Spreadsheet: errol_mclaughlin_jr__10301__TorreyOpts
Sheet: Feb6

2001-02-06 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  | Total
 |  |  | Phy/ | [NAME] | Opt |  | Option | Monthly | Option | Stike | Mid | Mid | Mid | Premium
Counterparty | Deal Num | Pub Code | Fin | Put | Type | Period | [NAME] | Option Qty | Delta | Price | Price | Vol | Value | Value
OPTIONS-EA | QQ1093.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 532097.3596 | 6 | 5.764 | 0.98 | -620337.7015 | 0
OPTIONS-EA | QQ1093.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 594000
OPTIONS-EA | QQ1094.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -465243.9776 | 6 | 5.764 | 0.98 | -384965.146 | 0
OPTIONS-EA | QQ1094.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 414000
OPTIONS-EA | QQ1101.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 532097.3596 | 6 | 5.764 | 0.98 | -620337.7015 | 0
OPTIONS-EA | QQ1101.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 600000
OPTIONS-EA | QQ1102.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -465243.9776 | 6 | 5.764 | 0.98 | -384965.146 | 0
OPTIONS-EA | QQ1102.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 402000
TRACTEBEENEMAR | QQ1352.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -370674.7035 | 5.5 | 5.764 | 0.98 | 352697.8341 | 0
TRACTEBEENEMAR | QQ1352.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -360000
OPTIONS-EA | QQ1361.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 532097.3596 | 6 | 5.764 | 0.98 | -620337.7015 | 0
OPTIONS-EA | QQ1361.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 663000
OPTIONS-EA | QQ1363.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -465243.9776 | 6 | 5.764 | 0.98 | -384965.146 | 0
OPTIONS-EA | QQ1363.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 360000
LOUISDRECOR | QQ1383.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -532097.3596 | 6 | 5.764 | 0.98 | 620337.7015 | 0
LOUISDRECOR | QQ1383.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -636000
LOUISDRECOR | QQ1418.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -532097.3596 | 6 | 5.764 | 0.98 | 620337.7015 | 0
LOUISDRECOR | QQ1418.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -651000
LOUISDRECOR | QQ1420.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -532097.3596 | 6 | 5.764 | 0.98 | 620337.7015 | 0
LOUISDRECOR | QQ1420.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -657000
LOUISDRECOR | QQ1455.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -532097.3596 | 6 | 5.764 | 0.98 | 620337.7015 | 0
LOUISDRECOR | QQ1455.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -675000
LOUISDRECOR | QQ1466.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -532097.3596 | 6 | 5.764 | 0.98 | 620337.7015 | 0
LOUISDRECOR | QQ1466.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -672000
LOUISDRECOR | QQ1508.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 500000 | -266048.6798 | 6 | 5.764 | 0.98 | 310168.8508 | 0
LOUISDRECOR | QQ1508.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -331500
VITOL S.A. | QQ1518.1 | NXB2 | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | -1000000 | 300809.1558 | 5 | 5.506 | 0.67 | -296505.6055 | 0
VITOL S.A. | QQ1518.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 306000
G-DAILY-EST | QQ1585.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 532097.3596 | 6 | 5.764 | 0.98 | -620337.7015 | 0
G-DAILY-EST | QQ1585.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 657000
G-DAILY-EST | QQ1589.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -465243.9776 | 6 | 5.764 | 0.98 | -384965.146 | 0
G-DAILY-EST | QQ1589.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 354000
MORGAN | QQ1631.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -74057.0701 | 8 | 5.764 | 0.98 | -37176.0507 | 0
MORGAN | QQ1631.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 57000
TRACTEBEENEMAR | QQ1668.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 217630.2722 | 5 | 5.764 | 0.98 | -168900.7432 | 0
TRACTEBEENEMAR | QQ1668.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 153000
BPAMOCOR | QQ1704.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -207503.1723 | 7 | 5.764 | 0.98 | -129534.9797 | 0
BPAMOCOR | QQ1704.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 147000
G-DAILY-EST | QQ1850.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 532097.3596 | 6 | 5.764 | 0.98 | -620337.7015 | 0
G-DAILY-EST | QQ1850.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 654000
G-DAILY-EST | QQ1851.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -465243.9776 | 6 | 5.764 | 0.98 | -384965.146 | 0
G-DAILY-EST | QQ1851.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 366000
GD-CENTRAL | QQ2023.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | 320954.7599 | 6.5 | 5.764 | 0.98 | 228440.972 | 0
GD-CENTRAL | QQ2023.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -219000
OPTIONS-EA | QQ2181.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -320954.7599 | 6.5 | 5.764 | 0.98 | -228440.972 | 0
OPTIONS-EA | QQ2181.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 267000
VITOL S.A. | QQ2230.1 | NXB2 | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | -1000000 | 171054.2287 | 4.5 | 5.506 | 0.67 | -139547.9902 | 0
VITOL S.A. | QQ2230.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 132000
VITOL S.A. | [NAME] | NXB2 | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | -1000000 | 171054.2287 | 4.5 | 5.506 | 0.67 | -139547.9902 | 0
VITOL S.A. | [NAME] | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 132000
CINERGYMARTRA | QQ2350.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -207503.1723 | 7 | 5.764 | 0.98 | -129534.9797 | 0
CINERGYMARTRA | QQ2350.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 156000
CONAGRAENESER | QQ2667.1 | NXB2 | F | C | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | -1000000 | -287745.3191 | 6.5 | 5.506 | 0.67 | -215794.8357 | 0
CONAGRAENESER | QQ2667.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 261000
CONAGRAENESER | QQ2674.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -320954.7599 | 6.5 | 5.764 | 0.98 | -228440.972 | 0
CONAGRAENESER | QQ2674.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 270000
CONAGRAENESER | QQ2677.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -207503.1723 | 7 | 5.764 | 0.98 | -129534.9797 | 0
CONAGRAENESER | QQ2677.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 174000
CONAGRAENESER | QQ2682.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -207503.1723 | 7 | 5.764 | 0.98 | -129534.9797 | 0
CONAGRAENESER | QQ2682.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 174000
FT-US/CAND-ERMS | QQ2735.2 | NXB2 | F | C | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | 500000 | 273214.5994 | 5.5 | 5.506 | 0.67 | 268214.5231 | 0
FT-US/CAND-ERMS | QQ2735.2 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -257500
FT-US/CAND-ERMS | QQ2737.2 | NXB2 | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | 500000 | -223000.5928 | 5.5 | 5.506 | 0.67 | 265237.2319 | 0
FT-US/CAND-ERMS | QQ2737.2 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -257500
BANKAMENAT | QQ2738.1 | NXB2 | F | C | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | 500000 | 273214.5994 | 5.5 | 5.506 | 0.67 | 268214.5231 | 0
BANKAMENAT | QQ2738.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -261250
BANKAMENAT | QQ2740.1 | NXB2 | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | 500000 | -223000.5928 | 5.5 | 5.506 | 0.67 | 265237.2319 | 0
BANKAMENAT | QQ2740.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -261250
ELPASOMERLP | QQ2741.1 | NXB2 | F | C | EUR | 2001-05-01 00:00:00 | 2001-04-25 00:00:00 | 5000000 | 570824.4373 | 7.5 | 5.356 | 0.55 | 341827.415 | 0
ELPASOMERLP | QQ2741.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -450000
CINERGYMARTRA | QQ2742.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | 207503.1723 | 7 | 5.764 | 0.98 | 129534.9797 | 0
CINERGYMARTRA | QQ2742.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -156000
CINERGYMARTRA | QQ2743.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | 217630.2722 | 5 | 5.764 | 0.98 | -168900.7432 | 0
CINERGYMARTRA | QQ2743.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 160000
AEPENESER | QQ2744.1 | NXB2 | F | C | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | 1000000 | 126849.9338 | 7.5 | 5.506 | 0.67 | 77235.2214 | 0
AEPENESER | QQ2744.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -110000
SEMPRAENETRA | QQ2745.1 | NXB2 | F | C | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | 500000 | 63424.9669 | 7.5 | 5.506 | 0.67 | 38617.6107 | 0
SEMPRAENETRA | QQ2745.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -55000
GD-CENTRAL | QQ2754.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | 320954.7599 | 6.5 | 5.764 | 0.98 | 228440.972 | 0
GD-CENTRAL | QQ2754.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -258000
SOCIETE | QQ2826.1 | NXB2 | F | C | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | 150000 | 86333.4241 | 5.35 | 5.441 | 0.4875 | 134159.3064 | 0
SOCIETE | QQ2826.1 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 150000 | 89031.1654 | 5.35 | 5.551 | 0.4875 | 150627.9075 | 0
SOCIETE | QQ2826.1 | NXB2 | F | C | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | 150000 | 89423.4911 | 5.35 | 5.571 | 0.485 | 157469.6307 | 0
SOCIETE | QQ2826.1 | NXB2 | F | C | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | 150000 | 84825.6798 | 5.35 | 5.371 | 0.47 | 141712.2756 | 0
SOCIETE | QQ2826.1 | NXB2 | F | C | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | 150000 | 75461.1529 | 5.35 | 5.031 | 0.4275 | 106443.9201 | 0
SOCIETE | QQ2826.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -658125
SOCIETE | [NAME] | NXB2 | F | P | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | 150000 | -58118.5922 | 5.35 | 5.441 | 0.4875 | 121014.1729 | 0
SOCIETE | [NAME] | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 150000 | -54786.1221 | 5.35 | 5.551 | 0.4875 | 121720.6327 | 0
SOCIETE | [NAME] | NXB2 | F | P | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | 150000 | -53815.2384 | 5.35 | 5.571 | 0.485 | 125813.8715 | 0
SOCIETE | [NAME] | NXB2 | F | P | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | 150000 | -57735.7271 | 5.35 | 5.371 | 0.47 | 138718.486 | 0
SOCIETE | [NAME] | NXB2 | F | P | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | 150000 | -66527.2665 | 5.35 | 5.031 | 0.4275 | 151738.2259 | 0
SOCIETE | [NAME] | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -658125
ELPASOMERLP | QQ2858.3 | NXB2 | F | C | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | 1000000 | 575556.1605 | 5.35 | 5.441 | 0.4875 | 894395.3762 | 0
ELPASOMERLP | QQ2858.3 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | 593541.1026 | 5.35 | 5.551 | 0.4875 | 1004186.0497 | 0
ELPASOMERLP | QQ2858.3 | NXB2 | F | C | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | 1000000 | 596156.6075 | 5.35 | 5.571 | 0.485 | 1049797.5379 | 0
ELPASOMERLP | QQ2858.3 | NXB2 | F | C | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | 1000000 | 565504.5323 | 5.35 | 5.371 | 0.47 | 944748.5037 | 0
ELPASOMERLP | QQ2858.3 | NXB2 | F | C | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | 1000000 | 503074.3527 | 5.35 | 5.031 | 0.4275 | 709626.1342 | 0
ELPASOMERLP | QQ2858.3 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -4425000
ELPASOMERLP | QQ2858.4 | NXB2 | F | C | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | 1000000 | 575556.1605 | 5.35 | 5.441 | 0.4875 | 894395.3762 | 0
ELPASOMERLP | QQ2858.4 | NXB2 | F | C | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | 593541.1026 | 5.35 | 5.551 | 0.4875 | 1004186.0497 | 0
ELPASOMERLP | QQ2858.4 | NXB2 | F | C | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | 1000000 | 596156.6075 | 5.35 | 5.571 | 0.485 | 1049797.5379 | 0
ELPASOMERLP | QQ2858.4 | NXB2 | F | C | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | 1000000 | 565504.5323 | 5.35 | 5.371 | 0.47 | 944748.5037 | 0
ELPASOMERLP | QQ2858.4 | NXB2 | F | C | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | 1000000 | 503074.3527 | 5.35 | 5.031 | 0.4275 | 709626.1342 | 0
ELPASOMERLP | QQ2858.4 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -4425000
ELPASOMERLP | QQ2858.5 | NXB2 | F | P | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | 1000000 | -387457.2812 | 5.35 | 5.441 | 0.4875 | 806761.153 | 0
ELPASOMERLP | QQ2858.5 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -365240.8141 | 5.35 | 5.551 | 0.4875 | 811470.8845 | 0
ELPASOMERLP | QQ2858.5 | NXB2 | F | P | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | 1000000 | -358768.256 | 5.35 | 5.571 | 0.485 | 838759.1431 | 0
ELPASOMERLP | QQ2858.5 | NXB2 | F | P | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | 1000000 | -384904.8475 | 5.35 | 5.371 | 0.47 | 924789.9068 | 0
ELPASOMERLP | QQ2858.5 | NXB2 | F | P | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | 1000000 | -443515.1101 | 5.35 | 5.031 | 0.4275 | 1011588.1728 | 0
ELPASOMERLP | QQ2858.5 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -4425000
ELPASOMERLP | QQ2858.6 | NXB2 | F | P | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | 1000000 | -387457.2812 | 5.35 | 5.441 | 0.4875 | 806761.153 | 0
ELPASOMERLP | QQ2858.6 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | 1000000 | -365240.8141 | 5.35 | 5.551 | 0.4875 | 811470.8845 | 0
ELPASOMERLP | QQ2858.6 | NXB2 | F | P | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | 1000000 | -358768.256 | 5.35 | 5.571 | 0.485 | 838759.1431 | 0
ELPASOMERLP | QQ2858.6 | NXB2 | F | P | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | 1000000 | -384904.8475 | 5.35 | 5.371 | 0.47 | 924789.9068 | 0
ELPASOMERLP | QQ2858.6 | NXB2 | F | P | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | 1000000 | -443515.1101 | 5.35 | 5.031 | 0.4275 | 1011588.1728 | 0
ELPASOMERLP | QQ2858.6 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -4425000
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-27 00:00:00 | -1000000 | 76512.6546 | 4 | 5.506 | 0.67 | -51532.1473 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-05-01 00:00:00 | 2001-04-25 00:00:00 | -1000000 | 99839.5647 | 4 | 5.356 | 0.55 | -72045.3622 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-06-01 00:00:00 | 2001-05-25 00:00:00 | -1000000 | 109598.0418 | 4 | 5.356 | 0.495 | -86245.3709 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-07-01 00:00:00 | 2001-06-26 00:00:00 | -1000000 | 126081.474 | 4 | 5.386 | 0.49 | -118383.486 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-08-01 00:00:00 | 2001-07-26 00:00:00 | -1000000 | 140406.2299 | 4 | 5.396 | 0.49 | -152143.5851 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-09-01 00:00:00 | 2001-08-28 00:00:00 | -1000000 | 158346.4919 | 4 | 5.356 | 0.49 | -195768.1648 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-10-01 00:00:00 | 2001-09-25 00:00:00 | -1000000 | 166215.7994 | 4 | 5.356 | 0.4875 | -224097.6065 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-11-01 00:00:00 | 2001-10-26 00:00:00 | -1000000 | 164331.4498 | 4 | 5.441 | 0.4875 | -242423.2845 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2001-12-01 00:00:00 | 2001-11-27 00:00:00 | -1000000 | 159678.6661 | 4 | 5.551 | 0.4875 | -256059.7562 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2002-01-01 00:00:00 | 2001-12-26 00:00:00 | -1000000 | 162276.7133 | 4 | 5.571 | 0.485 | -276795.3341 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2002-02-01 00:00:00 | 2002-01-28 00:00:00 | -1000000 | 183358.1423 | 4 | 5.371 | 0.47 | -320767.3117 | 0
DUKEENETRA | QQ2932.1 | NXB2 | F | P | EUR | 2002-03-01 00:00:00 | 2002-02-25 00:00:00 | -1000000 | 216718.1499 | 4 | 5.031 | 0.4275 | -350646.0854 | 0
DUKEENETRA | QQ2932.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 2220000
AEPENESER | QQ3386.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 1000000 | -100593.6925 | 4.5 | 5.764 | 0.98 | 63717.0472 | 0
AEPENESER | QQ3386.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -55000
AEPENESER | QQ3387.1 | NXB2 | F | P | EUR | 2001-05-01 00:00:00 | 2001-04-25 00:00:00 | -1000000 | 99839.5647 | 4 | 5.356 | 0.55 | -72045.3622 | 0
AEPENESER | QQ3387.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 65000
CONAGRAENESER | QQ3388.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 500000 | 232621.9888 | 6 | 5.764 | 0.98 | 192482.573 | 0
CONAGRAENESER | QQ3388.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -177500
CONAGRAENESER | QQ3408.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | -1000000 | -126896.3597 | 7.5 | 5.764 | 0.98 | -70577.6579 | 0
CONAGRAENESER | QQ3408.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | 80000
[NAME] | QQ3416.1 | NXB2 | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 500000 | 103751.5861 | 7 | 5.764 | 0.98 | 64767.4898 | 0
[NAME] | QQ3416.1 | OPTION | F | C | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -75000
OSPRAIEPORLTD | QQ3723.1 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 330000 | -96114.0085 | 5.25 | 5.764 | 0.98 | 82578.6799 | 0
OSPRAIEPORLTD | QQ3723.1 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -74250
TUDORPROTRA | QQ3723.2 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 200000 | -58250.9143 | 5.25 | 5.764 | 0.98 | 50047.6848 | 0
TUDORPROTRA | QQ3723.2 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -45000
TUDORBVIGLO1 | QQ3723.3 | NXB2 | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-23 00:00:00 | 470000 | -136889.6485 | 5.25 | 5.764 | 0.98 | 117612.0593 | 0
TUDORBVIGLO1 | QQ3723.3 | OPTION | F | P | EUR | 2001-02-01 00:00:00 | 2001-02-01 00:00:00 | 0 | 0 | 0 | 6.293 | 0.98 | 0 | -105750