Spreadsheet: errol_mclaughlin_jr__10304__PipOptMariner
Sheet: Sheet1

 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Up1 | Up1 | Up1 | Up1 | Up1 | 1 Day |  | FP
Post ID | Counterparty | EOL Num | Deal Date | [NAME] | O/S | Pub Code | Price Code | Fin / Phy | Call / Put | Opt Type | Period | [NAME] | Notional | Delta | Fixed | Mid | Volitility | MtM Value | Premium | Strategy Code | Basis Opt Flag | Gamma | Delta | Vega | Theta | Sigma Delta | Charm | Price | Adj | Strike Price | FP as INDX | Notional in K's
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-02-01 00:00:00 | 2001-01-31 00:00:00 | 0 | 0 | 4.9200001 | 6.22 | 0.98 | 597979.154 | 0 | HUB | Y | -59.79791540000001 | 0 | -59.79791540000001 | -59.79791540000001 | 0 | 0 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-03-01 00:00:00 | 2001-02-28 00:00:00 | 534068 | 420754.0221 | 4.9200001 | 5.513 | 0.8 | 375282.667 | 0 | HUB | Y | 0.10526041 | 1.68251154 | 0.01659962 | 0 | -0.1246065 | 0.3809177 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-04-01 00:00:00 | 2001-03-31 00:00:00 | 450270 | 325336.0063 | 4.9200001 | 5.4855 | 0.625 | 353964.9032 | 0 | HUB | Y | 0.0814097 | 1.19160891 | 0.02858057 | 0 | -0.09176846250000001 | 0.07000654 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-05-01 00:00:00 | 2001-04-30 00:00:00 | 490079 | 342992.061 | 4.9200001 | 5.4555 | 0.535 | 393762.6467 | 0 | HUB | Y | 0.08582641 | 1.22043299 | 0.04112115 | 0 | -0.09484489740000002 | 0.03948387 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-06-01 00:00:00 | 2001-05-31 00:00:00 | 474270 | 326434.4255 | 4.9200001 | 5.4655 | 0.505 | 408744.5278 | 0 | HUB | Y | 0.08167479000000001 | 1.06332033 | 0.04781858000000001 | 0 | -0.080575453 | 0.02428103 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-07-01 00:00:00 | 2001-06-30 00:00:00 | 429009 | 292172.9165 | 4.9200001 | 5.4855 | 0.498 | 399595.9482 | 0 | HUB | Y | 0.07309296000000001 | 0.8618986000000001 | 0.04928527000000001 | 0 | -0.06094725610000001 | 0.01559512 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-08-01 00:00:00 | 2001-07-31 00:00:00 | 437534 | 294864.4369 | 4.9200001 | 5.4975 | 0.498 | 436354.9403 | 0 | HUB | Y | 0.07375424000000001 | 0.7943623400000001 | 0.05591885000000001 | 0 | -0.0487041128 | 0.01166741 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F | C | EUR | 2001-09-01 00:00:00 | 2001-08-31 00:00:00 | 424920 | 281190.5501 | 4.9200001 | 5.4675 | 0.498 | 437476.1903 | 0 | HUB | Y | 0.07031481 | 0.7197941600000001 | 0.05933338000000001 | 0 | -0.0309068945 | 0.008034020000000001 | 4.92 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-02-01 00:00:00 | 2001-01-31 00:00:00 | 0 | 0 | 3.5000001 | 6.22 | 0.98 | 0 | 0 |  | Y | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-28 00:00:00 | -534068 | 772.8735 | 3.5000001 | 5.513 | 0.8 | -194.9319 | 0 |  | Y | 0.00018975 | -0.02444056 | -0.00026997 | 0 | 0.0088677873 | -0.02297012 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-31 00:00:00 | -450270 | 6919.647 | 3.5000001 | 5.4855 | 0.625 | -3174.1392 | 0 |  | Y | 0.00172219 | -0.13099307 | -0.00335229 | 0 | 0.05391785600000001 | -0.0371048 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-05-01 00:00:00 | 2001-04-30 00:00:00 | -490079 | 12341.0401 | 3.5000001 | 5.4555 | 0.535 | -6720.326800000001 | 0 |  | Y | 0.00307826 | -0.2001966 | -0.00712837 | 0 | 0.09189408800000001 | -0.0325581 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-06-01 00:00:00 | 2001-05-31 00:00:00 | -474270 | 17742.3692 | 3.5000001 | 5.4655 | 0.505 | -11690.1597 | 0 |  | Y | 0.00443187 | -0.24226868 | -0.01139576 | 0 | 0.1147789002 | -0.02710181 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-07-01 00:00:00 | 2001-06-30 00:00:00 | -429009 | 21644.6121 | 3.5000001 | 5.4855 | 0.498 | -17065.8948 | 0 |  | Y | 0.005410730000000001 | -0.25124187 | -0.01490095 | 0 | 0.118241402 | -0.02136556 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-08-01 00:00:00 | 2001-07-31 00:00:00 | -437534 | 28008.367 | 3.5000001 | 5.4975 | 0.498 | -26038.2292 | 0 |  | Y | 0.007003800000000001 | -0.28020157 | -0.020324 | 0 | 0.1283753084 | -0.01876958 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F | P | EUR | 2001-09-01 00:00:00 | 2001-08-31 00:00:00 | -424920 | 33340.0438 | 3.5000001 | 5.4675 | 0.498 | -35503.8807 | 0 |  | Y | 0.00833711 | -0.2950669500000001 | -0.02494343 | 0 | 0.1282516842 | -0.01567951 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-02-01 00:00:00 | 2001-01-31 00:00:00 | 0 | 0 | 3.5000001 | 6.22 | 0.98 | 0 | 0 | HUB | Y | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-03-01 00:00:00 | 2001-02-28 00:00:00 | -534068 | 772.8735 | 3.5000001 | 5.513 | 0.8 | -194.9319 | 0 | HUB | Y | 0.00018975 | -0.02444056 | -0.00026997 | 0 | 0.0088677873 | -0.02297012 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-04-01 00:00:00 | 2001-03-31 00:00:00 | -450270 | 6919.647 | 3.5000001 | 5.4855 | 0.625 | -3174.1392 | 0 | HUB | Y | 0.00172219 | -0.13099307 | -0.00335229 | 0 | 0.05391785600000001 | -0.0371048 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-05-01 00:00:00 | 2001-04-30 00:00:00 | -490079 | 12341.0401 | 3.5000001 | 5.4555 | 0.535 | -6720.326800000001 | 0 | HUB | Y | 0.00307826 | -0.2001966 | -0.00712837 | 0 | 0.09189408800000001 | -0.0325581 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-06-01 00:00:00 | 2001-05-31 00:00:00 | -474270 | 17742.3692 | 3.5000001 | 5.4655 | 0.505 | -11690.1597 | 0 | HUB | Y | 0.00443187 | -0.24226868 | -0.01139576 | 0 | 0.1147789002 | -0.02710181 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-07-01 00:00:00 | 2001-06-30 00:00:00 | -429009 | 21644.6121 | 3.5000001 | 5.4855 | 0.498 | -17065.8948 | 0 | HUB | Y | 0.005410730000000001 | -0.25124187 | -0.01490095 | 0 | 0.118241402 | -0.02136556 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-08-01 00:00:00 | 2001-07-31 00:00:00 | -437534 | 28008.367 | 3.5000001 | 5.4975 | 0.498 | -26038.2292 | 0 | HUB | Y | 0.007003800000000001 | -0.28020157 | -0.020324 | 0 | 0.1283753084 | -0.01876958 | 3.5 | 0
1040929 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F | P | EUR | 2001-09-01 00:00:00 | 2001-08-31 00:00:00 | -424920 | 33340.0438 | 3.5000001 | 5.4675 | 0.498 | -35503.8807 | 0 | HUB | Y | 0.00833711 | -0.2950669500000001 | -0.02494343 | 0 | 0.1282516842 | -0.01567951 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-02-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-03-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-04-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-05-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-06-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-07-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-08-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.1 | O | IF-HEHUB | NG | F |  |  | 2001-09-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 4.92 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-02-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-03-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-04-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-05-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-06-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-07-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-08-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8026.2 | O | IF-HEHUB | NG | F |  |  | 2001-09-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 |  | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-02-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-03-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-04-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-05-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-06-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-07-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-08-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0
1040930 | MARINERENE | 0 | 2000-08-24 00:00:00 | NW8027.1 | O | IF-HEHUB | NG | F |  |  | 2001-09-01 00:00:00 |  |  | 0 | 1e-07 | 0 |  | 0 | 0 | HUB | N | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | 0