461081 | 2016-06-01 00:00:00 | 5.281 | 0 | 0.005
0.3228487863701544 | 2016-07-01 00:00:00 | 5.321 | 0 | 0
0.3208946865312156 | 2016-08-01 00:00:00 | 5.369 | 0 | 0
0.3189521793418784 | 2016-09-01 00:00:00 | 5.382 | 0 | 0
0.3170833080081993 | 2016-10-01 00:00:00 | 5.415 | 0 | 0
0.3151634159500545 | 2016-11-01 00:00:00 | 5.531 | 0 | 0
0.3133163051489721 | 2016-12-01 00:00:00 | 5.654 | 0 | 0