Spreadsheet: paul_lucci__28434__Thermo_Summary2
Sheet: Summary

Thermo
 | Curve Date | [NAME] |  | Bid | Offer
 | 2001-09-25 00:00:00 | 2001-09-25 00:00:00 | NYMEX | 0 | 0.02740974752149337 | 3.435
 |  |  | Basis | 0 | 0.02
Basis Location | IF-CIG/RKYMTN
Index Location | none |  |  |  |  |  |  |  |  |  |  |  |  |  | -$0.01 from mid for every 1000 contracts
[NAME] | IF-CIG/RKYMTN |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MMBtu/day
Daily Volume | 10000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Contracts
SWAP Value
Start | 2002-01-01 00:00:00 | Origination | 0.01 | 265166.7624486106
End | 2010-12-31 00:00:00
Offer | Swap price = | 3.049861543418658
COSTLESS COLLAR TRANSACTION
 |  | CALL |  |  |  | PUT
Origination | 265166.7624486106 | Call Offer | 0.02740974752149337 | Phy1 Fin2 | 2 | [NAME] | 0.02740974752149337 | Phy1 Fin2 | 2
Daily Volume | 10000 | [NAME] | 0.01 | Buy1 Sell2 | 2 | Vol Bid | 0.0111527970156013 | Buy1 Sell2 | 1
Start | 2002-01-01 00:00:00
End | 2010-12-31 00:00:00
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 2.867319788844889 | 0.4498966398293541 | 14788102.55119087
CALL VALUATION | 3.299861543418658 | 0.4418295037587716 | -14522935.78855082
 |  | Total = | 265166.7626400478
Start | 37257 | Origination | 0.01 | 35807.15927978009
Start | 2002-01-01 00:00:00 | Origination | 0.01 | 35807.15927978009
End | 2002-12-31 00:00:00
Offer | Swap price = | 2.445251776830418
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 2.250041081889695 | 0.2973653118697432 | 1085383.388324563
CALL VALUATION | 2.695251776830418 | 0.2875551312409947 | -1049576.229029631
 |  | Total = | 35807.15929493215
Start | 2003-01-01 00:00:00 | Origination | 0.01 | 34534.91999865573
End | 2003-12-31 00:00:00
Offer | Swap price = | 2.8043475082382
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 2.61290513801948 | 0.4235046937104343 | 1545792.132043085
CALL VALUATION | 3.0543475082382 | 0.4140430716779051 | -1511257.211624353
 |  | Total = | 34534.92041873164
Start | 2004-01-01 00:00:00 | Origination | 0.01 | 32990.96354148068
End | 2004-12-31 00:00:00
Offer | Swap price = | 2.938524093849254
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 2.746994520157939 | 0.4437282521840845 | 1624045.402993749
CALL VALUATION | 3.188524093849254 | 0.4347143277174784 | -1591054.439445971
 |  | Total = | 32990.96354777832
Start | 2005-01-01 00:00:00 | Origination | 0.01 | 31161.80644898108
End | 2005-12-31 00:00:00
Offer | Swap price = | 3.040484822259056
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 2.847447308919485 | 0.4323953212512212 | 1578242.922566957
CALL VALUATION | 3.290484822259056 | 0.4238578400322513 | -1547081.116117717
 |  | Total = | 31161.80644924007
Start | 2006-01-01 00:00:00 | Origination | 0.01 | 29426.60709481956
End | 2006-12-31 00:00:00
Offer | Swap price = | 3.132151675063316
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 2.942155927810209 | 0.4622966331249498 | 1687382.710906067
CALL VALUATION | 3.382151675063316 | 0.4542345489893698 | -1657956.1038112
 |  | Total = | 29426.60709486692
Start | 2007-01-01 00:00:00 | Origination | 0.01 | 27733.39834367529
End | 2007-12-31 00:00:00
Offer | Swap price = | 3.223788250045764
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 3.038457668953607 | 0.4909687136319099 | 1792035.804756471
CALL VALUATION | 3.473788250045764 | 0.4833705223048703 | -1764302.406412777
 |  | Total = | 27733.39834369463
Start | 2008-01-01 00:00:00 | Origination | 0.01 | 26115.12529448873
End | 2008-12-31 00:00:00
Offer | Swap price = | 3.316973813130981
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 3.133506700141499 | 0.4949626185990421 | 1811563.184072494
CALL VALUATION | 3.566973813130981 | 0.4878273384639335 | -1785448.058777997
 |  | Total = | 26115.12529449747
Start | 2009-01-01 00:00:00 | Origination | 0.01 | 24455.43299047383
End | 2009-12-31 00:00:00
Offer | Swap price = | 3.414671863279565
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 3.228307185867357 | 0.4617821236100037 | 1685504.751176513
CALL VALUATION | 3.664671863279565 | 0.4550820049824747 | -1661049.318186033
 |  | Total = | 24455.43299048091
Start | 2010-01-01 00:00:00 | Origination | 0.01 | 22941.34945625559
End | 2010-12-31 00:00:00
Offer | Swap price = | 3.527214821008673
 | STRIKE | PREMIUM | VALUE
PUT VALUATION | 3.338676109855998 | 0.4444419462239971 | 1622213.103717589
CALL VALUATION | 3.777214821008673 | 0.4381566450030976 | -1599271.754261306
 |  | Total = | 22941.34945628303