Spreadsheet: jeffrey_a_shankman__13817__Liqbench
Sheet: Benchmark Change

 |  |  | CONFIDENTIAL
 |  |  | 2000-12-18 00:00:00
 |  |  | TIME BUCKET/KEY: |  | Report Group | Report Subgroup | RISK TYPE | Key |  | 1 |  | 2 |  | 3 |  | 4 |  | 5 |  | 6 |  | 7 |  | 8 |  | 9 |  | 10 |  | 11 |  | 12 |  | 13 |  | 14
(Notional Positions in Ctrc. [NAME].) |  |  |  | From: |  |  |  |  |  | 2000-12-01 00:00:00 |  | 2001-01-01 00:00:00 |  | 2001-02-01 00:00:00 |  | 2001-03-01 00:00:00 |  | 2001-04-01 00:00:00 |  | 2001-05-01 00:00:00 |  | 2001-06-01 00:00:00 |  | 2001-09-01 00:00:00 |  | 2002-03-01 00:00:00 |  | 2002-09-01 00:00:00 |  | 2003-09-01 00:00:00 |  | 2004-09-01 00:00:00 |  | 2005-09-01 00:00:00 |  | 2006-09-01 00:00:00 |  | ECT
(Benchmark Positions in WTI [NAME].) |  |  |  | To: |  |  |  |  |  | 2000-12-31 00:00:00 |  | 2001-01-31 00:00:00 |  | 2001-02-28 00:00:00 |  | 2001-03-31 00:00:00 |  | 2001-04-30 00:00:00 |  | 2001-05-31 00:00:00 |  | 2001-08-31 00:00:00 |  | 2002-02-28 00:00:00 |  | 2002-08-31 00:00:00 |  | 2003-08-31 00:00:00 |  | 2004-08-31 00:00:00 |  | 2005-08-31 00:00:00 |  | 2006-08-31 00:00:00 |  | 2028-05-31 00:00:00 |  | Total
DOMESTIC
 | CRUDE OIL
 |  | Oil Price  (Bbls)
 |  | HO-PRICE-PRC |  | Notional | 10 | 0 | P | 100P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 0 | P | 100P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-ERMS-XL-PRC |  | Notional | 10 | 1 | P | 101P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 1 | P | 101P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICEII-PRC |  | Notional | 10 | 2 | P | 102P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 2 | P | 102P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICE-3-PRC |  | Notional | 10 | 2.5 | P | 102.5P |  | 0 |  | 206.812316 |  | 116.299311 |  | -109.816807 |  | -192.925146 |  | -185.938316 |  | -252.079817 |  | -455.892394 |  | 6.847466000000054 |  | 60.29846900000001 |  | 83.64010399999997 |  | 13.404753 |  | -1.796104000000028 |  | 0 |  | -711.146165
 |  |  |  | Benchmark | 10 | 2.5 | P | 102.5P |  | 0 |  | 206.812316 |  | 116.299311 |  | -109.816807 |  | -192.925146 |  | -185.938316 |  | -252.0798169999999 |  | -455.892394 |  | 6.847465999999883 |  | 60.29846899999984 |  | 83.64010399999997 |  | 13.40475300000001 |  | -1.796103999999971 |  | 0 |  | -711.1461650000002
 |  | OIL-PRICE-PRC |  | Notional | 10 | 3 | P | 103P |  | 0 |  | 135.805844 |  | 221.562268 |  | 125.373861 |  | 0.9121659999999956 |  | -499.486846 |  | 59.15599100000014 |  | 3.496020999999928 |  | 1.303507999999965 |  | -0.7576609999999846 |  | -0.8114140000001839 |  | -2.812820999999758 |  | -1.115487000000037 |  | 0.0679320000000061 |  | 42.69336200000011
 |  |  |  | Benchmark | 10 | 3 | P | 103P |  | 0 |  | 135.805844 |  | 221.562268 |  | 125.373861 |  | 0.9121659999999991 |  | -499.4868460000001 |  | 59.15599100000003 |  | 3.496020999999871 |  | 1.303507999999965 |  | -0.7576609999999846 |  | -0.8114140000000702 |  | -2.812820999999985 |  | -1.115487000000002 |  | 0.06793199999999189 |  | 42.69336199999979
 |  | OIL-PRICE-HU-PRC |  | Notional | 10 | 3.5 | P | 103.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 3.5 | P | 103.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CAND-EGSC-PRC |  | Notional | 10 | 4 | P | 104P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 4 | P | 104P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CAND-EGSC-W-P |  | Notional | 10 | 4.1 | P | 104.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 4.1 | P | 104.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CITIBANKII-PRC |  | Notional | 10 | 5 | P | 105P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 5 | P | 105P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CHASEIII-PRC |  | Notional | 10 | 6 | P | 106P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 6 | P | 106P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-CAND-ERMS-PRC |  | Notional | 10 | 7 | P | 107P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 7 | P | 107P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-BRENT-PRCII-PRC |  | Notional | 10 | 8 | P | 108P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 10 | 8 | P | 108P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-BRENT-PRICE-PRC |  | Notional | 10 | 9 | P | 109P |  | -0.8091580000000018 |  | 0 |  | -5.254028999999999 |  | 0.02928599999998482 |  | 0.04655400000000043 |  | 0.0496440000000149 |  | 0.1217330000000061 |  | 4.252410000000012 |  | 55.92012999999997 |  | 50.18295099999989 |  | 0.585892000000058 |  | 0.1918399999999849 |  | 0.5145219999999995 |  | 2.763299999999958 |  | 108.5950749999999
 |  |  |  | Benchmark | 10 | 9 | P | 109P |  | -0.8091580000000018 |  | 0 |  | -5.254028999999999 |  | 0.02928599999998482 |  | 0.04655400000000043 |  | 0.0496440000000149 |  | 0.1217329999999777 |  | 4.252410000000012 |  | 55.92013 |  | 50.182951 |  | 0.5858920000000012 |  | 0.1918400000000133 |  | 0.5145219999999995 |  | 2.763299999999731 |  | 108.5950749999997
 |  |  |  | Notional | 11 | 0 | P | 110P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 0 | P | 110P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  |  |  |  |  |  |  |  | 1
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1
 |  | OIL-BRENT-PRC3-PRC |  | Notional | 10 | 9.5 | P | 109.5P |  | 0.024947 |  | -10.27507300000001 |  | -3.160273999999999 |  | -2.890115 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -16.300515
 |  |  |  | Benchmark | 10 | 9.5 | P | 109.5P |  | 0.024947 |  | -10.27507300000001 |  | -3.160273999999999 |  | -2.890115 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -16.300515
 |  | MS-PREPAY-PRC |  | Notional | 11 | 0.5 | P | 110.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 0.5 | P | 110.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ALUMINUM-PRC |  | Notional | 11 | 1 | P | 111P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 1 | P | 111P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICEII-HO-PRC |  | Notional | 11 | 2 | P | 112P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 2 | P | 112P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-PRICEII-HU-PRC |  | Notional | 11 | 3 | P | 113P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 11 | 3 | P | 113P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -0.7842110000000018 |  | 332.343087 |  | 329.4472759999999 |  | 12.69622499999995 |  | -191.966426 |  | -685.3755179999999 |  | -192.8020929999998 |  | -448.143963 |  | 64.07110399999999 |  | 109.7237589999999 |  | 83.41458199999984 |  | 10.78377200000023 |  | -2.397069000000066 |  | 2.831231999999964 |  | -576.1582430000001
 |  |  | Total Oil Price  (Bbls) | Benchmark |  |  |  |  |  | -0.7842110000000018 |  | 332.343087 |  | 329.4472759999999 |  | 12.69622500000001 |  | -191.966426 |  | -685.3755179999999 |  | -192.8020929999999 |  | -448.1439630000001 |  | 64.07110399999985 |  | 109.7237589999999 |  | 83.4145819999999 |  | 10.78377200000004 |  | -2.397068999999973 |  | 2.831231999999723 |  | -576.1582430000008
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -1766.381856999999
 |  | Oil Specific    (Bbls)
 |  | OIL-PRICE-SPEC-PRC |  | Notional | 12 | 5 | P | 125P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 5 | P | 125P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BRNT-PRC-SPEC-PRC |  | Notional | 12 | 6 | P | 126P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 6 | P | 126P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SING-GO-SPEC-PRC |  | Notional | 12 | 7 | P | 127P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 7 | P | 127P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | GOIP-SPEC-PRC |  | Notional | 12 | 8 | P | 128P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 8 | P | 128P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-SPEC-NG-PRC |  | Notional | 14 | 9.3 | P | 149.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 14 | 9.3 | P | 149.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | OIL-SPEC-NG-BAS |  | Notional | 14 | 9.5 | D | 149.5D |  | 0 |  | 0 |  | 0 |  | 0 |  | -49.076611 |  | -34.178742 |  | -116.082672 |  | -81.211015 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -280.54904
 |  |  |  | Benchmark | 14 | 9.5 | D | 149.5D |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.423723 |  | 5.866588000000001 |  | 19.924935 |  | 13.939413 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 48.154659
 |  | JL-OIL-SPEC-PRC |  | Notional | 80 | 0.5 | P | 800.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.048686 |  | 34.15851 |  | 116.006685 |  | 81.150887 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 280.364768
 |  |  |  | Benchmark | 80 | 0.5 | P | 800.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | -8.41893 |  | -5.863115 |  | -19.911892 |  | -13.929092 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -48.123029
 |  | OIL-CHASE-MAHII-PRC |  | Notional | 12 | 9 | P | 129P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 12 | 9 | P | 129P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.02792500000000331 |  | -0.02023200000000003 |  | -0.07598700000001202 |  | -0.06012800000000595 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.1842720000000213
 |  |  | Total Oil Specific    (Bbls) | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.004793000000001157 |  | 0.003473000000001392 |  | 0.01304299999999969 |  | 0.01032099999999936 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.03162999999999982
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 48.154659
 |  | Oil Specific II     (Bbls)
 |  | OIL-SPECII-PRC |  | Notional | 15 | 0 | P | 150P |  | 0 |  | -474.437623 |  | -80.439028 |  | -98.68370599999999 |  | -49.076611 |  | -48.82677400000001 |  | -48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -800.0399359999999
 |  |  |  | Benchmark | 15 | 0 | P | 150P |  | 0 |  | -474.437623 |  | -80.439028 |  | -98.68370599999999 |  | -49.076611 |  | -48.82677400000001 |  | -48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -800.0399359999999
 |  | OIL-SPECII-BRENT-PRC |  | Notional | 15 | 1 | P | 151P |  | 0 |  | 499.341721 |  | 84.42844500000001 |  | 98.628003 |  | 49.048686 |  | 48.797871 |  | 48.545838 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 828.790564
 |  |  |  | Benchmark | 15 | 1 | P | 151P |  | 0 |  | 499.341721 |  | 84.42844500000001 |  | 98.628003 |  | 49.048686 |  | 48.797871 |  | 48.545838 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 828.790564
 |  | OIL-SPECII-NG-PRC |  | Notional | 15 | 1.5 | P | 151.5P |  | 0 |  | -306.714624 |  | 277.691669 |  | 98.68370599999999 |  | 98.15322300000001 |  | 97.65354699999999 |  | 290.028039 |  | 380.201791 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 935.697351
 |  |  |  | Benchmark | 15 | 1.5 | P | 151.5P |  | 0 |  | -52.645833 |  | 47.664207 |  | 16.938501 |  | 16.847446 |  | 16.76168 |  | 49.781675 |  | 65.25949 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 160.607166
 |  | OIL-SPECII-HO-PRC |  | Notional | 15 | 1.6 | P | 151.6P |  | 0.0004 |  | -236.891051 |  | 49.58879 |  | -98.62701600000001 |  | -245.242446 |  | -248.868166 |  | -734.226755 |  | -670.96108 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -2185.227324
 |  |  |  | Benchmark | 15 | 1.6 | P | 151.6P |  | 0.0004 |  | -234.786261 |  | 49.580261 |  | -16.927953 |  | -42.093669 |  | -42.716007 |  | -126.023474 |  | -115.163531 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -528.1302340000001
 |  | OIL-SPECII-HU-PRC |  | Notional | 15 | 2 | P | 152P |  | 0 |  | -2.492255 |  | 0 |  | -98.628003 |  | -245.243428 |  | -248.869143 |  | -734.229656 |  | -670.964882 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -2000.427367
 |  |  |  | Benchmark | 15 | 2 | P | 152P |  | 0 |  | -0.427781 |  | 0 |  | -16.92894 |  | -42.09465 |  | -42.716983 |  | -126.026374 |  | -115.167333 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -343.362061
 |  |  |  | Notional |  |  |  |  |  | 0.0004 |  | -521.193832 |  | 331.269876 |  | -98.62701600000001 |  | -392.360576 |  | -400.112665 |  | -1178.458728 |  | -961.7241710000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3221.206712
 |  |  | Total Oil Specific II     (Bbls) | Benchmark |  |  |  |  |  | 0.0004 |  | -262.955777 |  | 101.233885 |  | -16.97409499999998 |  | -67.368798 |  | -68.700213 |  | -202.298529 |  | -165.071374 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -682.134501
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | -840.4015150000001
 |  | Physical Oil (Bbls)
 |  | ERAC-ERMS-XL-PRC |  | Notional | 17 | 5 | P | 175P |  | -0.00045 |  | 683.308087 |  | 1.201519999999974 |  | 103.464586 |  | 256.7264750000001 |  | 292.2684 |  | 840.5067369999999 |  | 1494.699141 |  | 655.425475 |  | 437.019898 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4764.619868999999
 |  |  |  | Benchmark | 17 | 5 | P | 175P |  | 0 |  | 0 |  | 15.87825599999994 |  | 21.76650900000001 |  | 249.77342 |  | 1799-11-09 04:31:25.363000 |  | #[NAME]! |  | 1802-07-25 20:53:11.501000 |  | #[NAME]! |  | 1023.914739 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | PHYOIL-PRICE-PRC |  | Notional | 17 | 6 | P | 176P |  | -776.1339999999999 |  | 1081.588429 |  | 2261.379812 |  | -269.5537039999999 |  | -629.485863 |  | -170.6141689999999 |  | -1709.093927 |  | -5391.200748 |  | -1156.563876 |  | -452.059718 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7211.737764000001
 |  |  |  | Benchmark | 17 | 6 | P | 176P |  | -607.334 |  | 1081.588429 |  | 2261.379812 |  | -269.5537039999999 |  | -629.485863 |  | -170.614169 |  | -1716.828234 |  | -5418.098754 |  | -1156.563876 |  | -452.0597179999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7077.570076999998
 |  | PHYOIL2-PRC |  | Notional | 17 | 6.1 | P | 176.1P |  | 108.5 |  | 44.15402700000028 |  | 22.883354 |  | 24.31728399999997 |  | -207.243234 |  | -241.6063779999999 |  | -784.9744519999999 |  | -1517.228046 |  | -650.507579 |  | -432.943042 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3634.648066
 |  |  |  | Benchmark | 17 | 6.1 | P | 176.1P |  | 108.5 |  | 40.44352800000019 |  | 17.32952099999999 |  | 18.19889399999996 |  | -207.243234 |  | -241.606378 |  | -784.9744520000002 |  | -1517.228046000001 |  | -650.507579 |  | -432.9430419999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3650.030788
 |  | PHYOIL2-IDX |  | Notional | 17 | 6.2 | I | 176.2I |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  |  |  | Benchmark | 17 | 6.2 | I | 176.2I |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  | PHYOIL-BRENT-PRC |  | Notional | 17 | 7 | P | 177P |  | 825.2339999999999 |  | -1459.706948 |  | -1819.610447 |  | 59.17476499999989 |  | 509.876586 |  | 59.949936 |  | 1482.008485 |  | 5082.570092000001 |  | 1070.03066 |  | 400.504298 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6210.031427000001
 |  |  |  | Benchmark | 17 | 7 | P | 177P |  | 612.334 |  | -1459.706948 |  | -1819.610447 |  | 59.17476499999997 |  | 509.8765860000001 |  | 59.94993600000001 |  | 1489.737686 |  | 5109.449207 |  | 1070.03066 |  | 400.5042980000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6031.739743
 |  | PHYOIL-EVERGREE-IDX |  | Notional | 17 | 7.1 | I | 177.1I |  | -108.035 |  | 12.393624 |  | -16.638669 |  | -10.00825699999999 |  | -9.633144000000009 |  | -9.902532999999998 |  | -82.89575500000004 |  | -79.50542899999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -304.2251630000001
 |  |  |  | Benchmark | 17 | 7.1 | I | 177.1I |  | -108.035 |  | 18.57441600000001 |  | -11.08787999999999 |  | -3.893320999999993 |  | -9.633144000000009 |  | -9.902532999999998 |  | -82.89575500000004 |  | -79.50542900000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -286.3786460000001
 |  | PHYOIL-INDEX-IDX |  | Notional | 17 | 7.2 | I | 177.2I |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  |  |  | Benchmark | 17 | 7.2 | I | 177.2I |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  | PHYOIL-INDEX-IDX |  | Notional | 17 | 7.2 | I | 177.2I |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  |  |  | Benchmark | 17 | 7.2 | I | 177.2I |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  | RESID-BOW-RIVER-PRC |  | Notional | 17 | 8 | P | 178P |  | 0 |  | 0 |  | -288.442806 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -288.442806
 |  |  |  | Benchmark | 17 | 8 | P | 178P |  | 0 |  | 0 |  | -288.442806 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -288.442806
 |  | RLL-ERMS-XL-PRC |  | Notional | 17 | 9 | P | 179P |  | 514.261945 |  | -1139.993222 |  | -2655.402823 |  | -1061.331629 |  | -1315.839303 |  | -617.5897160000001 |  | 1054.02124 |  | 4758.572346 |  | 701.2775429999999 |  | -181.915111 |  | 0 |  | 0 |  | 0 |  | 0 |  | 56.06127000000021
 |  |  |  | Benchmark | 17 | 9 | P | 179P |  | 514.261945 |  | -1139.993222 |  | -2655.402823 |  | -1061.331629 |  | -1315.839303 |  | -617.5897160000001 |  | 1054.02124 |  | 4758.572346 |  | 701.2775429999999 |  | -181.915111 |  | 0 |  | 0 |  | 0 |  | 0 |  | 56.06127000000018
 |  | UK-SING-FO-ARB-PRC |  | Notional | 18 | 0 | P | 180P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 18 | 0 | P | 180P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  |  | 18 | 1 | P
 |  |  |  |  | 18 | 1 | P
 |  |  |  |  | 18 | 2 | P
 |  |  |  |  | 18 | 2 | P
 |  | BOW-RESID3%-HDG-PRC |  | Notional | 18 | 3 | P | 183P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 18 | 3 | P | 183P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BOW-WTI-HEDGE-PRC |  | Notional | 18 | 4 | P | 184P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 18 | 4 | P | 184P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BOW-WTS-HEDGE-PRC |  | Notional | 18 | 5 | P | 185P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -2.842170943040401e-14 |  | -1.000000100503939e-06 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1.000000128925649e-06
 |  |  |  | Benchmark | 18 | 5 | P | 185P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.999999529100022e-07 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.999999529100022e-07
 |  |  |  | Notional |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  |  | Total Physical Oil (Bbls) | Benchmark |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]! |  | #REF! |  | #[NAME]! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-03-01 00:00:00 |  | to |  | 2002-02-01 00:00:00 |  | is |  | -4708.557236999999
 |  |  |  | Notional |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF!
 |  |  | TOTAL CRUDE OIL | Benchmark |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]! |  | #REF! |  | #[NAME]! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -6696.700553999998
 | RESIDUAL FUELS
 |  | RES-1%-GR-PRC |  | Notional | 20 | 0 | P | 200P |  | -11.35794500000003 |  | 649.0791120000004 |  | 375.2189520000002 |  | 464.6934759999999 |  | 966.5441910000002 |  | 67.66216299999996 |  | -752.1206530000001 |  | -1389.786071000001 |  | -281.1214259999999 |  | 149.2892840000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 238.1010829999995
 |  |  |  | Benchmark | 20 | 0 | P | 200P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1799-01-27 00:00:00 |  | #[NAME]! |  | 1798-02-26 00:00:00 |  | #[NAME]! |  | 3148.231491 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | RESID-1%-GC-PRC |  | Notional | 20 | 1 | P | 201P |  | 77.17032099999989 |  | 2155.608743000001 |  | 322.3242490000002 |  | 421.7029109999997 |  | 529.858234 |  | -961.3453299999999 |  | -1921.423443 |  | -4127.946349999999 |  | -1071.163603 |  | -2440.705132 |  | -2602.136992 |  | -510.5350639999999 |  | -305.437197 |  | -844.6473939999998 |  | -11278.676047
 |  |  |  | Benchmark | 20 | 1 | P | 201P |  | -112.110159 |  | 2222.708608 |  | 379.9178610000002 |  | 565.116459 |  | 727.4358530000001 |  | -743.314981 |  | -1296.710401 |  | -3393.122932000002 |  | -942.9374630000001 |  | -2220.355632 |  | -2534.729587999999 |  | -510.5350640000001 |  | -305.437197 |  | -844.6473940000001 |  | -9008.72203
 |  | RESID-1%-PRC |  | Notional | 20 | 2 | P | 202P |  | 167.08 |  | 44.286599 |  | -102.745918 |  | -109.144179 |  | -7.263339 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.786837000000004
 |  |  |  | Benchmark | 20 | 2 | P | 202P |  | 133.664 |  | 35.429279 |  | -82.19673399999999 |  | -87.31534300000001 |  | -5.810670999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.229469000000009
 |  | RESID-3%-PRC |  | Notional | 20 | 3 | P | 203P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 3 | P | 203P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-WTI-HEDGE-PRC |  | Notional | 20 | 4 | P | 204P |  | 132.8598 |  | -68.30402499999997 |  | 589.913829 |  | 556.752336 |  | 589.459617 |  | 616.212579 |  | 1511.208437 |  | 3005.377653 |  | 2817.649992 |  | 4565.603371 |  | 3697.555948 |  | 3601.54788 |  | 211.962875 |  | 0 |  | 21827.800292
 |  |  |  | Benchmark | 20 | 4 | P | 204P |  | 106.28784 |  | -127.13081 |  | 538.495595 |  | 502.258809 |  | 538.737568 |  | 565.582081 |  | 1370.259689 |  | 2765.681482 |  | 2693.415454999999 |  | 4352.247517000001 |  | 3632.364367 |  | 3601.54788 |  | 211.962875 |  | 0 |  | 20751.710348
 |  | RESID-BRENT-PRC |  | Notional | 20 | 5 | P | 205P |  | -187.965 |  | -44.262448 |  | 102.689604 |  | 109.082571 |  | 7.259206 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -13.19606700000001
 |  |  |  | Benchmark | 20 | 5 | P | 205P |  | -150.372 |  | -35.409958 |  | 82.151683 |  | 87.26605699999999 |  | 5.807364000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -10.55685400000001
 |  | RESID-2.2%-PRC |  | Notional | 20 | 6 | P | 206P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 6 | P | 206P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID-62NY-PRC |  | Notional | 20 | 7 | P | 207P |  | 0 |  | 345.638747 |  | -318.326863 |  | -284.130707 |  | -335.661636 |  | -362.853424 |  | -805.829517 |  | -1594.22108 |  | -1565.241696 |  | -2408.817924 |  | -1757.279735 |  | -1797.409173 |  | -209.395875 |  | 0 |  | -11093.528883
 |  |  |  | Benchmark | 20 | 7 | P | 207P |  | 0 |  | 345.638747 |  | -318.326863 |  | -284.130707 |  | -335.661636 |  | -362.853424 |  | -805.829517 |  | -1594.22108 |  | -1565.241696 |  | -2408.817923999999 |  | -1757.279735 |  | -1797.409173 |  | -209.395875 |  | 0 |  | -11093.528883
 |  | RESID-HO-PRC |  | Notional | 20 | 8 | P | 208P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 20 | 8 | P | 208P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID1%-EURO-PRC |  | Notional | 21 | 0 | P | 210P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 21 | 0 | P | 210P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | RESID3%-EURO-PRC |  | Notional | 21 | 5 | P | 215P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 21 | 5 | P | 215P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-RES-GR-PRC |  | Notional | 21 | 7 | P | 217P |  | 8.178 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.178
 |  |  |  | Benchmark | 21 | 7 | P | 217P |  | 6.5424 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.5424
 |  |  |  | Notional |  |  |  |  |  | 185.9651759999998 |  | 3082.046728000001 |  | 969.0738530000003 |  | 1158.956408 |  | 1750.196273 |  | -640.3240119999999 |  | -1968.165176 |  | -4106.575848000001 |  | -99.87673300000029 |  | -134.6304010000003 |  | -661.8607789999996 |  | 1293.603643 |  | -302.8701970000001 |  | -844.6473939999998 |  | -319.1084589999954
 |  |  | Total RESIDUAL FUELS | Benchmark |  |  |  |  |  | -15.98791900000006 |  | 2441.235866 |  | 600.0415420000002 |  | 783.195275 |  | 930.5084780000002 |  | -37401.586324 |  | #[NAME]! |  | -39417.66253 |  | #[NAME]! |  | 2871.305452000002 |  | -659.6449559999992 |  | 1293.603643 |  | -302.870197 |  | -844.6473940000001 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-02-01 00:00:00 |  | to |  | 2002-01-01 00:00:00 |  | is |  | 1011.786956
 | REFINED PRODUCTS
 |  | NG-HO-HDG-SPEC-PRC |  | Notional | 25 | 0 | P | 250P |  | -8.178 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -8.178
 |  |  |  | Benchmark | 25 | 0 | P | 250P |  | -6.5424 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.5424
 |  | ECTGR-HU-PRC |  | Notional | 25 | 1 | P | 251P |  | -63.28320000000002 |  | 595.510225 |  | 41.45391299999994 |  | 97.41950000000003 |  | -74.79218399999996 |  | -109.700935 |  | -101.085779 |  | -178.4945640000003 |  | -322.8963140000001 |  | -275.2593850000003 |  | 154.5736430000002 |  | -18.58680100000015 |  | -209.395875 |  | 0 |  | -464.5377560000007
 |  |  |  | Benchmark | 25 | 1 | P | 251P |  | -50.62656000000001 |  | 545.53593 |  | -30.50224200000002 |  | 21.10945900000002 |  | -126.966075 |  | -160.331433 |  | -242.034527 |  | -418.1907349999999 |  | -447.1308510000001 |  | -488.6152389999993 |  | 89.38206199999968 |  | -18.58680099999992 |  | -209.395875 |  | 0 |  | -1536.352887
 |  | ECTGR-HO-PRC |  | Notional | 25 | 2 | D | 252D |  | 0.12386145 |  | -0.17954027 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.05567882
 |  |  |  | Benchmark | 25 | 2 | D | 252D |  | 12.384015 |  | -17.950939 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -5.566923999999998
 |  | ECTGR-KERO-PRC |  | Notional | 25 | 2.5 | P | 252.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 2.5 | P | 252.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ECTGR-CO-PRC |  | Notional | 25 | 3 | D | 253D |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 3 | D | 253D |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ECTGR-CO-BRNT-PRC |  | Notional | 25 | 3.1 | P | 253.1P |  | -0.14457572 |  | 0.17944236 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.03486663999999998
 |  |  |  | Benchmark | 25 | 3.1 | P | 253.1P |  | -14.455085 |  | 17.941149 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.486064000000001
 |  | ECTGR-BLND-PRC |  | Notional | 25 | 4 | P | 254P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 4 | P | 254P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | ISOBUTYLENE-PRC |  | Notional | 25 | 5 | P | 255P |  | 0 |  | 0.001994 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001994
 |  |  |  | Benchmark | 25 | 5 | P | 255P |  | 0 |  | 0.001994 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001994
 |  | #N/A |  | Notional | 25 | 8.1 | P | 258.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 8.1 | P | 258.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | MTBE-NC4-HEDGE-PRC |  | Notional | 25 | 6 | P | 256P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 25 | 6 | P | 256P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | MTBE-PRICE-PRC |  | Notional | 25 | 8 | P | 258P |  | 285.84012 |  | 74.808445 |  | 44.62901799999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 405.277583
 |  |  |  | Benchmark | 25 | 8 | P | 258P |  | 192.915212 |  | 50.488668 |  | 30.120392 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 273.524272
 |  | BLND-HU-HDG-PRC |  | Notional | 26 | 0 | P | 260P |  | -45.74399999999999 |  | -564.607605 |  | -584.5614520000001 |  | 817.445951 |  | -1342.995299 |  | 166.4543420000002 |  | 951.926169 |  | 1192.066654 |  | 413.796909 |  | 269.305622 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1273.087291
 |  |  |  | Benchmark | 26 | 0 | P | 260P |  | -41.221428 |  | -508.8160189999999 |  | -526.7969210000001 |  | 736.5983610000002 |  | -1210.231885 |  | 149.983072 |  | 857.7263819999997 |  | 1074.098252 |  | 372.8860500000001 |  | 242.680183 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1146.906046999999
 |  | [NAME] |  | Notional | 26 | 1 | P | 261P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 1 | P | 261P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-HU-HDG-PRC |  | Notional | 26 | 2 | P | 262P |  | -177.561101 |  | -84.10189 |  | -30.103884 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -291.766875
 |  |  |  | Benchmark | 26 | 2 | P | 262P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HU-PRC |  | Notional | 26 | 3 | P | 263P |  | -2.599769 |  | -49.87229599999999 |  | -49.58779799999999 |  | -49.34185299999999 |  | -49.076611 |  | -48.82677400000001 |  | -145.014019 |  | -190.100895 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -584.4200149999999
 |  |  |  | Benchmark | 26 | 3 | P | 263P |  | 0 |  | -44.941572 |  | -44.68520099999999 |  | -44.463572 |  | -44.224554 |  | -43.999417 |  | -130.676919 |  | -171.30619 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -524.297425
 |  | MTBE-UNL-HEDGE-PRC |  | Notional | 26 | 4 | P | 264P |  | 60.36149299999997 |  | 237.932271 |  | 449.7039749999999 |  | -709.3262679999999 |  | 1228.655592 |  | -131.1519889999999 |  | -857.8497929999997 |  | -1073.296424 |  | -372.526311 |  | -242.414046 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1409.9115
 |  |  |  | Benchmark | 26 | 4 | P | 264P |  | 0 |  | 0 |  | -44.68520099999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.68520099999999
 |  | PROD-HU-ERMS-XL-PRC |  | Notional | 26 | 5 | P | 265P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 5 | P | 265P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-WTI-HDG-PRC |  | Notional | 26 | 6 | P | 266P |  | 0 |  | -44.114634 |  | -0.23887 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.353504
 |  |  |  | Benchmark | 26 | 6 | P | 266P |  | 0 |  | -44.114634 |  | -0.23887 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.353504
 |  | HO-WTI-HEDGE-PRC |  | Notional | 26 | 7 | P | 267P |  | 0 |  | 44.91706299999999 |  | 44.66071 |  | 44.438474 |  | 44.199389 |  | 43.973372 |  | 130.590823 |  | 171.174295 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 523.954126
 |  |  |  | Benchmark | 26 | 7 | P | 267P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROD-OPT-HO-PRC |  | Notional | 26 | 9.1 | P | 269.1P |  | 0 |  | 5e-05 |  | 44.66174 |  | 0.001012 |  | -73.613991 |  | 0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -28.95082999999999
 |  |  |  | Benchmark | 26 | 9.1 | P | 269.1P |  | 0 |  | 5e-05 |  | 0.00103 |  | 0.001012 |  | -73.613991 |  | 0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.61153999999999
 |  | PROD-OPT-HU-PRC |  | Notional | 26 | 9.2 | P | 269.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 9.2 | P | 269.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROD-OPT-WTI-PRC |  | Notional | 26 | 9.3 | P | 269.3P |  | 0 |  | 124.888614 |  | 181.378096 |  | 159.351543 |  | 47.429118 |  | 18.759902 |  | -9.537653 |  | -5.754587 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 516.515033
 |  |  |  | Benchmark | 26 | 9.3 | P | 269.3P |  | 0 |  | 132.429769 |  | 267.572928 |  | 190.822355 |  | 47.42096 |  | 18.756676 |  | -9.536012999999999 |  | -5.753597 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 641.713078
 |  | MTBE-WTI-HEDGE-PRC |  | Notional | 26 | 8 | P | 268P |  | 0 |  | 5e-05 |  | 44.66174 |  | 0.001012 |  | -73.613991 |  | 0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -28.95082999999999
 |  |  |  | Benchmark | 26 | 8 | P | 268P |  | 0 |  | 5e-05 |  | 0.00103 |  | 0.001012 |  | -73.613991 |  | 0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.61153999999999
 |  | PROD-WTI-ERMS-XL-PRC |  | Notional | 26 | 9 | P | 269P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 26 | 9 | P | 269P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-WTI-HDG-PRC |  | Notional | 27 | 0 | P | 270P |  | 0 |  | -19.82663099999999 |  | -187.852832 |  | -125.859376 |  | -117.01511 |  | -105.965135 |  | -232.075891 |  | -724.6318210000001 |  | -155.94835 |  | -199.750812 |  | 1.651453 |  | 0 |  | 0 |  | 0 |  | -1867.274505
 |  |  |  | Benchmark | 27 | 0 | P | 270P |  | 0 |  | -55.16243599999999 |  | -157.330415 |  | -125.859376 |  | -117.01511 |  | -105.965135 |  | -232.075891 |  | -724.6318209999998 |  | -155.94835 |  | -199.7508119999999 |  | 1.651453 |  | 0 |  | 0 |  | 0 |  | -1872.087893
 |  | DIST2-HO-HDG-PRC |  | Notional | 27 | 1 | P | 271P |  | 159.264 |  | 163.391176 |  | 252.6143489999999 |  | 54.09514800000005 |  | -230.490249 |  | -178.076401 |  | 245.122429 |  | 71.41965399999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 537.340106
 |  |  |  | Benchmark | 27 | 1 | P | 271P |  | 159.236607 |  | 163.363073 |  | 252.570899 |  | 54.08584399999998 |  | -230.450606 |  | -178.045771 |  | 245.080267 |  | 71.40736700000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 537.2476800000001
 |  | DIST-ERMS-XL-PRC |  | Notional | 27 | 2 | P | 272P |  | 0 |  | -0.0001 |  | -0.00103 |  | -0.001011 |  | 73.57210400000001 |  | -0.000359 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 73.56960400000001
 |  |  |  | Benchmark | 27 | 2 | P | 272P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-GO-IPE-PRC |  | Notional | 27 | 2.3 | P | 272.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 27 | 2.3 | P | 272.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST-HO-HDG-PRC |  | Notional | 27 | 3 | P | 273P |  | 143.111 |  | -17.16268299999999 |  | -166.5156719999999 |  | -330.518452 |  | -226.412049 |  | -97.72891400000002 |  | -231.128384 |  | -431.596808 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1357.951962
 |  |  |  | Benchmark | 27 | 3 | P | 273P |  | 143.086385 |  | 59.09942599999999 |  | 120.736072 |  | -138.60606 |  | -177.605629 |  | -77.85152599999999 |  | -240.163243 |  | -437.027627 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -748.3322019999999
 |  | HO-PRC |  | Notional | 27 | 4 | P | 274P |  | 40 |  | 453.786817 |  | -63.14635200000009 |  | 193.83139 |  | 129.92312 |  | 354.147593 |  | 434.8550789999999 |  | 478.2326290000003 |  | 275.864606 |  | 179.537081 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2477.031963
 |  |  |  | Benchmark | 27 | 4 | P | 274P |  | 39.99312 |  | 453.708766 |  | -63.13549100000004 |  | 193.798051 |  | 129.900774 |  | 354.0866790000001 |  | 434.7802829999999 |  | 478.1503689999998 |  | 275.817157 |  | 179.506201 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2476.605909
 |  | PROD-HO-ERMS-XL-PRC |  | Notional | 27 | 5 | P | 275P |  | 0 |  | 49.845099 |  | 0 |  | 49.314001 |  | 0 |  | 0 |  | 0 |  | -23.575663 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 75.583437
 |  |  |  | Benchmark | 27 | 5 | P | 275P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | GASOIL-INTL-.2GO-PRC |  | Notional | 27 | 6 | P | 276P |  | 0 |  | 64.38540400000001 |  | 157.279861 |  | 125.790077 |  | 116.949435 |  | 105.905003 |  | 231.934524 |  | 724.073986 |  | 155.782817 |  | 199.531795 |  | -1.649024 |  | 0 |  | 0 |  | 0 |  | 1879.983878
 |  |  |  | Benchmark | 27 | 6 | P | 276P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DIST2-KERO-HDG-PRC |  | Notional | 27 | 8 | P | 278P |  | -284.785182 |  | -94.78074100000002 |  | -181.015689 |  | 7.144927999999993 |  | 135.147483 |  | 137.173827 |  | -309.184237 |  | -212.900682 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -803.200293
 |  |  |  | Benchmark | 27 | 8 | P | 278P |  | -105.625829 |  | 98.51076199999999 |  | 86.26792799999998 |  | 85.840058 |  | -46.12408 |  | -41.007435 |  | -89.007604 |  | -237.247052 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -248.393252
 |  | DIST-JET-HDG-PRC |  | Notional | 27 | 9 | P | 279P |  | 204.894 |  | -0.0009969999999981383 |  | -0.0009919999999965512 |  | -0.0009869999999949641 |  | 73.61393500000001 |  | 73.239183 |  | 217.518127 |  | 285.149432 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 854.411701
 |  |  |  | Benchmark | 27 | 9 | P | 279P |  | 204.818674 |  | 0.1148069999999861 |  | 0.1141499999999942 |  | 0.1135850000000064 |  | 73.601274 |  | 73.226587 |  | 217.480716 |  | 285.100386 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 854.570179
 |  | KERO-PRC |  | Notional | 28 | 0 | P | 280P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 0 | P | 280P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | GASOIL-INTL-PRC |  | Notional | 28 | 2 | P | 282P |  | -140.286866 |  | 18.00201499999999 |  | -124.167381 |  | 138.421157 |  | 177.684505 |  | 77.919703 |  | 241.430336 |  | 440.21209 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 829.215559
 |  |  |  | Benchmark | 28 | 2 | P | 282P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HO-INTL-PRC |  | Notional | 28 | 3 | P | 283P |  | -44.99226 |  | -450.950861 |  | 63.101207 |  | -193.686759 |  | -129.826331 |  | -353.875576 |  | -434.486188 |  | -477.770947 |  | -275.551065 |  | -179.309343 |  | 0 |  | 0 |  | 0 |  | 0 |  | -2477.348123
 |  |  |  | Benchmark | 28 | 3 | P | 283P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | DABHOL-HO-PRC |  | Notional | 28 | 5 | P | 285P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 5 | P | 285P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROD-ERMS-XL-PRC |  | Notional | 28 | 6 | P | 286P |  | -0.02624799999999539 |  | -0.1423800000001165 |  | -1.033851999999996 |  | -5.334953000000041 |  | -0.5970979999999884 |  | -0.01674300000000528 |  | -0.05680599999998037 |  | -0.728276999999963 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.936357000000086
 |  |  |  | Benchmark | 28 | 6 | P | 286P |  | -0.01461900000000605 |  | -59.171131 |  | -1.010502999999968 |  | -5.311396000000037 |  | -0.5816049999999959 |  | -0.004081000000005588 |  | -0.01774700000000303 |  | -0.6504970000000175 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -66.76157900000001
 |  | COND-DUBAI-PRC |  | Notional | 28 | 7 | P | 287P |  | 118.829058 |  | -98.45703900000001 |  | -86.22064599999999 |  | -85.791604 |  | 46.09783400000001 |  | 40.983161 |  | 88.949522 |  | 237.062337 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 261.452623
 |  |  |  | Benchmark | 28 | 7 | P | 287P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | CONDENSATE-PRC |  | Notional | 28 | 8 | P | 288P |  | -204.818674 |  | -0.1147430000000022 |  | -0.1140890000000072 |  | -0.1135210000000079 |  | -73.55939300000001 |  | -73.18324100000001 |  | -217.33743 |  | -284.8808750000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -854.1219660000002
 |  |  |  | Benchmark | 28 | 8 | P | 288P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 28 | 9 | P | 289P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 28 | 9 | P | 289P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-BRENT-HDG-PRC |  | Notional | 29 | 0 | P | 290P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 0 | P | 290P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BLENDSTOCK-PRC |  | Notional | 29 | 1 | P | 291P |  | 0 |  | 239.387023 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 239.387023
 |  |  |  | Benchmark | 29 | 1 | P | 291P |  | 0 |  | 215.719546 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 215.719546
 |  | BLND-HO-HDG-PRC |  | Notional | 2 | 19 | P | 219P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 2 | 19 | P | 219P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | Refp-Blend-Reformate-Prc |  | Notional | 29 | 2 | P | 292P |  | 0.01511699999999837 |  | 59.16751899999997 |  | 0.779109999999986 |  | 4.736007000000012 |  | 0.4427799999999988 |  | -0.01155800000000454 |  | -0.1120160000000178 |  | -0.5508959999999351 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 64.466063
 |  |  |  | Benchmark | 29 | 2 | P | 292P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-BLEND-TOL-PRC |  | Notional | 29 | 3 | P | 293P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 3 | P | 293P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | TOL-PRC |  | Notional | 29 | 4 | P | 294P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 4 | P | 294P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-61GC-HDG-PRC |  | Notional | 29 | 5 | P | 295P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 5 | P | 295P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-61NY-HDG-PRC |  | Notional | 29 | 6 | P | 296P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 6 | P | 296P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | REFP-RES3%-HDG-PRC |  | Notional | 29 | 7 | P | 297P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 7 | P | 297P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | BLND-WTI-HDG-PRC |  | Notional | 29 | 8 | P | 298P |  | 0 |  | 14.805054 |  | 96.40716 |  | 318.267755 |  | 344.291213 |  | 221.128953 |  | -891.16768 |  | -698.892692 |  | -416.380331 |  | -359.2367840000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1370.777352
 |  |  |  | Benchmark | 29 | 8 | P | 298P |  | 0 |  | 14.805054 |  | 96.40716 |  | 318.267755 |  | 344.291213 |  | 221.128953 |  | -891.1676799999999 |  | -698.892692 |  | -416.380331 |  | -359.236784 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1370.777352
 |  | [NAME] |  | Notional | 29 | 9 | P | 299P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 29 | 9 | P | 299P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 29 | 9.5 | P | 299.5P |  | 0 |  | -42.878432 |  | 189.738113 |  | -408.438223 |  | -172.875667 |  | 8.890449 |  | 137.778108 |  | 26.75075099999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -261.034901
 |  |  |  | Benchmark | 29 | 9.5 | P | 299.5P |  | 0 |  | -42.878432 |  | 189.738113 |  | -408.438223 |  | -172.875667 |  | 8.890449 |  | 137.778108 |  | 26.75075099999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -261.034901
 |  | CLEAN-ERMS-XL-PRC |  | Notional | 29 | 9.6 | P | 299.6P |  | -0.0002889999999999837 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.0002889999999999837
 |  |  |  | Benchmark | 29 | 9.6 | P | 299.6P |  | 0.01347 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.01347
 |  |  |  | Notional |  |  |  |  |  | 40.01848472999998 |  | 673.81768909 |  | 136.5084529999995 |  | 101.8449480000001 |  | -146.861465 |  | 150.0385810000001 |  | -748.9307589999996 |  | -677.0333029999999 |  | -697.858039 |  | -607.5958720000003 |  | 154.5760720000002 |  | -18.58680100000015 |  | -209.395875 |  | 0 |  | -1849.457886180001
 |  |  | Total REFINED PRODUCTS | Benchmark |  |  |  |  |  | 533.9615619999998 |  | 978.6838810000002 |  | 175.1448579999999 |  | 877.9588650000002 |  | -1678.088972 |  | 218.8683360000001 |  | 58.16613199999975 |  | -758.1930860000002 |  | -370.7563250000001 |  | -625.4164509999991 |  | 91.03351499999968 |  | -18.58680099999992 |  | -209.395875 |  | 0 |  | -726.6203610000006
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-03-01 00:00:00 |  | to |  | 2002-02-01 00:00:00 |  | is |  | -1054.199378
 | NATURAL GAS LIQUIDS
 |  | Long-Term NGL
 |  | C2-PRC |  | Notional | 30 | 0 | P | 300P |  | 46.065511 |  | 107.319922 |  | 4.994865000000001 |  | 3.802476 |  | 15.230744 |  | 15.635528 |  | 58.411627 |  | 28.747829 |  | 16.00556 |  | 16.236103 |  | 0 |  | 0 |  | 0 |  | 0 |  | 312.450165
 |  |  |  | Benchmark | 30 | 0 | P | 300P |  | 24.369024 |  | 26.16499899999999 |  | -93.772978 |  | -316.081941 |  | -336.0415 |  | -212.732413 |  | 921.487019 |  | 713.568235 |  | 424.461195 |  | 367.438027 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1518.859667
 |  | [NAME] |  | Notional | 30 | 1 | P | 301P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 30 | 1 | P | 301P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 30 | 2 | P | 302P |  | 46.932475 |  | 469.417797 |  | 369.923734 |  | 247.082756 |  | 2.315317 |  | 22.260164 |  | 174.1424240000001 |  | 417.4979069999999 |  | 27.212657 |  | 538.427444 |  | 716.4243299999999 |  | 416.942002 |  | 0 |  | 0 |  | 3448.579007
 |  |  |  | Benchmark | 30 | 2 | P | 302P |  | 30.901655 |  | 351.9363500000001 |  | 70.981514 |  | 596.181612 |  | 197.432035 |  | 14.742563 |  | -47.06005400000002 |  | 200.4781939999999 |  | 17.917575 |  | 354.515705 |  | 471.7138380000001 |  | 274.526289 |  | 0 |  | 0 |  | 2534.267276
 |  | NC4-PRC |  | Notional | 30 | 3 | P | 303P |  | -4.948781999999998 |  | 19.02515199999999 |  | 49.869943 |  | 0.326832999999997 |  | 14.25183 |  | 14.641285 |  | 63.465244 |  | 100.011838 |  | 5.443197 |  | 6.516499 |  | 0 |  | 0 |  | 0 |  | 0 |  | 268.603039
 |  |  |  | Benchmark | 30 | 3 | P | 303P |  | -3.674634000000002 |  | 14.126804 |  | 37.030079 |  | 0.2426839999999993 |  | 10.582455 |  | 10.871638 |  | 47.125039 |  | 74.26209000000001 |  | 4.041755 |  | 4.838716000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 199.446626
 |  | IC4-PRC |  | Notional | 30 | 4 | P | 304P |  | 5.057238 |  | 7.480994000000001 |  | 7.447925 |  | 7.453873 |  | 7.437486 |  | 7.419903000000001 |  | 24.962093 |  | 34.25540100000001 |  | 4.425916 |  | 5.305574999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 111.246404
 |  |  |  | Benchmark | 30 | 4 | P | 304P |  | -646.18434572 |  | -398.53976664 |  | -175.9932899999999 |  | -818.921332 |  | 1613.277986000001 |  | -356.567943 |  | -362.0104989999994 |  | 290.6297839999995 |  | -114.200242 |  | 113.649332 |  | -1.649024 |  | 0 |  | 0 |  | 0 |  | -856.5093403599992
 |  | [NAME] |  | Notional | 30 | 6 | P | 306P |  | -0.412316 |  | 17.925719 |  | 17.875533 |  | 17.852726 |  | 17.826669 |  | 1798-11-15 18:55:58.714000 |  | #[NAME]! |  | 1798-02-08 10:49:16.378000 |  | #[NAME]! |  | 1115.255215 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  | Benchmark | 30 | 6 | P | 306P |  | -0.326965 |  | 14.215042 |  | 14.175244 |  | 14.157158 |  | 14.136495 |  | 14.106524 |  | 42.104051 |  | 59.03932700000001 |  | 10.64828 |  | 11.630999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 193.886155
 |  | C5+-BNT-HEDGE-PRC |  | Notional | 30 | 7 | P | 307P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 30 | 7 | P | 307P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | C5+-BRNT-HEDGE-PRC |  | Notional | 30 | 8 | P | 308P |  | -27.418448 |  | -48.816617 |  | -2.533365 |  | -1.858231 |  | -8.033587 |  | -8.276594999999999 |  | -31.137138 |  | -15.423016 |  | -8.459337999999999 |  | -8.577804 |  | 0 |  | 0 |  | 0 |  | 0 |  | -160.534139
 |  |  |  | Benchmark | 30 | 8 | P | 308P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | C5+-WTI-HEDGE-PRC |  | Notional | 30 | 9 | P | 309P |  | 0 |  | -7.1429 |  | -109.831556 |  | -93.858977 |  | -21.70829 |  | -60.18846599999999 |  | -216.83942 |  | -381.21242 |  | -38.540587 |  | -216.522849 |  | -347.849216 |  | -273.443491 |  | 0 |  | 0 |  | -1767.138172
 |  |  |  | Benchmark | 30 | 9 | P | 309P |  | 0 |  | -7.1429 |  | -109.831556 |  | -93.858977 |  | -21.70829 |  | -60.18846599999999 |  | -216.83942 |  | -381.21242 |  | -38.540587 |  | -216.522849 |  | -347.8492160000001 |  | -273.4434910000001 |  | 0 |  | 0 |  | -1767.138172
 |  | NC4-EUR-PRC |  | Notional | 31 | 0 | P | 310P |  | -33.628812 |  | -331.877828 |  | -242.813037 |  | -167.552224 |  | -0.382952000000003 |  | -7.592260999999999 |  | -103.404496 |  | -294.196044 |  | -17.90182 |  | -354.0671179999999 |  | -470.983902 |  | -274.026056 |  | 0 |  | 0 |  | -2298.42655
 |  |  |  | Benchmark | 31 | 0 | P | 310P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NGL-HO-PRC |  | Notional | 31 | 4.1 | P | 314.1P |  | 4.144753000000001 |  | -25.221428 |  | -37.010525 |  | -0.2499480000000039 |  | -10.076823 |  | -10.438809 |  | -45.78728999999999 |  | -72.42285700000001 |  | -4.037853 |  | -4.833107999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -205.933888
 |  |  |  | Benchmark | 31 | 4.1 | P | 314.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | [NAME] |  | Notional | 31 | 1 | P | 311P |  | 4.144753000000001 |  | -25.221428 |  | -37.010525 |  | -0.2499480000000039 |  | -10.076823 |  | -10.438809 |  | -45.78728999999999 |  | -72.42285700000001 |  | -4.037853 |  | -4.833107999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -205.933888
 |  |  |  | Benchmark | 31 | 1 | P | 311P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NG-NGL_HEDGE-PRC |  | Notional | 31 | 4 | P | 314P |  | -3.880819999999999 |  | -5.099093999999999 |  | -213.347056 |  | 71.39259200000001 |  | -5.071107 |  | -5.060296999999999 |  | -17.021551 |  | -23.354967 |  | -3.01607 |  | -3.614818 |  | 0 |  | 0 |  | 0 |  | 0 |  | -208.073188
 |  |  |  | Benchmark | 31 | 4 | P | 314P |  | 0 |  | 0 |  | -35.748155 |  | 13.127338 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -22.620817
 |  | NAPTHA-EUR-PRC |  | Notional | 31 | 5 | P | 315P |  | 0.367836 |  | -14.200807 |  | -14.168018 |  | -14.170535 |  | -14.126977 |  | -14.098854 |  | -42.098193 |  | -59.046266 |  | -10.638006 |  | -11.617604 |  | 0 |  | 0 |  | 0 |  | 0 |  | -193.797424
 |  |  |  | Benchmark | 31 | 5 | P | 315P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NAPTHA-PRC |  | Notional | 31 | 6 | P | 316P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 31 | 6 | P | 316P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 36.423388 |  | 163.5894819999999 |  | -206.602082 |  | 69.97139300000009 |  | -12.41451300000001 |  | -36989.34833700001 |  | #[NAME]! |  | -37551.114568 |  | #[NAME]! |  | 1077.674426999999 |  | -102.4087880000001 |  | -130.527545 |  | 0 |  | 0 |  | #[NAME]!
 |  |  | Total Long-Term NGL | Benchmark |  |  |  |  |  | -594.91526572 |  | 0.7605283599999799 |  | -293.1591419999999 |  | -605.1534580000001 |  | 1477.679181 |  | -589.7680969999999 |  | 384.8061360000006 |  | 956.7652099999993 |  | 304.327976 |  | 635.5499300000001 |  | 122.215598 |  | 1.082797999999912 |  | 0 |  | 0 |  | 1800.191394640001
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 846.6618959999998
 |  | Physical NGL
 |  | EGLI-C2MW-PRC |  | Notional | 35 | 0 | P | 350P |  | 45.332981 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 45.332981
 |  |  |  | Benchmark | 35 | 0 | P | 350P |  | 23.98151 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 23.98151
 |  | EGLI-C2GC-PRC |  | Notional | 35 | 1 | P | 351P |  | 135.031077 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 135.031077
 |  |  |  | Benchmark | 35 | 1 | P | 351P |  | 71.432519 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 71.432519
 |  | EGLI-C3MW-PRC |  | Notional | 35 | 2 | P | 352P |  | -35.916131 |  | -19.948918 |  | 35.728562 |  | -13.119928 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -33.256415
 |  |  |  | Benchmark | 35 | 2 | P | 352P |  | -23.648186 |  | -13.134926 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.783112
 |  | EGLI-C3GC-PRC |  | Notional | 35 | 3 | P | 353P |  | 380.3663550000001 |  | 0 |  | 0 |  | -24.670927 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 355.695428
 |  |  |  | Benchmark | 35 | 3 | P | 353P |  | 250.443859 |  | 0 |  | 0 |  | -16.244029 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 234.19983
 |  | EGLI-NC4MW-PRC |  | Notional | 35 | 4 | P | 354P |  | 3.725995999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.725995999999999
 |  |  |  | Benchmark | 35 | 4 | P | 354P |  | 2.766675 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.766675
 |  | EGLI-WTI-PRC |  | Notional | 35 | 5 | P | 355P |  | 0 |  | 49.872297 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.872297
 |  |  |  | Benchmark | 35 | 5 | P | 355P |  | 0 |  | 49.872297 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.872297
 |  | EGLI-NC4GC-PRC |  | Notional | 35 | 6 | P | 356P |  | -36.34925500000001 |  | -336.162326 |  | -153.0805500000001 |  | -104.584702 |  | -13.38001700000001 |  | 17.1924 |  | -17.50901699999994 |  | -76.83861800000005 |  | -5.546967000000002 |  | -166.453451 |  | -123.664939 |  | -1.076075999999944 |  | 0 |  | 0 |  | -1017.453518
 |  |  |  | Benchmark | 35 | 6 | P | 356P |  | 17.869974 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1799-01-27 00:00:00 |  | #[NAME]! |  | 1798-02-26 00:00:00 |  | #[NAME]! |  | -766.9159669999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | EGLI-IC4MW-PRC |  | Notional | 35 | 7 | P | 357P |  | 2.348212 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.348212
 |  |  |  | Benchmark | 35 | 7 | P | 357P |  | 1.601751 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.601751
 |  | EGLI-IC4GC-PRC |  | Notional | 35 | 8 | P | 358P |  | 4.500774999999997 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4.500774999999997
 |  |  |  | Benchmark | 35 | 8 | P | 358P |  | 21.03395 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 21.03395
 |  | EGLI-C5GC-PRC |  | Notional | 35 | 9 | P | 359P |  | 118.95356 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 118.95356
 |  |  |  | Benchmark | 35 | 9 | P | 359P |  | 152.856049 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 152.856049
 |  | EGLI-C5MW-PRC |  | Notional | 36 | 0 | P | 360P |  | 23.690193 |  | 13.127763 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.817956
 |  |  |  | Benchmark | 36 | 0 | P | 360P |  | 7.805759 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 7.805759
 |  |  |  | Notional |  |  |  |  |  | 641.683763 |  | -293.1111839999999 |  | -117.3519880000001 |  | -142.375557 |  | -13.38001700000001 |  | 17.1924 |  | -17.50901699999994 |  | -76.83861800000005 |  | -5.546967000000002 |  | -166.453451 |  | -123.664939 |  | -1.076075999999944 |  | 0 |  | 0 |  | -298.431651
 |  |  | Total Physical NGL | Benchmark |  |  |  |  |  | 526.14386 |  | 36.737371 |  | 0 |  | -16.244029 |  | 0 |  | -36861 |  | #[NAME]! |  | -37196 |  | #[NAME]! |  | -766.9159669999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 546.6372020000001
 |  |  |  | Notional |  |  |  |  |  | 678.107151 |  | -129.521702 |  | -323.9540700000001 |  | -72.4041639999999 |  | -25.79453000000002 |  | -36972.15593700001 |  | #[NAME]! |  | -37627.953186 |  | #[NAME]! |  | 911.2209759999995 |  | -226.0737270000001 |  | -131.6036209999999 |  | 0 |  | 0 |  | #[NAME]!
 |  |  | TOTAL NATURAL GAS LIQUIDS | Benchmark |  |  |  |  |  | -68.77140571999996 |  | 37.49789935999998 |  | -293.1591419999999 |  | -621.3974870000001 |  | 1477.679181 |  | -37450.768097 |  | #[NAME]! |  | -36239.23479 |  | #[NAME]! |  | -131.3660369999998 |  | 122.215598 |  | 1.082797999999912 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 1393.299098
 | PETROCHEMICALS
 |  | BENZENE-PRC |  | Notional | 40 | 0 | P | 400P |  | -50.44345 |  | -109.719052 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -160.162502
 |  |  |  | Benchmark | 40 | 0 | P | 400P |  | -50.592428 |  | -104.935521 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 7.275957614183426e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -155.527949
 |  | PARAXYLENE-PRC |  | Notional | 40 | 1 | P | 401P |  | 0.01305 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.01305
 |  |  |  | Benchmark | 40 | 1 | P | 401P |  | -31.475001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -31.475001
 |  | STYRENE-PRC |  | Notional | 40 | 2 | P | 402P |  | 2.902 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.902
 |  |  |  | Benchmark | 40 | 2 | P | 402P |  | -173.610475 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -173.610475
 |  | TOLUENE-PRC |  | Notional | 40 | 3 | P | 403P |  | 6.849 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.849
 |  |  |  | Benchmark | 40 | 3 | P | 403P |  | -3.292968 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3.292968
 |  | XYLENE-PRC |  | Notional | 40 | 4 | P | 404P |  | 0.05333 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.05333
 |  |  |  | Benchmark | 40 | 4 | P | 404P |  | -647.2726680000001 |  | 19.938039 |  | 0 |  | 24.657001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -602.677628
 |  | BTX-UNL-HEDGE-PRC |  | Notional | 40 | 7 | P | 407P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1799-01-27 00:00:00 |  | #[NAME]! |  | 1798-02-26 00:00:00 |  | #[NAME]! |  | -401.838671 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  | Benchmark | 40 | 7 | P | 407P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | METH-PRC |  | Notional | 40 | 8 | P | 408P |  | -495.6914150000001 |  | -313.0601039999999 |  | -133.2454310000001 |  | -68.613101 |  | 6.250627999999995 |  | 36.72310899999999 |  | 40.49659100000005 |  | -0.7982600000000559 |  | -5.546967000000002 |  | -166.453451 |  | -123.664939 |  | -1.076075999999944 |  | 0 |  | 0 |  | -1224.679416
 |  |  |  | Benchmark | 40 | 8 | P | 408P |  | -1.89324 |  | 4.634543 |  | 9.216209999999998 |  | 9.170499 |  | 9.121201999999998 |  | 1799-02-05 01:47:39.955000 |  | #[NAME]! |  | 1798-04-02 07:57:18.749000 |  | #[NAME]! |  | -1168.754638 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | [NAME] |  | Notional | 41 | 0 | P | 410P |  | 243.68204 |  | -54.51740199999999 |  | -54.206406 |  | -53.93755400000001 |  | -53.647607 |  | -53.37449899999999 |  | -158.520625 |  | -197.794468 |  | 29.478892 |  | 56.455361 |  | 18.093096 |  | 0 |  | 0 |  | 0 |  | -278.289172
 |  |  |  | Benchmark | 41 | 0 | P | 410P |  | 109.391844 |  | -25.33102 |  | -25.186519 |  | -25.061599 |  | -24.92687800000001 |  | -24.799981 |  | -73.655182 |  | -91.903419 |  | 13.697102 |  | 26.231475 |  | 8.406794 |  | 0 |  | 0 |  | 0 |  | -133.137383
 |  | METH-NG-HDG-PRC |  | Notional | 41 | 1 | P | 411P |  | 48.24421599999999 |  | 57.20634200000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1.455191522836685e-14 |  | 1.455191522836685e-14 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 105.450558
 |  |  |  | Benchmark | 41 | 1 | P | 411P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | METH-NG-HDG-BAS |  | Notional | 4 | 12 | D | 412D |  | -3.754519 |  | -4.9772552 |  | -5.4321449 |  | -5.9827984 |  | -7.900254700000001 |  | -4.0368023 |  | -15.8590281 |  | -32.27978940000001 |  | -31.9552124 |  | -58.2245833 |  | -49.15857839999999 |  | -29.0542613 |  | 0 |  | 0 |  | -248.6152274
 |  |  |  | Benchmark | 4 | 12 | D | 412D |  | -6.287675999999999 |  | -8.543177 |  | -9.32397 |  | -10.269136 |  | -13.560341 |  | -6.928943 |  | -27.221126 |  | -55.40643499999999 |  | -54.84931899999999 |  | -99.939209 |  | -84.37792300000002 |  | -49.869998 |  | 0 |  | 0 |  | -426.577253
 |  | METH-NG-HDG-BAS |  | Notional |  |  |  |  |  | 3.754519 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3.754519
 |  |  |  | Benchmark |  |  |  |  |  | 6.287675999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.287675999999999
 |  | PYGAS-PRC |  | Notional | 41 | 3 | P | 413P |  | -16.114417 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -16.114417
 |  |  |  | Benchmark | 41 | 3 | P | 413P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -260.505646 |  | -425.0674711999999 |  | -192.8839819000001 |  | -128.5334534 |  | -55.2972337 |  | -36881.6881923 |  | #[NAME]! |  | -37426.87251740001 |  | #[NAME]! |  | -570.0613443 |  | -154.7304214 |  | -30.13033729999995 |  | 0 |  | 0 |  | #[NAME]!
 |  |  | Total PETROCHEMICALS | Benchmark |  |  |  |  |  | -798.744936 |  | -114.237136 |  | -25.294279 |  | -1.503234999999997 |  | -29.36601700000001 |  | -36883.654156 |  | #[NAME]! |  | -37307.978387 |  | #[NAME]! |  | -1242.462372 |  | -75.97112900000002 |  | -49.869998 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -410.337872
PLASTICS (000's Lbs)
 |  | PLAST-C2-HEDGE-PRC |  | Notional | 45 | 1 | P | 451P |  | 1.89324 |  | -4.630861 |  | -9.210011000000002 |  | -9.164181000000001 |  | -9.114877 |  | -9.068266999999999 |  | -26.932532 |  | -35.303531 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -101.53102
 |  |  |  | Benchmark | 45 | 1 | P | 451P |  | 0 |  | 9.497824000000001 |  | 9.443643 |  | 9.396805 |  | 9.346290999999999 |  | 9.298710999999999 |  | 12.311973 |  | 6.033894 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 65.329141
 |  | PLAST-C3-HEDGE-PRC |  | Notional | 45 | 2 | P | 452P |  | -118.53923 |  | 25.317206 |  | 25.172872 |  | 25.047609 |  | 24.91285 |  | 24.785457 |  | 73.607118 |  | 91.83364399999998 |  | -13.683887 |  | -26.19985399999999 |  | -8.394713 |  | 0 |  | 0 |  | 0 |  | 123.859072
 |  |  |  | Benchmark | 45 | 2 | P | 452P |  | 0 |  | 0 |  | 3.264999 |  | 3.248806 |  | 3.231341 |  | 3.214892 |  | 9.54813 |  | 12.516775 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 35.024943
 |  | PLAST-BENZENE-PRC |  | Notional | 47 | 1 | P | 471P |  | -25 |  | 0 |  | -9.91756 |  | -9.868371 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -44.78593100000001
 |  |  |  | Benchmark | 47 | 1 | P | 471P |  | -23.91005 |  | 0 |  | -9.485174 |  | -9.438129 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -42.833353
 |  | PLAST-GR-PRC |  | Notional | 45 | 2.5 | P | 452.5P |  | 6.287675999999999 |  | 8.538518 |  | 9.31886 |  | 10.263339 |  | 13.552625 |  | 6.924842 |  | 27.203088 |  | 55.362685 |  | 54.796589 |  | 99.819369 |  | 84.24777900000001 |  | 49.779099 |  | 0 |  | 0 |  | 426.094469
 |  |  |  | Benchmark | 45 | 2.5 | P | 452.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PLAST-UNLEADED-PRC |  | Notional | 45 | 3.5 | P | 453.5P |  | -6.287675999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.287675999999999
 |  |  |  | Benchmark | 45 | 3.5 | P | 453.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PLAST-STYRENE-PRC |  | Notional | 45 | 3.3 | P | 453.3P |  | -1.123776 |  | -0.896716 |  | -0.8916000000000001 |  | -0.887178 |  | -0.882409 |  | -0.877917 |  | -2.607386 |  | -3.418059 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -11.585041
 |  |  |  | Benchmark | 45 | 3.3 | P | 453.3P |  | -7.717519 |  | -6.158186 |  | -6.123055999999999 |  | -6.092687 |  | -6.059935 |  | -6.029086 |  | -17.906199 |  | -23.473485 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -79.560153
 |  | PLAST-WTI-PRC |  | Notional | 45 | 5.8 | P | 455.8P |  | -104.701649 |  | 86.430051 |  | 25.280416 |  | 31.07965299999999 |  | 29.349306 |  | 17.758069 |  | 59.374314 |  | 89.133501 |  | 30.078118 |  | 52.487059 |  | 69.08042900000001 |  | 49.779099 |  | 0 |  | 0 |  | 435.128366
 |  |  |  | Benchmark | 45 | 5.8 | P | 455.8P |  | 0 |  | 0 |  | 0 |  | 4.934185 |  | 0 |  | 1798-12-22 02:48:56.707000 |  | #[NAME]! |  | 1798-01-04 05:48:32.602000 |  | #[NAME]! |  | 341.2770590000001 |  | -6.772637 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  | Notional |  |  |  |  |  | -142.769766 |  | 28.328147 |  | 14.472561 |  | 15.391218 |  | 28.46818900000001 |  | 21.764115 |  | 71.27028800000001 |  | 108.474739 |  | 41.112702 |  | 73.619515 |  | 75.85306600000001 |  | 49.779099 |  | 0 |  | 0 |  | 385.763873
 |  |  | TOTAL C2-C3_HEDGE | Benchmark |  |  |  |  |  | -31.627569 |  | 3.339638000000002 |  | -2.899587999999999 |  | -2.885204999999999 |  | 6.517696999999999 |  | 6.484517 |  | 3.953904000000001 |  | -4.922816000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | ETHYLENE-PRC |  | Notional | 45 | 0 | P | 450P |  | 1000 |  | 987.9532869999999 |  | 982.3174939999999 |  | 977.4455620000001 |  | 972.1912540000001 |  | 967.2422639999999 |  | 4816.732763 |  | 9471.939504 |  | 5517.292126 |  | 10566.228548 |  | 3386.317926 |  | 0 |  | 0 |  | 0 |  | 39645.660728
 |  |  |  | Benchmark | 45 | 0 | P | 450P |  | 1.5 |  | 1.496169 |  | 1.487634 |  | 1.480256 |  | 1.472298 |  | 1.464803 |  | 7.243556000000001 |  | 14.216954 |  | 8.275937 |  | 15.849343 |  | 5.079477000000001 |  | 0 |  | 0 |  | 0 |  | 59.56642699999999
 |  | PLAST-NG-HEDGE-PRC |  | Notional | 45 | 3 | P | 453P |  | 0 |  | 0 |  | -3.26321 |  | -3.246972 |  | -3.229503 |  | -3.212988 |  | -9.541838 |  | -16.2550039 |  | -11.0345843 |  | -21.1324572 |  | -6.7726358 |  | 0 |  | 0 |  | 0 |  | -77.6891922
 |  |  |  | Benchmark | 45 | 3 | P | 453P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.433 |  | -18.940241 |  | -36.272671 |  | -11.624847 |  | 0 |  | 0 |  | 0 |  | -73.270759
 |  | POLYETHYLENE-PRC |  | Notional | 45 | 4 | P | 454P |  | -968.1321340000001 |  | -3491.060757 |  | -3461.665888 |  | -3444.496916000001 |  | -3435.362794 |  | -1464.803207 |  | -4350.420578 |  | -5703.02685 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -26318.969124
 |  |  |  | Benchmark | 45 | 4 | P | 454P |  | -0.198408 |  | -0.6982119999999999 |  | -0.6942289999999999 |  | -0.690786 |  | -0.6870729999999999 |  | -0.292961 |  | -0.8700840000000001 |  | -1.140605 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -5.272358
 |  | POLYSTYRENE-PRC |  | Notional | 45 | 5 | P | 455P |  | -900 |  | -897.701338 |  | -892.580365 |  | -888.1533559999999 |  | -883.3790040000001 |  | -878.8819240000001 |  | -2610.252347 |  | -4920.962472 |  | -4413.833701 |  | -267.997906 |  | 0 |  | 0 |  | 0 |  | 0 |  | -17553.742413
 |  |  |  | Benchmark | 45 | 5 | P | 455P |  | -0.45 |  | -0.448851 |  | -0.44629 |  | -0.444077 |  | -0.44169 |  | -0.439441 |  | -1.305127 |  | -2.460481 |  | -2.206916 |  | -0.134 |  | 0 |  | 0 |  | 0 |  | 0 |  | -8.776873
 |  | PROP-ERMS-XL-PRC |  | Notional | 45 | 6 | P | 456P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 45 | 6 | P | 456P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PROPYLENE-PRC |  | Notional | 45 | 7 | P | 457P |  | 507.717519 |  | 1003.600758 |  | 997.8756609999998 |  | 992.9263100000001 |  | 987.588714 |  | 982.560988 |  | 989.418289 |  | 23.455412 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6485.143650999999
 |  |  |  | Benchmark | 45 | 7 | P | 457P |  | 3.2 |  | 6.383654000000001 |  | 6.347238 |  | 6.315757 |  | 6.281806 |  | 6.249826999999999 |  | 6.217753000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 40.996035
 |  | POLYPROPYLENE-PRC |  | Notional | 45 | 8 | P | 458P |  | -2112.5 |  | -1645.785785 |  | -1636.397335 |  | -1633.212553 |  | -1619.528174 |  | -1606.40374 |  | -4770.970785999999 |  | -4376.656454999999 |  | 5528.316064000001 |  | 10587.335532 |  | 3393.080828 |  | 0 |  | 0 |  | 0 |  | 107.2775960000013
 |  |  |  | Benchmark | 45 | 8 | P | 458P |  | -1.8675 |  | -1.486194 |  | -1.477716 |  | -1.470387 |  | -1.462483 |  | -1.455037 |  | -4.321416999999999 |  | -5.477614000000002 |  | 0.551729 |  | 1.056622 |  | 0.338631 |  | 0 |  | 0 |  | 0 |  | -17.071366
 |  | PYPP-ERMS-XL-PRC |  | Notional | 45 | 9 | P | 459P |  | 31.627569 |  | -3.337817000000001 |  | 2.897997999999999 |  | 2.883577999999999 |  | -6.513989 |  | -6.480678 |  | -3.951558000000006 |  | 4.919025999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 22.04412899999998
 |  |  |  | Benchmark | 45 | 9 | P | 459P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | PVC-PRC |  | Notional | 46 | 0 | P | 460P |  | -1.5 |  | -1.495353 |  | -1.486819 |  | -1.47942 |  | -1.471461 |  | -1.463936 |  | -7.238733 |  | -14.205779 |  | -8.267954000000001 |  | -15.830237 |  | -5.072176000000001 |  | 0 |  | 0 |  | 0 |  | -59.51186799999999
 |  |  |  | Benchmark | 46 | 0 | P | 460P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -2442.787046 |  | -4047.827005 |  | -4012.302464 |  | -3997.333767 |  | -3989.704957 |  | -2011.443221 |  | -5946.224787999999 |  | -5530.7926179 |  | 6612.471950700001 |  | 20848.6034798 |  | 6767.5539422 |  | 0 |  | 0 |  | 0 |  | 2250.213506800001
 |  |  | TOTAL PLASTICS (LBS) | Benchmark |  |  |  |  |  | 2.184092000000001 |  | 5.246566000000001 |  | 5.216637 |  | 5.190762999999999 |  | 5.162858 |  | 5.527190999999999 |  | 6.964681000000003 |  | -1.294746000000003 |  | -12.319491 |  | -19.500706 |  | -6.206738999999998 |  | 0 |  | 0 |  | 0 |  | -3.828894000000009
 |  |  |  | Notional |  |  |  |  |  | -2585.556812 |  | -4019.498858 |  | -3997.829903 |  | -3981.942549 |  | -3961.236768 |  | -1989.679106000001 |  | -5874.954499999999 |  | -5422.317878899999 |  | 6653.584652700001 |  | 20922.2229948 |  | 6843.4070082 |  | 49.779099 |  | 0 |  | 0 |  | 2635.977379800001
 |  |  | [NAME] (LBS) | Benchmark |  |  |  |  |  | -29.443477 |  | 8.586204000000002 |  | 2.317049000000002 |  | 2.305558 |  | 11.680555 |  | 12.011708 |  | 10.918585 |  | -6.217562000000004 |  | -12.319491 |  | -19.500706 |  | -6.206738999999998 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-07-01 00:00:00 |  | to |  | 2002-06-01 00:00:00 |  | is |  | -55.29422700000001
US-UK-ARB
 |  | US-UK-KE-ARB-PRC |  | Notional | 50 | 0 | P | 500P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 50 | 0 | P | 500P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | US-UK-KERO-ARB-PRC |  | Notional | 50 | 0.5 | P | 500.5P |  | 0.001 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.000982 |  | 0.000977 |  | 0.002901 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.008836000000000002
 |  |  |  | Benchmark | 50 | 0.5 | P | 500.5P |  | 2500.812421 |  | 4037.453992 |  | 4014.411176 |  | 3994.435101000001 |  | 3972.944518000001 |  | 2000.713693 |  | 5941.660509000001 |  | 5545.0746451 |  | -6603.339269400001 |  | -20818.17882820001 |  | -6756.139783299999 |  | 0 |  | 0 |  | 0 |  | -2170.151825799998
 |  | US-UK-ARB-.2GO-PRC |  | Notional | 49 | 1.5 | P | 491.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 49 | 1.5 | P | 491.5P |  | 2526.935197 |  | 4038.205369 |  | 4025.042388 |  | 4005.013410000001 |  | 3973.656178000001 |  | 2001.421714 |  | 5943.994945 |  | 5548.291385099999 |  | -6603.339269400001 |  | -20818.17882820001 |  | -6756.139783299999 |  | 0 |  | 0 |  | 0 |  | -2115.097294800004
 |  | US-UK-GO-ARB-PRC |  | Notional | 50 | 1 | P | 501P |  | 3.684211 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1798-06-29 00:00:00 |  | #[NAME]! |  | 1797-07-29 00:00:00 |  | #[NAME]! |  | 55.249407 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  | Benchmark | 50 | 1 | P | 501P |  | 27.472126 |  | 0 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | 0 |  | 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 27.472126
 |  | US-UK-GR-ARB-GOI-PRC |  | Notional | 50 | 1.7 | P | 501.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 50 | 1.7 | P | 501.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | US-UK-GR-KE-ARB-PRC |  | Notional | 52 | 1 | P | 521P |  | 20 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 20
 |  |  |  | Benchmark | 52 | 1 | P | 521P |  | 19.99656 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 19.99656
 |  | US-UK-GR-HO-ARB-PRC |  | Notional | 50 | 1.9 | P | 501.9P |  | -20 |  | -427.904304 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | 0 |  | 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -447.904304
 |  |  |  | Benchmark | 50 | 1.9 | P | 501.9P |  | -19.99656 |  | -427.830705 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | 0 |  | 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -447.827265
 |  | US-UK-GR-KR-ARB-PRC |  | Notional | 52 | 1.8 | P | 521.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 52 | 1.8 | P | 521.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | 0 |  | 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | US-UK-HO-ARB-PRC |  | Notional | 50 | 2 | P | 502P |  | 0 |  | 427.904304 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 427.904304
 |  |  |  | Benchmark | 50 | 2 | P | 502P |  | 0 |  | 427.830705 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 427.830705
 |  |  |  | Notional |  |  |  |  |  | 3.685210999999999 |  | 0.0009969999999839274 |  | 0.000992 |  | 0.000987 |  | 0.000982 |  | -37072.999023 |  | #[NAME]! |  | -37408 |  | #[NAME]! |  | 55.249407 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  | Total US-UK-ARB | Benchmark |  |  |  |  |  | 5055.219743999999 |  | 8075.659361 |  | 8039.453563999999 |  | 7999.448511000002 |  | 7946.600696000001 |  | 4002.135407000001 |  | 11885.655454 |  | 11093.3660302 |  | -13206.6785388 |  | -41636.35765640001 |  | -13512.2795666 |  | 0 |  | 0 |  | 0 |  | -4257.776994600002
 |  |  |  | Notional |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]! |  | #REF! |  | #[NAME]! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]!
 |  |  | TOTAL DOMESTIC | Benchmark |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]! |  | #REF! |  | #[NAME]! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-03-01 00:00:00 |  | to |  | 2002-02-01 00:00:00 |  | is |  | -6020.141143999999
Southern Cone
 |  | TBS-MTM-CRD |  | Notional | 50 | 3 | P | 503P |  | 15.23093 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.28089399999999 |  | 174.017517 |  | 16.44711300000001 |  | -100.568706 |  | -88.54900900000001 |  | 2.871286999999991 |  | 7.260687999999994 |  | -646.2492609999999 |  | -368.5567549999999
 |  |  |  | Benchmark | 50 | 3 | P | 503P |  | -7.269069999999999 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.280894 |  | 174.017517 |  | 16.44711300000001 |  | -100.568706 |  | -88.54900899999998 |  | 2.871286999999994 |  | 7.260687999999991 |  | -646.2492609999999 |  | -391.056755
 |  | EI-TBS-PRC |  | Notional | 50 | 4 | P | 504P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 50 | 4 | P | 504P |  | 22.5 |  | 427.6709470000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 450.1709470000001
 |  | EI-SC-XL-PRC |  | Notional | 50 | 4.5 | P | 504.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.924666 |  | 5.063499 |  | 16.068194 |  | 23.333261 |  | 13.725849 |  | 132.523557 |  | 191.639026
 |  |  |  | Benchmark | 50 | 4.5 | P | 504.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.9246660000000001 |  | 5.063499 |  | 16.068194 |  | 23.333261 |  | 13.725849 |  | 132.523557 |  | 191.639026
 |  |  |  | Notional |  |  |  |  |  | 15.23093 |  | 31.814 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.28089399999999 |  | 174.017517 |  | 17.37177900000001 |  | -95.50520699999998 |  | -72.480815 |  | 26.20454799999999 |  | 20.98653699999999 |  | -513.725704 |  | -176.9177289999999
 |  |  | Total Southern Cone | Benchmark |  |  |  |  |  | 15.23093 |  | 459.4849470000001 |  | 29.176001 |  | 32.332726 |  | 31.063272 |  | 33.315793 |  | 93.280894 |  | 174.017517 |  | 17.371779 |  | -95.50520700000001 |  | -72.48081499999998 |  | 26.204548 |  | 20.98653699999999 |  | -513.725704 |  | 250.7532180000001
INTERNATIONAL
 | INT'L CRUDE OIL
 |  | UK-CRD-WTI-PRC |  | Notional | 61 | 2 | P | 612P |  | 0 |  | -41.892729 |  | 29.752679 |  | -1.973674 |  | 78.522578 |  | 67.380948 |  | 198.206822 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 329.996624
 |  |  |  | Benchmark | 61 | 2 | P | 612P |  | 1022.302117279999 |  | 6200.843129260001 |  | 4409.637062600001 |  | 3778.337753300001 |  | 6386.547991300001 |  | 929.7101928000003 |  | 4446.772581200003 |  | 2828.899253299998 |  | -6857.831045300002 |  | -21583.0132124 |  | -7569.020274099998 |  | 1187.9215496 |  | -514.833072 |  | -844.6473939999998 |  | -6178.37336716
 |  |  |  | Notional |  |  |  |  |  | 0 |  | -41.892729 |  | 29.752679 |  | -1.973674 |  | 78.522578 |  | 67.380948 |  | 198.206822 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 329.996624
 |  |  | Total INT'L CRUDE OIL | Benchmark |  |  |  |  |  | 1022.302117279999 |  | 6200.843129260001 |  | 4409.637062600001 |  | 3778.337753300001 |  | 6386.547991300001 |  | 929.7101928000003 |  | 4446.772581200003 |  | 2828.899253299998 |  | -6857.831045300002 |  | -21583.0132124 |  | -7569.020274099998 |  | 1187.9215496 |  | -514.833072 |  | -844.6473939999998 |  | -6178.37336716
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 00:00:00 |  | to |  | - |  | is |  | 0
 | INT'L REFINED PRODUCTS
 |  | UK-MTBE-EURO-PRC |  | Notional | 51 | 1 | P | 511P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | (Notional in actual positions, not 000's) |  | Benchmark | 51 | 1 | P | 511P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-DUBA-PRC |  | Notional | 51 | 2 | P | 512P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 2 | P | 512P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.925831 |  | -5.044756 |  | -15.780812 |  | -22.70687 |  | -18.894864 |  | -139.5424980000001 |  | -202.895631
 |  | UK-JV-ARB-JET-PRC |  | Notional | 51 | 3 | P | 513P |  | 36.842105 |  | 0 |  | 87.383618 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 124.225723
 |  |  |  | Benchmark | 51 | 3 | P | 513P |  | 19.70998599999999 |  | -31.00564 |  | -28.4566 |  | -31.553251 |  | -30.331046 |  | -32.409054 |  | -90.564836 |  | -169.740812 |  | -15.565095 |  | 97.44694299999998 |  | 73.634466 |  | -24.921127 |  | -25.86085000000001 |  | 503.7089999999997 |  | 214.0920839999997
 |  | UK-JV-ARB-BRNT-PRC |  | Notional | 51 | 4 | P | 514P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 4 | P | 514P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-GASOIL-ARB-PRC |  | Notional | 51 | 5 | P | 515P |  | -9.210526 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.210526
 |  |  |  | Benchmark | 51 | 5 | P | 515P |  | -9.208941999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.208941999999999
 |  | UK-JV-ARB-GOSG-PRC |  | Notional | 51 | 6 | P | 516P |  | 0 |  | 41.869883 |  | -79.29699099999999 |  | 1.97256 |  | -127.526583 |  | -116.138933 |  | -246.622368 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -525.742432
 |  |  |  | Benchmark | 51 | 6 | P | 516P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-HO-PRC |  | Notional | 51 | 7 | P | 517P |  | 0 |  | 41.869883 |  | -79.29699099999999 |  | 1.97256 |  | -127.526583 |  | -116.138933 |  | -246.622368 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -525.742432
 |  |  |  | Benchmark | 51 | 7 | P | 517P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | UK-JV-ARB-HO-IDX |  | Notional | 51 | 8 | P | 518P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 51 | 8 | P | 518P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-.2GO-PRC |  | Notional | 51 | 9 | P | 519P |  | -0.045316 |  | -0.201484 |  | -0.117027 |  | -0.067105 |  | -0.044169 |  | -0.001953 |  | -0.014506 |  | -0.615559 |  | -0.178306 |  | -1.089441 |  | -1.068883 |  | -1.026597 |  | -0.942261 |  | -2.620964 |  | -8.033571
 |  |  |  | Benchmark | 51 | 9 | P | 519P |  | -0.337907 |  | -1.502411 |  | -0.8726389999999999 |  | -0.500382 |  | -0.329356 |  | -0.014564 |  | -0.108168 |  | -4.590047999999999 |  | -1.329582 |  | -8.123645 |  | -7.970348999999998 |  | -7.655037000000001 |  | -7.026172 |  | -19.54374200000001 |  | -59.90400200000001
 |  | UK-LITE-HU-EURO-PRC |  | Notional | 52 | 0 | P | 520P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 52 | 0 | P | 520P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 0 | 0 | P | 00P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 0 | 0 | P | 00P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GAS-FUEL-HDG |  | Notional | 52 | 1.5 | P | 521.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 52 | 1.5 | P | 521.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 27.586263 |  | 83.53828200000001 |  | -71.32739099999998 |  | 3.878015 |  | -255.097335 |  | -232.279819 |  | -493.259242 |  | -0.615559 |  | -0.178306 |  | -1.089441 |  | -1.068883 |  | -1.026597 |  | -0.942261 |  | -2.620964 |  | -944.5032380000001
 |  |  | Total INT'L REFINED PRODUCTS | Benchmark |  |  |  |  |  | 10.163137 |  | -32.508051 |  | -29.329239 |  | -32.053633 |  | -30.660402 |  | -32.423618 |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | 84.27854199999997 |  | 49.88330500000001 |  | -55.283034 |  | -51.78188600000001 |  | 344.6227599999997 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | - |  | to |  | - |  | is |  | 0
 | Int'l Residual Fuels
 |  | FINLAND-JV-.2GO-PRC |  | Notional | 55 | 0 | P | 550P |  | 2.668 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.668
 |  |  |  | Benchmark | 55 | 0 | P | 550P |  | 19.894529 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 19.894529
 |  | FINLAND-JV-BRNT-PRC |  | Notional | 55 | 1 | P | 551P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 55 | 1 | P | 551P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FINLAND-JV-EN590-PRC |  | Notional | 55 | 2 | P | 552P |  | 0.38618 |  | 1.501591 |  | 0.8721610000000001 |  | 0.5001 |  | 0.329168 |  | 0.014555 |  | 0.108097 |  | 4.5863 |  | 1.328336 |  | 8.114175 |  | 7.958289 |  | 7.640813000000001 |  | 7.003943 |  | 19.46496800000001 |  | 59.80867600000001
 |  |  |  | Benchmark | 55 | 2 | P | 552P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FINLAND-JV-GO-PRC |  | Notional | 55 | 3 | P | 553P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 55 | 3 | P | 553P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-3.5%-PRC |  | Notional | 55 | 4 | P | 554P |  | 13.343121 |  | 68.57566499999999 |  | -8.64716 |  | 5.736138 |  | 44.997854 |  | 45.288122 |  | 146.174492 |  | 154.136557 |  | 158.33016 |  | 164.082391 |  | 54.36879 |  | 35.219059 |  | 33.195902 |  | 84.05020599999999 |  | 998.851297
 |  |  |  | Benchmark | 55 | 4 | P | 554P |  | 67.783053 |  | 348.364378 |  | -43.927573 |  | 29.139583 |  | 228.589097 |  | 230.063659 |  | 742.566421 |  | 817.0585500000001 |  | 904.85686 |  | 937.7308760000001 |  | 326.264218 |  | 223.641021 |  | 210.793963 |  | 533.7187949999999 |  | 5556.642901000001
 |  | UK-FIN-HSNC-PRC |  | Notional | 55 | 7 | P | 557P |  | 1.661262 |  | -18.641227 |  | -15.960448 |  | -2.800772 |  | -2.559885 |  | -2.366536 |  | -17.548765 |  | -23.278541 |  | -11.121776 |  | -7.249775999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | -99.86646400000001
 |  |  |  | Benchmark | 55 | 7 | P | 557P |  | 8.439210999999998 |  | -94.697435 |  | -81.079074 |  | -14.227921 |  | -13.004216 |  | -12.022003 |  | -89.147729 |  | -120.726071 |  | -63.56094899999999 |  | -41.432469 |  | 0 |  | 0 |  | 0 |  | 0 |  | -521.458656
 |  | UK-FIN-HSNF-PRC |  | Notional | 55 | 8 | P | 558P |  | -31.187336 |  | 1.501591 |  | 0.8721610000000001 |  | 0.5001 |  | 0.329168 |  | 0.014555 |  | 0.108097 |  | 4.5863 |  | 1.328336 |  | 8.114175 |  | 7.958289 |  | 7.640813000000001 |  | 7.003943 |  | 19.46496800000001 |  | 28.23516000000001
 |  |  |  | Benchmark | 55 | 8 | P | 558P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | UK-FIN-LSNC-PRC |  | Notional | 56 | 1 | P | 561P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.212960000000001 |  | -20.781252 |  | -28.215524 |  | -44.82817799999999 |  | -207.21878 |  | -308.256694
 |  |  |  | Benchmark | 56 | 1 | P | 561P |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]!
 |  | UK-RESID3%-HSFS-PRC |  | Notional | 56 | 4 | P | 564P |  | -19.894529 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -19.894529
 |  |  |  | Benchmark | 56 | 4 | P | 564P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RHEIN-GASOIL-PRC |  | Notional | 56 | 4.5 | P | 564.5P |  | -8.881784197001252e-16 |  | -1.000000001027956e-06 |  | 1.77635683940025e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 2.359223927328458e-16 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.999999999038556e-07
 |  |  |  | Benchmark | 56 | 4.5 | P | 564.5P |  | 0 |  | 0 |  | -1.000000003841706e-06 |  | 1.455191522836685e-14 |  | 0 |  | 0 |  | 0 |  | 1.4210854715202e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.99999987868705e-07
 |  | UK-RESID3%-HSMF-PRC |  | Notional | 56 | 5 | P | 565P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 56 | 5 | P | 565P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID3%-HSNC-PRC |  | Notional | 56 | 6 | P | 566P |  | -6.447368 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.447368
 |  |  |  | Benchmark | 56 | 6 | P | 566P |  | -32.752631 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -32.752631
 |  | UK-RESID3%-HSNF-PRC |  | Notional | 56 | 7 | P | 567P |  | -29.22923899999999 |  | -322.467926 |  | 74.421966 |  | 20.979891 |  | -278.292493 |  | -279.506111 |  | -791.3985919999999 |  | -816.4118160000002 |  | -903.9838490000001 |  | -936.645244 |  | -325.768096 |  | -223.201 |  | -210.123264 |  | -531.7402709999999 |  | -5553.366043999999
 |  |  |  | Benchmark | 56 | 7 | P | 567P |  | 245.044495 |  | -126.675634 |  | -100.762406 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 17.60645499999998
 |  | UK-FIN-1%-PRC |  | Notional | 56 | 8 | P | 568P |  | -10.085692 |  | 88.52761699999999 |  | 83.91419499999999 |  | 18.351703 |  | 31.483854 |  | 30.29216599999999 |  | 115.605053 |  | 148.488828 |  | 111.49848 |  | 49.25282299999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 667.329027
 |  |  |  | Benchmark | 56 | 8 | P | 568P |  | -2.23966599999999 |  | -31.080326 |  | 14.62815700000001 |  | 20.98961600000001 |  | 93.91414900000001 |  | 92.848573 |  | 134.698911 |  | 151.8624360000001 |  | 274.322523 |  | 44.955111 |  | 0 |  | 0 |  | 0 |  | 0 |  | 794.899484
 |  | UK-FIN-1%-SUB-PRC |  | Notional | 56 | 8.5 | P | 568.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 56 | 8.5 | P | 568.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-LSMC-PRC |  | Notional | 57 | 3 | P | 573P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 41.17049 |  | 128.966548 |  | 178.814847 |  | 283.753592 |  | 1309.745969 |  | 1942.451446
 |  |  |  | Benchmark | 57 | 3 | P | 573P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-EURO-PRC |  | Notional | 57 | 6 | P | 576P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 6 | P | 576P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-KERO-PRC |  | Notional | 57 | 6.1 | P | 576.1P |  | 0 |  | 0 |  | 0 |  | -1.000000003841706e-06 |  | 0 |  | 0 |  | 0 |  | -1.534772309241816e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1.000000005376478e-06
 |  |  |  | Benchmark | 57 | 6.1 | P | 576.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-NAPE-PRC |  | Notional | 57 | 6.2 | P | 576.2P |  | 4.375 |  | 4.987229999999999 |  | 9.91756 |  | 19.736741 |  | 4.907661 |  | -19.530709 |  | 19.359022 |  | -2.325523 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 41.426982
 |  |  |  | Benchmark | 57 | 6.2 | P | 576.2P |  | 32.623148 |  | 37.188374 |  | 73.95246499999999 |  | 147.171353 |  | 36.595055 |  | -145.635031 |  | 144.354801 |  | -17.340774 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 308.909391
 |  | UK-HU-NAPS-PRC |  | Notional | 57 | 6.3 | P | 576.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | -9.815322 |  | -9.765355 |  | -9.715239 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -29.295916
 |  |  |  | Benchmark | 57 | 6.3 | P | 576.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.19010899999999 |  | -72.817516 |  | -72.443815 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -218.45144
 |  | UK-HU-SING-PRC |  | Notional | 57 | 6.4 | P | 576.4P |  | 0 |  | 126.606551 |  | 75.530385 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 202.136936
 |  |  |  | Benchmark | 57 | 6.4 | P | 576.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-HU-PRC |  | Notional | 57 | 7 | P | 577P |  | 0 |  | 0 |  | 0 |  | -1.000000003841706e-06 |  | 0 |  | 0 |  | 0 |  | -1.534772309241816e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1.000000005376478e-06
 |  |  |  | Benchmark | 57 | 7 | P | 577P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-LSMF-PRC |  | Notional | 57 | 4 | P | 574P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 4 | P | 574P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-LSNF-PRC |  | Notional | 57 | 5 | P | 575P |  | 0 |  | 0 |  | 0 |  | -1.000000003841706e-06 |  | 0 |  | 0 |  | 0 |  | -1.534772309241816e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1.000000005376478e-06
 |  |  |  | Benchmark | 57 | 5 | P | 575P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-.2GO-JV-PRC |  | Notional | 57 | 9 | P | 579P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 57 | 9 | P | 579P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-EN590-P-EN59-PRC |  | Notional | 58 | 0 | P | 580P |  | 51.896181 |  | -4.987229999999999 |  | -4.95878 |  | -4.934185 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 37.01598600000001
 |  |  |  | Benchmark | 58 | 0 | P | 580P |  | 107.858488 |  | -37.188375 |  | -36.976233 |  | -36.792838 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3.09895800000001
 |  | UK-GASOIL-PRC |  | Notional | 58 | 3 | P | 583P |  | -232.3918 |  | 119.598337 |  | 77.78547999999999 |  | 2.24391 |  | 1.092907 |  | 1.087343 |  | 2.447767 |  | 1.378091 |  | 0.06514 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -26.69282499999997
 |  |  |  | Benchmark | 58 | 3 | P | 583P |  | 9.615712 |  | -52.258295 |  | 16.815609 |  | 16.732205 |  | 8.149499 |  | 8.108012 |  | 18.252306 |  | 10.276046 |  | 0.485732 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.17682600000001
 |  | UK-FIN-GASOIL-PRC |  | Notional | 58 | 1 | P | 581P |  | -232.3918 |  | 119.598337 |  | 77.78547999999999 |  | 2.24391 |  | 1.092907 |  | 1.087343 |  | 2.447767 |  | 1.378091 |  | 0.06514 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -26.69282499999997
 |  |  |  | Benchmark | 58 | 1 | P | 581P |  | 9.615712 |  | -52.258295 |  | 16.815609 |  | 16.732205 |  | 8.149499 |  | 8.108012 |  | 18.252306 |  | 10.276046 |  | 0.485732 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.17682600000001
 |  | UK-GASOIL-JV-PRC |  | Notional | 58 | 2 | P | 582P |  | 2.560633000000001 |  | -0.8414630000000034 |  | -46.34282800000002 |  | -52.54264899999999 |  | -100.338903 |  | -99.238653 |  | -153.7531 |  | -83.733991 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -534.2309540000001
 |  |  |  | Benchmark | 58 | 2 | P | 582P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GO.2-PHY-.2GO-PRC |  | Notional | 58 | 5 | P | 585P |  | 12.392172 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 12.392172
 |  |  |  | Benchmark | 58 | 5 | P | 585P |  | 92.40495899999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 92.40495899999999
 |  | UK-LITE-GASOIL-PRC |  | Notional | 58 | 6 | P | 586P |  | 0 |  | 233.612079 |  | 66.509651 |  | -92.90283899999999 |  | -240.168878 |  | -28.630403 |  | 225.652177 |  | 7.933505 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 172.0052920000001
 |  |  |  | Benchmark | 58 | 6 | P | 586P |  | 0 |  | 1741.979861 |  | 495.943844 |  | -692.750453 |  | -1790.872077 |  | -213.4889 |  | 1682.625097 |  | 59.157929 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1282.595301
 |  | UK-RESID-GO-PRC |  | Notional | 58 | 7 | P | 587P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 58 | 7 | P | 587P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-EN590-FNCL-PRC |  | Notional | 58 | 8 | P | 588P |  | -9.919245000000002 |  | 69.754225 |  | 39.934284 |  | 38.325778 |  | 0.891503 |  | -0.4542430000000001 |  | 26.99748 |  | 19.145391 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 184.675173
 |  |  |  | Benchmark | 58 | 8 | P | 588P |  | -73.965034 |  | 520.1377239999999 |  | 297.778776 |  | 285.784596 |  | 6.647685999999999 |  | -3.387166 |  | 201.312649 |  | 142.761818 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1377.071049
 |  | UK-GO.2-CIF-.2GO-PRC |  | Notional | 58 | 9 | P | 589P |  | 53.611372 |  | 180.896297 |  | 48.967032 |  | -28.421182 |  | -36.274422 |  | 144.497524 |  | -151.371506 |  | -17.834292 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 194.070823
 |  |  |  | Benchmark | 58 | 9 | P | 589P |  | 399.764975 |  | 1071.740957 |  | 916.2740460000001 |  | 884.867329 |  | 2.235602000000001 |  | -7.839251 |  | -53.021629 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3214.022029000001
 |  | #N/A |  | Notional | 58 | 2.1 | P | 582.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 73.148464 |  | 72.774412 |  | 72.39854400000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 218.32142
 |  |  |  | Benchmark | 58 | 2.1 | P | 582.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 58 | 2.2 | P | [NAME] |  | -15.944752 |  | -42.802043 |  | -42.80009099999999 |  | -42.815099 |  | -42.11471299999999 |  | -42.124174 |  | -126.41257 |  | -249.342858 |  | -241.281728 |  | -423.718133 |  | -344.9680210000001 |  | -251.685365 |  | -140.794598 |  | -33.666952 |  | -2040.471097
 |  |  |  | Benchmark | 58 | 2.2 | P | [NAME] |  | -80.99933999999999 |  | -217.434376 |  | -217.424461 |  | -217.500704 |  | -213.942744 |  | -213.990805 |  | -642.1758540000001 |  | -1317.878059 |  | -1378.925072 |  | -2421.549128 |  | -2106.204473 |  | -1598.202074 |  | -894.0456950000001 |  | -213.78515 |  | -11734.057935
 |  | #N/A |  | Notional | 58 | 2.3 | P | 582.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 58 | 2.3 | P | 582.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 58 | 2.4 | P | 582.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 58 | 2.4 | P | 582.4P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-SING-PRC |  | Notional | 59 | 0 | P | 590P |  | 0 |  | 0 |  | 0 |  | 0 |  | 73.148464 |  | 72.774412 |  | 72.39854400000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 218.32142
 |  |  |  | Benchmark | 59 | 0 | P | 590P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | HFO-ERMS-XL-PRC |  | Notional | 59 | 2 | P | 592P |  | -15.944752 |  | -42.802043 |  | -42.80009099999999 |  | -42.815099 |  | -42.11471299999999 |  | -42.124174 |  | -126.41257 |  | -249.342858 |  | -241.281728 |  | -423.718133 |  | -344.9680210000001 |  | -251.685365 |  | -140.794598 |  | -33.666952 |  | -2040.471097
 |  |  |  | Benchmark | 59 | 2 | P | 592P |  | -80.99933999999999 |  | -217.434376 |  | -217.424461 |  | -217.500704 |  | -213.942744 |  | -213.990805 |  | -642.1758540000001 |  | -1317.878059 |  | -1378.925072 |  | -2421.549128 |  | -2106.204473 |  | -1598.202074 |  | -894.0456950000001 |  | -213.78515 |  | -11734.057935
 |  | UK-BRENT-PRICE-PRC |  | Notional | 59 | 7 | P | 597P |  | 0 |  | -36.9055 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.9055
 |  |  |  | Benchmark | 59 | 7 | P | 597P |  | 0 |  | -36.899152 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.899152
 |  | UK-HO-PRC |  | Notional | 59 | 4 | P | 594P |  | 0 |  | -36.9055 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.9055
 |  |  |  | Benchmark | 59 | 4 | P | 594P |  | 0 |  | -36.899152 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.899152
 |  | UK-HO-SPEC |  | Notional | 59 | 5 | P | 595P |  | 0 |  | 0.0004 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.000982 |  | 0.002916 |  | 0.004764 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.012038
 |  |  |  | Benchmark | 59 | 5 | P | 595P |  | 0 |  | 0.0004 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | 0.0009809999999999999 |  | 0.002914 |  | 0.004764 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.012035
 |  | UK-FIN-BRNT-PRC |  | Notional | 59 | 8 | P | 598P |  | -19.63780799999999 |  | 251.751916 |  | -383.102831 |  | 33.585176 |  | 300.672538 |  | 72.688418 |  | -4.918080000000003 |  | 437.3193419999999 |  | 548.974209 |  | 1700.15821 |  | 1995.897916 |  | 1580.045984 |  | 1002.389691 |  | 1032.809288 |  | 8548.633969
 |  |  |  | Benchmark | 59 | 8 | P | 598P |  | 92.10268400000001 |  | 140.357599 |  | -383.102831 |  | 33.585176 |  | 227.301552 |  | 72.688418 |  | -4.918080000000002 |  | 437.319342 |  | 548.9742089999999 |  | 1700.15821 |  | 1995.897916 |  | 1580.045984 |  | 1002.389691 |  | 1032.809288 |  | 8475.609158000001
 |  | UK-LITE-BRENT-PRC |  | Notional | 60 | 0 | P | 600P |  | 0 |  | 0 |  | -955.023195 |  | -1168.004721 |  | 774.329398 |  | 309.882809 |  | 558.7893200000001 |  | 20.63012100000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -459.3962680000001
 |  |  |  | Benchmark | 60 | 0 | P | 600P |  | 0 |  | 0 |  | -955.023195 |  | -1168.004721 |  | 774.329398 |  | 309.882809 |  | 558.7893200000001 |  | 20.63012100000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -459.3962680000001
 |  | UK-RES-BRNTHDG-PRC |  | Notional | 60 | 1 | P | 601P |  | -143.416131 |  | 37.168095 |  | 36.955967 |  | 36.77207 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -32.51999900000001
 |  |  |  | Benchmark | 60 | 1 | P | 601P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-FIN-DUBAI-PRC |  | Notional | 60 | 2 | P | 602P |  | -10.989384 |  | 52.229797 |  | -16.806391 |  | -16.722761 |  | -8.144863 |  | -8.103212 |  | -18.240379 |  | -10.268212 |  | -0.485298 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -37.530703
 |  |  |  | Benchmark | 60 | 2 | P | 602P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-LITE-DUBAI-PRC |  | Notional | 60 | 3 | P | 603P |  | -257.894737 |  | -49.872297 |  | -49.58779799999999 |  | -49.34185299999999 |  | 49.076611 |  | 48.82677400000001 |  | 48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -260.217106
 |  |  |  | Benchmark | 60 | 3 | P | 603P |  | -257.894737 |  | -49.872297 |  | -49.58779799999999 |  | -49.34185299999999 |  | 49.076611 |  | 48.82677400000001 |  | 48.576194 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -260.217106
 |  | UK-KERO-EURO-PRC |  | Notional | 60 | 4 | P | 604P |  | 19.622322 |  | 7.012587 |  | -28.289204 |  | -34.579648 |  | -5.342619000000001 |  | -3.352514 |  | -43.395833 |  | -19.145391 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -107.4703
 |  |  |  | Benchmark | 60 | 4 | P | 604P |  | 146.318159 |  | 52.2909 |  | -210.944675 |  | -257.850751 |  | -39.83841200000001 |  | -24.998755 |  | -323.590566 |  | -142.761818 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -801.375918
 |  | UK-KERO-PRC |  | Notional | 60 | 5 | P | 605P |  | -125.154117 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -125.154117
 |  |  |  | Benchmark | 60 | 5 | P | 605P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-KERS-PRC |  | Notional | 60 | 6 | P | 606P |  | 0.000368 |  | -1120.832269 |  | -667.180841 |  | 586.510223 |  | 1420.697874 |  | -79.52932199999998 |  | -2107.884945 |  | -106.973565 |  | 0.005518 |  | 0.010566 |  | 0.003387 |  | 0 |  | 0 |  | 0 |  | -2075.173006
 |  |  |  | Benchmark | 60 | 6 | P | 606P |  | 0.000368 |  | 0.000997 |  | 0.000992 |  | 0.000987 |  | -294.40804 |  | -292.909276 |  | -387.825373 |  | -47.849568 |  | 0.005516 |  | 0.010564 |  | 0.003386 |  | 0 |  | 0 |  | 0 |  | -1022.969447
 |  | UK-FIN-WTI-PRC |  | Notional | 60 | 7 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 60 | 7 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GARCIA-.2GO-PRC |  | Notional | 60 | 8.3 | P | 608.3P |  | 131.363449 |  | -519.85382 |  | -297.614067 |  | -285.622902 |  | -6.641848000000001 |  | 3.388009 |  | -201.172175 |  | -142.658007 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1318.811361
 |  |  |  | Benchmark | 60 | 8.3 | P | 608.3P |  | 349.058607 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 349.058607
 |  | UK-GARCIA-EN590-PRC |  | Notional | 60 | 8.5 | P | 608.5P |  | -460.009774 |  | -1071.156224 |  | -915.7703819999999 |  | -884.367583 |  | -2.232935 |  | 7.83636 |  | 52.988494 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3272.712044
 |  |  |  | Benchmark | 60 | 8.5 | P | 608.5P |  | -23.547313 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -23.547313
 |  | UK-GARCIA-GOIP-PRC |  | Notional | 60 | 8.7 | P | 608.7P |  | 0 |  | -46.580725 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -46.580725
 |  |  |  | Benchmark | 60 | 8.7 | P | 608.7P |  | 0 |  | -347.339423 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -347.339423
 |  | UK-LITE-OIL-PRC |  | Notional | 60 | 9 | P | 609P |  | 92.52429400000001 |  | 217.365802 |  | 217.353935 |  | 217.432897 |  | 213.862757 |  | 213.909582 |  | 641.9185600000001 |  | 1317.225666 |  | 1378.072182 |  | 2419.631729 |  | 2103.737066 |  | 1596.212178 |  | 892.4542289999998 |  | 213.488921 |  | 11735.189798
 |  |  |  | Benchmark | 60 | 9 | P | 609P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RES-WTI-HDG-PRC |  | Notional | 61 | 1 | P | 611P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 61 | 1 | P | 611P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-GOIP-.2GO-PRC |  | Notional | 61 | 3 | P | 613P |  | 0 |  | -99.28089700000001 |  | -141.48686 |  | -119.350052 |  | -83.769011 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -443.8868200000001
 |  |  |  | Benchmark | 61 | 3 | P | 613P |  | 0 |  | -740.309844 |  | -1055.027897 |  | -889.9599240000001 |  | -624.6420580000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -3309.939723
 |  | UK-GOIP-KERO-PRC |  | Notional | 61 | 4 | P | 614P |  | 0 |  | 2.224995 |  | 4.445075 |  | 27.93243 |  | 23.012533 |  | 2.636506 |  | 30.46453 |  | 32.263138 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 122.979207
 |  |  |  | Benchmark | 61 | 4 | P | 614P |  | 0 |  | 16.591163 |  | 33.145682 |  | 208.284306 |  | 171.598018 |  | 19.659689 |  | 227.165474 |  | 240.577184 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 917.021516
 |  | UK-GOIP-EN590-PRC |  | Notional | 61 | 5 | P | 615P |  | 0 |  | -12.35516 |  | -61.489958 |  | -38.345398 |  | -26.913738 |  | 0 |  | -25.457382 |  | -32.263138 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -196.824774
 |  |  |  | Benchmark | 61 | 5 | P | 615P |  | 0 |  | -92.128969 |  | -458.5133970000001 |  | -285.930899 |  | -200.688211 |  | 0 |  | -189.828574 |  | -240.577183 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1467.667233
 |  | UK-RHEIN-FO-PRC |  | Notional | 61 | 6 | P | 616P |  | 0 |  | 28.201249 |  | -8.628277 |  | -8.585482000000003 |  | -8.53933 |  | -8.495859000000003 |  | -25.23244 |  | -49.38077200000001 |  | -48.000442 |  | -7.866161 |  | 0 |  | 0 |  | 0 |  | 0 |  | -136.527514
 |  |  |  | Benchmark | 61 | 6 | P | 616P |  | 0 |  | -44.08312 |  | -43.83164700000001 |  | -43.614251 |  | -43.37979799999999 |  | -43.15896200000001 |  | -128.180793 |  | -261.206868 |  | -274.322523 |  | -44.955111 |  | 0 |  | 0 |  | 0 |  | 0 |  | -926.7330729999999
 |  | UK-SIN-FOPHY-AR-PRC |  | Notional | 61 | 8 | P | 618P |  | 0 |  | -0.00045 |  | -0.000997 |  | -0.000991 |  | -0.000986 |  | -0.0009809999999999999 |  | -0.002913 |  | -0.004758999999999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.012077
 |  |  |  | Benchmark | 61 | 8 | P | 618P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-SING-GO-PRC |  | Notional | 61 | 9 | P | 619P |  | 9.063158000000008 |  | 66.54657300000001 |  | -164.137695 |  | -124.12993 |  | 306.015626 |  | 252.722293 |  | 428.141273 |  | 28.50934199999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 802.7306399999999
 |  |  |  | Benchmark | 61 | 9 | P | 619P |  | 9.208942000000002 |  | 66.48528999999999 |  | -82.631784 |  | -32.888582 |  | 245.340851 |  | 244.091877 |  | 339.2604340000001 |  | 47.85524400000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 836.7222720000001
 |  | UK-LITE-HU-PRC |  | Notional | 62 | 0 | P | 620P |  | -105.260211 |  | -140.281055 |  | 383.084687 |  | -33.546462 |  | -227.257566 |  | -72.645391 |  | 5.079596000000005 |  | -455.57178 |  | -603.5619760000001 |  | -1733.941641 |  | -1992.798736 |  | -1576.967769 |  | -999.2754229999998 |  | -1027.803806 |  | -8580.747533
 |  |  |  | Benchmark | 62 | 0 | P | 620P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-RESID1%-US-PRC |  | Notional | 62 | 1 | P | 621P |  | 0 |  | 0 |  | 1810.586155 |  | 1102.998008 |  | -827.6512579999999 |  | -334.109561 |  | -558.453807 |  | -20.689234 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1172.680303
 |  |  |  | Benchmark | 62 | 1 | P | 621P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CRD-BRNTOPT-PRC |  | Notional | 62 | 2 | P | 622P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001874 |  | 0.005518 |  | 0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.010983
 |  |  |  | Benchmark | 62 | 2 | P | 622P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.001874 |  | 0.005517999999999999 |  | 0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.010983
 |  | UK-FIN-BRNT-SUB-PRC |  | Notional | 62 | 3 | P | 623P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 62 | 3 | P | 623P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional
 |  |  |  | Benchmark
 |  |  |  | Notional
 |  |  |  | Benchmark
 |  |  |  | Notional |  |  |  |  |  | -1330.331163 |  | -1888.904896 |  | -841.6907229999993 |  | -915.9795439999998 |  | 1370.916791 |  | 249.744967 |  | -1911.712372999999 |  | -101.6374269999998 |  | 149.9562220000002 |  | 850.186102 |  | 1269.606159 |  | 1073.818671 |  | 689.9852389999999 |  | 844.9275589999997 |  | -491.1144159999996
 |  |  | Total Int'l Residual Fuels | Benchmark |  |  |  |  |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-05-01 00:00:00 |  | to |  | 2002-04-01 00:00:00 |  | is |  | 5394.595346999999
 | INT'L PETROCHEMICALS
 |  | (Petchems Notional in actual positions, not 000's)
 |  | UK-BENZ-EURO-PRC |  | Notional | 65 | 0 | P | 650P |  | 1 |  | 2.992344 |  | 0.991759 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 4.984103
 |  |  |  | Benchmark | 65 | 0 | P | 650P |  | 6.819146 |  | 20.405231 |  | 6.762951 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 33.987328
 |  | UK-BENZ-FIN-PRC |  | Notional | 65 | 0.5 | P | 650.5P |  | -349.058607 |  | -0.997448 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -350.056055
 |  |  |  | Benchmark | 65 | 0.5 | P | 650.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-PARA-EURO-PRC |  | Notional | 65 | 1 | P | 651P |  | 21.585018 |  | 0 |  | 0.991759 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 22.576777
 |  |  |  | Benchmark | 65 | 1 | P | 651P |  | 0 |  | 0 |  | 6.939932 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.939932
 |  | UK-STYR-EURO-PRC |  | Notional | 65 | 2 | P | 652P |  | 1.85546 |  | 348.38185 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 350.23731
 |  |  |  | Benchmark | 65 | 2 | P | 652P |  | 12.742354 |  | 8.459707 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 21.202061
 |  | UK-TOLU-EURO-PRC |  | Notional | 65 | 3 | P | 653P |  | 5.82399 |  | 0.329158 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 6.153148
 |  |  |  | Benchmark | 65 | 3 | P | 653P |  | 36.533272 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 36.533272
 |  | UK-METHANOL-PRC |  | Notional | 65 | 4 | P | 654P |  | -23 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -23
 |  |  |  | Benchmark | 65 | 4 | P | 654P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-XYLENE-PRC |  | Notional | 65 | 5 | P | 655P |  | 455.2523839999999 |  | 1074.157933 |  | 920.2035669999999 |  | 915.6245399999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3365.238424
 |  |  |  | Benchmark | 65 | 5 | P | 655P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGO-TOLUENE-PRC |  | Notional | 65 | 6 | P | 656P |  | -39.245895 |  | 55.752142 |  | -166.301849 |  | -239.018455 |  | -21.944539 |  | -21.832324 |  | -309.169081 |  | -142.658008 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -884.418009
 |  |  |  | Benchmark | 65 | 6 | P | 656P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SING-MTBE-PRC |  | Notional | 65 | 7 | P | 657P |  | -84.03238400000001 |  | 520.353322 |  | 295.647731 |  | 294.17656 |  | 0 |  | 0 |  | 287.449519 |  | 142.658007 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1456.252755
 |  |  |  | Benchmark | 65 | 7 | P | 657P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-BENZENE-PRC |  | Notional | 65 | 8 | P | 658P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 7.275957614183426e-15 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 7.275957614183426e-15
 |  |  |  | Benchmark | 65 | 8 | P | 658P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-RESID-BRNT-P |  | Notional | 65 | 9.1 | P | 659.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 65 | 9.1 | P | 659.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-PARAXYLENE-PRC |  | Notional | 65 | 9 | P | 659P |  | -10.524505 |  | -66.449033 |  | 82.586495 |  | 32.87001799999999 |  | -245.201246 |  | -243.947389 |  | -339.043503 |  | -47.820446 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -837.5296089999999
 |  |  |  | Benchmark | 65 | 9 | P | 659P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -20.34453900000009 |  | 1934.520268 |  | 1134.119462 |  | 1003.652663 |  | -267.145785 |  | -265.779713 |  | -360.763065 |  | -47.82044700000002 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 3110.438843999999
 |  |  | Total INT'L PETROCHEMICALS | Benchmark |  |  |  |  |  | 56.09477199999999 |  | 28.864938 |  | 13.702883 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 98.66259299999999
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -385.255051
 | INT'L NATURAL GAS LIQUIDS
 |  | UK-C3-EURO |  | Notional | 70 | 1 | P | 701P |  | 35.905514 |  | -21.208692 |  | -30.301121 |  | 1.023349 |  | -19.478507 |  | -19.171344 |  | -87.314865 |  | 3.764535999999996 |  | -0.005512 |  | -0.003587 |  | 0 |  | 0 |  | 0 |  | 0 |  | -136.790229
 |  |  |  | Benchmark | 70 | 1 | P | 701P |  | 285.357618 |  | -155.900235 |  | -229.768285 |  | 8.303424999999999 |  | -158.048063 |  | -155.555748 |  | -708.470372 |  | 30.560533 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -1083.521127
 |  | UK-C3-PRC |  | Notional | 70 | 2 | P | 702P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 2 | P | 702P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-C3-US |  | Notional | 70 | 3 | P | 703P |  | 8 |  | 44.885067 |  | 29.752679 |  | 29.605112 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 112.242858
 |  |  |  | Benchmark | 70 | 3 | P | 703P |  | 5.267424 |  | 29.553585 |  | 19.589997 |  | 19.492835 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 73.903841
 |  | UK-CD-BRNTEOL-PRC |  | Notional | 70 | 3.3 | P | 703.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 3.3 | P | 703.3P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CD-BRNTOTC-PRC |  | Notional | 70 | 3.5 | P | 703.5P |  | -865.7190099999998 |  | -508.4444800000003 |  | 1955.252272 |  | 1778.455714 |  | 679.8952540000007 |  | -112.970333 |  | -2335.33469 |  | -45.13331100000003 |  | -66.47192600000002 |  | -168.4121430000001 |  | -85.8665980000002 |  | -25.14174399999979 |  | -33.19086599999991 |  | -36.30918700000018 |  | 130.6089520000003
 |  |  |  | Benchmark | 70 | 3.5 | P | 703.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1798-08-29 00:00:00 |  | #[NAME]! |  | 1797-09-28 00:00:00 |  | #[NAME]! |  | -5885.027693999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | UK-CD-BRNT-PRC |  | Notional | 70 | 3.8 | P | 703.8P |  | -8.143946999999999 |  | 126.675633 |  | 239.118858 |  | -696.071722 |  | -665.7208320000001 |  | 101.182626 |  | 733.5921440000001 |  | 147.751614 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -21.61562599999993
 |  |  |  | Benchmark | 70 | 3.8 | P | 703.8P |  | -8.143946999999999 |  | 126.675633 |  | 239.118858 |  | -696.071722 |  | -665.7208320000001 |  | 101.182626 |  | 733.5921440000001 |  | 147.751614 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -21.61562599999993
 |  | UK-NC4-EURO |  | Notional | 70 | 4 | P | 704P |  | -6.80183 |  | -20.39401 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -27.19584
 |  |  |  | Benchmark | 70 | 4 | P | 704P |  | 0.138026 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.138026
 |  | UK-NGL-WTI |  | Notional | 70 | 5 | P | 705P |  | 0 |  | 0 |  | -0.9917560000000001 |  | 0 |  | 0 |  | 0 |  | -30.937229 |  | -244.139942 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -276.068927
 |  |  |  | Benchmark | 70 | 5 | P | 705P |  | 0 |  | 0 |  | -0.9917560000000001 |  | 0 |  | 0 |  | 0 |  | -30.937229 |  | -244.139942 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -276.068927
 |  | UK-C2-US |  | Notional | 70 | 6 | P | 706P |  | 0 |  | 0 |  | -6.936098000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -6.936098000000001
 |  |  |  | Benchmark | 70 | 6 | P | 706P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NC4-US |  | Notional | 70 | 7 | P | 707P |  | -12.742354 |  | -8.455054999999998 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -21.197409
 |  |  |  | Benchmark | 70 | 7 | P | 707P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | NAP-ERMS-XL-PRC |  | Notional | 70 | 8 | P | 708P |  | -36.533272 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -36.533272
 |  |  |  | Benchmark | 70 | 8 | P | 708P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NAPHTHA |  | Notional | 70 | 9 | P | 709P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 70 | 9 | P | 709P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NAPTHA-EURO-PRC |  | Notional | 71 | 0 | P | 710P |  | 0 |  | 0 |  | 0 |  | 0 |  | 4.907661 |  | 4.39441 |  | 24.145184 |  | 9.572695 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 43.01994999999999
 |  |  |  | Benchmark | 71 | 0 | P | 710P |  | 0 |  | 0 |  | 0 |  | 0 |  | 39.119771 |  | 35.028561 |  | 192.465224 |  | 76.30552499999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 342.919081
 |  | UK-CRD-BRNT-PRC |  | Notional | 71 | 1 | P | 711P |  | 814.775527 |  | 1.994891999999993 |  | -617.9620649999999 |  | -138.026326 |  | -68.707256 |  | -61.380948 |  | -198.206821 |  | -0.001873999999999556 |  | -0.005518 |  | -0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | -267.5239799999999
 |  |  |  | Benchmark | 71 | 1 | P | 711P |  | 84.77552699999998 |  | 1.994891999999993 |  | -617.9620649999999 |  | -138.026326 |  | -68.707256 |  | -61.380948 |  | -198.206821 |  | -0.001874000000000455 |  | -0.005517999999999999 |  | -0.003591 |  | 0 |  | 0 |  | 0 |  | 0 |  | -997.5239800000002
 |  | UK-NGL-BRENT |  | Notional | 71 | 2 | P | 712P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 2 | P | 712P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NGL-GAS-PRC |  | Notional | 71 | 3 | P | 713P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 3 | P | 713P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-CRD-PHY-PRC |  | Notional | 71 | 4 | P | 714P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 4 | P | 714P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-NGL-NG |  | Notional | 71 | 5 | P | 715P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 71 | 5 | P | 715P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-C3-EURO-LT-PRC |  | Notional | 71 | 6 | P | 716P |  | -56.09477199999999 |  | -28.7184 |  | -6.665348000000002 |  | 0.326643 |  | 0 |  | 0 |  | 0 |  | 19.159603 |  | 52.93807 |  | 102.984423 |  | 93.505991 |  | 65.440796 |  | 49.744542 |  | 17.439069 |  | 310.060617
 |  |  |  | Benchmark | 71 | 6 | P | 716P |  | 0 |  | 1.060215 |  | 2.196854 |  | 2.650373 |  | 0 |  | 1798-12-26 23:59:59.914000 |  | #[NAME]! |  | 1798-07-01 11:03:05.386000 |  | #[NAME]! |  | 1227.417132 |  | 758.704983 |  | 530.984772 |  | 403.6258089999999 |  | 141.500124 |  | #[NAME]!
 |  | UK-NAP-LT-PRC |  | Notional | 71 | 7 | P | 717P |  | -0.145895 |  | 4.093518 |  | -1.804996 |  | 8.984165 |  | 1.265195 |  | 2.054631 |  | 19.785788 |  | 74.16425699999999 |  | 75.861008 |  | 147.58632 |  | 133.995089 |  | 93.77314500000001 |  | 71.251116 |  | 25.008589 |  | 655.87193
 |  |  |  | Benchmark | 71 | 7 | P | 717P |  | -1.162952 |  | 32.630103 |  | -14.387918 |  | 71.61424900000002 |  | 10.085079 |  | 16.377797 |  | 157.715753 |  | 591.175461 |  | 604.700533 |  | 1176.434755 |  | 1068.096833 |  | 747.4811 |  | 567.954328 |  | 199.34757 |  | 5228.062690999999
 |  | UK-NC4-EURO-LT-PRC |  | Notional | 71 | 8 | P | 718P |  | -340.121093 |  | 99.19338800000003 |  | 197.471668 |  | -8.298755000000002 |  | 173.87633 |  | 171.301452 |  | 692.474394 |  | -46.04574100000001 |  | 0 |  | -0.000883 |  | 0 |  | -0.001549 |  | 0 |  | 0.028172 |  | 939.8773830000001
 |  |  |  | Benchmark | 71 | 8 | P | 718P |  | -11.885006 |  | -1e-06 |  | 0 |  | -1e-06 |  | -0.007823 |  | 0 |  | -1e-06 |  | -0.015046 |  | -2e-06 |  | -0.007036000000000001 |  | -2e-06 |  | -0.012342 |  | -1e-06 |  | 0.224549 |  | -11.702712
 |  | UK-NGL-BRNT-LT-PRC |  | Notional | 71 | 9 | P | 719P |  | 0 |  | 0 |  | -18.970584 |  | -34.924028 |  | -54.32145 |  | -40.233302 |  | -116.951187 |  | -452.1448589999999 |  | -709.1325410000001 |  | -1333.15502 |  | -1319.366587 |  | -867.8824649999999 |  | -638.301373 |  | -274.0075439999998 |  | -5859.39094
 |  |  |  | Benchmark | 71 | 9 | P | 719P |  | 0 |  | 0 |  | -18.970584 |  | -34.924028 |  | -54.32145 |  | -40.233302 |  | -116.951187 |  | -452.144859 |  | -709.132541 |  | -1333.15502 |  | -1319.366587 |  | -867.8824650000001 |  | -638.3013729999999 |  | -274.0075439999999 |  | -5859.390939999999
 |  | UK-NGL-WTI-LT-PRC |  | Notional | 72 | 0 | P | 720P |  | -5.925852 |  | 32.045168 |  | -22.49237 |  | -9.616046000000003 |  | -10.226826 |  | -1.917148 |  | 0.4235579999999999 |  | -40.38431200000001 |  | -318.199818 |  | -588.546275 |  | -499.4715320000001 |  | -330.254432 |  | -228.739149 |  | -90.362042 |  | -2113.667076
 |  |  |  | Benchmark | 72 | 0 | P | 720P |  | 0 |  | 61.582636 |  | -2.91311 |  | 9.865785 |  | -10.226826 |  | -1.917148 |  | 0.423558 |  | -40.38431200000001 |  | -318.1998180000001 |  | -588.546275 |  | -499.471532 |  | -330.254432 |  | -228.739149 |  | -90.36204199999999 |  | -2039.142665
 |  | UK-NGL-GAS-LT-PRC |  | Notional | 72 | 1 | P | 721P |  | -0.004328 |  | -0.026174 |  | -0.022627 |  | -0.024402 |  | -0.022985 |  | -0.023053 |  | -0.06557 |  | 0.382908 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.193769
 |  |  |  | Benchmark | 72 | 1 | P | 721P |  | -0.032276 |  | -0.195171 |  | -0.168722 |  | -0.181961 |  | -0.171393 |  | -0.171902 |  | -0.488938 |  | 2.855236 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.444873
 |  | UK-NGL-NG-LT-PRC |  | Notional | 72 | 2 | P | 722P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 72 | 2 | P | 722P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -473.5513119999997 |  | -278.3591450000003 |  | 1715.448512 |  | 931.4337040000003 |  | 41.46658400000062 |  | 43.23699099999992 |  | -1298.389293999999 |  | -573.0544259999999 |  | -965.016237 |  | -1839.550756 |  | -1677.203637000001 |  | -1064.066249 |  | -779.2357299999999 |  | -358.202943 |  | -6575.043938
 |  |  | Total INT'L NATURAL GAS LIQUIDS | Benchmark |  |  |  |  |  | 354.3144139999999 |  | 97.40165699999996 |  | -624.2567309999998 |  | -757.2773710000002 |  | -907.9987930000001 |  | -74010.67006499998 |  | #[NAME]! |  | -74305.57718499999 |  | #[NAME]! |  | -5402.887728999999 |  | 7.963695000000428 |  | 80.31663299999991 |  | 104.5396140000001 |  | -23.29734299999991 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-01-01 00:00:00 |  | to |  | 2001-12-01 00:00:00 |  | is |  | -704.3097720000002
 | FINLAND
 |  | FINLAND-WTI-PRC |  | Notional | 75 | 0 | P | 750P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 0 | P | 750P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-WTI-PRC |  | Notional | 75 | 1 | P | 751P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 1 | P | 751P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOU-BRNT-PRC |  | Notional | 75 | 2 | P | 752P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 2 | P | 752P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOU-C3E-PRC |  | Notional | 75 | 3 | P | 753P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 3 | P | 753P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOU-NC4E-PRC |  | Notional | 75 | 4 | P | 754P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  |  |  | Check Link w/R. Cross.
 |  |  |  | Benchmark | 75 | 4 | P | 754P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.4879790000000001 |  | -19.274528 |  | -9.565734 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -28.352283 |  |  |  | JV Link needed.
 |  | FINLAND-JV-3.5%-PRC |  | Notional | 75 | 5 | P | 755P |  | 0.08496 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.08496
 |  |  |  | Benchmark | 75 | 5 | P | 755P |  | -826.454719 |  | 49.845099 |  | 761.5078930000002 |  | 189.314002 |  | 117.716846 |  | 110.138933 |  | 246.622369 |  | 0.001873000000000888 |  | 0.005512 |  | 0.003587 |  | 0 |  | 0 |  | 0 |  | 0 |  | 648.7013950000003
 |  | FINLAND-GASOIL-PRC |  | Notional | 75 | 6 | P | 756P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 6 | P | 756P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-62NY-PRC |  | Notional | 75 | 7 | P | 757P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 7 | P | 757P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FINLAND-JET FUEL-PRC |  | Notional | 75 | 8 | P | 758P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 8 | P | 758P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-GOIP-PRC |  | Notional | 75 | 9 | P | 759P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 75 | 9 | P | 759P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | FIN-SOURCE-GO-PRC |  | Notional | 76 | 0 | P | 760P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 0 | P | 760P |  | 0 |  | -0.130594 |  | -0.270601 |  | -0.326459 |  | 0 |  | 0 |  | 0 |  | -19.143311 |  | -52.887239 |  | -102.861249 |  | -93.362285 |  | -65.31513799999999 |  | -49.587174 |  | -17.377831 |  | -401.261881
 |  | FIN-SOURCE-HO-PRC |  | Notional | 76 | 1 | P | 761P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 1 | P | 761P |  | 0.166737 |  | -4.091285999999999 |  | 1.804007 |  | -8.979093 |  | -6.169344 |  | -6.933202 |  | -24.627062 |  | -74.104647 |  | -75.788167 |  | -147.409797 |  | -133.78916 |  | -93.59306500000001 |  | -71.02572 |  | -24.920764 |  | -669.460563
 |  | FIN-SOURCE-JET-PRC |  | Notional | 76 | 2 | P | 762P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 2 | P | 762P |  | 1.704 |  | 0 |  | 0 |  | 0 |  | 0.0009809999999999999 |  | 0 |  | 0 |  | 0.001886 |  | 0 |  | 0.000881 |  | 0 |  | 0.001545 |  | 0 |  | -0.028024 |  | 1.681269
 |  | FIN-SOURCE-HU-PRC |  | Notional | 76 | 3 | P | 763P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 3 | P | 763P |  | 0 |  | 0 |  | 19.522471 |  | 34.905211 |  | 54.291273 |  | 56.29335099999999 |  | 231.085103 |  | 451.807542 |  | 708.481793 |  | 1331.606653 |  | 1317.376519 |  | 866.2694520000001 |  | 636.339343 |  | 273.0511090000001 |  | 5981.02982
 |  | FIN-SOURCE-HU-U-PRC |  | Notional | 76 | 4 | P | 764P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 4 | P | 764P |  | 0 |  | -58.295928 |  | 2.92411 |  | -9.85927 |  | 10.221355 |  | 1.91642 |  | -0.421442 |  | 40.35278999999999 |  | 317.906438 |  | 587.861777 |  | 498.7194059999999 |  | 329.6400350000001 |  | 228.034951 |  | 90.04609799999999 |  | 2039.04674
 |  | FIN-SOURCE-NAP-PRC |  | Notional | 76 | 7 | P | 767P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 76 | 7 | P | 767P |  | 0.006 |  | 0.026172 |  | 0.022689 |  | 0.024409 |  | 0.023075 |  | 0.023187 |  | 0.06598 |  | -0.382629 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.191117
 |  |  |  | Notional |  |  |  |  |  | 0.08496 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0.08496
 |  |  | Total FINLAND | Benchmark |  |  |  |  |  | -824.577982 |  | -12.646537 |  | 785.5105690000001 |  | 205.0787999999999 |  | 176.084186 |  | 161.926668 |  | 433.45042 |  | 388.96777 |  | 897.718337 |  | 1669.201852 |  | 1588.94448 |  | 1037.002829 |  | 743.7614 |  | 320.7705880000001 |  | 7571.193380000001
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2000-12-01 00:00:00 |  | to |  | 2001-11-01 00:00:00 |  | is |  | 0.431597
 | J BLOCK
 |  | J-Block Propane |  | Notional | 80 | 0 | P | 800P |  | -867.298301 |  | -221.733765 |  | 536.7894150000002 |  | 1108.412596 |  | 746.2871339999999 |  | -63.09637 |  | -274.050469 |  | 526.6806770000002 |  | 897.718337 |  | 1624.691154 |  | 1588.94448 |  | 1037.002829 |  | 743.7614 |  | 320.7705880000001 |  | 7704.879705
 |  |  |  | Benchmark | 80 | 0 | P | 800P |  | -417.335945 |  | -150.71715 |  | 728.8960070000003 |  | 1046.483635 |  | 855.8833960000002 |  | 42.31217699999998 |  | 27.46129599999997 |  | -235.610846 |  | -6.851750000000095 |  | -134.6726050000009 |  | -7.898349000000053 |  | -80.08904600000005 |  | -104.132308 |  | 23.22307800000006 |  | 1586.951589999999
 |  | J-Block Butane |  | Notional | 80 | 1 | P | 801P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | 0 |  | 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 1 | P | 801P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 00:00:00 |  | 0 |  | 00:00:00 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | J-Block Condensate |  | Notional | 80 | 2 | P | 802P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 2 | P | 802P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 3 | P | 803P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 3 | P | 803P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 4 | P | 804 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 4 | P | 804 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 5 | P | 805 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 5 | P | 805 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | #N/A |  | Notional | 80 | 6 | P | 806 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 80 | 6 | P | 806 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | -867.298301 |  | -221.733765 |  | 536.7894150000002 |  | 1108.412596 |  | 746.2871339999999 |  | -63.09637 |  | -274.050469 |  | 526.6806770000002 |  | 897.718337 |  | 1624.691154 |  | 1588.94448 |  | 1037.002829 |  | 743.7614 |  | 320.7705880000001 |  | 7704.879705
 |  |  | Total J BLOCK | Benchmark |  |  |  |  |  | -417.335945 |  | -150.71715 |  | 728.8960070000003 |  | 1046.483635 |  | 855.8833960000002 |  | 42.31217699999998 |  | 27.46129599999997 |  | -235.610846 |  | -6.851750000000095 |  | -134.6726050000009 |  | -7.898349000000053 |  | -80.08904600000005 |  | -104.132308 |  | 23.22307800000006 |  | 1586.951589999999
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | - |  | to |  | - |  | is |  | 0
 | SINGAPORE
 |  | SING-OIL-PRICE-PRC |  | Notional | 82 | 5 | P | 825P |  | 0 |  | 0 |  | 47.60428599999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 47.60428599999999
 |  |  |  | Benchmark | 82 | 5 | P | 825P |  | 0 |  | 0 |  | 47.60428599999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 47.60428599999999
 |  | SGP-BRENT-PRC |  | Notional | 82 | 6 | P | 826P |  | 0 |  | 0 |  | 118.018959 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 118.018959
 |  |  |  | Benchmark | 82 | 6 | P | 826P |  | 0 |  | 0 |  | 118.018959 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 118.018959
 |  | SGP-CR-HO-PRC |  | Notional | 82 | 6.1 | P | 826.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.1 | P | 826.1P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-CRD-GOIP-PRC |  | Notional | 82 | 6.2 | P | 826.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.2 | P | 826.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-CR-GOSG-PRC |  | Notional | 82 | 6.7 | P | 826.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.7 | P | 826.7P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-DIST-DUBA-P |  | Notional | 82 | 6.8 | P | 826.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.8 | P | 826.8P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-DIST-WTI-P |  | Notional | 82 | 6.9 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 6.9 | P | [NAME] |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-HU-NYMEX-PRC |  | Notional | 82 | 7 | P | 827P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 7 | P | 827P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGPHO-PRC |  | Notional | 82 | 8 | P | 828P |  | 0 |  | 23.938702 |  | 61.48887000000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 85.42757200000001
 |  |  |  | Benchmark | 82 | 8 | P | 828P |  | 0 |  | 23.934585 |  | 61.478293 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 85.412878
 |  | SGP-RESID-DUBA-P |  | Notional | 82 | 8.9 | P | 828.9P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 8.9 | P | 828.9P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-RESID-WTI-P |  | Notional | 82 | 8.95 | P | 828.95P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 82 | 8.95 | P | 828.95P |  | -0.08496 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -0.08496
 |  | SGP-RESID3%-EUR-PRC |  | Notional | 82 | 9 | P | 829P |  | 0 |  | 1.595913 |  | 0 |  | 0 |  | 0 |  | 1799-01-27 00:00:00 |  | #[NAME]! |  | 1798-02-26 00:00:00 |  | #[NAME]! |  | -0.431597 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  | Benchmark | 82 | 9 | P | 829P |  | 0 |  | 8.10724 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.10724
 |  | UK-SING-FO-HSNF-PRC |  | Notional | 83 | 0 | P | 830P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 0 | P | 830P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGO-ERMS-XL-PRC |  | Notional | 83 | 1 | P | 831P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 1 | P | 831P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-GO-PRC |  | Notional | 83 | 2 | P | 832P |  | -4.881579 |  | 13.216159 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.334579999999999
 |  |  |  | Benchmark | 83 | 2 | P | 832P |  | -4.880739 |  | 13.213885 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 8.333146
 |  | SGP-GOIP-PRC |  | Notional | 83 | 3 | P | 833P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 3 | P | 833P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | UK-JV-ARB-GOIP-PRC |  | Notional | 83 | 4 | P | 834P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 4 | P | 834P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-KERS-PRC |  | Notional | 83 | 5 | P | 835P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 5 | P | 835P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-DUBAI-PRC |  | Notional | 83 | 6 | P | 836P |  | 36.842105 |  | -73.81099900000001 |  | 24.793899 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -12.17499500000001
 |  |  |  | Benchmark | 83 | 6 | P | 836P |  | 36.842105 |  | -73.81099900000001 |  | 24.793899 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -12.17499500000001
 |  | SGP-DUB-PRC |  | Notional | 83 | 7 | P | 837P |  | 660.961368 |  | 910.2192840000001 |  | 713.469238 |  | 407.11963 |  | 816.144047 |  | 695.83035 |  | 1890.700389 |  | 4651.128234 |  | 4815.087267 |  | 3144.416394999999 |  | 948.45432 |  | 402.004896 |  | 85.438496 |  | 0 |  | 20140.973914
 |  |  |  | Benchmark | 83 | 7 | P | 837P |  | 660.961368 |  | 910.2192840000001 |  | 713.469238 |  | 407.11963 |  | 816.144047 |  | 695.83035 |  | 1890.700389 |  | 4651.128234 |  | 4815.087267 |  | 3144.416395000001 |  | 948.45432 |  | 402.004896 |  | 85.43849599999999 |  | 0 |  | 20140.973914
 |  | SGP-FGH-BRNT-P |  | Notional | 83 | 7.1 | P | 837.1P |  | 0 |  | 0 |  | 88.26628 |  | 98.68370599999999 |  | 49.076611 |  | 48.826773 |  | 48.576194 |  | 284.474837 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 617.904401
 |  |  |  | Benchmark | 83 | 7.1 | P | 837.1P |  | 0 |  | 0 |  | 88.26628 |  | 98.68370599999999 |  | 49.076611 |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  | SGP-FGH-GOIP-P |  | Notional | 83 | 7.2 | P | 837.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 83 | 7.2 | P | 837.2P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-FGH-HO-PRC |  | Notional | 83 | 7.5 | P | 837.5P |  | 0 |  | 0 |  | -47.578195 |  | 49.34185299999999 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1.763657999999992
 |  |  |  | Benchmark | 83 | 7.5 | P | 837.5P |  | 0 |  | 0 |  | 0 |  | 49.333366 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 49.333366
 |  | SGP-FGH-HU-P |  | Notional | 83 | 7.6 | P | 837.6P |  | 0 |  | 0 |  | -117.954275 |  | 0 |  | 73.614917 |  | 48.82677400000001 |  | 217.521028 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 222.008444
 |  |  |  | Benchmark | 83 | 7.6 | P | 837.6P |  | 0 |  | 0 |  | 0 |  | 0 |  | 66.33683099999999 |  | 43.999417 |  | 196.015377 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 306.351625
 |  | SGP-FGH-TAPIS-P |  | Notional | 83 | 7.7 | P | 837.7P |  | 0 |  | 0 |  | 0 |  | 394.734825 |  | 49.076611 |  | 48.826773 |  | 725.78466 |  | 191.453907 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1409.876776
 |  |  |  | Benchmark | 83 | 7.7 | P | 837.7P |  | 0 |  | 0 |  | 0 |  | 394.734825 |  | 49.076611 |  | 48.826773 |  | 725.78466 |  | 191.453907 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 1409.876776
 |  | SGP-FGH-WTI-P |  | Notional | 83 | 7.8 | P | 837.8P |  | 40 |  | 49.872297 |  | 113.450013 |  | 49.34185299999999 |  | -24.538306 |  | 0 |  | -72.507009 |  | 190.100896 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 345.719744
 |  |  |  | Benchmark | 83 | 7.8 | P | 837.8P |  | 40 |  | 49.872297 |  | 113.450013 |  | 49.34185299999999 |  | -24.538306 |  | 0 |  | -72.507009 |  | 190.100896 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 345.719744
 |  | SGP-TAPIS-PRC |  | Notional | 83 | 8 | P | 838P |  | -125 |  | 0 |  | 198.351192 |  | -148.025559 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -74.67436700000005
 |  |  |  | Benchmark | 83 | 8 | P | 838P |  | -125 |  | 0 |  | 198.351192 |  | -148.025559 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -74.67436700000005
 |  | SGP-US-ARB-HO-PRC |  | Notional | 83 | 8.2 | P | 838.2P |  | 0 |  | -82.759086 |  | -641.6661070000001 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -724.4251930000001
 |  |  |  | Benchmark | 83 | 8.2 | P | 838.2P |  | 0 |  | -82.744852 |  | -641.55574 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -724.300592
 |  | SGP-GASOIL-ST-PRC |  | Notional | 83 | 9 | P | 839P |  | 36.84210599999999 |  | 199.489186 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 236.331292
 |  |  |  | Benchmark | 83 | 9 | P | 839P |  | 36.835769 |  | 199.454874 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 236.290643
 |  | SGP-STYRENE-PRC |  | Notional | 84 | 0 | P | 840P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 0 | P | 840P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-GOAG-PRC |  | Notional | 84 | 1 | P | 841P |  | 0 |  | -23.921532 |  | -49.552095 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -73.47362700000001
 |  |  |  | Benchmark | 84 | 1 | P | 841P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-KERO-PRC |  | Notional | 84 | 2 | P | 842P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 2 | P | 842P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-NAPHTHA-PRC |  | Notional | 84 | 3 | P | 843P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 3 | P | 843P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-1%NYH HSFO-PRC |  | Notional | 84 | 4 | P | 844P |  | 0 |  | -8.102819 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -8.102819
 |  |  |  | Benchmark | 84 | 4 | P | 844P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SING-COND-PRC |  | Notional | 84 | 5 | P | 845P |  | -697.803474 |  | -960.0915809999999 |  | -862.232632 |  | -949.8800140000001 |  | -914.2972690000001 |  | -939.964218 |  | -2761.499068 |  | -5317.157872000001 |  | -4815.087267 |  | -3144.416394999999 |  | -948.45432 |  | -402.004896 |  | -85.438496 |  | 0 |  | -22798.327502
 |  |  |  | Benchmark | 84 | 5 | P | 845P |  | -697.803474 |  | -960.0915809999999 |  | -862.232632 |  | -949.8800140000001 |  | -914.2972690000001 |  | -939.964218 |  | -2761.499068000001 |  | -5317.157872 |  | -4815.087267 |  | -3144.416395000001 |  | -948.45432 |  | -402.004896 |  | -85.43849599999999 |  | 0 |  | -22798.327502
 |  | SGP-AUST-WTI-PRC |  | Notional | 84 | 5.5 | P | 845.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 84 | 5.5 | P | 845.5P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  | SGP-AUST-JET-PRC |  | Notional | 84 | 6 | P | 846P |  | 5.577988 |  | -13.206679 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | -7.628690999999997
 |  |  |  | Benchmark | 84 | 6 | P | 846P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional
 |  |  |  | Benchmark
 |  |  |  | Notional |  |  |  |  |  | -47.46148600000016 |  | 36.43884500000037 |  | -353.5405670000001 |  | -98.68370600000014 |  | 49.07661099999973 |  | -36958.653548 |  | #[NAME]! |  | -37195.999998 |  | #[NAME]! |  | -0.4315969999997833 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  | Total SINGAPORE | Benchmark |  |  |  |  |  | -53.12993100000006 |  | 88.15473300000008 |  | -138.3562119999997 |  | -98.69219300000009 |  | 41.7985249999997 |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-02-01 00:00:00 |  | to |  | 2002-01-01 00:00:00 |  | is |  | -270.6602400000004
 |  |  |  | Notional |  |  |  |  |  | -2711.315577999999 |  | -334.5004110000004 |  | 2119.798708 |  | 2032.713728 |  | 1685.504 |  | -37226.827492 |  | #[NAME]! |  | -37392.44718 |  | #[NAME]! |  | 633.8054619999998 |  | 1180.278118999999 |  | 1045.728654000001 |  | 653.5686479999999 |  | 804.8742399999999 |  | #[NAME]!
 |  |  | TOTAL INTERNATIONAL | Benchmark |  |  |  |  |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-05-01 00:00:00 |  | to |  | 2002-04-01 00:00:00 |  | is |  | 5080.177334
 |  |  |  | Notional |  |  |  |  |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]! |  | #REF! |  | #[NAME]! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #REF! |  | #[NAME]!
 |  |  | TOTAL GLOBAL LIQUIDS | Benchmark |  |  |  |  |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]! |  | #[NAME]!
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | .Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-02-01 00:00:00 |  | to |  | 2002-01-01 00:00:00 |  | is |  | -6275.950393
METALS
 |  | COPPER-PRC |  | Notional | 49 | 1 | P | 491P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Benchmark | 49 | 1 | P | 491P |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  | Notional |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  | Total | Benchmark |  |  |  |  |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0 |  | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | .Maximum Maturity/Gap Risk Position (Rolling 12 Months)  from | 2001-12-01 00:00:00 |  | to |  | 2002-11-01 00:00:00