Spreadsheet: robin_rodrigue__33271__FRANK
Sheet: Sheet2

REF_DT | BOOK_ID | [NAME] | SUM(RMS_OPEN_POSITION.DELTA_POSITION) | SUM(RMS_OPEN_POSITION.BENCHMARK_POSITION_QTY) | Contract Equivalent | A | B | C |  | A |  | B |  | C
2000-12-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2000-12-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2000-12-01 00:00:00 | NG-LTX-BAS | CGPR-AECO/BASIS | 0 | 0
2000-12-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | 0 | 0
2000-12-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2000-12-01 00:00:00 | NG-MM-PRC | NG | 0 | 0
2000-12-01 00:00:00 | NG-PR-CAN-PRC | NG | 440734.8993 | 440734.8993
2000-12-01 00:00:00 | NG-PR-CAN-PRC | PREPAY INDEX | 0 | 0
2000-12-01 00:00:00 | NG-PRICE-PRC | NG | 0 | 0
2000-12-02 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 0 | 0
2000-12-02 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2000-12-02 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | 0 | 0
2000-12-03 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 0 | 0
2000-12-03 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2000-12-03 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | 0 | 0
2000-12-04 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 0 | 0
2000-12-04 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2000-12-04 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | 0 | 0
2000-12-05 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-05 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-05 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-06 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-06 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-06 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-07 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-07 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-07 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-08 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-08 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-08 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-09 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-09 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-09 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-10 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-10 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-10 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-11 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-11 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-11 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-12 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-12 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-12 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-13 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-13 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-13 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-14 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-14 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-14 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-15 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-15 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-15 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-16 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-16 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-16 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-17 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-17 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-17 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-18 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-18 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-18 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-19 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-19 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-19 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-20 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-20 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-20 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-21 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-21 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-21 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-22 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-22 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-22 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-23 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-23 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-23 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-24 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-24 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-24 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-25 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-25 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-25 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-26 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-26 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-26 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-27 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-27 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-27 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-28 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-28 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-28 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-29 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-29 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-29 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-30 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-30 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-30 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
2000-12-31 00:00:00 | NG-LTX-GDL | GDP-HEHUB | 322580.6452 | 322580.6452
2000-12-31 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 1305000 | 1305000
2000-12-31 00:00:00 | NG-PRICE-GDL | GDP-TRCOZ6/NY | -35000 | -35000
Dec-00 Total |  |  |  |  |  | 1 | 1 | 1
2001-01-01 00:00:00 | NG-ERMS-XL-PRC | NG | -340264.81 | -340264.81
2001-01-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-01-01 00:00:00 | NG-LTX-BAS | CGPR-AECO/BASIS | 0 | 0
2001-01-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | 0 | 0
2001-01-01 00:00:00 | NG-LTX-PRC | NG | 11738541.8796 | 11738541.8796
2001-01-01 00:00:00 | NG-MM-PRC | NG | 50578.1997 | 50578.1997
2001-01-01 00:00:00 | NG-PR-CAN-PRC | NG | 0 | 0
2001-01-01 00:00:00 | NG-PRICE-PRC | NG | -72349480.2722 | -72349480.2722
[NAME] |  |  |  |  |  | 0.75 | 0.75 | 0.88
2001-02-01 00:00:00 | NG-ERMS-XL-PRC | NG | 49346.63 | 49346.63
2001-02-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-02-01 00:00:00 | NG-LTX-BAS | CGPR-AECO/BASIS | 0 | 0
2001-02-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | 0 | 0
2001-02-01 00:00:00 | NG-LTX-PRC | NG | 2355.0377 | 2355.0377
2001-02-01 00:00:00 | NG-MM-PRC | NG | 47674.8676 | 47674.8676
2001-02-01 00:00:00 | NG-PR-CAN-PRC | NG | 393533.7936 | 393533.7936
2001-02-01 00:00:00 | NG-PRICE-PRC | NG | -74950051.1956 | -74950051.1956
Feb-01 Total |  |  |  |  |  | 0.75 | 0.75 | 0.83
2001-03-01 00:00:00 | NG-ERMS-XL-PRC | NG | 19594486.96 | 19594486.96
2001-03-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-03-01 00:00:00 | NG-LTX-BAS | CGPR-AECO/BASIS | 0 | 0
2001-03-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | -152451.6266 | 83848.39463000001
2001-03-01 00:00:00 | NG-LTX-PRC | NG | 21823.0854 | 21823.0854
2001-03-01 00:00:00 | NG-MM-PRC | NG | 110190.0687 | 110190.0687
2001-03-01 00:00:00 | NG-PR-CAN-PRC | NG | 433488.7245 | 433488.7245
2001-03-01 00:00:00 | NG-PR-CAN-PRC | PREPAY INDEX | 0 | 0
2001-03-01 00:00:00 | NG-PRICE-PRC | NG | -90431468.2512 | -90431468.2512
Mar-01 Total |  |  |  |  |  | 0.6 | 0.7 | 0.77
2001-04-01 00:00:00 | NG-ERMS-XL-PRC | NG | -16794719.42 | -16794719.42
2001-04-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-04-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-04-01 00:00:00 | NG-MM-PRC | NG | 120268.0288 | 120268.0288
2001-04-01 00:00:00 | NG-PRICE-PRC | NG | 63698100.998 | 63698100.998
Apr-01 Total |  |  |  |  |  | 0.6 | 0.7 | 0.64
2001-05-01 00:00:00 | NG-ERMS-XL-PRC | NG | -408543.87 | -408543.87
2001-05-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-05-01 00:00:00 | NG-LTX-PRC | NG | -97295613.2972 | -97295613.2972
2001-05-01 00:00:00 | NG-MM-PRC | NG | 10303.6054 | 10303.6054
2001-05-01 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2001-05-01 00:00:00 | NG-PRICE-PRC | NG | -16599002.4772 | -16599002.4772
May-01 Total |  |  |  |  |  | 0.45 | 0.6 | 0.535
2001-06-01 00:00:00 | NG-ERMS-XL-PRC | NG | -1089838.66 | -1089838.66
2001-06-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-06-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-06-01 00:00:00 | NG-MM-PRC | NG | -242072.0716 | -242072.0716
2001-06-01 00:00:00 | NG-PR-CAN-PRC | PREPAY INDEX | 0 | 0
2001-06-01 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2001-06-01 00:00:00 | NG-PRICE-PRC | NG | 12174918.4019 | 12174918.4019
[NAME] |  |  |  |  |  | 0.45 | 0.6 | 0.52
2001-07-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2001-07-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-07-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-07-01 00:00:00 | NG-MM-PRC | NG | -240705.5021 | -240705.5021
2001-07-01 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2001-07-01 00:00:00 | NG-PRICE-PRC | NG | 23126983.0723 | 23126983.0723
[NAME] |  |  |  |  |  | 0.45 | 0.6 | 0.518
2001-08-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2001-08-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-08-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-08-01 00:00:00 | NG-MM-PRC | NG | -235066.4536 | -235066.4536
2001-08-01 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2001-08-01 00:00:00 | NG-PRICE-PRC | NG | 11983821.9416 | 11983821.9416
[NAME] |  |  |  |  |  | 0.45 | 0.6 | 0.518
2001-09-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2001-09-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-09-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-09-01 00:00:00 | NG-MM-PRC | NG | -254550.6784 | -254550.6784
2001-09-01 00:00:00 | NG-PR-CAN-PRC | PREPAY INDEX | 0 | 0
2001-09-01 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2001-09-01 00:00:00 | NG-PRICE-PRC | NG | -12114207.788 | -12114207.788
Sep-01 Total |  |  |  |  |  | 0.45 | 0.6 | 0.5
2001-10-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2001-10-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-10-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-10-01 00:00:00 | NG-MM-PRC | NG | 33935.04990000001 | 33935.04990000001
2001-10-01 00:00:00 | NG-PRICE-PRC | NG | 95833345.54380001 | 95833345.54380001
Oct-01 Total |  |  |  |  |  | 0.45 | 0.6 | 0.5
2001-11-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2001-11-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-11-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | -707234.0440000001 | -840.7280307284116
2001-11-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-11-01 00:00:00 | NG-MM-PRC | NG | 55635.74480000001 | 55635.74480000001
2001-11-01 00:00:00 | NG-PRICE-PRC | NG | -10923895.1457 | -10923895.1457
[NAME] |  |  |  |  |  | 0.45 | 0.6 | 0.475
2001-12-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2001-12-01 00:00:00 | NG-EXOTIC-PRC | NG | 0 | 0
2001-12-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | -727162.8655 | 0
2001-12-01 00:00:00 | NG-LTX-PRC | NG | 0 | 0
2001-12-01 00:00:00 | NG-MM-PRC | NG | -39126.0535 | -39126.0535
2001-12-01 00:00:00 | NG-PRICE-PRC | NG | 9768788.854300002 | 9768788.854300002
Dec-01 Total |  |  |  |  |  | 0.33 | 0.6 | 0.455
2002-01-01 00:00:00 | NG-ERMS-XL-PRC | NG | 419540.73 | 419540.73
2002-01-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | -723401.1625 | 0
2002-01-01 00:00:00 | NG-LTX-PRC | NG | 90848559.1958 | 90848559.1958
2002-01-01 00:00:00 | NG-MM-PRC | NG | -38923.6497 | -38923.6497
2002-01-01 00:00:00 | NG-PRICE-PRC | NG | -35118630.5035 | -35118630.5035
Jan-02 Total |  |  |  |  |  | 0.33 | 0.6 | 0.47
2002-02-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2002-02-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | -649976.019 | 0
2002-02-01 00:00:00 | NG-LTX-PRC | NG | -2336097.1024 | -2336097.1024
2002-02-01 00:00:00 | NG-MM-PRC | NG | -36770.0719 | -36770.0719
2002-02-01 00:00:00 | NG-PRICE-PRC | NG | 25145666.6078 | 25145666.6078
Feb-02 Total |  |  |  |  |  | 0.33 | 0.6 | 0.45
2002-03-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2002-03-01 00:00:00 | NG-LTX-BAS | IF-TRANSCO/Z6 | -716227.9728 | 0
2002-03-01 00:00:00 | NG-LTX-PRC | NG | -2197706.7932 | -2197706.7932
2002-03-01 00:00:00 | NG-MM-PRC | NG | -38537.6857 | -38537.6857
2002-03-01 00:00:00 | NG-PRICE-PRC | NG | 83631045.9485 | 83631045.9485
Mar-02 Total |  |  |  |  |  | 0.33 | 0.6 | 0.425
2002-04-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2002-04-01 00:00:00 | NG-LTX-PRC | NG | -2065578.46 | -2065578.46
2002-04-01 00:00:00 | NG-MM-PRC | NG | -19306.6555 | -19306.6555
2002-04-01 00:00:00 | NG-PRICE-PRC | NG | -164885355.067 | -164885355.067
Apr-02 Total |  |  |  |  |  | 0.33 | 0.6 | 0.36
2002-05-01 00:00:00 | NG-ERMS-XL-PRC | NG | 0 | 0
2002-05-01 00:00:00 | NG-LTX-PRC | NG | -2029740.2818 | -2029740.2818
2002-05-01 00:00:00 | NG-MM-PRC | NG | -19850.2368 | -19850.2368
2002-05-01 00:00:00 | NG-PRICE-GDL | GDP-HEHUB | 0 | 0
2002-05-01 00:00:00 | NG-PRICE-PRC | NG | -63081200.8149 | -63081200.8149
May-02 Total |  |  |  |  |  | 0.33 | 0.6 | 0.315
Grand Total