Spreadsheet: phillip_m_love__30664__intra0300liquid
Sheet: basis

 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value |  | Total
FT-TEXAS | N09275.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.0525 | 0 | -15345
FT-HPLC | N37044.3 | P | IF-KATY/TAIL | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.0375 | 0 | -10695
FT-HPLC | N37044.5 | P | IF-KATY/TAIL | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.0375 | 0 | -10695
FT-HPLC | N37044.7 | P | IF-KATY/TAIL | 01-MAR-2000 | 310000 | 0 | 1 | -0.003 | -0.0375 | 0 | 10695
FT-TEXAS | [NAME] | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 310000 | 0 | 1 | -0.003 | -0.0225 | 0 | 6045
FT-TEXAS | N81627.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -1860000 | 0 | 1 | -0.003 | -0.01 | 0 | -13020
FT-TEXAS | N86753.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.0275 | 0 | -7595
FT-TEXAS | N86771.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.0275 | 0 | -7595
FT-TEXAS | N86832.3 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -1550000 | 0 | 1 | -0.003 | -0.0275 | 0 | -37975
FT-EAST | N87851.2 | F | IF-TETCO/ELA | 01-MAR-2000 | 620000 | 0 | 1 | -0.043 | -0.03 | 0 | -8060
FT-EAST | N87858.2 | F | IF-TETCO/ELA | 01-MAR-2000 | 1550000 | 0 | 1 | -0.043 | -0.025 | 0 | -27900
FT-EAST | N89138.2 | F | IF-TETCO/ELA | 01-MAR-2000 | 620000 | 0 | 1 | -0.043 | -0.035 | 0 | -4960
FT-EAST | N89140.2 | F | IF-TETCO/ELA | 01-MAR-2000 | 930000 | 0 | 1 | -0.043 | -0.035 | 0 | -7440
FT-EAST | N90459.2 | F | IF-TETCO/STX | 01-MAR-2000 | -465000 | 0 | 1 | -0.083 | -0.1025 | 0 | -9067.5
FT-EAST | N90493.2 | F | IF-TETCO/STX | 01-MAR-2000 | -310000 | 0 | 1 | -0.083 | -0.1 | 0 | -5270
FT-TEXAS | N90870.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.04 | 0 | -11470
FT-TEXAS | N90891.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -310000 | 0 | 1 | -0.003 | -0.0375 | 0 | -10695
FT-EAST | N93986.3 | F | IF-TETCO/ELA | 01-MAR-2000 | 930000 | 0 | 1 | -0.043 | -0.035 | 0 | -7440
FT-TEXAS | N95407.3 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 1550000 | 0 | 1 | -0.003 | -0.025 | 0 | 34100
FT-TEXAS | N95410.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 620000 | 0 | 1 | -0.003 | -0.0225 | 0 | 12090
FT-TEXAS | N95419.1 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 1550000 | 0 | 1 | -0.003 | -0.0225 | 0 | 30225
FT-TEXAS | N95419.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 775000 | 0 | 1 | -0.003 | -0.02 | 0 | 13175
FT-TEXAS | NA1860.1 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | -775000 | 0 | 1 | -0.003 | -0.025 | 0 | -17050
FT-TEXAS | [NAME] | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 930000 | 0 | 1 | -0.003 | -0.0225 | 0 | 18135
FT-TEXAS | NA3898.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 1550000 | 0 | 1 | -0.003 | -0.02 | 0 | 26350
FT-EAST | NA7595.2 | F | IF-TETCO/ELA | 01-MAR-2000 | -620000 | 0 | 1 | -0.043 | -0.0375 | 0 | 3410
FT-EAST | NA7619.2 | F | IF-TETCO/ELA | 01-MAR-2000 | -310000 | 0 | 1 | -0.043 | -0.0375 | 0 | 1705
FT-EAST | NA7622.2 | F | IF-TETCO/ELA | 01-MAR-2000 | -930000 | 0 | 1 | -0.043 | -0.0375 | 0 | 5115
FT-TEXAS | NA7768.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 310000 | 0 | 1 | -0.003 | 1e-07 | 0 | -930.0310000000001
FT-TEXAS | NA7779.2 | F | IF-HPL/SHPCHAN | 01-MAR-2000 | 155000 | 0 | 1 | -0.003 | 1e-07 | 0 | -465.0155