Spreadsheet: joe_parks__14584__ITM positions by month
Sheet: Phy - PRICE

Ref |  | Net |  | Opt | OCT
Period | Price Curve | Qty | Swaps | Delta | Opt
2002-03-01 00:00:00 | NG | 0 | 0 | 0 | 0
2002-04-01 00:00:00 | NG | -35.53877007 | 22.95355869 | -58.49232876 | -58.49232876
2002-05-01 00:00:00 | NG | -10.53832642 | 48.3300699 | -58.86839632 | -58.86839632
2002-06-01 00:00:00 | NG | -6.55454843 | 48.77751072 | -55.33205915 | -55.33205915
2002-07-01 00:00:00 | NG | -15.80227523 | 51.13825319 | -66.94052842 | -66.94052842
2002-08-01 00:00:00 | NG | -9.94807933 | 51.0309975 | -60.97907683 | -60.97907683
2002-09-01 00:00:00 | NG | -8.12576419 | 49.46467927 | -57.59044346 | -57.59044346
2002-10-01 00:00:00 | NG | -19.04225285 | 41.60949726 | -60.65175011 | -60.65175011
2002-11-01 00:00:00 | NG | -5.41413617 | 31.95766297 | -37.37179914 | -37.37179914
2002-12-01 00:00:00 | NG | 2.10527256 | 38.10662492 | -36.00135236 | -36.00135236
2003-01-01 00:00:00 | NG | 4.36194435 | 7.6357167 | -3.27377235 | -3.27377235
2003-02-01 00:00:00 | NG | 3.71021162 | 6.87415979 | -3.16394817 | -3.16394817
2003-03-01 00:00:00 | NG | -29.15821622 | -27.69945554 | -1.45876068 | -1.45876068
2003-04-01 00:00:00 | NG | -28.06409516 | -26.70810863 | -1.35598653 | -1.35598653
2003-05-01 00:00:00 | NG | -19.85030746 | -18.51499716 | -1.3353103 | -1.3353103
2003-06-01 00:00:00 | NG | -19.19281044 | -17.84602152 | -1.34678892 | -1.34678892
2003-07-01 00:00:00 | NG | -19.84572916 | -18.36699902 | -1.47873014 | -1.47873014
2003-08-01 00:00:00 | NG | -19.84403228 | -18.28897745 | -1.55505483 | -1.55505483
2003-09-01 00:00:00 | NG | -19.14788295 | -17.62074491 | -1.52713804 | -1.52713804
2003-10-01 00:00:00 | NG | -28.57646473 | -26.92307039 | -1.65339434 | -1.65339434
2003-11-01 00:00:00 | NG | -30.90217814 | -29.61790763 | -1.28427051 | -1.28427051
2003-12-01 00:00:00 | NG | -29.14125803 | -25.52829986 | -3.61295817 | -3.61295817
2004-01-01 00:00:00 | NG | -27.29007163 | -25.40807811 | -1.88199352 | -1.88199352
2004-02-01 00:00:00 | NG | -25.05330644 | -23.65666524 | -1.3966412 | -1.3966412
2004-03-01 00:00:00 | NG | -30.79165221 | -30.04329781 | -0.7483544 | -0.7483544
2004-04-01 00:00:00 | NG | -29.5669136 | -28.932965 | -0.6339486 | -0.6339486
2004-05-01 00:00:00 | NG | -21.87624268 | -21.245293 | -0.63094968 | -0.63094968
2004-06-01 00:00:00 | NG | -21.1252525 | -20.45803403 | -0.66721847 | -0.66721847
2004-07-01 00:00:00 | NG | -21.7748343 | -21.03819863 | -0.73663567 | -0.73663567
2004-08-01 00:00:00 | NG | -21.7141615 | -20.93352811 | -0.78063339 | -0.78063339
2004-09-01 00:00:00 | NG | -20.92000054 | -20.15555125 | -0.76444929 | -0.76444929
2004-10-01 00:00:00 | NG | -29.86723788 | -29.02836315 | -0.83887473 | -0.83887473
2004-11-01 00:00:00 | NG | -28.71960784 | -27.94917091 | -0.77043693 | -0.77043693
2004-12-01 00:00:00 | NG | -26.17521784 | -24.0785488 | -2.09666904 | -2.09666904
2005-01-01 00:00:00 | NG | -25.67004779 | -23.95376523 | -1.71628256 | -1.71628256
2005-02-01 00:00:00 | NG | -22.84930696 | -21.52300547 | -1.32630149 | -1.32630149
2005-03-01 00:00:00 | NG | -28.84146323 | -28.30302417 | -0.53843906 | -0.53843906
2005-04-01 00:00:00 | NG | -27.58237438 | -27.24612659 | -0.33624779 | -0.33624779
2005-05-01 00:00:00 | NG | -20.28709636 | -19.99925347 | -0.28784289 | -0.28784289
2005-06-01 00:00:00 | NG | -19.55293411 | -19.25161092 | -0.30132319 | -0.30132319
2005-07-01 00:00:00 | NG | -19.79149786 | -19.79129574 | -0.00020212 | -0.00020212
2005-08-01 00:00:00 | NG | -20.01743893 | -19.68634913 | -0.3310898 | -0.3310898
2005-09-01 00:00:00 | NG | -19.28884483 | -18.94914897 | -0.33969586 | -0.33969586
2005-10-01 00:00:00 | NG | -27.65485472 | -27.28284265 | -0.37201207 | -0.37201207
2005-11-01 00:00:00 | NG | -30.02600144 | -29.54661001 | -0.47939143 | -0.47939143
2005-12-01 00:00:00 | NG | -27.28243016 | -25.99617884 | -1.28625132 | -1.28625132
2006-01-01 00:00:00 | NG | -28.03984954 | -25.85475675 | -2.18509279 | -2.18509279
2006-02-01 00:00:00 | NG | -24.99477279 | -23.22518988 | -1.76958291 | -1.76958291
2006-03-01 00:00:00 | NG | -30.72109625 | -29.89213052 | -0.82896573 | -0.82896573
2006-04-01 00:00:00 | NG | -29.32389608 | -28.76920623 | -0.55468985 | -0.55468985
2006-05-01 00:00:00 | NG | -22.60180936 | -22.05335044 | -0.54845892 | -0.54845892
2006-06-01 00:00:00 | NG | -21.8050496 | -21.2248227 | -0.5802269 | -0.5802269
2006-07-01 00:00:00 | NG | -22.45017806 | -21.81808895 | -0.63208911 | -0.63208911
2006-08-01 00:00:00 | NG | -22.36602597 | -21.70278407 | -0.6632419 | -0.6632419
2006-09-01 00:00:00 | NG | -21.54639334 | -20.89099534 | -0.655398 | -0.655398
2006-10-01 00:00:00 | NG | 7.10865963 | 7.80929425 | -0.70063462 | -0.70063462
2006-11-01 00:00:00 | NG | 6.72406048 | 7.51669119 | -0.79263071 | -0.79263071
2006-12-01 00:00:00 | NG | 9.92443866 | 11.83124179 | -1.90680313 | -1.90680313
2007-01-01 00:00:00 | NG | 10.20359196 | 11.76676114 | -1.56316918 | -1.56316918
2007-02-01 00:00:00 | NG | 9.34585366 | 10.5697636 | -1.22390994 | -1.22390994
2007-03-01 00:00:00 | NG | 6.47459093 | 7.60419729 | -1.12960636 | -1.12960636
2007-04-01 00:00:00 | NG | 6.32379456 | 7.31833486 | -0.9945403 | -0.9945403
2007-05-01 00:00:00 | NG | 13.53723323 | 14.57537796 | -1.03814473 | -1.03814473
2007-06-01 00:00:00 | NG | 13.00196881 | 14.02869205 | -1.02672324 | -1.02672324
2007-07-01 00:00:00 | NG | 13.33449761 | 14.41983252 | -1.08533491 | -1.08533491
2007-08-01 00:00:00 | NG | 13.2314736 | 14.34083543 | -1.10936183 | -1.10936183
2007-09-01 00:00:00 | NG | 12.71957769 | 13.80181741 | -1.08223972 | -1.08223972
2007-10-01 00:00:00 | NG | 6.18662888 | 7.32155316 | -1.13492428 | -1.13492428
2007-11-01 00:00:00 | NG | 5.86206526 | 7.04598142 | -1.18391616 | -1.18391616
2007-12-01 00:00:00 | NG | 8.44780258 | 11.08851684 | -2.64071426 | -2.64071426
2008-01-01 00:00:00 | NG | 22.50259206 | 22.50259206 | 0 | 0
2008-02-01 00:00:00 | NG | 20.93206403 | 20.93206403 | 0 | 0
2008-03-01 00:00:00 | NG | 22.25700008 | 22.25700008 | 0 | 0
2008-04-01 00:00:00 | NG | 21.41638867 | 21.41638867 | 0 | 0
2008-05-01 00:00:00 | NG | 28.61005511 | 28.61005511 | 0 | 0
2008-06-01 00:00:00 | NG | 27.52800732 | 27.52800732 | 0 | 0
2008-07-01 00:00:00 | NG | 28.28662332 | 28.28662332 | 0 | 0
2008-08-01 00:00:00 | NG | 28.12251136 | 28.12251136 | 0 | 0
2008-09-01 00:00:00 | NG | 27.05669223 | 27.05669223 | 0 | 0
2008-10-01 00:00:00 | NG | 21.38470925 | 21.38470925 | 0 | 0
2008-11-01 00:00:00 | NG | 20.57313297 | 20.57313297 | 0 | 0
2008-12-01 00:00:00 | NG | 21.13730808 | 21.13730808 | 0 | 0
2009-01-01 00:00:00 | NG | 21.01182075 | 21.01182075 | 0 | 0
2009-02-01 00:00:00 | NG | 18.8652293 | 18.8652293 | 0 | 0
2009-03-01 00:00:00 | NG | 20.77346584 | 20.77346584 | 0 | 0
2009-04-01 00:00:00 | NG | 19.98462256 | 19.98462256 | 0 | 0
2009-05-01 00:00:00 | NG | 26.70184878 | 26.70184878 | 0 | 0
2009-06-01 00:00:00 | NG | 25.69672754 | 25.69672754 | 0 | 0
2009-07-01 00:00:00 | NG | 26.40990568 | 26.40990568 | 0 | 0
2009-08-01 00:00:00 | NG | 26.26215413 | 26.26215413 | 0 | 0
2009-09-01 00:00:00 | NG | 25.27240527 | 25.27240527 | 0 | 0
2009-10-01 00:00:00 | NG | 19.97894972 | 19.97894972 | 0 | 0
2009-11-01 00:00:00 | NG | 19.22540321 | 19.22540321 | 0 | 0
2009-12-01 00:00:00 | NG | 19.75749549 | 19.75749549 | 0 | 0
2010-01-01 00:00:00 | NG | 19.64543759 | 19.64543759 | 0 | 0
2010-02-01 00:00:00 | NG | 17.6433495 | 17.6433495 | 0 | 0
2010-03-01 00:00:00 | NG | 19.43307555 | 19.43307555 | 0 | 0
2010-04-01 00:00:00 | NG | 18.69868687 | 18.69868687 | 0 | 0
2010-05-01 00:00:00 | NG | 24.97921217 | 24.97921217 | 0 | 0
2010-06-01 00:00:00 | NG | 24.03448854 | 24.03448854 | 0 | 0
2010-07-01 00:00:00 | NG | 24.69711205 | 24.69711205 | 0 | 0
2010-08-01 00:00:00 | NG | 24.5544007 | 24.5544007 | 0 | 0
2010-09-01 00:00:00 | NG | 23.62464259 | 23.62464259 | 0 | 0
2010-10-01 00:00:00 | NG | 18.67297848 | 18.67297848 | 0 | 0
2010-11-01 00:00:00 | NG | 17.96536674 | 17.96536674 | 0 | 0
2010-12-01 00:00:00 | NG | 18.45928204 | 18.45928204 | 0 | 0
2011-01-01 00:00:00 | NG | 18.35119371 | 18.35119371 | 0 | 0
2011-02-01 00:00:00 | NG | 16.47795657 | 16.47795657 | 0 | 0
2011-03-01 00:00:00 | NG | 18.14643575 | 18.14643575 | 0 | 0
2011-04-01 00:00:00 | NG | 17.45744249 | 17.45744249 | 0 | 0
2011-05-01 00:00:00 | NG | 23.31688646 | 23.31688646 | 0 | 0
2011-06-01 00:00:00 | NG | 22.43088617 | 22.43088617 | 0 | 0
2011-07-01 00:00:00 | NG | 23.04517654 | 23.04517654 | 0 | 0
2011-08-01 00:00:00 | NG | 22.9077768 | 22.9077768 | 0 | 0
2011-09-01 00:00:00 | NG | 22.03629579 | 22.03629579 | 0 | 0
2011-10-01 00:00:00 | NG | 17.41443062 | 17.41443062 | 0 | 0
2011-11-01 00:00:00 | NG | 16.75141598 | 16.75141598 | 0 | 0
2011-12-01 00:00:00 | NG | 17.20887931 | 17.20887931 | 0 | 0
2012-01-01 00:00:00 | NG | 17.10495228 | 17.10495228 | 0 | 0
2012-02-01 00:00:00 | NG | 15.90452261 | 15.90452261 | 0 | 0
2012-03-01 00:00:00 | NG | 16.90482961 | 16.90482961 | 0 | 0
2012-04-01 00:00:00 | NG | 16.26175917 | 16.26175917 | 0 | 0
2012-05-01 00:00:00 | NG | 21.72808126 | 21.72808126 | 0 | 0
2012-06-01 00:00:00 | NG | 20.91080422 | 20.91080422 | 0 | 0
2012-07-01 00:00:00 | NG | 21.49196915 | 21.49196915 | 0 | 0
2012-08-01 00:00:00 | NG | 21.37277001 | 21.37277001 | 0 | 0
2012-09-01 00:00:00 | NG | 20.56848659 | 20.56848659 | 0 | 0
2012-10-01 00:00:00 | NG | 16.26136047 | 16.26136047 | 0 | 0
2012-11-01 00:00:00 | NG | 15.64923847 | 15.64923847 | 0 | 0
2012-12-01 00:00:00 | NG | 16.08370408 | 16.08370408 | 0 | 0
2013-01-01 00:00:00 | NG | 15.99402061 | 15.99402061 | 0 | 0
2013-02-01 00:00:00 | NG | 14.36557212 | 14.36557212 | 0 | 0
2013-03-01 00:00:00 | NG | 15.82444629 | 15.82444629 | 0 | 0