Spreadsheet: jeffrey_a_shankman__13816__BH Book Review
Sheet: BH Book Report

 | Private and Confidential - For Review Purposes Only
 | [NAME] (12/17/00) |  |  |  |  |  |  |  |  |  |  | P/L Proprietary |  |  |  |  |  |  | Premiums | Brokerage
 | All deals in this book were originated, negotiated and transacted by [NAME]. |  |  |  |  |  |  |  |  |  |  | Return                        (on premium and fees)
 | Winter   '99-'00 | Summer '00 | Active Winter '00-'01
 | DealsBH | Deal Date | Deal or Ticket Number | Location | Region | Period | Deal Type | Strike | Size | Limit | Brokerage | Premium | Settle | Net Value
 | 1 | 1999-11-19 00:00:00 | C71 (Mann#) | Atlanta-CME | SE | 2000-03-01 00:00:00 | <Swap> | 330 | -1000 |  |  |  | 245 | 85000
 | 2 | 1999-11-19 00:00:00 | C70(Mann#) | Atlanta-CME | SE | 2000-01-01 00:00:00 | Swap | 675 | 100 |  |  |  | 680 | 500
 | 3 | 1999-11-19 00:00:00 | C72(Mann#) | Atlanta-CME | SE | 2000-01-01 00:00:00 | Swap | 680 | 900 |  |  |  | 680 | 0
 | 4 | 2000-01-26 00:00:00 | 526(Mann#) | Cincinnati-CME | MW | 2000-01-01 00:00:00 | Swap | 1080 | 100 |  |  |  | 1127.5 | 4750
 | 5 | 2000-01-26 00:00:00 | C72(Mann#) | Atlanta-CME | SE | 2000-01-01 00:00:00 | Swap | 666 | 500 |  |  |  | 680 | 7000
 | 6 | 2000-02-23 00:00:00 | 447(Mann#) | Chicago-CME | MW | 2000-03-01 00:00:00 | <Swap> | 820 | -1000 |  |  |  | 645.5 | 174500
 | 7 | 2000-02-23 00:00:00 | 250(Mann#) | Cincinnati-CME | MW | 2000-03-01 00:00:00 | <Swap> | 665 | -100 |  |  |  | 566 | 9900
 | 8 | 2000-02-24 00:00:00 | 315(Mann#) | Chicago-CME | MW | 2000-03-01 00:00:00 | <Swap> | 805 | -2500 |  |  |  | 645.5 | 398750
 | 9 | 1999-10-19 00:00:00 | 751 | Albequerque, NM | SW | Nov-Mar | Put | 3450 | -5000 | 2000000 | 2500 | 355000 | 3232 | 732500
 | 10 | 2000-01-17 00:00:00 | 811 | Reno, NV | W | Feb-Mar | <Swap> | 1383 | -5000 | 1000000 | 1875 |  | 1290 | 463125
 | 11 | 2000-01-27 00:00:00 | 826 | Phoenix, AZ | SW | 3/10-3/31 | <Swap> | 60 | -5000 | 200000 | 0 |  | 39.5 | 102500
 | 12 | 2000-03-02 00:00:00 | 901 | Atlanta, GA | SE | 2000-03-01 00:00:00 | <Swap> | 255 | -5000 | 750000 | 1250 |  | 240.5 | 71250
 | 13 | 2000-03-24 00:00:00 | 915 | Detroit, MI | MW | 3/24-3/31 | <Swap> | 140 | -2500 | 1000000 | 500 |  | 112 | 69500
 | 14 | 2000-04-17 00:00:00 | 929 | Kansas City, MO | UP | 5/1-5/31 | Swap | 88 | 5000 | 350000 | 1250 |  | 129.5 | 206250
 | 15 | 2000-02-28 00:00:00 | 890 | Tulsa, OK | LP | May-Sep | Call | 1900 | 5000 | 2000000 | 2500 | 458000 | 2021.5 | 147000
 | 16 | 2000-03-06 00:00:00 | 908 | Kansas City, MO | UP | May-Sep | Swap | 1233 | 5000 | 1000000 | 2500 |  | 1443 | 1000000
 | 17 | 2000-03-15 00:00:00 | 912 | Tuscon, AZ | SW | [NAME] | Call | 2425 | 10000 | 2000000 | 5000 | 460000 | 2515 | 435000
 | 18 | 2000-03-28 00:00:00 | 919 | Houston (IAH), TX | S | May-Sep | Call | 2525 | 5000 | 2000000 | 2500 | 270000 | 2572 | -37500
 | 19 | 2000-04-27 00:00:00 | 932 | Fresno, CA | W | May-Sep | Swap | 1865 | 5000 | 1000000 | 5000 |  | 1873 | 35000
 | 20 | 2000-04-27 00:00:00 | 933 | St. Louis, MO | UP | May-Sep | Swap | 1548 | 5000 | 1000000 | 5000 |  | 1469.5 | -397500
 | 21 | 2000-05-03 00:00:00 | 935 | Fresno, CA | W | May-Sep | Swap | 1870 | 5000 | 1000000 | 2500 |  | 1873 | 12500
 | 22 | 2000-05-03 00:00:00 | 936 | Washington, DC | NE | May-Sep | <Swap> | 1485 | -5000 | 1000000 | 2500 | 1250 | 1184 | 1000000
 | 23 | 2000-05-19 00:00:00 | 943 | Montgomery, AL | SE | [NAME] | <Put> | 1390 | 10000 | 2000000 | 1875 | -215000 | 1574 | 215000
 | 24 | 2000-05-25 00:00:00 | 953 | Fresno, CA | W | July | Swap | 542 | -5000 | 500000 | 3750 |  | 427 | -500000
 | 25 | 2000-07-11 00:00:00 | 958 | Houston (IAH), TX | S | Aug-Sep | <Call> | 1025 | 5000 | 1000000 | 2500 | -195000 | 1048.5 | 310000
 | 26 | 2000-07-14 00:00:00 | 961 | Tulsa, OK | LP | 7/20-Sep | <Call> | 1040 | -5000 | 1000000 | 3125 | -195000 | 1158 | -398125
 | 27 | 2000-07-14 00:00:00 | 962 | St. Louis, MO | UP | 7/20-Sep | <Call> | 815 | -5000 | 1000000 | 3125 | 190000 | 770.5 | 190000
 | 28 | 2000-07-01 00:00:00 | 965 | Washington, DC | NE | 7/18-Sep | Swap | 800 | -2500 | 500000 | 1250 |  | 577.5 | -500000
 | 29 | 2000-07-18 00:00:00 | 966 | Boston, MA | NE | Aug-Sep | Put | 285 | -7500 | 1000000 | 2500 | 120000 | 228 | 305000
 | 30 | 2000-07-19 00:00:00 | 969 | Buffalo, NY | NE | Aug-Sep | Put | 195 | -7500 | 1000000 | 5000 | 195000 | 185 | -125000
 | 31 | 2000-08-11 00:00:00 | 978 | Mobile, AL | SE | Sep | Swap | 377.5 | 2500 | 500000 | 1250 |  | 375 | -7500
 | 32 | 2000-08-18 00:00:00 | 980 | Atlantic City, NJ | NE | Nov-Mar | Call | 4010 | 5000 | 2000000 |  | 365000 | 4097 | 288806
 | 33 | 2000-08-23 00:00:00 | 981 | Phoenix, AZ | SW | Nov-Mar | <Call> | 935 | 5000 | 1000000 | 5000 | -140000 | 930 | -80670
 | 34 | 2000-08-23 00:00:00 | 982a | Phoenix, AZ | SW | Nov-Mar | Call | 925 | 5000 | 1000000 | 2500 | 204000 | 930 | 38298
 | 35 | 2000-08-23 00:00:00 | 982b | Phoenix, AZ | SW | Nov-Mar | Put | 875 | 5000 | 1000000 | 2500 | 204000 | 930 | 73314
 | 36 | 2000-10-05 00:00:00 | 1066 | [NAME], NY | NE | ND | Call | 2038 | 5000 | 500000 | 2500 | 135000 | 2164 | 285364
 | 37 | 2000-10-05 00:00:00 | 1068 | New York, NY (LGA) | NE | ND | Swap | 1290 | 2500 | 500000 | 1250 |  | 1528 | 476757
 | 38 | 2000-10-06 00:00:00 | 1069 | [NAME], NY | NE | ND | Call | 2038 | 5000 | 500000 | 2500 | 135000 | 2164 | 290364
 | 39 | 2000-10-09 00:00:00 | 1070 | Cincinati, OH | MW | ND | Swap | 1565 | 2500 | 500000 | 1875 |  | 1857 | 486712
 | 40 | 2000-10-11 00:00:00 | 1071 | St. Louis, MO | MW | Nov-Dec | Call | 1550 | 5000 | 500000 | 1875 | 125000 | 1931.15 | 371704
 | 41 | 2000-10-25 00:00:00 | 1090 | Pittsburg, PA | MW | Nov-Dec | Swap | 1630 | 5000 | 500000 | 1875 |  | 1922.71 | 496287
 | Winter   '99-'00 | Summer '00 |  |  |  |  |  |  |  |  |  | P/L Agency Total
 | DealsBH | Deal or Ticket Number | Deal Date | Location | Region | Period | Deal Type | Strike | Size | Limit | Brokerage | Premium | Settle | Net Value
 | 1 | 830 | 2000-01-31 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | <swap> | 1023 | -100 | 20000 |  |  | 897.5 | 12550
 | 2 | 831 | 2000-01-31 00:00:00 | Boston | NE | 2000-02-01 00:00:00 | <swap> | 952 | -100 | 20000 |  |  | 894.5 | 5750
 | 3 | 834 | 2000-01-31 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | <swap> | 1020 | -100 | 20000 |  |  | 897.5 | 12250
 | 4 | 854 | 2000-02-10 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | swap | 1025 | 100 | 20000 |  |  | 897.5 | -12750
 | 5 | 865 | 2000-02-17 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | <swap> | 1018 | -100 | 20000 |  |  | 897.5 | 12050
 | 6 | 866 | 2000-02-17 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | swap | 1018 | 100 | 20000 |  |  | 897.5 | -12050
 | 7 | 868 | 2000-02-17 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | swap | 1013 | 100 | 20000 |  |  | 897.5 | -11550
 | 8 | 872 | 2000-02-18 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | <swap> | 990 | -100 | 20000 |  |  | 897.5 | 9250
 | 9 | 873 | 2000-02-18 00:00:00 | Chicago | MW | 2000-02-01 00:00:00 | swap | 990 | 100 | 20000 |  |  | 897.5 | -9250
 | 10 | 877 | 2000-02-23 00:00:00 | Cincinnati | MW | 2000-03-01 00:00:00 | swap | 660 | 100 | 20000 |  |  | 566 | -9400
 | 11 | 878 | 2000-02-23 00:00:00 | Philadelphia | NE | 2000-03-01 00:00:00 | <swap> | 645 | -100 | 20000 |  |  | 527 | 11800
 | 12 | 879 | 2000-02-23 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | <swap> | 818 | -100 | 20000 |  |  | 645.5 | 17250
 | 13 | 882 | 2000-02-24 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | swap | 818 | 100 | 20000 |  |  | 645.5 | -17250
 | 14 | 883 | 2000-02-24 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | <Swap> | 815 | -100 | 20000 |  |  | 645.5 | 16950
 | 15 | 884 | 2000-02-24 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | <Swap> | 810 | -100 | 20000 |  |  | 645.5 | 16450
 | 16 | 885 | 2000-02-24 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | swap | 815 | 100 | 20000 |  |  | 645.5 | -16950
 | 17 | 886 | 2000-02-23 00:00:00 | Boston | NE | 2000-03-01 00:00:00 | <Swap> | 800 | -100 | 20000 |  |  | 672.5 | 12750
 | 18 | 891 | 2000-02-29 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | swap | 780 | 100 | 20000 |  |  | 645.5 | -13450
 | 19 | 892 | 2000-02-29 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | swap | 785 | 100 | 20000 |  |  | 645.5 | -13950
 | 20 | 893 | 2000-02-29 00:00:00 | Chicago | MW | 2000-03-01 00:00:00 | swap | 790 | 100 | 20000 |  |  | 645.5 | -14450
 | 21 | 898 | 2000-03-02 00:00:00 | Boston | NE | 2000-03-01 00:00:00 | <Swap> | 780 | -100 | 20000 |  |  | 672.5 | 10750
 | 22 | 899 | 2000-03-02 00:00:00 | Philadelphia | NE | 2000-03-01 00:00:00 | <Swap> | 625 | -100 | 20000 |  |  | 527 | 9800
 | 23 | 902 | 2000-03-02 00:00:00 | Boston | NE | 2000-03-01 00:00:00 | <Swap> | 760 | -100 | 20000 |  |  | 672.5 | 8750
 | 24 | 903 | 2000-03-02 00:00:00 | Philadelphia | NE | 2000-03-01 00:00:00 | <Swap> | 605 | -100 | 20000 |  |  | 527 | 7800
 | 25 | 917 | 2000-03-27 00:00:00 | Chicago | MW | 2000-04-01 00:00:00 | <Swap> | 490 | -100 | 20000 |  |  | 533.5 | -4350
 | 26 | 918 | 3/27/200 | Cincinnati | MW | 2000-04-01 00:00:00 | <Swap> | 340 | -100 | 20000 |  |  | 386.5 | -4650
 | 27 | 973 | 2000-07-26 00:00:00 | Washington, DC (PJM) | NE | 2000-08-01 00:00:00 | Swap | 403 | 5000 | 500000 |  |  | 312.5 | -452500