Spreadsheet: larry_campbell__21462__Gas021800
Sheet: GreeksByBasis

 | Summary of Changes in Retail Gas Positions By Basis Point
 |  | 2000-02-18 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 | -4952695.14033 | -1510739.338775 | -111977073.506542 | -317983191.254196 | -111104668.063859 | -113521135.466845 | 0 | 0 | -1887.033695 | 521169.79024219 |  | -1866.923530999571 | 15471.76237699995 | -221169.0421700031 | 139194.6398010254 | -220198.3914410025 | -224751.3121430129 |  |  | 23.21007599999984 | 1414.331896790012
 | East | -29179077.923186 | -971010.485841 | 3027311.751235 | 23348813.765473 | 4726497.334029 | -20867213.391455 | 0 | 0 | 4721.652072 | -1023191.32496276 |  | 236814.0467140004 | 255803.9567539999 | -369228.4195370004 | -629522.7082890011 | -362767.5549639994 | -422867.3207629994 |  |  | 73.93271999999979 | -6610.352476180065
 | West | -2241799.9519 | -319924.333221 | -18081509.78175 | -45011705.26101 | -17088845.404363 | -22527097.322362 | 0 | 0 | 504.061618 | -46367.33498912 |  | -763.9486120003276 | -431.7041509999544 | -54183.83167700097 | -30099.93545199931 | -53730.82954499871 | -64122.48736099899 |  |  | 9.15651600000001 | -260.1093257699977
 | None | 34084160.027346 | 26674.716925 | -166249.195669 | -438379.009275 | -166249.195669 | -166249.195669 | 0 | 0 | 2175.924723 | -167566.4526448 |  | -135659.7340900004 | 9.047524000001431 | -357143.967402 | -975000.264069 | -357143.967402 | -357143.967402 |  |  | -117.5793739999999 | 3594.997969610005
 | Total | -2289412.988069996 | -2774999.440912 | -127197520.732726 | -3400844.61759008 | -123633265.329862 | -157081695.376331 | 0 | 0 | 5514.604717999999 | -715955.32235449 |  | 98523.44048100011 | 270853.0625039999 | -1001725.260786004 | -14954.28268009026 | -993840.7433519947 | -1068885.087668992 | 0 | 0 | -11.28006199999983 | -1861.13193555002
 |  | ([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 | -45423.482378 | -45423.482378 | -45423.482378 | -1276.05760233 | -43020.580159 | -43020.580159 | 0 | 0 | -1.745843 | 82.32281918999999 |  | -9.18417700000282 | -9.18417700000282 | -9.18417700000282 | 8.543415020000111 | -8.698331999999937 | -8.698331999999937 | 0 | 0 | 0.1447669999999999 | -5.691788310000007
 | IF-ANR/LA | -674808.504872 | -445046.276909 | -1516403.10516 | -37080.28221836 | -1453127.390079 | -1453127.390079 | 0 | 0 | 8.530535 | -506.32264281 |  | -131.4554519999074 | -99.0051289999974 | -356.5993160000071 | 340.366919369997 | -340.7147880000994 | -340.7147880000994 | 0 | 0 | 2.955087000000001 | -66.58800950000006
 | IF-NGPL/MIDCON | 0 | 87304.923442 | -994151.962641 | 0 | -994151.962641 | -994151.962641 | 0 | 0 | -11.125475 | -2.04264596 |  |  | 14.82190500000434 | -167.7909980000695 | 0 | -167.7909980000695 | -167.7909980000695 | 0 | 0 | 0.0037420000000008 | -2.19547636
 | IF-NNG/DEMARCAT | -18318.72779 | -27925.204756 | -86018.40377 | -2264.69566571 | -84280.004106 | -84280.004106 | 0 | 0 | 1.414589 | -52.57531968999999 |  | -3.089922999999544 | -4.968781999999919 | -14.76891700000851 | 20.38810716999978 | -14.47044599999208 | -14.47044599999208 | 0 | 0 | 0.06091000000000002 | -0.2175291499999972
 | IF-NORAM/EAST | -13324.088161 | 27090.7761 | -2137224.703657 | -57219.34416159 | -2028744.926923 | -4152645.542425 | 0 | 0 | 26.319769 | -5560.42315676 |  | -2.305731999998898 | 0.5659869999981311 | -4499.244519999716 | 40.16380237999692 | -4476.506276000058 | -8973.445059000049 | 0 | 0 | -0.03772400000000076 | -16.29294252
 | IF-ONG/OKLAHOMA | 0 | -9721.311032 | -9721.311032 | -247.98571157 | -9721.311032 | -9721.311032 | 0 | 0 | 0.042125 | -0.70436422 |  |  | -1.626980999999432 | -1.626980999999432 | 2.776387920000019 | -1.626980999999432 | -1.626980999999432 | 0 | 0 | -0.005539999999999996 | 0.09524124
 | IF-PAN/TX/OK | -295636.663508 | -201180.367058 | -4120059.334092 | -108233.18959762 | -3995583.613117 | -4019662.278527 | 0 | 0 | 52.546002 | -5823.76400782 |  | -202.6978360000066 | 18831.45603 | 15929.82370600011 | 1033.236505690016 | 16076.97719000001 | 16072.58747400017 | 0 | 0 | 0.8460990000000024 | -40.01354913999967
 | IF-TRUNKL/LA | -25598.25355 | -32783.368614 | -329356.670171 | -8978.232439970001 | -314536.089249 | -321721.204324 | 0 | 0 | 8.299949 | -1859.68782119 |  | -18.64118400000007 | -19.85672999999952 | -659.5399880000041 | 7.04817138999897 | -642.7221520000021 | -643.9377090000198 | 0 | 0 | 0.07545400000000058 | -8.419282370000019
 | IF-WNG/TOK | -172232.530265 | -177643.709772 | -7536994.503833 | -200859.53315806 | -7128146.471135 | -7387762.012661 | 0 | 0 | 66.088734 | -13042.52640779 |  | -324.5986640000192 | -328.0280100000091 | -16197.97808500007 | 93.45503565997933 | -15827.16902199946 | -15877.25811299961 | 0 | 0 | 0.191071000000008 | -61.31701065999914
 | MICH_CG-GD | -14658.867865 | -99072.933258 | -368024.966231 | -10377.72660956 | -368024.966231 | -368024.966231 | 0 | 0 | 4.296293 | -410.58559541 |  | -2.389492000000246 | -36.31246000000101 | -133.5545800000546 | 41.20296585000142 | -133.5545800000546 | -133.5545800000546 | 0 | 0 | 0.088584 | -1.203099849999944
 | NGI-MICH_CG | -23925.909487 | -75018.62185 | -254295.775273 | -7096.58104564 | -254295.775273 | -254295.775273 | 0 | 0 | -0.735734 | -97.74754386000001 |  | -4.54580800000258 | -15.7421469999972 | -44.96484900001087 | 81.35573469999963 | -44.96484900001087 | -44.96484900001087 | 0 | 0 | 0.130862 | -4.362602519999996
 | NGI/CHI. GATE | -3668768.112454 | -511319.76269 | -94579399.288304 | -2746198.28433155 | -94431034.973914 | -94432722.439387 | 0 | 0 | -2040.964639 | 548443.84692851 |  | -1168.015263000038 | -2860.357129000011 | -215013.6134649962 | -276.5906471400522 | -214617.150206998 | -214617.4377619922 | 0 | 0 | 18.75676399999998 | 1620.537945930031
 | CGPR-CHIPPAWA | -834491.091633 | -1904811.210502 | -1904811.210502 | -58482.14017338 | -1904811.210502 | -1904811.210502 | 0 | 0 | -16.802102 | 801.73988537 |  | -153.6679429999785 | -452.7164370000828 | -452.7164370000828 | 340.37776209 | -452.7164370000828 | -452.7164370000828 | 0 | 0 | 3.599482999999999 | -110.38959289
 | GDM-NIAGARA | 20716.474941 | 540926.201525 | 20716.474941 | 588.43029142 | 20716.474941 | 20716.474941 | 0 | 0 | -1.955821 | -202.24924698 |  | 3.587346000000252 | 99.84471299999859 | 3.587346000000252 | -5.674179879999997 | 3.587346000000252 | 3.587346000000252 | 0 | 0 | -0.1003400000000001 | 2.291156760000007
 | IF-CGT/APPALAC | -5649687.873771 | 516783.583017 | 61496983.3563 | 1937757.83753018 | 62232523.921588 | 50835305.031424 | 0 | 0 | 3893.311216 | -908757.70280103 |  | -3004.329153999686 | 464.2632030000095 | 172401.2758059949 | 2130.346420809859 | 173119.8093210012 | 148355.1048080027 | 0 | 0 | 9.763108000000102 | -3864.548579510069
 | IF-CNG/APPALACH | -4924055.401213 | 414899.700864 | -9027026.21332 | -277996.99732023 | -8779419.84211 | -8835155.270917 | 0 | 0 | 232.42137 | -15526.35029739 |  | -786.2949850000441 | 3178.617975000001 | -716421.0723620001 | -19593.90333867003 | -716353.0733690001 | -716362.3701290004 | 0 | 0 | 20.06938700000001 | -521.8671527599981
 | IF-CNG/N_CITYGA | -14866.014841 | 836741.071159 | 826305.332838 | -1025.50008805 | -32151.132676 | 826305.332838 | 0 | 0 | -5.876921 | -45.71410799 |  | -2.814695999999458 | 198.0172240000684 | 200.1358689999906 | 9.047832219999918 | -5.924019000001863 | 200.1358689999906 | 0 | 0 | 0.0532079999999997 | -2.292043039999996
 | IF-CNG/NORTH | -695493.595936 | -121656.884172 | -341741.406963 | -11067.99307139 | -316375.732515 | -786893.565419 | 0 | 0 | -18.432059 | 7212.78809567 |  | -1107.631007999997 | -995.6334290000086 | -1042.061855000036 | -47.2902102299995 | -1017.995984999987 | -2057.563709000009 | 0 | 0 | 1.416255 | -78.49253336000038
 | IF-COLGULF/LA | 0 | -17810.434284 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | -3.09193199999936 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | IF-FGT/Z2 | -126186.164191 | -3480.767054 | -200523.947857 | -4186.61553884 | -148338.168293 | -196673.90221 | 0 | 0 | -7.097069 | 136.37164322 |  | -21.76533900000504 | -0.8882100000000719 | -39.25462699998752 | 39.58112579999943 | -30.49352699998417 | -38.46500600001309 | 0 | 0 | 0.6207229999999999 | -14.24443492
 | IF-HEHUB | -118987.357877 | 441689.888458 | -759889.731398 | -7034.137632499999 | -686142.399928 | -755079.359317 | 0 | 0 | 1.328113 | -114.223383 |  | -20.13784399999713 | 74.74194399995031 | -134.0753080000868 | 76.63505642000018 | -121.5116080000298 | -133.2547890000278 | 0 | 0 | 0.615639 | -11.40955104999999
 | IF-TENN/LA | -225942.627467 | -100282.194742 | -3568409.322558 | -97360.03067035001 | -3551012.040499 | -3558621.43729 | 0 | 0 | 58.996035 | -5264.96884856 |  | -384.7781270000269 | -363.9780740000133 | -11701.15747000044 | -72.24898728000699 | -7572.629871999845 | -11375.30755999964 | 0 | 0 | 0.5898409999999998 | -30.23078619999978
 | IF-TENN/Z5 | -8110.540267 | -8110.540267 | -8110.540267 | -240.1272473 | -8110.540267 | -8110.540267 | 0 | 0 | 0.239233 | -4.32942101 |  | -1.354604000000108 | -1.354604000000108 | -1.354604000000108 | 2.64355814999999 | -1.354604000000108 | -1.354604000000108 | 0 | 0 | 0.043878 | -0.6859417900000002
 | IF-TENN/Z6 | -147391.578996 | -147391.578996 | -147391.578996 | -4888.57548907 | -147391.578996 | -147391.578996 | 0 | 0 | 10.827566 | -1174.38835371 |  | -73.32036599999992 | -73.32036599999992 | -73.32036599999992 | 15.44178834000013 | -73.32036599999992 | -73.32036599999992 | 0 | 0 | 0.3024619999999985 | -17.15175536000015
 | IF-TETCO/ELA | 106756.418564 | 497810.489031 | -1536337.78867 | -32363.96530236 | -1199779.071909 | -1536090.601758 | 0 | 0 | 133.199133 | -10027.8461632 |  | 18.52155600000697 | 145.5355599999893 | -450.1682919999585 | 164.5550088300006 | -378.078419999918 | -450.900110000046 | 0 | 0 | -0.6467360000000042 | 23.08831999999893
 | IF-TETCO/ETX | 0 | 2470.957552 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 0.4104549999997289 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | IF-TETCO/M3 | -6814871.096463 | 611303.975726 | -7242145.597923 | -223038.43692209 | -7212828.94321 | -7236636.952986 | 0 | 0 | 163.37143 | -30220.99144903 |  | -9108.659698000178 | 1320.40283799998 | -2739.833589000627 | 1069.985539589979 | -2731.629300000146 | -2736.276669000275 | 0 | 0 | 15.51195799999999 | -1131.347259339997
 | IF-TETCO/STX | 0 | 252673.792366 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 42.51943600000232 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | IF-TGT/ZSL | -762689.637071 | -326444.820498 | -8425117.603211 | -234899.38805546 | -8236338.061695 | -15295857.751214 | 0 | 0 | 42.899466 | -8351.4679258 |  | -434.9079379999312 | -359.5100950000342 | -16674.26115300134 | 270.8732062799972 | -16340.72159500048 | -31930.39845099859 | 0 | 0 | 3.009274999999995 | -114.799522809999
 | IF-TRANSCO/Z3 | -1946391.279873 | -1200715.346956 | -21585751.334291 | -611120.64434509 | -20753093.725672 | -27718780.922894 | 0 | 0 | 219.946873 | -41247.26996645 |  | -1696.082511999877 | -1393.751887999941 | -44361.72837200016 | 405.980556149967 | -43072.15626999736 | -58071.80683200061 | 0 | 0 | 4.588279 | -356.8346249199967
 | IF-TRANSCO/Z5 | 0 | -5513.055993 | -5513.055993 | -191.67027728 | -5513.055993 | -5513.055993 | 0 | 0 | -0.177756 | 74.86685113 |  |  | -32.5465750000003 | -32.5465750000003 | -0.9832040900000152 | -32.5465750000003 | -32.5465750000003 | 0 | 0 | 0.0004720000000000002 | 0.416038180000001
 | IF-TRANSCO/Z6 | -6663657.479194 | -204426.867259 | -3525066.564199 | -106458.30961575 | -3506580.041539 | -3525066.564199 | 0 | 0 | -42.568098 | 1249.96087028 |  | 253727.1735689994 | 255581.087874 | 253912.8909229999 | 8856.191553250013 | 253915.9587870003 | 253912.8909219997 | 0 | 0 | 13.603459 | -302.9644766900001
 | NGW-ALGO/CITY | -298117.671793 | -968813.225505 | -962004.297385 | -32131.28241306 | -962004.297385 | -962004.297385 | 0 | 0 | 59.485073 | -11826.88383555 |  | -119.1278940000338 | -1604.119068 | -1602.184681000072 | 28.77854478000154 | -1602.184681000072 | -1602.184681000072 | 0 | 0 | 0.6376210000000029 | -69.21799219999957
 | NGW-IROQ/Z2 | -75611.406105 | -76853.219311 | -76853.219311 | -2372.31600467 | -76853.219311 | -76853.219311 | 0 | 0 | -1.46361 | 97.33349127 |  | -20.36364900000626 | -20.57378999999491 | -20.57378999999491 | 14.43488454999988 | -20.57378999999491 | -20.57378999999491 | 0 | 0 | 0.254748 | -9.671744279999999
 | N/A | 0 | 26674.716925 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |  |  | 9.047524000001431 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 | NYMEX | 34084160.027346 | 0 | -166249.195669 | -4383.79009275 | -166249.195669 | -166249.195669 | 0 | 0 | 2175.924723 | -167566.4526448 |  | -135659.7340900004 | 0 | -357143.967402 | -9750.00264069 | -357143.967402 | -357143.967402 | 0 | 0 | -117.5793739999999 | 3594.997969610005
 | IF-CIG/RKYMTN | 0 | -17426.459853 | -101346.398863 | -2360.25112857 | -101346.398863 | -101346.398863 | 0 | 0 | 2.267444 | -51.70373733 |  |  | -3.152673000000505 | -17.19475799999782 | 19.18440233999991 | -17.19475799999782 | -17.19475799999782 | 0 | 0 | -0.02889200000000036 | 2.776095310000002
 | IF-ELPO/PERMIAN | -109296.704424 | 31087.745956 | -2276557.658709 | -48572.39612555 | -1732669.107834 | -2586939.455432 | 0 | 0 | 8.420844 | -1405.23643871 |  | -51.86608799999522 | -19.12914200000159 | -1238.914783000015 | 375.6011204299939 | -1107.836336999899 | -2058.145882000215 | 0 | 0 | 0.7576270000000003 | -23.39287379000029
 | IF-ELPO/SJ | -105926.049337 | 45804.266623 | -1520910.776764 | -35252.30345102 | -1412425.892724 | -1519032.874604 | 0 | 0 | 25.956324 | -1326.74475429 |  | -21.19957300000533 | -11.65219599999546 | -320.5294580000918 | 233.2105105800001 | -299.2595750000328 | -320.0649280000944 | 0 | 0 | 0.1033389999999983 | -4.680303110000068
 | IF-HPL/SHPCHAN | -4377.309724 | -62310.044081 | -12379994.786413 | -338568.37200551 | -12379994.786413 | -12379994.786413 | 0 | 0 | 77.836272 | -14004.37167129 |  | -0.725282999999763 | -11.78468299999804 | -25428.8507090006 | 346.0491185800056 | -25428.8507090006 | -25428.8507090006 | 0 | 0 | -0.1288250000000062 | -30.21221269999842
 | IF-NWPL_ROCKY_M | 0 | -2292.236772 | -2292.236772 | -54.71643478 | -2292.236772 | -2292.236772 | 0 | 0 | 0.003041 | -0.10023233 |  |  | -0.3857500000003711 | -0.3857500000003711 | 0.4597036600000024 | -0.3857500000003711 | -0.3857500000003711 | 0 | 0 | -0.004406 | 0.07918645
 | IF-QUESTAR | 0 | 0 | -552521.489185 | -13926.90762706 | -552521.489185 | -1105042.978385 | 0 | 0 | -0.26639 | -0.85286025 |  |  | 0 | -1225.502211999963 | 0.1143377900007181 | -1225.502211999963 | -2451.004437000025 | 0 | 0 | 0.0009149999999999991 | -0.51910925
 | IF-TW/PERMIAN | -117962.718043 | -169346.334206 | -9055445.028615 | -239768.86485204 | -8937482.310579 | -8937482.310579 | 0 | 0 | 28.915843 | -5283.335835639999 |  | -258.7354440000054 | -267.5704519999854 | -19759.45266100019 | 73.62253761003376 | -19500.71722700074 | -19500.71722700074 | 0 | 0 | 0.132044999999998 | -32.46046003999982
 | NGI-MALIN | -637450.492202 | -75673.824959 | -1227069.678482 | -30167.68359828 | -1103993.592661 | -1200810.770741 | 0 | 0 | 10.844498 | -656.48215365 |  | -136.9227549999487 | -43.7386780000088 | -246.3196080001071 | 144.0217309500003 | -222.8538500000723 | -240.555223000003 | 0 | 0 | 2.979432999999999 | -69.81256564
 | NGI-PGE/CG | -408366.107351 | -214697.689379 | -2456800.191828 | -65399.93834369 | -2411416.577441 | -6185437.127081 | 0 | 0 | 135.893324 | -14112.66518467 |  | -119.7931119999848 | -85.38458600000013 | -8037.91280400008 | -368.8289456200073 | -8030.336360000074 | -16196.77472100034 | 0 | 0 | 0.8583830000000034 | -31.10274150999976
 | NGI-SOCAL | -858420.570819 | 144930.24345 | 11491428.463881 | 323954.3809564 | 11545296.988109 | 11491281.616508 | 0 | 0 | 214.190418 | -9525.84212096 |  | -174.7063570000464 | 11.0940090000222 | 2091.231066001579 | -1124.433870840003 | 2102.107233000919 | 2091.206273999065 | 0 | 0 | 4.486896999999999 | -70.78434148999986
 |  | 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
 |  | 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