Spreadsheet: joe_parks__14512__TEXAS_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 |  |  |  |  |  |  |  |  |  |  |  |  | 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
2001-03-07 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-08 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-09 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-10 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-11 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-12 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-13 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-14 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-15 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-16 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-17 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-18 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-19 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-20 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-21 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-22 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-23 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-24 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-25 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-26 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-27 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-28 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-29 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-30 00:00:00 |  |  | -20000 | 5000 | 5000 | 8500 | 10000 | 5000 | 10000 | 10000 | -10000 | -10000 | -10000 | 10000 | 10000 | -10000 | 10000
2001-03-31 00:00:00
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL SWAP