Spreadsheet: larry_campbell__21464__Gas022400
Sheet: GreeksByBasis

 | Summary of Changes in Retail Gas Positions By Basis Point
 |  | 2000-02-24 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Sensitivity Change from Prior Day
 |  | ([NAME]) | ([NAME]) | ([NAME]) | 0.01 | ([NAME]) | ([NAME]) |  | 0.01 | 1 Day | 0.01 |  | ([NAME]) | ([NAME]) | ([NAME]) | 0.01 | ([NAME]) | ([NAME]) |  | 0.01 | 1 Day | 0.01
 | Region | Nymex | Basis | Index | Fuel | Transport | Special | Gamma | Vega | Theta | Rho |  | Nymex | Basis | Index | Fuel | Transport | Special | Gamma | Vega | Theta | Rho
 | Central | -4983928.837636 | -2220797.746322 | -113578354.244078 | -320218448.585128 | -112702431.114883 | -115134389.146454 | 0 | 0 | -1813.722405 | 523212.81924763 |  | -7024.879708999768 | -58782.27061400004 | -453218.085988 | -1433513.721374989 | -451577.3953320086 | -459595.6993200034 |  |  | 7.521884 | 2788.798153510026
 | East | -29232326.484574 | -1837118.769927 | 3996809.115871 | 26983322.589075 | 5706134.26881 | -20073642.558863 | 0 | 0 | 4911.311784 | -1041832.18214069 |  | -75384.09121800214 | 1694.038027000148 | 489297.038621 | 1260443.000677999 | 494351.162219 | 396969.2371469997 |  |  | -58.74158399999942 | -4410.717859399854
 | West | -2254716.568763 | -308038.512762 | -18423190.868946 | -45594324.015043 | -17427883.485235 | -22901095.576317 | 0 | 0 | 524.596162 | -47301.79239217 |  | -2421.120110000018 | 43193.04598599998 | -136545.0485070013 | -457681.4456470013 | -135188.8219499998 | -153273.6417050026 |  |  | -6.875110999999947 | -217.4989183599973
 | None | 34550538.173175 | 26755.272292 | -166401.381671 | -424945.302685 | -166401.381671 | -166401.381671 | 0 | 0 | 1881.160074 | -158317.46318514 |  | 8438.495283000171 | 39.85721100000228 | -30.32628500001738 | -3023.685447999975 | -30.32628500001738 | -30.32628500001738 |  |  | 20.85736599999996 | -759.2467040800257
 | Total | -1920433.717798002 | -4339199.756719001 | -128171137.378824 | -3392543.95313781 | -124590581.7129789 | -158275528.663305 | 0 | 0 | 5503.345614999999 | -724238.6184703701 |  | -76391.59575400176 | -13855.32938999985 | -100496.4221590109 | -6337.758517920422 | -92445.38134800427 | -215930.4301630002 | 0 | 0 | -37.23744499999994 | -2598.66532832991
 |  | ([NAME]) | ([NAME]) | ([NAME]) | 0.01 | ([NAME]) | ([NAME]) |  | 0.01 | 1 Day | 0.01 |  | ([NAME]) | ([NAME]) | ([NAME]) | 0.01 | ([NAME]) | ([NAME]) |  | 0.01 | 1 Day | 0.01
 | Basis Point | Nymex | Basis | Index | Fuel | Transport | Special | Gamma | Vega | Theta | Rho |  | Nymex | Basis | Index | Fuel | Transport | Transport | Gamma | Vega | Theta | Rho
 | IF-ANR SE/SW | -45512.335484 | -45512.335484 | -45512.335484 | -1254.99827135 | -43104.732941 | -43104.732941 | 0 | 0 | -1.343963 | 67.03762392 |  | -36.899053000001 | -36.899053000001 | -36.899053000001 | -3.546736150000015 | -34.94710000000487 | -34.94710000000487 | 0 | 0 | -0.02743999999999991 | 0.7729529599999978
 | IF-ANR/LA | -675761.26511 | -445904.273885 | -1517960.719721 | -36218.31392296 | -1454622.772906 | -1454622.772906 | 0 | 0 | 15.871265 | -664.38513043 |  | -303.0580160000827 | -360.6105839999509 | -31.96555499988608 | -142.3797927699998 | -35.64608300011605 | -35.64608300011605 | 0 | 0 | -1.332103000000002 | 20.96846367000001
 | IF-NGPL/MIDCON | 0 | 87400.882163 | -995231.261686 | 0 | -995231.261686 | -995231.261686 | 0 | 0 | -10.970106 | -14.71936223 |  |  | 22.85937299999932 | -262.1469520000974 | 0 | -262.1469520000974 | -262.1469520000974 | 0 | 0 | 0.0206780000000002 | -1.79726765
 | IF-NNG/DEMARCAT | -18337.255902 | -27951.19883 | -86106.677156 | -2199.67143743 | -84366.493123 | -84366.493123 | 0 | 0 | 1.642336 | -56.93343617000001 |  | -4.144976999999926 | -8.878915000001143 | -20.23056300000462 | -11.55672305000007 | -19.82155499998771 | -19.82155499998771 | 0 | 0 | -0.05113299999999987 | 0.05433806999999291
 | IF-NORAM/EAST | -13339.240316 | 27022.533612 | -2152225.266169 | -57154.10420554 | -2043513.812112 | -4182399.83798 | 0 | 0 | 26.338063 | -5633.160004689999 |  | -4.147641999999905 | -59.59568800000125 | -7829.923156999983 | -238.8363977000045 | -7728.993690000148 | -15554.76922199968 | 0 | 0 | -0.2415020000000005 | -25.21937999999955
 | IF-ONG/OKLAHOMA | 0 | -16178.188401 | -16178.188401 | -397.95654307 | -16178.188401 | -16178.188401 | 0 | 0 | 0.10615 | -1.32225957 |  |  | -3.295251999999891 | -3.295251999999891 | -2.74523752999994 | -3.295251999999891 | -3.295251999999891 | 0 | 0 | -0.0002050000000000107 | 0.01695883000000009
 | IF-PAN/TX/OK | -296490.750038 | -247088.030473 | -4176482.32652 | -108075.89607268 | -4051577.255287 | -4075690.81014 | 0 | 0 | 54.203357 | -5897.975293629999 |  | -344.9503970000078 | -45447.088177 | -49064.39381200029 | -1505.94548775001 | -48916.05441999994 | -48927.98591800034 | 0 | 0 | -1.182157000000004 | 14.3466048600003
 | IF-TRUNKL/LA | -25670.652816 | -32863.633579 | -331589.643821 | -8965.82603846 | -316708.462145 | -323901.442905 | 0 | 0 | 8.443407 | -1880.28677282 |  | -32.36194400000022 | -34.29358199999842 | -1163.655351000023 | -38.22779851999985 | -1134.190862999996 | -1136.1225 | 0 | 0 | -0.1083850000000002 | -7.913742819999698
 | IF-WNG/TOK | -173318.929915 | -178815.576495 | -7590713.460218 | -200623.81109184 | -7180341.269316 | -7440417.333705 | 0 | 0 | 67.320162 | -13424.25093066 |  | -559.9348409999802 | -615.4279549999919 | -28062.9355560001 | -839.6503564400191 | -27329.13044199999 | -27507.28943199944 | 0 | 0 | -0.6336160000000035 | -57.58983884000008
 | MICH_CG-GD | -14672.080677 | -99434.464786 | -369293.684535 | -10306.06826329 | -369293.684535 | -369293.684535 | 0 | 0 | 4.481793 | -412.7201652 |  | -2.62954499999978 | -191.4387120000029 | -652.5899310000241 | -24.94713280999895 | -652.5899310000241 | -652.5899310000241 | 0 | 0 | -0.08507500000000068 | -0.1393668400000365
 | NGI-MICH_CG | -23961.73874 | -75160.001956 | -254610.980374 | -6883.36181126 | -254610.980374 | -254610.980374 | 0 | 0 | -0.37216 | -110.3831203 |  | -12.41954800000167 | -63.74072599998908 | -93.76748400001088 | -32.29775954999968 | -93.76748400001088 | -93.76748400001088 | 0 | 0 | -0.04197299999999998 | -0.4091413999999816
 | NGI/CHI. GATE | -3696864.588638 | -1166313.458208 | -96042449.699993 | -2770104.4781934 | -95892882.202057 | -95894571.607758 | 0 | 0 | -1979.442709 | 551241.91809941 |  | -5724.333746000193 | -11983.86134300008 | -365996.2833220065 | -11495.00379148033 | -365366.8115600049 | -365367.3178910017 | 0 | 0 | 11.2047950000001 | 2845.707572669955
 | CGPR-CHIPPAWA | -835731.914751 | -1909210.601169 | -1909210.601169 | -57654.00581854 | -1909210.601169 | -1909210.601169 | 0 | 0 | -5.631758 | 469.94709347 |  | -421.9410530000459 | -1975.1730849999 | -1975.1730849999 | -87.0886754000021 | -1975.1730849999 | -1975.1730849999 | 0 | 0 | -0.1515529999999998 | 13.91461962
 | GDM-NIAGARA | 20742.552788 | 541744.935205 | 20742.552788 | 576.20683198 | 20742.552788 | 20742.552788 | 0 | 0 | -2.25733 | -199.64799628 |  | 7.343011000000843 | 273.6916180000408 | 7.343011000000843 | 1.985567519999904 | 7.343011000000843 | 7.343011000000843 | 0 | 0 | -0.01129000000000024 | -1.549715759999998
 | IF-CGT/APPALAC | -5720376.690142 | 452481.965958 | 61943035.71437 | 1941534.85622411 | 62683654.596083 | 51204258.892082 | 0 | 0 | 3899.014436 | -917226.34555336 |  | -13523.63795599993 | -1686.515088999993 | 264946.6660199985 | 8317.324215339962 | 266590.1774960011 | 223589.4021859989 | 0 | 0 | -35.08429599999999 | -4270.22839298984
 | IF-CNG/APPALACH | -4798733.058471 | -311525.654295 | -8715957.789193 | -264563.84145459 | -8468578.036958 | -8524367.346847 | 0 | 0 | 286.721248 | -17022.84571513 |  | -19363.2354539996 | -43097.66443100001 | 226855.7838319987 | 6084.029186700005 | 227494.4187449999 | 227483.156831 | 0 | 0 | -6.073654999999974 | 16.36842385000273
 | IF-CNG/N_CITYGA | -14886.654632 | 838364.766107 | 827983.462475 | -994.9414711000001 | -32195.169393 | 827983.462475 | 0 | 0 | -7.83311 | -45.17280324999999 |  | -6.936534999998912 | 660.8303799999412 | 717.2727650000015 | -4.538965960000041 | -14.59519200000068 | 717.2727650000015 | 0 | 0 | 0.05367200000000061 | -1.227185819999995
 | IF-CNG/NORTH | -707637.860683 | -132804.172325 | -353329.010581 | -11445.66318343 | -327709.293648 | -801630.130933 | 0 | 0 | -14.411839 | 6916.4082817 |  | -2031.289533999981 | -1651.215356000001 | -1833.850440000009 | -51.70741513000212 | -1790.851582999981 | -3568.999774000025 | 0 | 0 | -0.1761250000000008 | 45.99628717999985
 | IF-COLGULF/LA | 0 | -17832.711424 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | -6.322975999999471 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | IF-FGT/Z2 | -126335.180279 | -3488.223942 | -138461.578102 | -2508.70098876 | -86223.224459 | -134605.368331 | 0 | 0 | -5.731206 | 103.19310039 |  | -41.28413999998884 | -7.341511000000082 | 62253.14717000001 | 1577.27865069 | 62265.398994 | 62255.41821 | 0 | 0 | -0.2630090000000003 | 3.344514290000006
 | IF-HEHUB | -119113.559248 | 442162.945006 | -760869.276523 | -6842.658808010001 | -687037.685073 | -756053.546363 | 0 | 0 | 3.345522 | -149.6551211 |  | -30.3111840000056 | 109.9762999999803 | -298.6791990000056 | -34.92638747000092 | -277.1017720000818 | -297.3016089999583 | 0 | 0 | -0.2964090000000001 | 4.400544580000002
 | IF-TENN/LA | -226141.820329 | -35877.868541 | -3523383.002636 | -95431.62591071 | -3506303.102262 | -3513921.252151 | 0 | 0 | 60.474136 | -5329.25019511 |  | -222.3494710000232 | 64277.84836399999 | 56787.68830499984 | 1364.529438629994 | 56770.66973299999 | 56768.35357000027 | 0 | 0 | -0.5002209999999963 | -9.830367120000119
 | IF-TENN/Z5 | -8118.556802 | -8118.556802 | -8118.556802 | -232.71942203 | -8118.556802 | -8118.556802 | 0 | 0 | 0.364539 | -5.91760802 |  | -1.705748000000312 | -1.705748000000312 | -1.705748000000312 | -1.977334499999984 | -1.705748000000312 | -1.705748000000312 | 0 | 0 | -0.03231600000000001 | 0.4977449199999997
 | IF-TENN/Z6 | -147959.673071 | -147959.673071 | -147959.673071 | -4849.77038574 | -147959.673071 | -147959.673071 | 0 | 0 | 11.681552 | -1233.64054318 |  | -298.4363510000112 | -298.4363510000112 | -298.4363510000112 | -15.99560679000024 | -298.4363510000112 | -298.4363510000112 | 0 | 0 | -0.2344209999999993 | 0.2014031300002443
 | IF-TETCO/ELA | 106874.71195 | 498995.863517 | -1540798.166129 | -32052.02332394 | -1203435.449005 | -1540557.452026 | 0 | 0 | 129.988792 | -9940.063390000001 |  | 31.77683400000387 | 532.8275619999622 | -2189.003070000093 | -86.34538417000294 | -1822.237342000008 | -2193.234348000027 | 0 | 0 | -1.094734000000017 | -10.02560416000233
 | IF-TETCO/ETX | 0 | 2473.302373 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0.4752220000000307 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | IF-TETCO/M3 | -6864308.729559 | 502980.349954 | -7365133.312002 | -223351.95841784 | -7335756.183865 | -7359600.740048 | 0 | 0 | 206.649322 | -34066.927082 |  | -16819.84843599983 | -9609.176424000005 | -11199.12465700042 | -801.3935666600009 | -11172.88941699918 | -11186.29887199961 | 0 | 0 | -5.077210999999977 | -22.68053830000281
 | IF-TETCO/STX | 0 | 252939.751409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 62.01443999999901 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | IF-TGT/ZSL | -764437.646071 | -327769.803323 | -8476793.405896 | -234280.77720658 | -8287008.103334 | -15397917.539314 | 0 | 0 | 49.926653 | -8640.37305324 |  | -677.4788660000777 | -607.8753739999956 | -24808.96033100039 | -868.1587179200142 | -24353.96346900053 | -51244.67383500002 | 0 | 0 | -1.430568000000001 | -18.92093876000035
 | IF-TRANSCO/Z1 | 0 | 0 | 55445.906769 | 1388.36689386 | 55445.906769 | 55445.906769 | 0 | 0 | 0.022395 | -0.22108358 |  |  | 0 | 9.937067999999272 | 10.78166921000025 | 9.937067999999272 | 9.937067999999272 | 0 | 0 | -3.599999999999784e-05 | 0.003632550000000012
 | IF-TRANSCO/Z2 | 0 | 0 | 81296.102505 | 2060.04529753 | 81296.102505 | 81296.102505 | 0 | 0 | -0.098508 | 0.97247396 |  |  | 0 | 14.56996500000241 | 15.81270990999974 | 14.56996500000241 | 14.56996500000241 | 0 | 0 | 0.0001590000000000064 | -0.01597840000000006
 | IF-TRANSCO/Z3 | -1962727.298476 | -1214833.267602 | -21524877.597242 | -605248.6561926 | -20687171.198446 | -27702624.614737 | 0 | 0 | 230.447673 | -42260.67376391 |  | -8413.29043100006 | -7341.626449999865 | -82324.40432300046 | -2638.632081700023 | -79731.90785600245 | -105744.3605259992 | 0 | 0 | -2.861495999999988 | -164.7960192600003
 | IF-TRANSCO/Z5 | 0 | -5579.136477 | -5579.136477 | -193.24215831 | -5579.136477 | -5579.136477 | 0 | 0 | -0.176948 | 75.66293477 |  |  | -31.99529499999971 | -31.99529499999971 | -1.108084470000023 | -31.99529499999971 | -31.99529499999971 | 0 | 0 | 0.0005020000000000024 | 0.4309295700000035
 | IF-TRANSCO/Z6 | -6688545.109175 | -213458.105344 | -3427246.320245 | -102021.99595307 | -3408742.278406 | -3427246.320245 | 0 | 0 | 9.132589 | -1322.57404709 |  | -12992.69599700067 | -5722.619854999997 | -5157.064571999945 | -365.1968584099959 | -5153.52324000001 | -5157.064571999945 | 0 | 0 | -3.740771000000001 | 38.29081090999989
 | NGW-ALGO/CITY | -299099.967793 | -963771.673615 | -956943.995442 | -31721.03683544 | -956943.995441 | -956943.995442 | 0 | 0 | 60.358946 | -12021.57946367 |  | -497.8618509999942 | 7895.283398000058 | 7904.268868000014 | 198.8295159399968 | 7904.268869000021 | 7904.268868000014 | 0 | 0 | -1.671133999999995 | -37.49146511999788
 | NGW-IROQ/Z2 | -75790.02983 | -77033.201526 | -77033.201526 | -2332.63182604 | -77033.201526 | -77033.201526 | 0 | 0 | -0.67532 | 66.52139394 |  | -80.90805600000022 | -81.24131199999829 | -81.24131199999829 | -9.071868579999773 | -81.24131199999829 | -81.24131199999829 | 0 | 0 | -0.09667199999999998 | 2.59943569
 | N/A | 0 | 26755.272292 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 39.85721100000228 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | 34550538.173175 | 0 | -166401.381671 | -4249.45302685 | -166401.381671 | -166401.381671 | 0 | 0 | 1881.160074 | -158317.46318514 |  | 8438.495283000171 | 0 | -30.32628500001738 | -30.23685448000015 | -30.32628500001738 | -30.32628500001738 | 0 | 0 | 20.85736599999996 | -759.2467040800257
 | IF-CIG/RKYMTN | 0 | 27585.452089 | -156205.344889 | -3525.40315473 | -156205.344889 | -156205.344889 | 0 | 0 | 3.059195 | -73.5822893 |  |  | 45027.161553 | -54774.152258 | -1242.68323921 | -54774.152258 | -54774.152258 | 0 | 0 | 0.764472 | -23.39665017
 | IF-ELPO/PERMIAN | -109951.388979 | 30734.446404 | -2290674.208964 | -47902.36436408 | -1745505.670513 | -2603290.998647 | 0 | 0 | 9.598718 | -1437.80839404 |  | -517.4174530000018 | -388.5842910000028 | -11013.08017899981 | -462.0214804299976 | -10284.5756000001 | -12000.1790210004 | 0 | 0 | -0.3145340000000001 | -1.669096819999822
 | IF-ELPO/SJ | -106110.497234 | 45637.236587 | -1526329.609196 | -34657.73510839 | -1417676.804319 | -1524448.523664 | 0 | 0 | 26.339875 | -1336.34516537 |  | -72.02535199999693 | -128.5109460000021 | -1041.334317000117 | -113.9330894200029 | -981.7113750001881 | -1040.105507999891 | 0 | 0 | -0.2550160000000012 | 1.795460480000202
 | IF-HPL/SHPCHAN | -4381.439685 | -62409.173487 | -12443217.332326 | -337519.87700763 | -12443217.332326 | -12443217.332326 | 0 | 0 | 76.900431 | -14069.6592345 |  | -0.7999930000005406 | -44.64916700000322 | -22595.11489200033 | -894.5801692499663 | -22595.11489200033 | -22595.11489200033 | 0 | 0 | -0.9363200000000091 | -56.42069553999863
 | IF-NWPL_ROCKY_M | 0 | -2294.565975 | -2294.565975 | -53.08998422 | -2294.565975 | -2294.565975 | 0 | 0 | 0.00189 | -0.11003292 |  |  | -0.5259059999998499 | -0.5259059999998499 | -0.2187262599999968 | -0.5259059999998499 | -0.5259059999998499 | 0 | 0 | 0.001885 | -0.03435268
 | IF-QUESTAR | 0 | 0 | -556565.834283 | -13904.77521312 | -556565.834283 | -1113131.668577 | 0 | 0 | -0.259777 | -1.48429336 |  |  | 0 | -2117.816358999931 | -61.36508076999962 | -2117.816358999931 | -4235.632724000141 | 0 | 0 | 0.004547000000000023 | -0.1547177300000002
 | IF-TW/PERMIAN | -118818.280144 | -170258.683212 | -9120812.954368 | -239820.70070144 | -9001994.674227 | -9001994.674227 | 0 | 0 | 29.079316 | -5375.33947795 |  | -447.7311920000066 | -462.7694360000023 | -34192.38415300101 | -1023.660435680009 | -33744.65297499858 | -33744.65297499858 | 0 | 0 | -0.2458530000000003 | -22.20381347000057
 | NGI-MALIN | -638548.073447 | -76134.054661 | -1228921.929569 | -29503.69680884 | -1105657.026202 | -1202615.853373 | 0 | 0 | 16.997241 | -820.77262753 |  | -420.3026880000252 | -275.9010490000073 | -657.6931759999134 | -59.45309446000101 | -590.5166869999375 | -639.0969479999039 | 0 | 0 | -0.9955479999999994 | 13.81650360999993
 | NGI-PGE/CG | -409282.213003 | -223053.208013 | -2546036.575256 | -67437.8346243 | -2500609.540983 | -6301617.100807 | 0 | 0 | 139.420314 | -14375.83250401 |  | -408.7814140000264 | -350.4973809999938 | -12590.65392899979 | -710.3403806699935 | -12581.95317799971 | -26681.85297599994 | 0 | 0 | -1.983388000000019 | -133.1440325700005
 | NGI-SOCAL | -867624.676271 | 122154.037506 | 11447867.48588 | 318382.23681632 | 11501843.308482 | 11447720.486168 | 0 | 0 | 223.458959 | -9810.85837319 |  | -554.0620179999387 | -182.6773910000047 | 2437.706662001088 | -8.55876032001106 | 2482.197280000895 | 2437.671502999961 | 0 | 0 | -2.915356000000003 | 3.912476530000276
 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0