Spreadsheet: paul_lucci__28420__Sinclair
Sheet: Financial Position

Price
 |  |  |  |  |  | Monthly | PV | Mid | Fixed |  | Mid
Counterparty | Deal Num | [NAME] | Pub Code | Notional Index | Period | Quantity | Quantity | Price | Price | Cash | Value
[NAME] | VC3518.1 | 0 | NX1 | NG | 2001-06-01 00:00:00 | -120000 | 0 | 3.738 | 3.98 | 0 | 29040
[NAME] | VC3558.1 | 0 | NX1 | NG | 2001-07-01 00:00:00 | -31000 | -30895.9457 | 3.93 | 4.325 | 0 | 12203.8985
[NAME] | VC3558.1 | 0 | NX1 | NG | 2001-08-01 00:00:00 | -31000 | -30792.0859 | 4.009 | 4.325 | 0 | 9730.2991
[NAME] | VC3558.1 | 0 | NX1 | NG | 2001-09-01 00:00:00 | -30000 | -29700.1553 | 4.046 | 4.325 | 0 | 8286.3433
[NAME] | VC3558.1 | 0 | NX1 | NG | 2001-10-01 00:00:00 | -31000 | -30589.3436 | 4.079 | 4.325 | 0 | 7524.9785
[NAME] | VC3558.1 | 0 | NX1 | NG | 2001-11-01 00:00:00 | -30000 | -29503.5747 | 4.244 | 4.325 | 0 | 2389.7895
[NAME] | VC3558.1 | 0 | NX1 | NG | 2001-12-01 00:00:00 | -31000 | -30388.7837 | 4.409 | 4.325 | 0 | -2552.6578
[NAME] | VC3558.1 | 0 | NX1 | NG | 2002-01-01 00:00:00 | -31000 | -30284.9481 | 4.477 | 4.325 | 0 | -4603.3121
[NAME] | VC3558.1 | 0 | NX1 | NG | 2002-02-01 00:00:00 | -28000 | -27255.8536 | 4.36 | 4.325 | 0 | -953.9549
Basis
 |  |  |  |  |  | Monthly | PV | Mid | Fixed |  | Mid
Counterparty | Deal Num | [NAME] | Pub Code | Notional Index | Period | Quantity | Quantity | Price | Price | Cash | Value
[NAME] | VC3518.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-06-01 00:00:00 | 0 | 0 | -1.308 | -1.35 | 0 | -5040
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-07-01 00:00:00 | -31000 | -30895.9457 | -1.39 | -0.825 | 0 | 17456.2093
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-08-01 00:00:00 | -31000 | -30792.0859 | -1.41 | -0.825 | 0 | 18013.3702
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-09-01 00:00:00 | -30000 | -29700.1553 | -1.41 | -0.825 | 0 | 17374.5908
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-10-01 00:00:00 | -31000 | -30589.3436 | -0.99 | -0.825 | 0 | 5047.2417
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-11-01 00:00:00 | -30000 | -29503.5747 | -0.44 | -0.825 | 0 | -11358.8762
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-12-01 00:00:00 | -31000 | -30388.7837 | -0.44 | -0.825 | 0 | -11699.6817
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2002-01-01 00:00:00 | -31000 | -30284.9481 | -0.44 | -0.825 | 0 | -11659.705
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2002-02-01 00:00:00 | -28000 | -27255.8536 | -0.44 | -0.825 | 0 | -10493.5036
Index
 |  |  |  |  |  | Monthly | PV | Mid | Fixed |  | Mid
Counterparty | Deal Num | [NAME] | Pub Code | Notional Index | Period | Quantity | Quantity | Price | Price | Cash | Value
[NAME] | VC3518.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-06-01 00:00:00 | -120000 | -120000 | 0.01 | 0.015 | 0 | 600
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-07-01 00:00:00 | -31000 | -30895.9457 | 0.01 | 0.0225 | 0 | 386.1993
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-08-01 00:00:00 | -31000 | -30792.0859 | 0.01 | 0.0225 | 0 | 384.9011
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-09-01 00:00:00 | -30000 | -29700.1553 | 0.01 | 0.0225 | 0 | 371.2519
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-10-01 00:00:00 | -31000 | -30589.3436 | 0.01 | 0.0225 | 0 | 382.3668
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-11-01 00:00:00 | -30000 | -29503.5747 | 0.04 | 0.0225 | 0 | -516.3126
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2001-12-01 00:00:00 | -31000 | -30388.7837 | 0.04 | 0.0225 | 0 | -531.8037
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2002-01-01 00:00:00 | -31000 | -30284.9481 | 0.05 | 0.0225 | 0 | -832.8361
[NAME] | VC3558.1 | 0 | IF-CIG/RKYMTN | IF-CIG/RKYMTN | 2002-02-01 00:00:00 | -28000 | -27255.8536 | 0 | 0.0225 | 0 | 613.2567