Spreadsheet: sara_shackleton__36606__ECTI and ENA Credit trades 31 Dec 01
Sheet: Trades

[NAME] | Issuer | Company | Cparty | username_posmgr | Start | End | Ccy | Notional | fixed_rate | Closing USD PV
253 | Asia Pulp Paper | 867 | Deutsche Bank Ag | CORP\DLEE6 | 2000-04-10 00:00:00 | 2001-03-14 00:00:00 | USD | 0 | 19.5 | 0
251 | [NAME] | 867 | Deutsche Bank Ag | [NAME] | 2000-03-10 00:00:00 | 2003-03-15 00:00:00 | USD | 3000000 | 3.6 | -454404.495761
254 | Rep Indonesia | 867 | Deutsche Bank Ag | CORP\DLEE6 | 2000-03-15 00:00:00 | 2006-08-01 00:00:00 | USD | -5000000 | 5.5 | 379375
883 | Triplets | 867 | Deutsche Bank Ag | CORP\DLEE6 | 2000-05-02 00:00:00 | 2005-05-02 00:00:00 | USD | 5000000 | 6.4 | -890588.888889
252 | Northeast Util | 867 | Goldman Sachs | CORP\DLEE6 | 2000-03-08 00:00:00 | 2001-03-01 00:00:00 | USD | 0 | 1.4 | 0
1594 | [NAME] | 867 | Enroncredit Ltd | [NAME] | 2000-03-10 00:00:00 | 2003-03-15 00:00:00 | USD | -3000000 | 3.6 | 454404.495761
1590 | Northeast Util | 867 | Enroncredit Ltd | CORP\DLEE6 | 2000-03-08 00:00:00 | 2001-03-01 00:00:00 | USD | 0 | 1.4 | 0
157 | Portfolio | 1095 | Ace Capital FinProd | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | -21000000 |  | 1940665.078094498
265 | Alcoa Inc. | 1095 | Ace Capital O/Seas | [NAME] | 2000-10-05 00:00:00 | 2005-10-05 00:00:00 | USD | -10000000 | 0.24 | 34137.795625
1070 | ISIS | 1095 | Ace Capital O/Seas | CORP\WROBINSO | 2001-01-05 00:00:00 | 2006-01-05 00:00:00 | USD | -50000000 |  | 8247582.62323109
156 | Portfolio | 1095 | Ace Capital O/Seas | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | -470000000 |  | 10170383.03406034
24 | Wells Fargo | 1095 | Ace Capital O/Seas | CORP\DLEE6 | 2000-07-21 00:00:00 | 2005-07-21 00:00:00 | USD | -10000000 | 0.25 | -619.65317
214 | Portfolio | 1095 | Citibank Na | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | 525000000 |  | -12459022.40308414
419 | Basket One - Avgp | 1095 | Continental Ins | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | 60000000 | 0.225 | -580507.653403
1698 | Deutsche Telekom Ag | 1095 | Csfb Intl | CORP\SBROOKS | 2000-08-23 00:00:00 | 2005-08-23 00:00:00 | USD | 10000000 | 0.52 | -126927.620807
1695 | Waste Management | 1095 | Csfb Intl | CORP\DLEE6 | 2000-08-04 00:00:00 | 2003-08-04 00:00:00 | USD | -10000000 | 2 | -129825.27675
155 | Air Products | 1095 | Deutsche Bank Ag | [NAME] | 2000-09-25 00:00:00 | 2005-05-11 00:00:00 | USD | -10000000 | 0.59 | -90065.214945
1066 | ISIS | 1095 | Fsa Inc | CORP\WROBINSO | 2000-12-22 00:00:00 | 2006-03-02 00:00:00 | USD | -730000000 |  | -982490.9521302242
1664 | ISIS | 1095 | Fsa Inc | CORP\NPRICE2 | 2001-03-02 00:00:00 | 2006-03-02 00:00:00 | USD | -150000000 |  | 5704903.762099626
4393 | Amex Credit Corp. | 1095 | Funb | CORP\DLEE6 | 2001-09-11 00:00:00 | 2006-04-24 00:00:00 | USD | 10000000 | 0.36 | -117052.345764
4422 | Amex Credit Corp. | 1095 | Funb | CORP\DLEE6 | 2001-09-11 00:00:00 | 2004-04-23 00:00:00 | USD | 10000000 | 0.29 | -53823.428299
51 | Dominion Resource | 1095 | Funb | [NAME] | 2000-08-24 00:00:00 | 2001-01-19 00:00:00 | USD | 0 | 0.375 | 0
57 | Emmis Comm | 1095 | Funb | CORP\RREZAEI | 2000-08-08 00:00:00 | 2001-09-30 00:00:00 | USD | 0 | 2.125 | 0
1813 | Kroger Co. | 1095 | Funb | [NAME] | 2001-04-20 00:00:00 | 2002-05-31 00:00:00 | USD | 25000000 | 0.6 | 47163.105133
11 | Lockheed [NAME] | 1095 | Funb | [NAME] | 2000-05-05 00:00:00 | 2001-12-20 00:00:00 | USD | 25000000 | 0.85 | 46936.828435
158 | Portfolio | 1095 | [NAME] | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | -34000000 |  | 2811338.933418325
248 | Bear Stearns | 1095 | Swiss Re | CORP\DLEE6 | 2000-10-25 00:00:00 | 2001-10-25 00:00:00 | USD | 0 | 0.55 | 0
1654 | Eastman Kodak Co. | 1095 | Swiss Re | CORP\SGOLDEN | 2001-02-27 00:00:00 | 2006-02-27 00:00:00 | USD | -10000000 | 1.1 | 401461.194588
230 | Ntt Docomo Inc | 1095 | Swiss Re | CORP\MGORDON3 | 2000-10-20 00:00:00 | 2006-10-20 00:00:00 | USD | -20000000 | 0.28 | 73178.719677
1062 | Pacific Gas & Elec | 1095 | Swiss Re | CORP\DLEE6 | 2000-12-14 00:00:00 | 2001-02-23 00:00:00 | USD | 0 | 1 | 0
23 | Wells Fargo | 1095 | Swiss Re | CORP\DLEE6 | 2000-07-21 00:00:00 | 2005-07-21 00:00:00 | USD | -10000000 | 0.25 | -619.65317
242 | Bear Stearns | 1095 | Ubs Ag | CORP\DLEE6 | 2000-10-24 00:00:00 | 2005-10-24 00:00:00 | USD | 5000000 | 0.7 | 4107.3196
4661 | Daimlerchrysler Ag | 1095 | Ubs Ag | CORP\DLEE6 | 2001-10-01 00:00:00 | 2006-10-01 00:00:00 | USD | -5000000 | 1.75 | -127149.672589
236 | Rohm & Haas Co. | 1095 | Ubs Ag | [NAME] | 2000-10-19 00:00:00 | 2005-10-02 00:00:00 | USD | 5000000 | 0.57 | 4710.363777
200 | Air Products | 1095 | Enroncredit Ltd | [NAME] | 2000-09-25 00:00:00 | 2005-05-11 00:00:00 | USD | 10000000 | 0.59 | 90065.214945
266 | Alcoa Inc. | 1095 | Enroncredit Ltd | [NAME] | 2000-10-05 00:00:00 | 2005-10-05 00:00:00 | USD | 10000000 | 0.24 | -34137.795625
4394 | Amex Credit Corp. | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2001-09-11 00:00:00 | 2006-04-24 00:00:00 | USD | -10000000 | 0.36 | 117052.345764
4425 | Amex Credit Corp. | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2001-09-11 00:00:00 | 2004-04-23 00:00:00 | USD | -10000000 | 0.29 | 53823.428299
1592 | Basket One - Avgp | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | -60000000 | 0.225 | 580507.653403
243 | Bear Stearns | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2000-10-24 00:00:00 | 2005-10-24 00:00:00 | USD | -5000000 | 0.7 | -4107.3196
249 | Bear Stearns | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2000-10-25 00:00:00 | 2001-10-25 00:00:00 | USD | 0 | 0.55 | 0
5189 | Daimlerchrysler Ag | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2001-10-01 00:00:00 | 2006-10-01 00:00:00 | USD | 5000000 | 1.75 | 127149.672589
1699 | Deutsche Telekom Ag | 1095 | Enroncredit Ltd | CORP\SBROOKS | 2000-08-23 00:00:00 | 2005-08-23 00:00:00 | USD | -10000000 | 0.52 | 126927.620807
52 | Dominion Resource | 1095 | Enroncredit Ltd | [NAME] | 2000-08-24 00:00:00 | 2001-01-19 00:00:00 | USD | 0 | 0.375 | 0
1655 | Eastman Kodak Co. | 1095 | Enroncredit Ltd | CORP\SGOLDEN | 2001-02-27 00:00:00 | 2006-02-27 00:00:00 | USD | 10000000 | 1.1 | -401461.194588
144 | Emmis Comm | 1095 | Enroncredit Ltd | CORP\RREZAEI | 2000-08-08 00:00:00 | 2001-09-30 00:00:00 | USD | 0 | 2.125 | 0
1067 | ISIS | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2000-12-22 00:00:00 | 2006-03-02 00:00:00 | USD | 730000000 |  | 982490.9521302242
1071 | ISIS | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2001-01-05 00:00:00 | 2006-01-05 00:00:00 | USD | 50000000 |  | -8247582.62323109
1665 | ISIS | 1095 | Enroncredit Ltd | CORP\NPRICE2 | 2001-03-02 00:00:00 | 2006-03-02 00:00:00 | USD | 150000000 |  | -5704903.762099626
1814 | Kroger Co. | 1095 | Enroncredit Ltd | [NAME] | 2001-04-20 00:00:00 | 2002-05-31 00:00:00 | USD | -25000000 | 0.6 | -47163.105133
27 | Lockheed [NAME] | 1095 | Enroncredit Ltd | [NAME] | 2000-05-05 00:00:00 | 2001-12-20 00:00:00 | USD | -25000000 | 0.85 | -46936.828435
231 | Ntt Docomo Inc | 1095 | Enroncredit Ltd | CORP\MGORDON3 | 2000-10-20 00:00:00 | 2006-10-20 00:00:00 | USD | 20000000 | 0.28 | -73178.719677
1063 | Pacific Gas & Elec | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2000-12-14 00:00:00 | 2001-02-23 00:00:00 | USD | 0 | 1 | 0
204 | Portfolio | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | 470000000 |  | -10170383.03406034
206 | Portfolio | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | 21000000 |  | -1940665.078094498
209 | Portfolio | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | 34000000 |  | -2811338.933418325
514 | Portfolio | 1095 | Enroncredit Ltd | CORP\WROBINSO | 2000-09-15 00:00:00 | 2005-09-15 00:00:00 | USD | -525000000 |  | 12459022.40308414
237 | Rohm & Haas Co. | 1095 | Enroncredit Ltd | [NAME] | 2000-10-19 00:00:00 | 2005-10-02 00:00:00 | USD | -5000000 | 0.57 | -4710.363777
1696 | Waste Management | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2000-08-04 00:00:00 | 2003-08-04 00:00:00 | USD | 10000000 | 2 | 129825.27675
26 | Wells Fargo | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2000-07-21 00:00:00 | 2005-07-21 00:00:00 | USD | 10000000 | 0.25 | 619.65317
28 | Wells Fargo | 1095 | Enroncredit Ltd | CORP\DLEE6 | 2000-07-21 00:00:00 | 2005-07-21 00:00:00 | USD | 10000000 | 0.25 | 619.65317