Spreadsheet: phillip_m_love__31200__Brooklyn
Sheet: Brooklyn

 |  |  |  |  |  |  |  |  | Totals
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
BROOKLYN | E20873.4 | P | NX3 | 2001-11-01 00:00:00 | 10440 | 0 | 1 | 3.06033333 | 0.0001 | 0 | 31948.836
BROOKLYN | E20873.5 | P | NX3 | 2001-11-01 00:00:00 | 25260 | 0 | 1 | 3.06033333 | 0.0001 | 0 | 77301.494
BROOKLYN | E20873.6 | P | NX3 | 2001-11-01 00:00:00 | 25170 | 0 | 1 | 3.06033333 | 0.0001 | 0 | 77026.073
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2001-11-01 00:00:00 | 10440 | 10440 | 1 | 0.04966667 | -0.0001 | 0 | 519.564
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2001-11-01 00:00:00 | 25260 | 25260 | 1 | 0.11966667 | 1e-07 | 0 | 3022.7775
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2001-11-01 00:00:00 | 25170 | 25170 | 1 | 0.12966667 | -0.0001 | 0 | 3266.227
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2001-11-01 00:00:00 | -160560 | -160560 | 1 | 0 | 1e-07 | 0 | 0.0161
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2001-11-01 00:00:00 | -388680 | -388680 | 1 | -0.0025 | 1e-07 | 0 | 971.7389
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2001-11-01 00:00:00 | -387150 | -387150 | 1 | -0.0025 | 1e-07 | 0 | 967.9137
BROOKLYN | E20873.4 | P | NX3 | 2001-12-01 00:00:00 | 10788 | 10772.1812 | 0.998533664239774 | 2.88 | 0.0001 | 0 | 31022.8046
BROOKLYN | E20873.5 | P | NX3 | 2001-12-01 00:00:00 | 26102 | 26063.7257 | 0.998533664239774 | 2.88 | 0.0001 | 0 | 75060.9237
BROOKLYN | E20873.6 | P | NX3 | 2001-12-01 00:00:00 | 26009 | 25970.8621 | 0.998533664239774 | 2.88 | 0.0001 | 0 | 74793.4857
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2001-12-01 00:00:00 | 10788 | 10772.1812 | 0.998533664239774 | -0.0825 | -0.0001 | 0 | -887.6277
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2001-12-01 00:00:00 | 26102 | 26063.7257 | 0.998533664239774 | 0.0125 | 1e-07 | 0 | 325.794
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2001-12-01 00:00:00 | 26009 | 25970.8621 | 0.998533664239774 | 0.0375 | -0.0001 | 0 | 976.5044
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2001-12-01 00:00:00 | -165912 | -165668.7173 | 0.998533664239774 | 0.01 | 1e-07 | 0 | -1656.6706
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2001-12-01 00:00:00 | -401636 | -401047.0668 | 0.998533664239774 | 0.0125 | 1e-07 | 0 | -5013.0482
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2001-12-01 00:00:00 | -400055 | -399468.385 | 0.998533664239774 | 0.01 | 1e-07 | 0 | -3994.6439
BROOKLYN | E20873.4 | P | NX3 | 2002-01-01 00:00:00 | 10788 | 10752.0248 | 0.996665256303987 | 3.054 | 0.0001 | 0 | 32835.6085
BROOKLYN | E20873.5 | P | NX3 | 2002-01-01 00:00:00 | 26102 | 26014.9565 | 0.996665256303987 | 3.054 | 0.0001 | 0 | 79447.0757
BROOKLYN | E20873.6 | P | NX3 | 2002-01-01 00:00:00 | 26009 | 25922.2667 | 0.996665256303987 | 3.054 | 0.0001 | 0 | 79164.0101
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-01-01 00:00:00 | 10788 | 10752.0248 | 0.996665256303987 | -0.0825 | -0.0001 | 0 | -885.9668
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-01-01 00:00:00 | 26102 | 26014.9565 | 0.996665256303987 | 0.0125 | 1e-07 | 0 | 325.1844
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-01-01 00:00:00 | 26009 | 25922.2667 | 0.996665256303987 | 0.0375 | -0.0001 | 0 | 974.6772
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-01-01 00:00:00 | -165912 | -165358.726 | 0.996665256303987 | 0.01 | 1e-07 | 0 | -1653.5707
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-01-01 00:00:00 | -401636 | -400296.6469 | 0.996665256303987 | 0.0125 | 1e-07 | 0 | -5003.6681
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-01-01 00:00:00 | -400055 | -398720.9191 | 0.996665256303987 | 0.01 | 1e-07 | 0 | -3987.1693
BROOKLYN | E20873.4 | P | NX3 | 2002-02-01 00:00:00 | 9744 | 9694.2843 | 0.994897816073606 | 3.072 | 0.0001 | 0 | 29779.872
BROOKLYN | E20873.5 | P | NX3 | 2002-02-01 00:00:00 | 23576 | 23455.7109 | 0.994897816073606 | 3.072 | 0.0001 | 0 | 72053.5983
BROOKLYN | E20873.6 | P | NX3 | 2002-02-01 00:00:00 | 23492 | 23372.1395 | 0.994897816073606 | 3.072 | 0.0001 | 0 | 71796.8753
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-02-01 00:00:00 | 9744 | 9694.2843 | 0.994897816073606 | -0.0825 | -0.0001 | 0 | -798.809
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-02-01 00:00:00 | 23576 | 23455.7109 | 0.994897816073606 | 0.0125 | 1e-07 | 0 | 293.194
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-02-01 00:00:00 | 23492 | 23372.1395 | 0.994897816073606 | 0.0375 | -0.0001 | 0 | 878.7924
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-02-01 00:00:00 | -149856 | -149091.4071 | 0.994897816073606 | 0.01 | 1e-07 | 0 | -1490.8992
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-02-01 00:00:00 | -362768 | -360917.0909 | 0.994897816073606 | 0.0125 | 1e-07 | 0 | -4511.4275
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-02-01 00:00:00 | -361340 | -359496.3769 | 0.994897816073606 | 0.01 | 1e-07 | 0 | -3594.9278
BROOKLYN | E20873.4 | P | NX3 | 2002-03-01 00:00:00 | 10788 | 10717.6656 | 0.993480309240268 | 3.032 | 0.0001 | 0 | 32494.8903
BROOKLYN | E20873.5 | P | NX3 | 2002-03-01 00:00:00 | 26102 | 25931.823 | 0.993480309240268 | 3.032 | 0.0001 | 0 | 78622.6943
BROOKLYN | E20873.6 | P | NX3 | 2002-03-01 00:00:00 | 26009 | 25839.4294 | 0.993480309240268 | 3.032 | 0.0001 | 0 | 78342.5659
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-03-01 00:00:00 | 10788 | 10717.6656 | 0.993480309240268 | -0.0825 | -0.0001 | 0 | -883.1356
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-03-01 00:00:00 | 26102 | 25931.823 | 0.993480309240268 | 0.0125 | 1e-07 | 0 | 324.1452
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-03-01 00:00:00 | 26009 | 25839.4294 | 0.993480309240268 | 0.0375 | -0.0001 | 0 | 971.5625
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-03-01 00:00:00 | -165912 | -164830.3051 | 0.993480309240268 | 0.01 | 1e-07 | 0 | -1648.2866
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-03-01 00:00:00 | -401636 | -399017.4575 | 0.993480309240268 | 0.0125 | 1e-07 | 0 | -4987.6783
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-03-01 00:00:00 | -400055 | -397446.7651 | 0.993480309240268 | 0.01 | 1e-07 | 0 | -3974.4279
BROOKLYN | E20873.4 | P | NX3 | 2002-04-01 00:00:00 | 10440 | 10356.1632 | 0.99196965892831 | 2.972 | 0.0001 | 0 | 30777.4815
BROOKLYN | E20873.5 | P | NX3 | 2002-04-01 00:00:00 | 25260 | 25057.1536 | 0.99196965892831 | 2.972 | 0.0001 | 0 | 74467.3547
BROOKLYN | E20873.6 | P | NX3 | 2002-04-01 00:00:00 | 25170 | 24967.8763 | 0.99196965892831 | 2.972 | 0.0001 | 0 | 74202.0316
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-04-01 00:00:00 | 10440 | 10356.1632 | 0.99196965892831 | -0.0825 | -0.0001 | 0 | -853.3479
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-04-01 00:00:00 | 25260 | 25057.1536 | 0.99196965892831 | 0.0125 | 1e-07 | 0 | 313.2119
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-04-01 00:00:00 | 25170 | 24967.8763 | 0.99196965892831 | 0.0375 | -0.0001 | 0 | 938.7921
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-04-01 00:00:00 | -160560 | -159270.6484 | 0.99196965892831 | 0.01 | 1e-07 | 0 | -1592.6906
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-04-01 00:00:00 | -388680 | -385558.767 | 0.99196965892831 | 0.0075 | 1e-07 | 0 | -2891.6522
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-04-01 00:00:00 | -387150 | -384041.0535 | 0.99196965892831 | 0.01 | 1e-07 | 0 | -3840.3721
BROOKLYN | E20873.4 | P | NX3 | 2002-05-01 00:00:00 | 10788 | 10684.2615 | 0.990383897509188 | 3.007 | 0.0001 | 0 | 32126.5059
BROOKLYN | E20873.5 | P | NX3 | 2002-05-01 00:00:00 | 26102 | 25851.0005 | 0.990383897509188 | 3.007 | 0.0001 | 0 | 77731.3734
BROOKLYN | E20873.6 | P | NX3 | 2002-05-01 00:00:00 | 26009 | 25758.8948 | 0.990383897509188 | 3.007 | 0.0001 | 0 | 77454.4207
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-05-01 00:00:00 | 10788 | 10684.2615 | 0.990383897509188 | -0.0825 | -0.0001 | 0 | -880.3831
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-05-01 00:00:00 | 26102 | 25851.0005 | 0.990383897509188 | 0.0125 | 1e-07 | 0 | 323.1349
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-05-01 00:00:00 | 26009 | 25758.8948 | 0.990383897509188 | 0.0375 | -0.0001 | 0 | 968.5344
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-05-01 00:00:00 | -165912 | -164316.5732 | 0.990383897509188 | 0.01 | 1e-07 | 0 | -1643.1493
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-05-01 00:00:00 | -401636 | -397773.8271 | 0.990383897509188 | 0.0075 | 1e-07 | 0 | -2983.2639
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-05-01 00:00:00 | -400055 | -396208.0301 | 0.990383897509188 | 0.01 | 1e-07 | 0 | -3962.0407
BROOKLYN | E20873.4 | P | NX3 | 2002-06-01 00:00:00 | 10440 | 10322.7824 | 0.988772263437931 | 3.052 | 0.0001 | 0 | 31504.0997
BROOKLYN | E20873.5 | P | NX3 | 2002-06-01 00:00:00 | 25260 | 24976.3874 | 0.988772263437931 | 3.052 | 0.0001 | 0 | 76225.4366
BROOKLYN | E20873.6 | P | NX3 | 2002-06-01 00:00:00 | 25170 | 24887.3979 | 0.988772263437931 | 3.052 | 0.0001 | 0 | 75953.8496
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-06-01 00:00:00 | 10440 | 10322.7824 | 0.988772263437931 | -0.0825 | -0.0001 | 0 | -850.5973
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-06-01 00:00:00 | 25260 | 24976.3874 | 0.988772263437931 | 0.0125 | 1e-07 | 0 | 312.2023
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-06-01 00:00:00 | 25170 | 24887.3979 | 0.988772263437931 | 0.0375 | -0.0001 | 0 | 935.7662
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-06-01 00:00:00 | -160560 | -158757.2746 | 0.988772263437931 | 0.01 | 1e-07 | 0 | -1587.5569
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-06-01 00:00:00 | -388680 | -384316.0034 | 0.988772263437931 | 0.0075 | 1e-07 | 0 | -2882.3316
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-06-01 00:00:00 | -387150 | -382803.1818 | 0.988772263437931 | 0.01 | 1e-07 | 0 | -3827.9935
BROOKLYN | E20873.4 | P | NX3 | 2002-07-01 00:00:00 | 10788 | 10649.4936 | 0.987161067421008 | 3.095 | 0.0001 | 0 | 32959.1177
BROOKLYN | E20873.5 | P | NX3 | 2002-07-01 00:00:00 | 26102 | 25766.8782 | 0.987161067421008 | 3.095 | 0.0001 | 0 | 79745.9113
BROOKLYN | E20873.6 | P | NX3 | 2002-07-01 00:00:00 | 26009 | 25675.0722 | 0.987161067421008 | 3.095 | 0.0001 | 0 | 79461.781
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-07-01 00:00:00 | 10788 | 10649.4936 | 0.987161067421008 | -0.0825 | -0.0001 | 0 | -877.5183
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-07-01 00:00:00 | 26102 | 25766.8782 | 0.987161067421008 | 0.0125 | 1e-07 | 0 | 322.0834
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-07-01 00:00:00 | 26009 | 25675.0722 | 0.987161067421008 | 0.0375 | -0.0001 | 0 | 965.3827
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-07-01 00:00:00 | -165912 | -163781.867 | 0.987161067421008 | 0.01 | 1e-07 | 0 | -1637.8023
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-07-01 00:00:00 | -401636 | -396479.4225 | 0.987161067421008 | 0.0075 | 1e-07 | 0 | -2973.556
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-07-01 00:00:00 | -400055 | -394918.7208 | 0.987161067421008 | 0.01 | 1e-07 | 0 | -3949.1477
BROOKLYN | E20873.4 | P | NX3 | 2002-08-01 00:00:00 | 10788 | 10630.0751 | 0.985361056830275 | 3.137 | 0.0001 | 0 | 33345.4825
BROOKLYN | E20873.5 | P | NX3 | 2002-08-01 00:00:00 | 26102 | 25719.8943 | 0.985361056830275 | 3.137 | 0.0001 | 0 | 80680.7364
BROOKLYN | E20873.6 | P | NX3 | 2002-08-01 00:00:00 | 26009 | 25628.2557 | 0.985361056830275 | 3.137 | 0.0001 | 0 | 80393.2754
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-08-01 00:00:00 | 10788 | 10630.0751 | 0.985361056830275 | -0.0825 | -0.0001 | 0 | -875.9182
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-08-01 00:00:00 | 26102 | 25719.8943 | 0.985361056830275 | 0.0125 | 1e-07 | 0 | 321.4961
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-08-01 00:00:00 | 26009 | 25628.2557 | 0.985361056830275 | 0.0375 | -0.0001 | 0 | 963.6224
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-08-01 00:00:00 | -165912 | -163483.2237 | 0.985361056830275 | 0.01 | 1e-07 | 0 | -1634.8159
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-08-01 00:00:00 | -401636 | -395756.4734 | 0.985361056830275 | 0.0075 | 1e-07 | 0 | -2968.134
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-08-01 00:00:00 | -400055 | -394198.6176 | 0.985361056830275 | 0.01 | 1e-07 | 0 | -3941.9468
BROOKLYN | E20873.4 | P | NX3 | 2002-09-01 00:00:00 | 10440 | 10268.1072 | 0.983535176167564 | 3.139 | 0.0001 | 0 | 32230.5618
BROOKLYN | E20873.5 | P | NX3 | 2002-09-01 00:00:00 | 25260 | 24844.0985 | 0.983535176167564 | 3.139 | 0.0001 | 0 | 77983.1409
BROOKLYN | E20873.6 | P | NX3 | 2002-09-01 00:00:00 | 25170 | 24755.5804 | 0.983535176167564 | 3.139 | 0.0001 | 0 | 77705.2913
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-09-01 00:00:00 | 10440 | 10268.1072 | 0.983535176167564 | -0.0825 | -0.0001 | 0 | -846.092
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-09-01 00:00:00 | 25260 | 24844.0985 | 0.983535176167564 | 0.0125 | 1e-07 | 0 | 310.5487
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-09-01 00:00:00 | 25170 | 24755.5804 | 0.983535176167564 | 0.0375 | -0.0001 | 0 | 930.8098
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-09-01 00:00:00 | -160560 | -157916.4079 | 0.983535176167564 | 0.01 | 1e-07 | 0 | -1579.1483
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-09-01 00:00:00 | -388680 | -382280.4523 | 0.983535176167564 | 0.0075 | 1e-07 | 0 | -2867.0652
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-09-01 00:00:00 | -387150 | -380775.6435 | 0.983535176167564 | 0.01 | 1e-07 | 0 | -3807.7184
BROOKLYN | E20873.4 | P | NX3 | 2002-10-01 00:00:00 | 10788 | 10590.3252 | 0.98167641630867 | 3.179 | 0.0001 | 0 | 33665.5847
BROOKLYN | E20873.5 | P | NX3 | 2002-10-01 00:00:00 | 26102 | 25623.7178 | 0.98167641630867 | 3.179 | 0.0001 | 0 | 81455.2366
BROOKLYN | E20873.6 | P | NX3 | 2002-10-01 00:00:00 | 26009 | 25532.4219 | 0.98167641630867 | 3.179 | 0.0001 | 0 | 81165.016
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 2002-10-01 00:00:00 | 10788 | 10590.3252 | 0.98167641630867 | -0.0825 | -0.0001 | 0 | -872.6428
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 2002-10-01 00:00:00 | 26102 | 25623.7178 | 0.98167641630867 | 0.0125 | 1e-07 | 0 | 320.2939
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 2002-10-01 00:00:00 | 26009 | 25532.4219 | 0.98167641630867 | 0.0375 | -0.0001 | 0 | 960.0191
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 2002-10-01 00:00:00 | -165912 | -162871.8976 | 0.98167641630867 | 0.01 | 1e-07 | 0 | -1628.7027
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 2002-10-01 00:00:00 | -401636 | -394276.5891 | 0.98167641630867 | 0.0075 | 1e-07 | 0 | -2957.035
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 2002-10-01 00:00:00 | -400055 | -392724.5587 | 0.98167641630867 | 0.01 | 1e-07 | 0 | -3927.2063