Spreadsheet: joe_parks__14513__P&L_JUN01
Sheet: HH_SWAP

 | IF |  |  |  |  | ****
 | 5.35 |  | 3.74 | 3.67 | 3.665 | 3.645 | 3.625 | 3.625 | 3.635 | 3.82 | 3.81 | 3.77 | 3.79 | 3.785 | 3.815 | 3.855 | 3.865 | 3.955 | 3.97 | 4.04 | 4.035 | 4.06 | 3.815 | 3.825 | 3.84 | 3.67 | 3.6925 | 3.685 | 3.65 | 3.61 | 3.62 | 3.74 | 3.8 |  | NET Postion
 | 0 | GDA |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL P&L
2001-03-01 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000
2001-03-02 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000
2001-03-03 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000
2001-03-04 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000
2001-03-05 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-06 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000
2001-03-07 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000
2001-03-08 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500
2001-03-09 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000
2001-03-10 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000
2001-03-11 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000
2001-03-12 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-13 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-14 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-15 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-16 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-17 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-18 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-19 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-20 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-21 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-22 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-23 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-24 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-25 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-26 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-27 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-28 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-29 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-30 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000 | 10000 | 10000 | -10000 | -10000 | 10000 | -10000 | 4487 | 10000 | -11500 | -15000 | -10000 | -10000 | -15000 | 15000 | -10000 | 10000
2001-03-31 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL SWAP