Spreadsheet: errol_mclaughlin_jr__10001__DKR_400bp_11-19-01
Sheet: RockiesDec-Mar

 |  |  |  |  |  |  |  |  |  | Libor + |  |  | Disc | Notional | 400 bp
Counterparty | Deal Date | [NAME] | Pub Code | Price Code | Fin / Phy | Period | Notional | Delta | Disc. Rate | 400 bp | Fixed | Mid | MtM Value | MtM Value | MtM Value
DKR Sells 1/day of Nov-Mar Rockies
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 238700 | 238397.6577 |  |  | 2.535 | 2.37
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 238700 | 237973.3707 |  |  | 2.535 | 2.66
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 215600 | 214580.7717 |  |  | 2.535 | 2.685
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 238700 | 237218.4561 |  |  | 2.535 | 2.612
[NAME] 1/day of Nymex
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.2 | NX1 | NG | F | 2001-12-01 00:00:00 | -238700 | -238397.6577 |  |  | 2.87 |  | -13111.8712
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.2 | NX1 | NG | F | 2002-01-01 00:00:00 | -238700 | -237973.3707 |  |  | 2.87 |  | -55923.7421
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.2 | NX1 | NG | F | 2002-02-01 00:00:00 | -215600 | -214580.7717 |  |  | 2.87 |  | -55791.0006
AIGCOMARB | 2001-09-21 00:00:00 | Y48977.2 | NX1 | NG | F | 2002-03-01 00:00:00 | -238700 | -237218.4561 |  |  | 2.87 |  | -55034.6818
DKR Sells 1/day of Nov-Mar Rockies
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 71300 | 71209.69 |  |  | 2.535 | 2.37
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 71300 | 71082.9549 |  |  | 2.535 | 2.66
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 64400 | 64095.5552 |  |  | 2.535 | 2.685
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-09-21 00:00:00 | Y48977.3 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 71300 | 70857.4609 |  |  | 2.535 | 2.612
[NAME] 1/day of Nymex
AARB | 2001-09-21 00:00:00 | Y48977.4 | NX1 | NG | F | 2001-12-01 00:00:00 | -71300 | -71209.69 |  |  | 2.87 |  | -3916.5329
AARB | 2001-09-21 00:00:00 | Y48977.4 | NX1 | NG | F | 2002-01-01 00:00:00 | -71300 | -71082.9549 |  |  | 2.87 |  | -16704.4944
AARB | 2001-09-21 00:00:00 | Y48977.4 | NX1 | NG | F | 2002-02-01 00:00:00 | -64400 | -64095.5552 |  |  | 2.87 |  | -16664.8443
AARB | 2001-09-21 00:00:00 | Y48977.4 | NX1 | NG | F | 2002-03-01 00:00:00 | -71300 | -70857.4609 |  |  | 2.87 |  | -16438.9309
DKR Sells 1/day of Nov-Mar Rockies
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 238700 | 238397.6577 |  |  | 2.361 | 2.37
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 238700 | 237973.3707 |  |  | 2.361 | 2.66
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 215600 | 214580.7717 |  |  | 2.361 | 2.685
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 238700 | 237218.4561 |  |  | 2.361 | 2.612
DKR Sells 1/day of Nov-Mar Rockies
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 71300 | 71209.69 |  |  | 2.361 | 2.37
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 71300 | 71082.9549 |  |  | 2.361 | 2.66
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 64400 | 64095.5552 |  |  | 2.361 | 2.685
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-08 00:00:00 | Y85274.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 71300 | 70857.4609 |  |  | 2.361 | 2.612
[NAME] 1/day of Nymex
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.3 | NX1 | NG | F | 2001-12-01 00:00:00 | -238700 | -238397.6577 |  |  | 2.7 |  | -53639.473
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.3 | NX1 | NG | F | 2002-01-01 00:00:00 | -238700 | -237973.3707 |  |  | 2.7 |  | -96379.2151
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.3 | NX1 | NG | F | 2002-02-01 00:00:00 | -215600 | -214580.7717 |  |  | 2.7 |  | -92269.7318
AIGCOMARB | 2001-10-08 00:00:00 | Y85274.3 | NX1 | NG | F | 2002-03-01 00:00:00 | -238700 | -237218.4561 |  |  | 2.7 |  | -95361.8194
[NAME] 1/day of Nymex
AARB | 2001-10-08 00:00:00 | Y85274.4 | NX1 | NG | F | 2001-12-01 00:00:00 | -71300 | -71209.69 |  |  | 2.7 |  | -16022.1802
AARB | 2001-10-08 00:00:00 | Y85274.4 | NX1 | NG | F | 2002-01-01 00:00:00 | -71300 | -71082.9549 |  |  | 2.7 |  | -28788.5967
AARB | 2001-10-08 00:00:00 | Y85274.4 | NX1 | NG | F | 2002-02-01 00:00:00 | -64400 | -64095.5552 |  |  | 2.7 |  | -27561.0887
AARB | 2001-10-08 00:00:00 | Y85274.4 | NX1 | NG | F | 2002-03-01 00:00:00 | -71300 | -70857.4609 |  |  | 2.7 |  | -28484.6993
[NAME] per day of Nov-Mar Rockies
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | -179025 | -178798.2433 |  |  | 2.521 | 2.37
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | -179025 | -178480.028 |  |  | 2.521 | 2.66
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | -161700 | -160935.5788 |  |  | 2.521 | 2.685
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | -179025 | -177913.8421 |  |  | 2.521 | 2.612
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 | 0 | 0
[NAME] per day of Nov-Mar Rockies
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | -53475 | -53407.2675 |  |  | 2.521 | 2.37
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | -53475 | -53312.2162 |  |  | 2.521 | 2.66
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | -48300 | -48071.6664 |  |  | 2.521 | 2.685
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | -53475 | -53143.0957 |  |  | 2.521 | 2.612
AARB | 2001-10-16 00:00:00 | YA8817.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 | 0 | 0
DKR Sells 3/4 per day of Nymex
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.3 | NX1 | NG | F | 2001-12-01 00:00:00 | 179025 | 178798.2433 |  |  | 2.84 |  | 15197.8507
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.3 | NX1 | NG | F | 2002-01-01 00:00:00 | 179025 | 178480.028 |  |  | 2.84 |  | 47297.2074
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.3 | NX1 | NG | F | 2002-02-01 00:00:00 | 161700 | 160935.5788 |  |  | 2.84 |  | 46671.3178
AIGCOMARB | 2001-10-16 00:00:00 | YA8817.3 | NX1 | NG | F | 2002-03-01 00:00:00 | 179025 | 177913.8421 |  |  | 2.84 |  | 46613.4266
DKR Sells 3/4 per day of Nymex
AARB | 2001-10-16 00:00:00 | YA8817.4 | NX1 | NG | F | 2001-12-01 00:00:00 | 53475 | 53407.2675 |  |  | 2.84 |  | 4539.6177
AARB | 2001-10-16 00:00:00 | YA8817.4 | NX1 | NG | F | 2002-01-01 00:00:00 | 53475 | 53312.2162 |  |  | 2.84 |  | 14127.7373
AARB | 2001-10-16 00:00:00 | YA8817.4 | NX1 | NG | F | 2002-02-01 00:00:00 | 48300 | 48071.6664 |  |  | 2.84 |  | 13940.7833
AARB | 2001-10-16 00:00:00 | YA8817.4 | NX1 | NG | F | 2002-03-01 00:00:00 | 53475 | 53143.0957 |  |  | 2.84 |  | 13923.4911
[NAME] per day of Nov-Mar Rockies
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | -179025 | -178798.2433 |  |  | 2.575 | 2.37
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | -179025 | -178480.028 |  |  | 2.575 | 2.66
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | -161700 | -160935.5788 |  |  | 2.575 | 2.685
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | -179025 | -177913.8421 |  |  | 2.575 | 2.612
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 | 0 | 0
[NAME] per day of Nov-Mar Rockies
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | -53475 | -53407.2675 |  |  | 2.575 | 2.37
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | -53475 | -53312.2162 |  |  | 2.575 | 2.66
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | -48300 | -48071.6664 |  |  | 2.575 | 2.685
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | -53475 | -53143.0957 |  |  | 2.575 | 2.612
AARB | 2001-10-16 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 | 0 | 0
DKR Sells 3/4 per day of Nymex
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.3 | NX1 | NG | F | 2001-12-01 00:00:00 | 179025 | 178798.2433 |  |  | 2.89 |  | 6257.9385
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.3 | NX1 | NG | F | 2002-01-01 00:00:00 | 179025 | 178480.028 |  |  | 2.89 |  | 38373.206
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.3 | NX1 | NG | F | 2002-02-01 00:00:00 | 161700 | 160935.5788 |  |  | 2.89 |  | 38624.5389
AIGCOMARB | 2001-10-16 00:00:00 | YA8819.3 | NX1 | NG | F | 2002-03-01 00:00:00 | 179025 | 177913.8421 |  |  | 2.89 |  | 37717.7345
DKR Sells 3/4 per day of Nymex
AARB | 2001-10-16 00:00:00 | [NAME] | NX1 | NG | F | 2001-12-01 00:00:00 | 53475 | 53407.2675 |  |  | 2.89 |  | 1869.2544
AARB | 2001-10-16 00:00:00 | [NAME] | NX1 | NG | F | 2002-01-01 00:00:00 | 53475 | 53312.2162 |  |  | 2.89 |  | 11462.1265
AARB | 2001-10-16 00:00:00 | [NAME] | NX1 | NG | F | 2002-02-01 00:00:00 | 48300 | 48071.6664 |  |  | 2.89 |  | 11537.1999
AARB | 2001-10-16 00:00:00 | [NAME] | NX1 | NG | F | 2002-03-01 00:00:00 | 53475 | 53143.0957 |  |  | 2.89 |  | 11266.3363
DRK Buys 1/day of Nov-Mar Rockies Basis
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | -238700 | -238397.6577 |  |  | 2.651 | 2.37
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | -238700 | -237973.3707 |  |  | 2.651 | 2.66
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | -215600 | -214580.7717 |  |  | 2.651 | 2.685
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | -238700 | -237218.4561 |  |  | 2.651 | 2.612
AIGCOMARB | 2001-10-17 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 | 0 | 0
DRK Buys 1/day of Nov-Mar Rockies Basis
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | -71300 | -71209.69 |  |  | 2.651 | 2.37
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | -71300 | -71082.9549 |  |  | 2.651 | 2.66
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | -64400 | -64095.5552 |  |  | 2.651 | 2.685
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | -71300 | -70857.4609 |  |  | 2.651 | 2.612
AARB | 2001-10-17 00:00:00 | YB3781.2 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 | 0 | 0
DKR Sells 1/day of Nymex
AIGCOMARB | 2001-10-17 00:00:00 | YB3781.3 | NX1 | NG | F | 2001-12-01 00:00:00 | 238700 | 238397.6577 |  |  | 2.96 |  | -8343.918
AIGCOMARB | 2001-10-17 00:00:00 | YB3781.3 | NX1 | NG | F | 2002-01-01 00:00:00 | 238700 | 237973.3707 |  |  | 2.96 |  | 34506.1387
AIGCOMARB | 2001-10-17 00:00:00 | YB3781.3 | NX1 | NG | F | 2002-02-01 00:00:00 | 215600 | 214580.7717 |  |  | 2.96 |  | 36478.7312
AIGCOMARB | 2001-10-17 00:00:00 | YB3781.3 | NX1 | NG | F | 2002-03-01 00:00:00 | 238700 | 237218.4561 |  |  | 2.96 |  | 33685.0208
DKR Sells 1/day of Nymex
AARB | 2001-10-17 00:00:00 | YB3781.4 | NX1 | NG | F | 2001-12-01 00:00:00 | 71300 | 71209.69 |  |  | 2.96 |  | -2492.3391
AARB | 2001-10-17 00:00:00 | YB3781.4 | NX1 | NG | F | 2002-01-01 00:00:00 | 71300 | 71082.9549 |  |  | 2.96 |  | 10307.0285
AARB | 2001-10-17 00:00:00 | YB3781.4 | NX1 | NG | F | 2002-02-01 00:00:00 | 64400 | 64095.5552 |  |  | 2.96 |  | 10896.2444
AARB | 2001-10-17 00:00:00 | YB3781.4 | NX1 | NG | F | 2002-03-01 00:00:00 | 71300 | 70857.4609 |  |  | 2.96 |  | 10061.7595
DKR Sells 1/2 per day of Dec-Mar Rockies
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 119350 | 119198.8288 |  |  | 2.52 | 2.37
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 119350 | 118986.6853 |  |  | 2.52 | 2.66
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 107800 | 107290.3858 |  |  | 2.52 | 2.685
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.1 | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 119350 | 118609.2281 |  |  | 2.52 | 2.612
DKR Sells 1/2 per day of Dec-Mar Rockies
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2001-12-01 00:00:00 | 35650 | 35604.845 |  |  | 2.52 | 2.37
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-01-01 00:00:00 | 35650 | 35541.4774 |  |  | 2.52 | 2.66
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-02-01 00:00:00 | 32200 | 32047.7776 |  |  | 2.52 | 2.685
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 0 | 0 |  |  | 0 |  | 0
AARB | 2001-11-09 00:00:00 | [NAME] | IF-NWPL_ROCKY_M | IF-NWPL_ROCKY_M | F | 2002-03-01 00:00:00 | 35650 | 35428.7305 |  |  | 2.52 | 2.612
[NAME] 1/2 per day of Dec-Mar Hub
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.3 | NX1 | NG | F | 2001-12-01 00:00:00 | -119350 | -119198.8288 |  |  | 3 |  | 8939.9122
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.3 | NX1 | NG | F | 2002-01-01 00:00:00 | -119350 | -118986.6853 |  |  | 3 |  | -12493.602
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.3 | NX1 | NG | F | 2002-02-01 00:00:00 | -107800 | -107290.3858 |  |  | 3 |  | -13947.7502
AIGCOMARB | 2001-11-09 00:00:00 | YI3486.3 | NX1 | NG | F | 2002-03-01 00:00:00 | -119350 | -118609.2281 |  |  | 3 |  | -12098.1413
[NAME] 1/2 per day of Dec-Mar Rockies
AARB | 2001-11-09 00:00:00 | YI3486.4 | NX1 | NG | F | 2001-12-01 00:00:00 | -35650 | -35604.845 |  |  | 3 |  | 2670.3634
AARB | 2001-11-09 00:00:00 | YI3486.4 | NX1 | NG | F | 2002-01-01 00:00:00 | -35650 | -35541.4774 |  |  | 3 |  | -3731.8551
AARB | 2001-11-09 00:00:00 | YI3486.4 | NX1 | NG | F | 2002-02-01 00:00:00 | -32200 | -32047.7776 |  |  | 3 |  | -4166.2111
AARB | 2001-11-09 00:00:00 | YI3486.4 | NX1 | NG | F | 2002-03-01 00:00:00 | -35650 | -35428.7305 |  |  | 3 |  | -3613.7305
AIGCOMARB Dec-Mar Rockies
[NAME] Rockies
AIGCOMARB Dec-Mar Hub
[NAME]
Total Dec-Mar Rockies