Spreadsheet: phillip_m_love__30523__Sithe_Jun29_01
Sheet: Notional

CHANGE IN NOTIONAL CASHFLOWS - USD |  |  |  |  | CHANGE IN NOTIONAL CASHFLOWS - USD
P7 BOOK - FT-CAND-ERMS |  |  |  |  | C4 BOOK - FT-CAND-EGSC
 | Frm Unwinding | Annuity | Annuity
 | Deals | from ENA | Total
Sum of Value
Month | Total |  |  |  | Sum of -$478,518
2001-07-01 00:00:00 | -163369.9999439417 |  |  |  | Dec-14 | Total
2001-08-01 00:00:00 | -163370.0000629763 |  |  |  | 2001-07-01 00:00:00 | -177513.1589210745
2001-09-01 00:00:00 | -158100.0000130743 |  |  |  | 2001-08-01 00:00:00 | 33634.99996573541
2001-10-01 00:00:00 | -163370.000038033 |  |  |  | 2001-09-01 00:00:00 | 9299.999977077136
2001-11-01 00:00:00 | -158100.0000003875 |  |  |  | 2001-10-01 00:00:00 | 0
2001-12-01 00:00:00 | -163370.0000427586 |  |  |  | 2001-11-01 00:00:00 | -187849.1853910435
2002-01-01 00:00:00 | -163370.0000034673 |  |  |  | 2001-12-01 00:00:00 | -194062.3984776953
2002-02-01 00:00:00 | -147559.999932188 |  |  |  | 2002-01-01 00:00:00 | -194017.7568504385
2002-03-01 00:00:00 | -163369.9999977418 |  |  |  | 2002-02-01 00:00:00 | -175211.735268801
2002-04-01 00:00:00 | -158100.0000774875 |  |  |  | 2002-03-01 00:00:00 | -193958.1800859812
2002-05-01 00:00:00 | -163370.0000044994 |  |  |  | 2002-04-01 00:00:00 | -164425.9619544961
2002-06-01 00:00:00 | -158100.0000285948 |  |  |  | 2002-05-01 00:00:00 | -169882.286202304
2002-07-01 00:00:00 | -163370.0000275773 |  |  |  | 2002-06-01 00:00:00 | -164381.016351826
2002-08-01 00:00:00 | -163369.999927104 |  |  |  | 2002-07-01 00:00:00 | -169839.0726019837
2002-09-01 00:00:00 | -158100.00000311 |  |  |  | 2002-08-01 00:00:00 | -169816.321132078
2002-10-01 00:00:00 | -163369.9999383719 |  |  |  | 2002-09-01 00:00:00 | -164318.6285663351
2002-11-01 00:00:00 | -158100.0000400775 |  |  |  | 2002-10-01 00:00:00 | -169776.0469307975
2002-12-01 00:00:00 | -163369.999973554 |  |  |  | 2002-11-01 00:00:00 | -182722.2240218926
2003-01-01 00:00:00 | -163370.000030359 |  |  |  | 2002-12-01 00:00:00 | -188794.8898895148
2003-02-01 00:00:00 | -147559.999929471 |  |  |  | 2003-01-01 00:00:00 | -188779.0974533271
2003-03-01 00:00:00 | -163369.9999783557 |  |  |  | 2003-02-01 00:00:00 | -170498.9887752783
2003-04-01 00:00:00 | -158099.9999551905 |  |  |  | 2003-03-01 00:00:00 | -188757.2094153009
2003-05-01 00:00:00 | -163370.0000909687 |  |  |  | 2003-04-01 00:00:00 | -150105.6868974443
2003-06-01 00:00:00 | -158100.0000199992 |  |  |  | 2003-05-01 00:00:00 | -155091.7367651476
2003-07-01 00:00:00 | -163370.000021797 |  |  |  | 2003-06-01 00:00:00 | -150072.1546512743
2003-08-01 00:00:00 | -163369.9999267188 |  |  |  | 2003-07-01 00:00:00 | -155057.7419947749
2003-09-01 00:00:00 | -158099.9999155623 |  |  |  | 2003-08-01 00:00:00 | -155063.1190030079
2003-10-01 00:00:00 | -163369.9999724901 |  |  |  | 2003-09-01 00:00:00 | -150068.7760108644
2003-11-01 00:00:00 | -158100.000036544 |  |  |  | 2003-10-01 00:00:00 | -155077.2978639892
2003-12-01 00:00:00 | -163370.0000515773 |  |  |  | 2003-11-01 00:00:00 | -177978.269642451
2004-01-01 00:00:00 | -163370.0000002173 |  |  |  | 2003-12-01 00:00:00 | -183916.1533525005
2004-02-01 00:00:00 | -152829.9999131308 |  |  |  | 2004-01-01 00:00:00 | -183920.6730694419
2004-03-01 00:00:00 | -163370.0000868076 |  |  |  | 2004-02-01 00:00:00 | -172057.7637158913
2004-04-01 00:00:00 | -158100.0000603838 |  |  |  | 2004-03-01 00:00:00 | -183928.1230750869
2004-05-01 00:00:00 | -163370.0000050245 |  |  |  | 2004-04-01 00:00:00 | -122193.2112576339
2004-06-01 00:00:00 | -158099.9999331367 |  |  |  | 2004-05-01 00:00:00 | -126257.1874594453
2004-07-01 00:00:00 | -163369.9999968027 |  |  |  | 2004-06-01 00:00:00 | -122175.7333124982
2004-08-01 00:00:00 | -163369.9999748732 |  |  |  | 2004-07-01 00:00:00 | -126240.0184870049
2004-09-01 00:00:00 | -158100.0000952442 |  |  |  | 2004-08-01 00:00:00 | -126264.8326133682
2004-10-01 00:00:00 | -163370.0000495517 |  |  |  | 2004-09-01 00:00:00 | -122218.021995587
2004-11-01 00:00:00 | -399900.0000659188 |  |  |  | 2004-10-01 00:00:00 | -126316.1228949798
2004-12-01 00:00:00 | -413229.9999440954 |  |  |  | 2004-11-01 00:00:00 | -173413.4677057474
2005-01-01 00:00:00 | -413229.9999565125 |  |  |  | 2004-12-01 00:00:00 | -179217.7510975809
2005-02-01 00:00:00 | -373239.9999895581 |  |  |  | 2005-01-01 00:00:00 | -179241.9814438948
2005-03-01 00:00:00 | -413229.9999810933 |  |  |  | 2005-02-01 00:00:00 | -161917.754379214
2005-04-01 00:00:00 | -399900.0000222627 |  |  |  | 2005-03-01 00:00:00 | -179289.2915125226
2005-05-01 00:00:00 | -413230.0000193309 |  |  |  | 2005-04-01 00:00:00 | -117725.2567147677
2005-06-01 00:00:00 | -399900.000105698 |  |  |  | 2005-05-01 00:00:00 | -121663.8379095402
2005-07-01 00:00:00 | -413229.9999743578 |  |  |  | 2005-06-01 00:00:00 | -117754.6089867761
2005-08-01 00:00:00 | -413229.999915189 |  |  |  | 2005-07-01 00:00:00 | -121693.2661183421
2005-09-01 00:00:00 | -399900.000039768 |  |  |  | 2005-08-01 00:00:00 | -121705.059485791
2005-10-01 00:00:00 | -413229.9999803051 |  |  |  | 2005-09-01 00:00:00 | -117791.2775214219
2005-11-01 00:00:00 | -399899.9999559878 |  |  |  | 2005-10-01 00:00:00 | -121730.6034394924
2005-12-01 00:00:00 | -413230.0000374988 |  |  |  | 2005-11-01 00:00:00 | -173617.522213047
2006-01-01 00:00:00 | -413229.9999962621 |  |  |  | 2005-12-01 00:00:00 | -179419.2480493065
2006-02-01 00:00:00 | -373240.0001048449 |  |  |  | 2006-01-01 00:00:00 | -179434.9937815391
2006-03-01 00:00:00 | -413230.0000130619 |  |  |  | 2006-02-01 00:00:00 | -162085.2627512659
2006-04-01 00:00:00 | -399899.9999956863 |  |  |  | 2006-03-01 00:00:00 | -179467.1755344258
2006-05-01 00:00:00 | -413230.0000345478 |  |  |  | 2006-04-01 00:00:00 | -117895.4014831924
2006-06-01 00:00:00 | -399900.0000260652 |  |  |  | 2006-05-01 00:00:00 | -121843.5014173133
2006-07-01 00:00:00 | -413229.999933748 |  |  |  | 2006-06-01 00:00:00 | -117932.0830821432
2006-08-01 00:00:00 | -413230.0000871331 |  |  |  | 2006-07-01 00:00:00 | -121886.7104273595
2006-09-01 00:00:00 | -399899.9999342876 |  |  |  | 2006-08-01 00:00:00 | -121904.2144013862
2006-10-01 00:00:00 | -413229.9999980474 |  |  |  | 2006-09-01 00:00:00 | -117986.4643633277
2006-11-01 00:00:00 | -399900.0000264082 |  |  |  | 2006-10-01 00:00:00 | -121934.5401062828
2006-12-01 00:00:00 | -413230.0000360793 |  |  |  | 2006-11-01 00:00:00 | -173816.9111673633
2007-01-01 00:00:00 | -413229.9999680299 |  |  |  | 2006-12-01 00:00:00 | -179627.1016141896
2007-02-01 00:00:00 | -373239.9999787564 |  |  |  | 2007-01-01 00:00:00 | -179644.5064435104
2007-03-01 00:00:00 | -413229.9999957195 |  |  |  | 2007-02-01 00:00:00 | -162275.7969609854
2007-04-01 00:00:00 | -399899.9999879098 |  |  |  | 2007-03-01 00:00:00 | -179679.2293336487
2007-05-01 00:00:00 | -413229.9999818625 |  |  |  | 2007-04-01 00:00:00 | -118101.5936279633
2007-06-01 00:00:00 | -399899.9999156363 |  |  |  | 2007-05-01 00:00:00 | -122057.332887083
2007-07-01 00:00:00 | -413230.000079532 |  |  |  | 2007-06-01 00:00:00 | -118139.5705354032
2007-08-01 00:00:00 | -413230.0000017176 |  |  |  | 2007-07-01 00:00:00 | -122097.6789979967
2007-09-01 00:00:00 | -399899.9999333838 |  |  |  | 2007-08-01 00:00:00 | -122119.042749004
2007-10-01 00:00:00 | -413230.0000075513 |  |  |  | 2007-09-01 00:00:00 | -118200.9548293274
2007-11-01 00:00:00 | -399899.9999964066 |  |  |  | 2007-10-01 00:00:00 | -122162.7753922677
2007-12-01 00:00:00 | -413229.9999803895 |  |  |  | 2007-11-01 00:00:00 | -172241.212065223
2008-01-01 00:00:00 | -413230.0000009407 |  |  |  | 2007-12-01 00:00:00 | -178003.8454159214
2008-02-01 00:00:00 | -386570.0000370742 |  |  |  | 2008-01-01 00:00:00 | -178026.3446859763
2008-03-01 00:00:00 | -413230.0000084019 |  |  |  | 2008-02-01 00:00:00 | -166562.3273344908
2008-04-01 00:00:00 | -399899.9999509532 |  |  |  | 2008-03-01 00:00:00 | -178071.4269354947
2008-05-01 00:00:00 | -413230.0000505224 |  |  |  | 2008-04-01 00:00:00 | -28200.49663547197
2008-06-01 00:00:00 | -399899.9999874931 |  |  |  | 2008-05-01 00:00:00 | -29164.3379767636
2008-07-01 00:00:00 | -413229.9999895301 |  |  |  | 2008-06-01 00:00:00 | -28247.89336119804
2008-08-01 00:00:00 | -413229.999903081 |  |  |  | 2008-07-01 00:00:00 | -29214.34643810373
2008-09-01 00:00:00 | -399899.9999869692 |  |  |  | 2008-08-01 00:00:00 | -29214.61253891103
2008-10-01 00:00:00 | -413229.9999946492 |  |  |  | 2008-09-01 00:00:00 | -28271.53487530032
2008-11-01 00:00:00 | -399899.9999659356 |  |  |  | 2008-10-01 00:00:00 | -29213.1489950641
2008-12-01 00:00:00 | -413230.0000904502 |  |  |  | 2008-11-01 00:00:00 | -153819.9192715537
2009-01-01 00:00:00 | -413229.999942952 |  |  |  | 2008-12-01 00:00:00 | -158946.2803857045
2009-02-01 00:00:00 | -373239.9999776818 |  |  |  | 2009-01-01 00:00:00 | -158945.1753420483
2009-03-01 00:00:00 | -413229.999937902 |  |  |  | 2009-02-01 00:00:00 | -143562.2917441362
2009-04-01 00:00:00 | -399900.0000628122 |  |  |  | 2009-03-01 00:00:00 | -158942.7835004597
2009-05-01 00:00:00 | -413229.9998978905 |  |  |  | 2009-04-01 00:00:00 | -9664.233946377366
2009-06-01 00:00:00 | -399899.9999183053 |  |  |  | 2009-05-01 00:00:00 | -9984.912355048973
2009-07-01 00:00:00 | -413229.999936238 |  |  |  | 2009-06-01 00:00:00 | -9661.256230866438
2009-08-01 00:00:00 | -413229.9999131948 |  |  |  | 2009-07-01 00:00:00 | -9981.636423339014
2009-09-01 00:00:00 | -399899.9999955833 |  |  |  | 2009-08-01 00:00:00 | -9979.816451339711
2009-10-01 00:00:00 | -413230.000051383 |  |  |  | 2009-09-01 00:00:00 | -9656.024653066042
2009-11-01 00:00:00 | -399900.0000554043 |  |  |  | 2009-10-01 00:00:00 | -9975.930288130281
2009-12-01 00:00:00 | -413229.9999552264 |  |  |  | 2009-11-01 00:00:00 | -46852.0649239514
2010-01-01 00:00:00 | -413230.0000653066 |  |  |  | 2009-12-01 00:00:00 | -48411.63960607788
2010-02-01 00:00:00 | -373240.0001359964 |  |  |  | 2010-01-01 00:00:00 | -48409.30426011689
2010-03-01 00:00:00 | -413229.9999341199 |  |  |  | 2010-02-01 00:00:00 | -43722.32918943026
2010-04-01 00:00:00 | -399900.0000107192 |  |  |  | 2010-03-01 00:00:00 | -48404.57095602364
2010-05-01 00:00:00 | -413230.000069663 |  |  |  | 2010-04-01 00:00:00 | 18259.42018146377
2010-06-01 00:00:00 | -399899.9999558945 |  |  |  | 2010-05-01 00:00:00 | 18870.72026083041
2010-07-01 00:00:00 | -413229.9999719178 |  |  |  | 2010-06-01 00:00:00 | 18264.73937433153
2010-08-01 00:00:00 | -413229.9999085033 |  |  |  | 2010-07-01 00:00:00 | 18876.41542056219
2010-09-01 00:00:00 | -399900.000024649 |  |  |  | 2010-08-01 00:00:00 | 18879.46447097048
2010-10-01 00:00:00 | -413230.0000110918 |  |  |  | 2010-09-01 00:00:00 | 18273.50104944442
2010-11-01 00:00:00 | -399899.9999414546 |  |  |  | 2010-10-01 00:00:00 | 18885.76842791873
2010-12-01 00:00:00 | -413230.0000186263 |  |  |  | 2010-11-01 00:00:00 | -65420.19978802452
2011-01-01 00:00:00 | -413230.0000754361 |  |  |  | 2010-12-01 00:00:00 | -67597.52390917948
2011-02-01 00:00:00 | -373239.9999464439 |  |  |  | 2011-01-01 00:00:00 | -67593.96060173099
2011-03-01 00:00:00 | -413230.0000504233 |  |  |  | 2011-02-01 00:00:00 | -61049.29685232409
2011-04-01 00:00:00 | -399900.0000770433 |  |  |  | 2011-03-01 00:00:00 | -67586.89096779532
2011-05-01 00:00:00 | -413230.0000323672 |  |  |  | 2011-04-01 00:00:00 | 7137.072308824453
2011-06-01 00:00:00 | -399900.0000707373 |  |  |  | 2011-05-01 00:00:00 | 7378.814815655598
2011-07-01 00:00:00 | -413230.0000345294 |  |  |  | 2011-06-01 00:00:00 | 7144.727686996587
2011-08-01 00:00:00 | -413229.9999565284 |  |  |  | 2011-07-01 00:00:00 | 7384.356817218655
2011-09-01 00:00:00 | -399899.9999837864 |  |  |  | 2011-08-01 00:00:00 | 7385.066431347484
2011-10-01 00:00:00 | -413229.9999094115 |  |  |  | 2011-09-01 00:00:00 | 7150.922990838104
2011-11-01 00:00:00 | -399899.9999302404 |  |  |  | 2011-10-01 00:00:00 | 7393.469078014867
2011-12-01 00:00:00 | -413229.9999161659 |  |  |  | 2011-11-01 00:00:00 | -48640.75056741267
2012-01-01 00:00:00 | -413230.0001246645 |  |  |  | 2011-12-01 00:00:00 | -50257.73208691358
2012-02-01 00:00:00 | -386570.0000292846 |  |  |  | 2012-01-01 00:00:00 | -50253.10870607124
2012-03-01 00:00:00 | -413230.0000811472 |  |  |  | 2012-02-01 00:00:00 | -47006.55174637447
2012-04-01 00:00:00 | -399900.0000845951 |  |  |  | 2012-03-01 00:00:00 | -50243.86955998086
2012-05-01 00:00:00 | -413230.000000822 |  |  |  | 2012-04-01 00:00:00 | 44381.66528990823
2012-06-01 00:00:00 | -399899.9999460131 |  |  |  | 2012-05-01 00:00:00 | 45865.9163052622
2012-07-01 00:00:00 | -413229.9999926345 |  |  |  | 2012-06-01 00:00:00 | 44391.33024289837
2012-08-01 00:00:00 | -413229.9999674833 |  |  |  | 2012-07-01 00:00:00 | 45876.09792238799
2012-09-01 00:00:00 | -399899.9999403181 |  |  |  | 2012-08-01 00:00:00 | 45881.42389588225
2012-10-01 00:00:00 | -413229.9999411568 |  |  |  | 2012-09-01 00:00:00 | 44406.6308326236
2012-11-01 00:00:00 | -399900.0000393379 |  |  |  | 2012-10-01 00:00:00 | 45892.20208222452
2012-12-01 00:00:00 | -413230.0000084178 |  |  |  | 2012-11-01 00:00:00 | -11382.74419002766
2013-01-01 00:00:00 | -413230.0001190248 |  |  |  | 2012-12-01 00:00:00 | -11756.62439053932
2013-02-01 00:00:00 | -373239.999884708 |  |  |  | 2013-01-01 00:00:00 | -11750.79474321808
2013-03-01 00:00:00 | -413230.0001521864 |  |  |  | 2013-02-01 00:00:00 | -10608.26319081568
2013-04-01 00:00:00 | -399899.9999773469 |  |  |  | 2013-03-01 00:00:00 | -11739.41758876114
2013-05-01 00:00:00 | -413229.9999871386 |  |  |  | 2013-04-01 00:00:00 | 81645.20156770748
2013-06-01 00:00:00 | -399899.9999986984 |  |  |  | 2013-05-01 00:00:00 | 84372.73377730975
2013-07-01 00:00:00 | -413229.9999663844 |  |  |  | 2013-06-01 00:00:00 | 81657.15505349993
2013-08-01 00:00:00 | -413230.0000026795 |  |  |  | 2013-07-01 00:00:00 | 84385.27944607826
2013-09-01 00:00:00 | -399899.9999203889 |  |  |  | 2013-08-01 00:00:00 | 84391.80636019568
2013-10-01 00:00:00 | -413230.0000457536 |  |  |  | 2013-09-01 00:00:00 | 81675.9049744665
2013-11-01 00:00:00 | -399900.0001002324 |  |  |  | 2013-10-01 00:00:00 | 84404.94682300424
2013-12-01 00:00:00 | -413229.9999558686 |  |  |  | 2013-11-01 00:00:00 | 25888.81538532838
2014-01-01 00:00:00 | -413230.0000005906 |  |  |  | 2013-12-01 00:00:00 | 26758.48151111733
2014-02-01 00:00:00 | -373239.9999181855 |  |  |  | 2014-01-01 00:00:00 | 26765.51071809822
2014-03-01 00:00:00 | -413229.9999924827 |  |  |  | 2014-02-01 00:00:00 | 24181.74078227707
2014-04-01 00:00:00 | -399900.0000738529 |  |  |  | 2014-03-01 00:00:00 | 26779.16959765842
2014-05-01 00:00:00 | -413229.9998337609 |  |  |  | 2014-04-01 00:00:00 | 118922.4135712572
2014-06-01 00:00:00 | -399900.000142335 |  |  |  | 2014-05-01 00:00:00 | 122893.6788451409
2014-07-01 00:00:00 | -413230.0000200286 |  |  |  | 2014-06-01 00:00:00 | 118936.6479682684
2014-08-01 00:00:00 | -413230.0001602535 |  |  |  | 2014-07-01 00:00:00 | 122908.5810331204
2014-09-01 00:00:00 | -399899.9999828919 |  |  |  | 2014-08-01 00:00:00 | 122916.3049345362
2014-10-01 00:00:00 | -413230.0001409931 |  |  |  | 2014-09-01 00:00:00 | 118958.8357971435
2014-11-01 00:00:00 | -399900.0000290597 |  |  |  | 2014-10-01 00:00:00 | 122931.7998767628
2014-12-01 00:00:00 | -413230.0000769016 |  |  |  | 2014-11-01 00:00:00 | 63174.02419078448
Grand Total | -55918420.00037904 |  |  |  | 2014-12-01 00:00:00 | 65287.68746071087
 |  |  |  |  | Grand Total | -11760568.53098884