Spreadsheet: errol_mclaughlin_jr__10001__DKR_400bp_11-19-01
Sheet: AIG Crude & Products

 |  |  |  |  |  |  |  |  |  |  |  |  |  | Libor + |  |  |  |  | 400 bp
Counterparty | Deal Date | [NAME] | O/S | Pub Code | Price Code | Fin / Phy | Call / Put | Opt Type | Period | [NAME] | Notional | Delta | Disc. Rate | 400 bp | Fixed | Mid | MtM Value | MtM Value | Disc. MtM Value
DKR Buys 25/month WTI Calendar Swap
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-01-01 00:00:00 |  | -5000 | -4984.7794 |  |  | 25.67 |  | 15801.7475
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-02-01 00:00:00 |  | -5000 | -4976.363 |  |  | 25.67 |  | 15968.8869
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-03-01 00:00:00 |  | -5000 | -4968.9664 |  |  | 25.67 |  | 16253.4891
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-04-01 00:00:00 |  | -5000 | -4960.7321 |  |  | 25.67 |  | 16550.8028
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-05-01 00:00:00 |  | -5000 | -4952.6802 |  |  | 25.67 |  | 16818.8519
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-06-01 00:00:00 |  | -5000 | -4944.4272 |  |  | 25.67 |  | 17018.7186
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-07-01 00:00:00 |  | -5000 | -4936.1386 |  |  | 25.67 |  | 17191.2246
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-08-01 00:00:00 |  | -5000 | -4926.8741 |  |  | 25.67 |  | 17347.0759
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-09-01 00:00:00 |  | -5000 | -4917.425 |  |  | 25.67 |  | 17451.9414
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-10-01 00:00:00 |  | -5000 | -4907.7677 |  |  | 25.67 |  | 17550.6042
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-11-01 00:00:00 |  | -5000 | -4897.0212 |  |  | 25.67 |  | 17563.9794
AARB | 2001-04-18 00:00:00 | V41967.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-12-01 00:00:00 |  | -5000 | -4886.3035 |  |  | 25.67 |  | 17498.8861
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-01-01 00:00:00 |  | -20000 | -19939.1178 |  |  | 25.67 |  | 63206.99
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-02-01 00:00:00 |  | -20000 | -19905.4519 |  |  | 25.67 |  | 63875.5475
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-03-01 00:00:00 |  | -20000 | -19875.8656 |  |  | 25.67 |  | 65013.9564
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-04-01 00:00:00 |  | -20000 | -19842.9282 |  |  | 25.67 |  | 66203.211
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-05-01 00:00:00 |  | -20000 | -19810.721 |  |  | 25.67 |  | 67275.4075
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-06-01 00:00:00 |  | -20000 | -19777.7089 |  |  | 25.67 |  | 68074.8742
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-07-01 00:00:00 |  | -20000 | -19744.5545 |  |  | 25.67 |  | 68764.8983
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-08-01 00:00:00 |  | -20000 | -19707.4965 |  |  | 25.67 |  | 69388.3036
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-09-01 00:00:00 |  | -20000 | -19669.7001 |  |  | 25.67 |  | 69807.7655
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-10-01 00:00:00 |  | -20000 | -19631.0709 |  |  | 25.67 |  | 70202.4167
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-11-01 00:00:00 |  | -20000 | -19588.0847 |  |  | 25.67 |  | 70255.9176
AIGCOMARB | 2001-04-18 00:00:00 | V41967.4 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-12-01 00:00:00 |  | -20000 | -19545.2139 |  |  | 25.67 |  | 69995.5442
DKR Buys 25/month WTI Calendar Swap
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-01-01 00:00:00 |  | -20000 | -19939.1178 |  |  | 25.6 |  | 61811.2517
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-02-01 00:00:00 |  | -20000 | -19905.4519 |  |  | 25.6 |  | 62482.1659
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-03-01 00:00:00 |  | -20000 | -19875.8656 |  |  | 25.6 |  | 63622.6459
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-04-01 00:00:00 |  | -20000 | -19842.9282 |  |  | 25.6 |  | 64814.2061
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-05-01 00:00:00 |  | -20000 | -19810.721 |  |  | 25.6 |  | 65888.657
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-06-01 00:00:00 |  | -20000 | -19777.7089 |  |  | 25.6 |  | 66690.4346
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-07-01 00:00:00 |  | -20000 | -19744.5545 |  |  | 25.6 |  | 67382.7795
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-08-01 00:00:00 |  | -20000 | -19707.4965 |  |  | 25.6 |  | 68008.7789
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-09-01 00:00:00 |  | -20000 | -19669.7001 |  |  | 25.6 |  | 68430.8865
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-10-01 00:00:00 |  | -20000 | -19631.0709 |  |  | 25.6 |  | 68828.2417
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-11-01 00:00:00 |  | -20000 | -19588.0847 |  |  | 25.6 |  | 68884.7517
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-12-01 00:00:00 |  | -20000 | -19545.2139 |  |  | 25.6 |  | 68627.3792
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-01-01 00:00:00 |  | -5000 | -4984.7794 |  |  | 25.6 |  | 15452.8129
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-02-01 00:00:00 |  | -5000 | -4976.363 |  |  | 25.6 |  | 15620.5415
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-03-01 00:00:00 |  | -5000 | -4968.9664 |  |  | 25.6 |  | 15905.6615
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-04-01 00:00:00 |  | -5000 | -4960.7321 |  |  | 25.6 |  | 16203.5515
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-05-01 00:00:00 |  | -5000 | -4952.6802 |  |  | 25.6 |  | 16472.1642
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-06-01 00:00:00 |  | -5000 | -4944.4272 |  |  | 25.6 |  | 16672.6086
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-07-01 00:00:00 |  | -5000 | -4936.1386 |  |  | 25.6 |  | 16845.6949
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-08-01 00:00:00 |  | -5000 | -4926.8741 |  |  | 25.6 |  | 17002.1947
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-09-01 00:00:00 |  | -5000 | -4917.425 |  |  | 25.6 |  | 17107.7216
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-10-01 00:00:00 |  | -5000 | -4907.7677 |  |  | 25.6 |  | 17207.0604
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-11-01 00:00:00 |  | -5000 | -4897.0212 |  |  | 25.6 |  | 17221.1879
AARB | 2001-05-30 00:00:00 | VD2962.2 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-12-01 00:00:00 |  | -5000 | -4886.3035 |  |  | 25.6 |  | 17156.8448
DKR Sells 50/month WTI Calendar Swap
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-01-01 00:00:00 |  | 10000 | 9969.5589 |  |  | 20.7 |  | 17945.2127
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-02-01 00:00:00 |  | 10000 | 9952.726 |  |  | 20.7 |  | 17527.2743
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-03-01 00:00:00 |  | 10000 | 9937.9328 |  |  | 20.7 |  | 16884.5478
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-04-01 00:00:00 |  | 10000 | 9921.4641 |  |  | 20.7 |  | 16208.0712
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-05-01 00:00:00 |  | 10000 | 9905.3605 |  |  | 20.7 |  | 15591.9379
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-06-01 00:00:00 |  | 10000 | 9888.8545 |  |  | 20.7 |  | 15110.1696
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-07-01 00:00:00 |  | 10000 | 9872.2772 |  |  | 20.7 |  | 14682.7687
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-08-01 00:00:00 |  | 10000 | 9853.7483 |  |  | 20.7 |  | 14278.977
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-09-01 00:00:00 |  | 10000 | 9834.85 |  |  | 20.7 |  | 13975.3219
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-10-01 00:00:00 |  | 10000 | 9815.5355 |  |  | 20.7 |  | 13682.0029
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-11-01 00:00:00 |  | 10000 | 9794.0424 |  |  | 20.7 |  | 13548.4317
AARB | 2001-11-07 00:00:00 | YI0032.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-12-01 00:00:00 |  | 10000 | 9772.607 |  |  | 20.7 |  | 13572.0845
DKR Sells 50/month WTI Calendar Swap
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-01-01 00:00:00 |  | 40000 | 39878.2356 |  |  | 20.7 |  | 71780.8507
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-02-01 00:00:00 |  | 40000 | 39810.9038 |  |  | 20.7 |  | 70109.097
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-03-01 00:00:00 |  | 40000 | 39751.7312 |  |  | 20.7 |  | 67538.1913
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-04-01 00:00:00 |  | 40000 | 39685.8565 |  |  | 20.7 |  | 64832.2847
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-05-01 00:00:00 |  | 40000 | 39621.442 |  |  | 20.7 |  | 62367.7516
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-06-01 00:00:00 |  | 40000 | 39555.4179 |  |  | 20.7 |  | 60440.6785
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-07-01 00:00:00 |  | 40000 | 39489.1089 |  |  | 20.7 |  | 58731.0748
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-08-01 00:00:00 |  | 40000 | 39414.993 |  |  | 20.7 |  | 57115.908
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-09-01 00:00:00 |  | 40000 | 39339.4001 |  |  | 20.7 |  | 55901.2876
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-10-01 00:00:00 |  | 40000 | 39262.1419 |  |  | 20.7 |  | 54728.0117
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-11-01 00:00:00 |  | 40000 | 39176.1694 |  |  | 20.7 |  | 54193.7268
AIGCOMARB | 2001-11-07 00:00:00 | YI0034.1 | S | NXAVCPROMPT | WTI | F | 0 |  | 2002-12-01 00:00:00 |  | 40000 | 39090.4279 |  |  | 20.7 |  | 54288.3382
DKR Sells 25/month NYH #6 1% Calendar Swap
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-01-01 00:00:00 |  | 20000 | 19939.1178 |  |  | 22.57 |  | -88130.9006
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-02-01 00:00:00 |  | 20000 | 19905.4519 |  |  | 22.57 |  | -88977.3701
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-03-01 00:00:00 |  | 20000 | 19875.8656 |  |  | 22.57 |  | -92820.2924
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-04-01 00:00:00 |  | 20000 | 19842.9282 |  |  | 22.57 |  | -96635.0606
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-05-01 00:00:00 |  | 20000 | 19810.721 |  |  | 22.57 |  | -99449.8193
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-06-01 00:00:00 |  | 20000 | 19777.7089 |  |  | 22.57 |  | -99284.0989
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-07-01 00:00:00 |  | 20000 | 19744.5545 |  |  | 22.57 |  | -94181.5248
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-08-01 00:00:00 |  | 20000 | 19707.4965 |  |  | 22.57 |  | -90063.259
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-09-01 00:00:00 |  | 20000 | 19669.7001 |  |  | 22.57 |  | -84560.0406
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-10-01 00:00:00 |  | 20000 | 19631.0709 |  |  | 22.57 |  | -84924.0128
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-11-01 00:00:00 |  | 20000 | 19588.0847 |  |  | 22.57 |  | -84953.5234
AIGCOMARB | 2001-04-18 00:00:00 | V41967.2 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-12-01 00:00:00 |  | 20000 | 19545.2139 |  |  | 22.57 |  | -84650.3216
DKR Sells 25/month NYH #6 1% Calendar Swap
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-01-01 00:00:00 |  | 5000 | 4984.7794 |  |  | 22.57 |  | -22032.7251
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-02-01 00:00:00 |  | 5000 | 4976.363 |  |  | 22.57 |  | -22244.3425
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-03-01 00:00:00 |  | 5000 | 4968.9664 |  |  | 22.57 |  | -23205.0731
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-04-01 00:00:00 |  | 5000 | 4960.7321 |  |  | 22.57 |  | -24158.7651
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-05-01 00:00:00 |  | 5000 | 4952.6802 |  |  | 22.57 |  | -24862.4548
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-06-01 00:00:00 |  | 5000 | 4944.4272 |  |  | 22.57 |  | -24821.0247
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-07-01 00:00:00 |  | 5000 | 4936.1386 |  |  | 22.57 |  | -23545.3812
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-08-01 00:00:00 |  | 5000 | 4926.8741 |  |  | 22.57 |  | -22515.8148
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-09-01 00:00:00 |  | 5000 | 4917.425 |  |  | 22.57 |  | -21140.0101
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-10-01 00:00:00 |  | 5000 | 4907.7677 |  |  | 22.57 |  | -21231.0032
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-11-01 00:00:00 |  | 5000 | 4897.0212 |  |  | 22.57 |  | -21238.3809
AARB | 2001-04-18 00:00:00 | V41967.5 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-12-01 00:00:00 |  | 5000 | 4886.3035 |  |  | 22.57 |  | -21162.5804
DKR Sells 25/month NYH #6 1% Calendar Swap
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-01-01 00:00:00 |  | 20000 | 19939.1178 |  |  | 21.6 |  | -68789.9563
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-02-01 00:00:00 |  | 20000 | 19905.4519 |  |  | 21.6 |  | -69669.0817
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-03-01 00:00:00 |  | 20000 | 19875.8656 |  |  | 21.6 |  | -73540.7028
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-04-01 00:00:00 |  | 20000 | 19842.9282 |  |  | 21.6 |  | -77387.4202
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-05-01 00:00:00 |  | 20000 | 19810.721 |  |  | 21.6 |  | -80233.42
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-06-01 00:00:00 |  | 20000 | 19777.7089 |  |  | 21.6 |  | -80099.7212
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-07-01 00:00:00 |  | 20000 | 19744.5545 |  |  | 21.6 |  | -75029.307
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-08-01 00:00:00 |  | 20000 | 19707.4965 |  |  | 21.6 |  | -70946.9874
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-09-01 00:00:00 |  | 20000 | 19669.7001 |  |  | 21.6 |  | -65480.4315
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-10-01 00:00:00 |  | 20000 | 19631.0709 |  |  | 21.6 |  | -65881.874
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-11-01 00:00:00 |  | 20000 | 19588.0847 |  |  | 21.6 |  | -65953.0812
AIGCOMARB | 2001-05-30 00:00:00 | VD2714.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-12-01 00:00:00 |  | 20000 | 19545.2139 |  |  | 21.6 |  | -65691.4641
DKR Sells 25/month NYH #6 1% Calendar Swap
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-01-01 00:00:00 |  | 5000 | 4984.7794 |  |  | 21.6 |  | -17197.4891
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-02-01 00:00:00 |  | 5000 | 4976.363 |  |  | 21.6 |  | -17417.2704
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-03-01 00:00:00 |  | 5000 | 4968.9664 |  |  | 21.6 |  | -18385.1757
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-04-01 00:00:00 |  | 5000 | 4960.7321 |  |  | 21.6 |  | -19346.855
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-05-01 00:00:00 |  | 5000 | 4952.6802 |  |  | 21.6 |  | -20058.355
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-06-01 00:00:00 |  | 5000 | 4944.4272 |  |  | 21.6 |  | -20024.9303
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-07-01 00:00:00 |  | 5000 | 4936.1386 |  |  | 21.6 |  | -18757.3267
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-08-01 00:00:00 |  | 5000 | 4926.8741 |  |  | 21.6 |  | -17736.7469
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-09-01 00:00:00 |  | 5000 | 4917.425 |  |  | 21.6 |  | -16370.1079
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-10-01 00:00:00 |  | 5000 | 4907.7677 |  |  | 21.6 |  | -16470.4685
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-11-01 00:00:00 |  | 5000 | 4897.0212 |  |  | 21.6 |  | -16488.2703
AARB | 2001-05-30 00:00:00 | VD2962.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-12-01 00:00:00 |  | 5000 | 4886.3035 |  |  | 21.6 |  | -16422.866
[NAME] 50/month NYH #6 1% Calendar Swap
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-01-01 00:00:00 |  | -40000 | -39878.2356 |  |  | 17.1 |  | -41872.1473
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-02-01 00:00:00 |  | -40000 | -39810.9038 |  |  | 17.1 |  | -39810.9038
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-03-01 00:00:00 |  | -40000 | -39751.7312 |  |  | 17.1 |  | -31801.385
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-04-01 00:00:00 |  | -40000 | -39685.8565 |  |  | 17.1 |  | -23811.5139
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-05-01 00:00:00 |  | -40000 | -39621.442 |  |  | 17.1 |  | -17829.6489
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-06-01 00:00:00 |  | -40000 | -39555.4179 |  |  | 17.1 |  | -17799.9381
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-07-01 00:00:00 |  | -40000 | -39489.1089 |  |  | 17.1 |  | -27642.3763
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-08-01 00:00:00 |  | -40000 | -39414.993 |  |  | 17.1 |  | -35473.4937
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-09-01 00:00:00 |  | -40000 | -39339.4001 |  |  | 17.1 |  | -46066.4376
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-10-01 00:00:00 |  | -40000 | -39262.1419 |  |  | 17.1 |  | -44915.8903
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-11-01 00:00:00 |  | -40000 | -39176.1694 |  |  | 17.1 |  | -44386.6
AIGCOMARB | 2001-11-07 00:00:00 | YI0030.1 | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-12-01 00:00:00 |  | -40000 | -39090.4279 |  |  | 17.1 |  | -44523.9974
[NAME] 50/month NYH #6 1% Calendar Swap
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-01-01 00:00:00 |  | -10000 | -9969.5589 |  |  | 17.1 |  | -10468.0368
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-02-01 00:00:00 |  | -10000 | -9952.726 |  |  | 17.1 |  | -9952.726
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-03-01 00:00:00 |  | -10000 | -9937.9328 |  |  | 17.1 |  | -7950.3462
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-04-01 00:00:00 |  | -10000 | -9921.4641 |  |  | 17.1 |  | -5952.8785
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-05-01 00:00:00 |  | -10000 | -9905.3605 |  |  | 17.1 |  | -4457.4122
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-06-01 00:00:00 |  | -10000 | -9888.8545 |  |  | 17.1 |  | -4449.9845
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-07-01 00:00:00 |  | -10000 | -9872.2772 |  |  | 17.1 |  | -6910.5941
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-08-01 00:00:00 |  | -10000 | -9853.7483 |  |  | 17.1 |  | -8868.3734
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-09-01 00:00:00 |  | -10000 | -9834.85 |  |  | 17.1 |  | -11516.6094
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-10-01 00:00:00 |  | -10000 | -9815.5355 |  |  | 17.1 |  | -11228.9726
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-11-01 00:00:00 |  | -10000 | -9794.0424 |  |  | 17.1 |  | -11096.65
AARB | 2001-11-07 00:00:00 | [NAME] | S | PLATTS-N61S | 61NY | F | 0 |  | 2002-12-01 00:00:00 |  | -10000 | -9772.607 |  |  | 17.1 |  | -11130.9993
AIGCOMARB Fuel Oil
AARB Fuel Oil
AIGCOMARB Crude
AARB Crude
Total Crack