Spreadsheet: errol_mclaughlin_jr__10316__NeuminMinibook
Sheet: Swaps

Fixed |  |  |  |  |  |  |  |  | Totals
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
NEUMINPROCO | N52632.1 | F | NX3 | 2001-03-01 00:00:00 | -1240000 | 0 | 1 | 5.09033333 | 2.65 | 0 | -3026013.3333
NEUMINPROCO | N52632.1 | F | NX3 | 2001-04-01 00:00:00 | -1200000 | -1197047.6624 | 0.997539718626542 | 4.927 | 2.65 | 0 | -2725677.5272
NEUMINPROCO | N52632.1 | F | NX3 | 2001-05-01 00:00:00 | -1240000 | -1231837.082 | 0.993417001651235 | 4.96 | 2.65 | 0 | -2845543.6595
NEUMINPROCO | N52632.1 | F | NX3 | 2001-06-01 00:00:00 | -1200000 | -1187139.9897 | 0.989283324729296 | 5 | 2.65 | 0 | -2789778.9757
NEUMINPROCO | N52632.1 | F | NX3 | 2001-07-01 00:00:00 | -1240000 | -1221959.1249 | 0.985450907202032 | 5.043 | 2.65 | 0 | -2924148.186
NEUMINPROCO | N52632.1 | F | NX3 | 2001-08-01 00:00:00 | -1240000 | -1217186.6201 | 0.981602112995971 | 5.068 | 2.65 | 0 | -2943157.2474
NEUMINPROCO | N52632.1 | F | NX3 | 2001-09-01 00:00:00 | -1200000 | -1173475.819 | 0.977896515834772 | 5.048 | 2.65 | 0 | -2813995.014
NEUMINPROCO | N52632.1 | F | NX3 | 2001-10-01 00:00:00 | -1240000 | -1208215.505 | 0.974367342719328 | 5.058 | 2.65 | 0 | -2909382.936
NEUMINPROCO | N52632.1 | F | NX3 | 2001-11-01 00:00:00 | -1200000 | -1164828.2271 | 0.97069018928784 | 5.185 | 2.65 | 0 | -2952839.5558
NEUMINPROCO | N52632.1 | F | NX3 | 2001-12-01 00:00:00 | -1240000 | -1199334.4289 | 0.967205184595465 | 5.305 | 2.65 | 0 | -3184232.9087
NEUMINPROCO | N52632.2 | F | NX3 | 2001-03-01 00:00:00 | -310000 | 0 | 1 | 5.09033333 | 2.65 | 0 | -756503.3333
NEUMINPROCO | N52632.2 | F | NX3 | 2001-04-01 00:00:00 | -300000 | -299261.9156 | 0.997539718626542 | 4.927 | 2.65 | 0 | -681419.3818
NEUMINPROCO | N52632.2 | F | NX3 | 2001-05-01 00:00:00 | -310000 | -307959.2705 | 0.993417001651235 | 4.96 | 2.65 | 0 | -711385.9149
NEUMINPROCO | N52632.2 | F | NX3 | 2001-06-01 00:00:00 | -300000 | -296784.9974 | 0.989283324729296 | 5 | 2.65 | 0 | -697444.7439
NEUMINPROCO | N52632.2 | F | NX3 | 2001-07-01 00:00:00 | -310000 | -305489.7812 | 0.985450907202032 | 5.043 | 2.65 | 0 | -731037.0465
NEUMINPROCO | N52632.2 | F | NX3 | 2001-08-01 00:00:00 | -310000 | -304296.655 | 0.981602112995971 | 5.068 | 2.65 | 0 | -735789.3119
NEUMINPROCO | N52632.2 | F | NX3 | 2001-09-01 00:00:00 | -300000 | -293368.9548 | 0.977896515834772 | 5.048 | 2.65 | 0 | -703498.7535
NEUMINPROCO | N52632.2 | F | NX3 | 2001-10-01 00:00:00 | -310000 | -302053.8762 | 0.974367342719328 | 5.058 | 2.65 | 0 | -727345.734
NEUMINPROCO | N52632.2 | F | NX3 | 2001-11-01 00:00:00 | -300000 | -291207.0568 | 0.97069018928784 | 5.185 | 2.65 | 0 | -738209.889
NEUMINPROCO | N52632.2 | F | NX3 | 2001-12-01 00:00:00 | -310000 | -299833.6072 | 0.967205184595465 | 5.305 | 2.65 | 0 | -796058.2272
NEUMINPROCO | N52632.4 | F | NX3 | 2001-03-01 00:00:00 | 1550000 | 0 | 1 | 5.09033333 | 2.64 | 0 | 3798016.6667
NEUMINPROCO | N52632.4 | F | NX3 | 2001-04-01 00:00:00 | 1500000 | 1496309.5779 | 0.997539718626542 | 4.927 | 2.64 | 0 | 3422060.0047
NEUMINPROCO | N52632.4 | F | NX3 | 2001-05-01 00:00:00 | 1550000 | 1539796.3526 | 0.993417001651235 | 4.96 | 2.64 | 0 | 3572327.5379
NEUMINPROCO | N52632.4 | F | NX3 | 2001-06-01 00:00:00 | 1500000 | 1483924.9871 | 0.989283324729296 | 5 | 2.64 | 0 | 3502062.9695
NEUMINPROCO | N52632.4 | F | NX3 | 2001-07-01 00:00:00 | 1550000 | 1527448.9062 | 0.985450907202032 | 5.043 | 2.64 | 0 | 3670459.7215
NEUMINPROCO | N52632.4 | F | NX3 | 2001-08-01 00:00:00 | 1550000 | 1521483.2751 | 0.981602112995971 | 5.068 | 2.64 | 0 | 3694161.392
NEUMINPROCO | N52632.4 | F | NX3 | 2001-09-01 00:00:00 | 1500000 | 1466844.7738 | 0.977896515834772 | 5.048 | 2.64 | 0 | 3532162.2152
NEUMINPROCO | N52632.4 | F | NX3 | 2001-10-01 00:00:00 | 1550000 | 1510269.3812 | 0.974367342719328 | 5.058 | 2.64 | 0 | 3651831.3638
NEUMINPROCO | N52632.4 | F | NX3 | 2001-11-01 00:00:00 | 1500000 | 1456035.2839 | 0.97069018928784 | 5.185 | 2.64 | 0 | 3705609.7976
NEUMINPROCO | N52632.4 | F | NX3 | 2001-12-01 00:00:00 | 1550000 | 1499168.0361 | 0.967205184595465 | 5.305 | 2.64 | 0 | 3995282.8163
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-03-01 00:00:00 | 310000 | 0 | 1 | 5.09033333 | 2.78 | 0 | 716203.3333
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-04-01 00:00:00 | 300000 | 299261.9156 | 0.997539718626542 | 4.927 | 2.78 | 0 | 642515.3328
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-05-01 00:00:00 | 310000 | 307959.2705 | 0.993417001651235 | 4.96 | 2.78 | 0 | 671351.2097
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-06-01 00:00:00 | 300000 | 296784.9974 | 0.989283324729296 | 5 | 2.78 | 0 | 658862.6943
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-07-01 00:00:00 | 310000 | 305489.7812 | 0.985450907202032 | 5.043 | 2.78 | 0 | 691323.3749
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-08-01 00:00:00 | 310000 | 304296.655 | 0.981602112995971 | 5.068 | 2.78 | 0 | 696230.7467
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-09-01 00:00:00 | 300000 | 293368.9548 | 0.977896515834772 | 5.048 | 2.78 | 0 | 665360.7894
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-10-01 00:00:00 | 310000 | 302053.8762 | 0.974367342719328 | 5.058 | 2.78 | 0 | 688078.7301
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-11-01 00:00:00 | 300000 | 291207.0568 | 0.97069018928784 | 5.185 | 2.78 | 0 | 700352.9716
NEUMINPROCO | NB3013.1 | F | NX3 | 2001-12-01 00:00:00 | 310000 | 299833.6072 | 0.967205184595465 | 5.305 | 2.78 | 0 | 757079.8582
NEUMINPROCO | NC1727.1 | F | NX3 | 2001-03-01 00:00:00 | 1395000 | 0 | 1 | 5.09033333 | 2.85 | 0 | 3125265
NEUMINPROCO | NC1727.1 | F | NX3 | 2001-04-01 00:00:00 | 1350000 | 1346678.6201 | 0.997539718626542 | 4.927 | 2.725 | 0 | 2965386.3216
NEUMINPROCO | NC1727.1 | F | NX3 | 2001-05-01 00:00:00 | 1395000 | 1385816.7173 | 0.993417001651235 | 4.96 | 2.665 | 0 | 3180449.3662
NEUMINPROCO | NS2843.1 | F | NX3 | 2001-06-01 00:00:00 | 300000 | 296784.9974 | 0.989283324729296 | 5 | 3.39 | 0 | 477823.8458
NEUMINPROCO | NS2843.1 | F | NX3 | 2001-07-01 00:00:00 | 310000 | 305489.7812 | 0.985450907202032 | 5.043 | 3.39 | 0 | 504974.6084
NEUMINPROCO | NS2843.1 | F | NX3 | 2001-08-01 00:00:00 | 310000 | 304296.655 | 0.981602112995971 | 5.068 | 3.39 | 0 | 510609.7871
NEUMINPROCO | NZ8562.1 | F | NX3 | 2001-03-01 00:00:00 | -1263250 | 0 | 1 | 5.09033333 | 2.8282 | 0 | -2857639.9333
NEUMINPROCO | NZ8562.1 | F | NX3 | 2001-04-01 00:00:00 | -1222500 | -1219492.306 | 0.997539718626542 | 4.927 | 2.7259 | 0 | -2684224.5148
NEUMINPROCO | NZ8562.1 | F | NX3 | 2001-05-01 00:00:00 | -1263250 | -1254934.0273 | 0.993417001651235 | 4.96 | 2.6768 | 0 | -2865265.3712
NEUMINPROCO | NZ8562.1 | F | NX3 | 2001-06-01 00:00:00 | -172500 | -170651.3735 | 0.989283324729296 | 5 | 3.06 | 0 | -331063.6646
NEUMINPROCO | NZ8562.1 | F | NX3 | 2001-07-01 00:00:00 | -178250 | -175656.6242 | 0.985450907202032 | 5.043 | 3.06 | 0 | -348327.0858
NEUMINPROCO | NZ8562.1 | F | NX3 | 2001-08-01 00:00:00 | -178250 | -174970.5766 | 0.981602112995971 | 5.068 | 3.06 | 0 | -351340.9179
NEUMINPROCO | [NAME] | F | NX3 | 2002-01-01 00:00:00 | 441750 | 425657.6659 | 0.963571399800013 | 5.34 | 4.2727 | 0 | 454304.4268
NEUMINPROCO | [NAME] | F | NX3 | 2002-02-01 00:00:00 | 399000 | 382970.8661 | 0.959826732100025 | 5.145 | 4.0477 | 0 | 420233.9314
NEUMINPROCO | [NAME] | F | NX3 | 2002-03-01 00:00:00 | 441750 | 422518.0567 | 0.956464191814301 | 4.852 | 3.8177 | 0 | 437010.4261
NEUMINPROCO | [NAME] | F | NX3 | 2002-04-01 00:00:00 | 427500 | 407293.2715 | 0.952732798872135 | 4.509 | 3.5777 | 0 | 379312.2238
NEUMINPROCO | [NAME] | F | NX3 | 2002-05-01 00:00:00 | 441750 | 419263.8075 | 0.94909747022439 | 4.422 | 3.4857 | 0 | 392556.7029
NEUMINPROCO | [NAME] | F | NX3 | 2002-06-01 00:00:00 | 427500 | 404138.2363 | 0.94535259950135 | 4.439 | 3.4707 | 0 | 391327.0542
NEUMINPROCO | [NAME] | F | NX3 | 2002-07-01 00:00:00 | 441750 | 415989.6924 | 0.941685777983532 | 4.485 | 3.4827 | 0 | 416946.4687
NEUMINPROCO | [NAME] | F | NX3 | 2002-08-01 00:00:00 | 441750 | 414276.5522 | 0.937807701706569 | 4.499 | 3.4997 | 0 | 413986.5586
NEUMINPROCO | [NAME] | F | NX3 | 2002-09-01 00:00:00 | 427500 | 399252.4699 | 0.933923906192992 | 4.481 | 3.4977 | 0 | 392584.9537
NEUMINPROCO | [NAME] | F | NX3 | 2002-10-01 00:00:00 | 441750 | 410882.8993 | 0.930125408789867 | 4.476 | 3.5007 | 0 | 400734.0917
NEUMINPROCO | [NAME] | F | NX3 | 2002-11-01 00:00:00 | 427500 | 395924.5618 | 0.926139325821498 | 4.586 | 3.5977 | 0 | 391292.2444
NEUMINPROCO | [NAME] | F | NX3 | 2002-12-01 00:00:00 | 441750 | 407412.2661 | 0.922268853572591 | 4.692 | 3.6847 | 0 | 410386.3756
NEUMINPROCO | [NAME] | F | NX3 | 2003-01-01 00:00:00 | 1085000 | 996271.1777 | 0.918222283622021 | 4.732 | 3.6267 | 0 | 1101178.5327
NEUMINPROCO | [NAME] | F | NX3 | 2003-02-01 00:00:00 | 980000 | 895834.4841 | 0.914116820463772 | 4.601 | 3.4557 | 0 | 1025999.2346
NEUMINPROCO | [NAME] | F | NX3 | 2003-03-01 00:00:00 | 1085000 | 987775.7095 | 0.910392358979222 | 4.438 | 3.2667 | 0 | 1156981.6885
NEUMINPROCO | [NAME] | F | NX3 | 2003-04-01 00:00:00 | 1050000 | 951594.4924 | 0.906280468996002 | 4.247 | 3.0787 | 0 | 1111747.8455
NEUMINPROCO | [NAME] | F | NX3 | 2003-05-01 00:00:00 | 1085000 | 979024.7818 | 0.902326987837123 | 4.217 | 3.0227 | 0 | 1169249.2969
NEUMINPROCO | [NAME] | F | NX3 | 2003-06-01 00:00:00 | 1050000 | 943140.7567 | 0.898229292068746 | 4.246 | 3.0277 | 0 | 1149028.3839
NEUMINPROCO | [NAME] | F | NX3 | 2003-07-01 00:00:00 | 1085000 | 970273.4263 | 0.894261222366134 | 4.266 | 3.0357 | 0 | 1193727.3963
NEUMINPROCO | [NAME] | F | NX3 | 2003-08-01 00:00:00 | 1085000 | 965827.1491 | 0.890163271066454 | 4.304 | 3.0397 | 0 | 1221095.2646
NEUMINPROCO | [NAME] | F | NX3 | 2003-09-01 00:00:00 | 1050000 | 930357.891 | 0.886055134259263 | 4.302 | 3.0287 | 0 | 1184624.7026
NEUMINPROCO | [NAME] | F | NX3 | 2003-10-01 00:00:00 | 1085000 | 957059.6054 | 0.882082585600397 | 4.31 | 3.0157 | 0 | 1238722.2472
NEUMINPROCO | [NAME] | F | NX3 | 2003-11-01 00:00:00 | 1050000 | 921884.2723 | 0.877985021221994 | 4.432 | 3.1127 | 0 | 1216241.9204
NEUMINPROCO | [NAME] | F | NX3 | 2003-12-01 00:00:00 | 1085000 | 948303.4077 | 0.874012357362119 | 4.56 | 3.1997 | 0 | 1289977.1255
NEUMINPROCO | [NAME] | F | NX3 | 2004-01-01 00:00:00 | 1085000 | 943832.2574 | 0.869891481445243 | 4.6 | 3.3987 | 0 | 1133825.6908
NEUMINPROCO | [NAME] | F | NX3 | 2004-02-01 00:00:00 | 1015000 | 878740.054 | 0.865753747809034 | 4.48 | 3.2317 | 0 | 1096931.2094
NEUMINPROCO | [NAME] | F | NX3 | 2004-03-01 00:00:00 | 1085000 | 935135.4785 | 0.861876017068028 | 4.34 | 3.0457 | 0 | 1210345.8498
NEUMINPROCO | [NAME] | F | NX3 | 2004-04-01 00:00:00 | 1050000 | 900651.6488 | 0.857763475091967 | 4.227 | 2.8607 | 0 | 1230560.3478
NEUMINPROCO | [NAME] | F | NX3 | 2004-05-01 00:00:00 | 1085000 | 926395.2711 | 0.853820526363724 | 4.267 | 2.8057 | 0 | 1353741.4097
NEUMINPROCO | [NAME] | F | NX3 | 2004-06-01 00:00:00 | 1050000 | 892230.261 | 0.849743105718756 | 4.316 | 2.8117 | 0 | 1342181.9816
NEUMINPROCO | [NAME] | F | NX3 | 2004-07-01 00:00:00 | 1085000 | 917696.4415 | 0.845803171928179 | 4.346 | 2.8197 | 0 | 1400680.0787
NEUMINPROCO | [NAME] | F | NX3 | 2004-08-01 00:00:00 | 1085000 | 913287.2672 | 0.841739416808377 | 4.404 | 2.8237 | 0 | 1443267.8684
NEUMINPROCO | [NAME] | F | NX3 | 2004-09-01 00:00:00 | 1050000 | 879557.7119 | 0.837674011370931 | 4.412 | 2.8117 | 0 | 1407556.2064
NEUMINPROCO | [NAME] | F | NX3 | 2004-10-01 00:00:00 | 1085000 | 904617.669 | 0.833749003727654 | 4.44 | 2.7977 | 0 | 1485653.5979
NEUMINPROCO | [NAME] | F | NX3 | 2004-11-01 00:00:00 | 1050000 | 871187.918 | 0.829702779007097 | 4.562 | 2.8897 | 0 | 1456887.5552
NEUMINPROCO | [NAME] | F | NX3 | 2004-12-01 00:00:00 | 1085000 | 895978.7428 | 0.825786859721054 | 4.69 | 2.9737 | 0 | 1537768.3163
NEUMINPROCO | [NAME] | F | NX3 | 2005-01-01 00:00:00 | 1085000 | 891578.1023 | 0.821730969886415 | 4.66 | 3.2807 | 0 | 1229753.6765
NEUMINPROCO | [NAME] | F | NX3 | 2005-02-01 00:00:00 | 980000 | 801313.696 | 0.817667036721281 | 4.54 | 3.1177 | 0 | 1139708.4698
NEUMINPROCO | [NAME] | F | NX3 | 2005-03-01 00:00:00 | 1085000 | 883185.8646 | 0.813996188581315 | 4.4 | 2.9347 | 0 | 1294132.2474
NEUMINPROCO | [NAME] | F | NX3 | 2005-04-01 00:00:00 | 1050000 | 850494.8216 | 0.809995068158835 | 4.287 | 2.7527 | 0 | 1304914.2047
NEUMINPROCO | [NAME] | F | NX3 | 2005-05-01 00:00:00 | 1085000 | 874701.0773 | 0.806176108123391 | 4.327 | 2.6987 | 0 | 1424275.7642
NEUMINPROCO | [NAME] | F | NX3 | 2005-06-01 00:00:00 | 1050000 | 842345.427 | 0.802233740035336 | 4.376 | 2.7057 | 0 | 1406969.5668
NEUMINPROCO | [NAME] | F | NX3 | 2005-07-01 00:00:00 | 1085000 | 866288.3397 | 0.798422432888926 | 4.406 | 2.7137 | 0 | 1466019.7572
NEUMINPROCO | [NAME] | F | NX3 | 2005-08-01 00:00:00 | 1085000 | 862019.7261 | 0.794488226830062 | 4.464 | 2.7177 | 0 | 1505345.0477
NEUMINPROCO | [NAME] | F | NX3 | 2005-09-01 00:00:00 | 1050000 | 830086.28 | 0.7905583618659 | 4.472 | 2.7047 | 0 | 1467011.4826
NEUMINPROCO | [NAME] | F | NX3 | 2005-10-01 00:00:00 | 1085000 | 853634.0809 | 0.786759521538613 | 4.5 | 2.6897 | 0 | 1545333.7766
NEUMINPROCO | [NAME] | F | NX3 | 2005-11-01 00:00:00 | 1050000 | 821980.5032 | 0.782838574494126 | 4.622 | 2.7767 | 0 | 1516800.6226
NEUMINPROCO | [NAME] | F | NX3 | 2005-12-01 00:00:00 | 1085000 | 845267.7349 | 0.779048603551454 | 4.75 | 2.8577 | 0 | 1599500.1347
NEUMINPROCO | [NAME] | F | NX3 | 2006-01-01 00:00:00 | 1085000 | 841023.7176 | 0.775137066886322 | 4.73 | 3.2427 | 0 | 1250854.5751
NEUMINPROCO | [NAME] | F | NX3 | 2006-02-01 00:00:00 | 980000 | 755805.889 | 0.771230499015008 | 4.61 | 3.0837 | 0 | 1153586.5284
NEUMINPROCO | [NAME] | F | NX3 | 2006-03-01 00:00:00 | 1085000 | 832961.401 | 0.76770636040475 | 4.47 | 2.9037 | 0 | 1304667.4424
NEUMINPROCO | [NAME] | F | NX3 | 2006-04-01 00:00:00 | 1050000 | 802027.6843 | 0.763835889836294 | 4.357 | 2.7247 | 0 | 1309149.7891
NEUMINPROCO | [NAME] | F | NX3 | 2006-05-01 00:00:00 | 1085000 | 824748.2929 | 0.76013667549533 | 4.397 | 2.6717 | 0 | 1422938.2298
NEUMINPROCO | [NAME] | F | NX3 | 2006-06-01 00:00:00 | 1050000 | 794137.0948 | 0.75632104265083 | 4.446 | 2.6797 | 0 | 1402684.3505
NEUMINPROCO | [NAME] | F | NX3 | 2006-07-01 00:00:00 | 1085000 | 816609.2386 | 0.752635242929433 | 4.476 | 2.6877 | 0 | 1460342.3013
NEUMINPROCO | [NAME] | F | NX3 | 2006-08-01 00:00:00 | 1085000 | 812484.5005 | 0.748833641008726 | 4.534 | 2.6917 | 0 | 1496840.1953
NEUMINPROCO | [NAME] | F | NX3 | 2006-09-01 00:00:00 | 1050000 | 782291.2627 | 0.745039297846822 | 4.542 | 2.6777 | 0 | 1458425.6011
NEUMINPROCO | [NAME] | F | NX3 | 2006-10-01 00:00:00 | 1085000 | 804391.1639 | 0.74137434460229 | 4.57 | 2.6617 | 0 | 1535019.6581
NEUMINPROCO | [NAME] | F | NX3 | 2006-11-01 00:00:00 | 1050000 | 774474.2601 | 0.737594533414943 | 4.692 | 2.7437 | 0 | 1508908.2009
NEUMINPROCO | [NAME] | F | NX3 | 2006-12-01 00:00:00 | 1085000 | 796329.0243 | 0.733943801171001 | 4.82 | 2.8217 | 0 | 1591304.2892