Spreadsheet: errol_mclaughlin_jr__10001__DKR_400bp_11-19-01
Sheet: AECOApr-Oct

 |  |  |  |  |  |  |  |  |  | Libor + |  |  | Disc | Notional | 400 bp
Counterparty | Deal Date | [NAME] | Pub Code | Price Code | Fin / Phy | Period | Notional | Delta | Disc. Rate | 400 bp | Fixed | Mid | MtM Value | MtM Value | MtM Value
DKR Sells 1/day of AECO fixed price
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-04-01 00:00:00 | 231000 | 229185.8212 |  |  | 2.63 |  | -14897.0784
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-05-01 00:00:00 | 238700 | 236440.9548 |  |  | 2.63 |  | -5911.0239
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-06-01 00:00:00 | 231000 | 228432.5383 |  |  | 2.63 |  | 4568.6508
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-07-01 00:00:00 | 238700 | 235651.2576 |  |  | 2.63 |  | 14139.0755
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-08-01 00:00:00 | 238700 | 235208.9708 |  |  | 2.63 |  | 23520.8971
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-09-01 00:00:00 | 231000 | 227185.0358 |  |  | 2.63 |  | 23854.4288
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.1 | AECOUS | AECOUS | F | 2002-10-01 00:00:00 | 238700 | 234296.8315 |  |  | 2.63 |  | 33973.0406
DKR Sells 1/day of AECO fixed price
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-04-01 00:00:00 | 69000 | 68458.1025 |  |  | 2.63 |  | -4449.7767
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-05-01 00:00:00 | 71300 | 70625.2203 |  |  | 2.63 |  | -1765.6305
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-06-01 00:00:00 | 69000 | 68233.0959 |  |  | 2.63 |  | 1364.6619
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-07-01 00:00:00 | 71300 | 70389.3367 |  |  | 2.63 |  | 4223.3602
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-08-01 00:00:00 | 71300 | 70257.225 |  |  | 2.63 |  | 7025.7225
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-09-01 00:00:00 | 69000 | 67860.4652 |  |  | 2.63 |  | 7125.3488
AARB | 2001-09-05 00:00:00 | Y13949.2 | AECOUS | AECOUS | F | 2002-10-01 00:00:00 | 71300 | 69984.7679 |  |  | 2.63 |  | 10147.7913
[NAME] 1/day of Hub Fixed Price
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-04-01 00:00:00 | -231000 | -229185.8212 |  |  | 3.085 |  | 5729.6455
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-05-01 00:00:00 | -238700 | -236440.9548 |  |  | 3.085 |  | -3546.6143
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-06-01 00:00:00 | -231000 | -228432.5383 |  |  | 3.085 |  | -13705.9523
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-07-01 00:00:00 | -238700 | -235651.2576 |  |  | 3.085 |  | -23565.1258
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-08-01 00:00:00 | -238700 | -235208.9708 |  |  | 3.085 |  | -32929.2559
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-09-01 00:00:00 | -231000 | -227185.0358 |  |  | 3.085 |  | -32941.8302
AIGCOMARB | 2001-09-05 00:00:00 | Y13949.3 | NX1 | NG | F | 2002-10-01 00:00:00 | -238700 | -234296.8315 |  |  | 3.085 |  | -43344.9138
[NAME] 1/day of Hub Fixed Price
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-04-01 00:00:00 | -69000 | -68458.1025 |  |  | 3.085 |  | 1711.4526
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-05-01 00:00:00 | -71300 | -70625.2203 |  |  | 3.085 |  | -1059.3783
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-06-01 00:00:00 | -69000 | -68233.0959 |  |  | 3.085 |  | -4093.9858
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-07-01 00:00:00 | -71300 | -70389.3367 |  |  | 3.085 |  | -7038.9337
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-08-01 00:00:00 | -71300 | -70257.225 |  |  | 3.085 |  | -9836.0115
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-09-01 00:00:00 | -69000 | -67860.4652 |  |  | 3.085 |  | -9839.7675
AARB | 2001-09-05 00:00:00 | Y13949.4 | NX1 | NG | F | 2002-10-01 00:00:00 | -71300 | -69984.7679 |  |  | 3.085 |  | -12947.1821
[NAME] 1/2 per day of Apr-Oct AECO
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-04-01 00:00:00 | -115500 | -114592.9106 |  |  | 2.8 |  | 26929.334
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-05-01 00:00:00 | -119350 | -118220.4774 |  |  | 2.8 |  | 23052.9931
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-06-01 00:00:00 | -115500 | -114216.2692 |  |  | 2.8 |  | 17132.4404
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-07-01 00:00:00 | -119350 | -117825.6288 |  |  | 2.8 |  | 12960.8192
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-08-01 00:00:00 | -119350 | -117604.4854 |  |  | 2.8 |  | 8232.314
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-09-01 00:00:00 | -115500 | -113592.5179 |  |  | 2.8 |  | 7383.5137
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.1 | AECOUS | AECOUS | F | 2002-10-01 00:00:00 | -119350 | -117148.4158 |  |  | 2.8 |  | 2928.7104
[NAME] 1/2 per day of Apr-Oct AECO
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-04-01 00:00:00 | -34500 | -34229.0512 |  |  | 2.8 |  | 8043.827
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-05-01 00:00:00 | -35650 | -35312.6101 |  |  | 2.8 |  | 6885.959
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-06-01 00:00:00 | -34500 | -34116.5479 |  |  | 2.8 |  | 5117.4822
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-07-01 00:00:00 | -35650 | -35194.6683 |  |  | 2.8 |  | 3871.4135
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-08-01 00:00:00 | -35650 | -35128.6125 |  |  | 2.8 |  | 2459.0029
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-09-01 00:00:00 | -34500 | -33930.2326 |  |  | 2.8 |  | 2205.4651
AARB | 2001-11-02 00:00:00 | YG8715.3 | AECOUS | AECOUS | F | 2002-10-01 00:00:00 | -35650 | -34992.3839 |  |  | 2.8 |  | 874.8096
DKR Sells 1/2 per day of Apr-Oct Hub
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-04-01 00:00:00 | 115500 | 114592.9106 |  |  | 3.31 |  | -28648.2277
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-05-01 00:00:00 | 119350 | 118220.4774 |  |  | 3.31 |  | -24826.3003
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-06-01 00:00:00 | 115500 | 114216.2692 |  |  | 3.31 |  | -18845.6844
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-07-01 00:00:00 | 119350 | 117825.6288 |  |  | 3.31 |  | -14728.2036
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-08-01 00:00:00 | 119350 | 117604.4854 |  |  | 3.31 |  | -9996.3813
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-09-01 00:00:00 | 115500 | 113592.5179 |  |  | 3.31 |  | -9087.4014
AIGCOMARB | 2001-11-02 00:00:00 | YG8715.4 | NX1 | NG | F | 2002-10-01 00:00:00 | 119350 | 117148.4158 |  |  | 3.31 |  | -4685.9366
DKR Sells 1/2 per day of Apr-Oct Hub
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-04-01 00:00:00 | 34500 | 34229.0512 |  |  | 3.31 |  | -8557.2628
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-05-01 00:00:00 | 35650 | 35312.6101 |  |  | 3.31 |  | -7415.6481
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-06-01 00:00:00 | 34500 | 34116.5479 |  |  | 3.31 |  | -5629.2304
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-07-01 00:00:00 | 35650 | 35194.6683 |  |  | 3.31 |  | -4399.3335
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-08-01 00:00:00 | 35650 | 35128.6125 |  |  | 3.31 |  | -2985.9321
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-09-01 00:00:00 | 34500 | 33930.2326 |  |  | 3.31 |  | -2714.4186
AARB | 2001-11-02 00:00:00 | YG8715.5 | NX1 | NG | F | 2002-10-01 00:00:00 | 35650 | 34992.3839 |  |  | 3.31 |  | -1399.6954
[NAME] 1/2 per day of Apr-Oct AECO
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-04-01 00:00:00 | -115500 | -114592.9106 |  |  | 2.63 |  | 7448.5392
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-05-01 00:00:00 | -119350 | -118220.4774 |  |  | 2.63 |  | 2955.5119
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-06-01 00:00:00 | -115500 | -114216.2692 |  |  | 2.63 |  | -2284.3254
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-07-01 00:00:00 | -119350 | -117825.6288 |  |  | 2.63 |  | -7069.5377
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-08-01 00:00:00 | -119350 | -117604.4854 |  |  | 2.63 |  | -11760.4485
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-09-01 00:00:00 | -115500 | -113592.5179 |  |  | 2.63 |  | -11927.2144
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.1 | AECOUS | AECOUS | F | 2002-10-01 00:00:00 | -119350 | -117148.4158 |  |  | 2.63 |  | -16986.5203
DKR Sells 1/2 per day of Apr-Oct Hub
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-04-01 00:00:00 | 115500 | 114592.9106 |  |  | 3.12 |  | -6875.5746
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-05-01 00:00:00 | 119350 | 118220.4774 |  |  | 3.12 |  | -2364.4095
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-06-01 00:00:00 | 115500 | 114216.2692 |  |  | 3.12 |  | 2855.4067
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-07-01 00:00:00 | 119350 | 117825.6288 |  |  | 3.12 |  | 7658.6659
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-08-01 00:00:00 | 119350 | 117604.4854 |  |  | 3.12 |  | 12348.471
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-09-01 00:00:00 | 115500 | 113592.5179 |  |  | 3.12 |  | 12495.177
AIGCOMARB | 2001-11-07 00:00:00 | YH8822.4 | NX1 | NG | F | 2002-10-01 00:00:00 | 119350 | 117148.4158 |  |  | 3.12 |  | 17572.2624
[NAME] 1/2 per day of Apr-Oct AECO
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-04-01 00:00:00 | -34500 | -34229.0512 |  |  | 2.63 | 2.564999999904008
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-05-01 00:00:00 | -35650 | -35312.6101 |  |  | 2.63 | 2.605000000296057
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-06-01 00:00:00 | -34500 | -34116.5479 |  |  | 2.63 | 2.650000000140085
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-07-01 00:00:00 | -35650 | -35194.6683 |  |  | 2.63 | 2.689999999762361
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-08-01 00:00:00 | -35650 | -35128.6125 |  |  | 2.63 | 2.729999999659877
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-09-01 00:00:00 | -34500 | -33930.2326 |  |  | 2.63 | 2.73500000018047
AARB | 2001-11-07 00:00:00 | YH8822.3 | AECOUS | AECOUS | F | 2002-10-01 00:00:00 | -35650 | -34992.3839 |  |  | 2.63 | 2.775000000076826
DKR Sells 1/2 per day of Apr-Oct Hub
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-04-01 00:00:00 | 34500 | 34229.0512 |  |  | 3.12 | 3.060000000314156
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-05-01 00:00:00 | 35650 | 35312.6101 |  |  | 3.12 | 3.100000000406021
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-06-01 00:00:00 | 34500 | 34116.5479 |  |  | 3.12 | 3.14499999973734
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-07-01 00:00:00 | 35650 | 35194.6683 |  |  | 3.12 | 3.185000000237639
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-08-01 00:00:00 | 35650 | 35128.6125 |  |  | 3.12 | 3.225000000280602
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-09-01 00:00:00 | 34500 | 33930.2326 |  |  | 3.12 | 3.230000000272905
AARB | 2001-11-07 00:00:00 | YH8822.5 | NX1 | NG | F | 2002-10-01 00:00:00 | 35650 | 34992.3839 |  |  | 3.12 | 3.270000000256085
AIGCOMARB AECO Position
AARB AECO Postion
AIGCOMARB Hub Position
AARB Hub Postion
Total Position