Spreadsheet: jeffrey_a_shankman__13932__Position cob 11-12-01
Sheet: ERAC Physical Options

 |  |  |  |  | [NAME] |  |  |  |  |  | Current | Premium | Option | Net | Intrinsic
Counterparty | Deal # | Bot/Sold | Date | deal date | Put | [NAME] | Type | Qty | Prem/Unit | Strike | Spread | Value | Value | Profit | Value
BP-OIL-SUPPLY | V28588.2 | Bot | 2001-12-01 00:00:00 | 2001-04-10 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -310000 | 0.395 | 3.35 | 2.905806451612904 | -122450 | 168763.7867454405 | 46313.78674544054 | 137700
BP-OIL-SUPPLY | V34653.2 | Bot | 2001-12-01 00:00:00 | 2001-04-12 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -310000 | 0.395 | 3.35 | 2.905806451612904 | -122450 | 168763.7867454405 | 46313.78674544054 | 137700
COASTAL-STATES | NQ6555.2 | Bot | 2001-12-01 00:00:00 | 2000-07-12 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -310000 | 0.31 | 3.23 | 2.905806451612904 | -96100 | 141504.4060160345 | 45404.40601603448 | 100500
COASTAL-STATES | Q06831.2 | Bot | 2001-12-01 00:00:00 | 2000-07-12 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -310000 | 0.33 | 3.45 | 2.905806451612904 | -102300 | 193032.405634824 | 90732.40563482398 | 168700
COASTAL-STATES | QX1001.2 | Bot | 2001-12-01 00:00:00 | 2001-03-14 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -310000 | 0.475 | 3.29 | 2.905806451612904 | -147250 | 154864.5540870087 | 7614.55408700867 | 119100
EAGLWING | QY9127.2 | Bot | 2001-12-01 00:00:00 | 2001-03-23 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -93000 | 0.35 | 3.28 | 2.905806451612904 | -32550 | 45779.85577025479 | 13229.8557702548 | 34799.99999999994
GENESISCRUOIL | NO9787.1 | Bot | 2001-12-01 00:00:00 | 2000-06-28 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -500000 | 0.31 | 3.2 | 2.905806451612904 | -155000 | 217801.3976204147 | 62801.39762041473 | 147096.7741935483
GENESISCRUOIL | [NAME] | Bot | 2001-12-01 00:00:00 | 2000-07-12 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -200000 | 0.35 | 3.2 | 2.905806451612904 | -70000 | 87120.55904816589 | 17120.55904816589 | 58838.70967741931
GULFMARKENE | QW0669.2 | Bot | 2001-12-01 00:00:00 | 2001-03-08 00:00:00 | put | 2001-11-15 00:00:00 | Phy | -620000 | 0.45 | 3.35 | 2.905806451612904 | -279000 | 330115.6105047236 | 51115.61050472356 | 275400
KOCHPETGRO | NC9582.2 | Bot | 2001-12-01 00:00:00 | 2000-03-23 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -155000 | 0.23 | 3.23 | 2.905806451612904 | -35650 | 70752.20300801724 | 35102.20300801724 | 50249.99999999993
KOCHPETGRO | NJ9437.2 | Bot | 2001-12-01 00:00:00 | 2000-05-25 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -930000 | 0.25 | 3.25 | 2.905806451612904 | -232500 | 437687.4512589612 | 205187.4512589612 | 320100
KOCHPETGRO | QA9856.2 | Bot | 2001-12-01 00:00:00 | 2000-11-17 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -930000 | 0.425 | 3.35 | 2.905806451612904 | -395250 | 506291.3602363216 | 111041.3602363216 | 413100
KOCHPETGRO | QL1747.1 | Bot | 2001-12-01 00:00:00 | 2001-01-11 00:00:00 | put | 2001-11-15 00:00:00 | Phy | -930000 | 0.455 | 3.32 | 2.905806451612904 | -423150 | 473810.4659441084 | 50660.46594410838 | 385199.9999999995
SEMINOLE | QT8851.2 | Bot | 2001-12-01 00:00:00 | 2001-02-26 00:00:00 | put | 2001-11-16 00:00:00 | Phy | -124000 | 0.36 | 3.35 | 2.905806451612904 | -44640 | 67505.51469817622 | 22865.51469817622 | 55080