Spreadsheet: john_griffith__16063__Financial Desk position
Sheet: Sheet1

Total Financial Desk Nymex Related Option Risk
As of: | 2001-11-02 00:00:00
 | VEGA - $ per 1% move |  |  |  |  |  | Gamma - K's per $.10 move |  |  |  |  |  | Theta - $ per 1 day
 | Maggi | May | Zipper | [NAME] | Vega |  | Maggi | May | Zipper | [NAME] | Total |  | Maggi | May | Zipper | [NAME] | Total
Month
2001-12-01 00:00:00 | -160.8804813303005 | 27 | 30 | 155.5752553855161 |  |  | -263.0449063257312 | 20 | -45 | 251.1571414260113 |  |  | 270.6152755555191 | -31 | -50 | -264.5287902948904
2002-01-01 00:00:00 | -29.24931788900077 | 89 | 10 | 261.6304086601224 |  |  | -24.1941576885209 | 44 | -6 | 174.6920616568897 |  |  | 15.76324812838573 | -65 | -7 | -208.5583261785713
2002-02-01 00:00:00 | 801.8415232473972 | 113 | 29 | -38.29160464740462 |  |  | 366.5137616233014 | 56 | -14 | -12.29998696116386 |  |  | -372.861283338657 | -58 | -12 | 23.11659282730544
2002-03-01 00:00:00 | 609.0830599023395 | -58 | -237 | 260.9585653799858 |  |  | 232.0803327459446 | -30 | 107 | 106.9230758215014 |  |  | -198.9456816722231 | 14 | 67 | -78.75222006723368
2002-04-01 00:00:00 | 212.3962936832173 | 126 | 337 | -68.76638063116559 |  |  | 95.04060056830062 | 53 | -163 | -30.25464624768399 |  |  | -40.51523338532471 | -23 | -62 | 13.27825162818274
2002-05-01 00:00:00 | -605.6035749459817 | -13 | 16 | -144.247630924251 |  |  | -242.9934358175062 | -12 | -6 | -58.7844259315082 |  |  | 82.17578084755743 | 1 | -2 | 19.9782947082174
2002-06-01 00:00:00 | -626.0165409170055 | -29 | 16 | -160.8959135255521 |  |  | -218.0377022310536 | -12 | -6 | -56.01197121995038 |  |  | 67.02571222805366 | 3 | -1 | 17.98216483870666
2002-07-01 00:00:00 | -264.2694271698984 | -17 | 19 | -175.8117191587784 |  |  | -73.15830483225938 | -7 | -5 | -52.68541658894175 |  |  | 25.49651615838074 | 1 | -2 | 17.24067774754468
2002-08-01 00:00:00 | -206.1515571190333 | -14 | 19 | -191.4368706601686 |  |  | -45.75012201390219 | -6 | -6 | -49.52796662117088 |  |  | 17.77877064965363 | 1 | -2 | 16.51655400533942
2002-09-01 00:00:00 | -785.7650063622779 | -8 | 19 | -204.6514509404516 |  |  | -173.3764308968402 | -4 | -5 | -47.2112761905667 |  |  | 59.49918345909824 | 0 | -2 | 15.72795047009406
2002-10-01 00:00:00 | -200.5296811962452 | -37 | 22 | -217.9285555150738 |  |  | -36.08737408479918 | -3 | -5 | -44.91501846860092 |  |  | 12.74331529126992 | 2 | -2 | 15.19801406205897
2002-11-01 00:00:00 | -172.1530122841209 | -29 | 0 | -119.8417353442109 |  |  | -19.3529765053047 | 1 | 0 | -20.60305390779869 |  |  | 12.67895662297766 | 1 | 0 | 7.643194411850497
2002-12-01 00:00:00 | -275.4735099766037 | 24 | 0 | -126.7983450937744 |  |  | -30.69438897967736 | 1 | 0 | -18.19196582618702 |  |  | 17.32326305492035 | -2 | 0 | 7.49118684936772
2003-01-01 00:00:00 | -253.2504654986581 | 125 | 27 | -378.0455228027281 |  |  | -24.2466097645085 | 5 | -4 | -48.11725239195115 |  |  | 17.33881217023958 | -5 | -1 | 19.73139828419265
2003-02-01 00:00:00 | -147.6970389864773 | 52 | 26 | -393.5863759853843 |  |  | -10.05162644612329 | 6 | -3 | -49.21170076169884 |  |  | 11.12274000091673 | -2 | -1 | 18.67380237367095
2003-03-01 00:00:00 | -343.8694202042972 | 30 | 29 | -404.2785297388185 |  |  | -36.19504341097384 | 3 | -4 | -52.83307471778934 |  |  | 17.70106229264169 | -1 | -1 | 17.12497337406187
2003-04-01 00:00:00 | 528.8184859421692 | 55 | 55 | -143.6729619347873 |  |  | 76.17409201923152 | 7 | -8 | -20.62700740439745 |  |  | -18.35056830312746 | -2 | -2 | 5.205585809302562
2003-05-01 00:00:00 | 521.8738708812423 | 56 | 56 | -147.381709843294 |  |  | 73.55086866709128 | 7 | -9 | -20.92162476356714 |  |  | -16.46729415270776 | -2 | -2 | 4.796124698735722
2003-06-01 00:00:00 | 598.9982364950803 | 58 | 57 | -152.1810473059191 |  |  | 79.80666002459414 | 7 | -8 | -20.40889042726955 |  |  | -17.43585390418405 | -2 | -2 | 4.577732040784006
2003-07-01 00:00:00 | 513.2043637728622 | 60 | 60 | -156.4876561038732 |  |  | 64.1142376086652 | 7 | -7 | -19.71192164708538 |  |  | -14.09149953380676 | -2 | -2 | 4.445146068327174
2003-08-01 00:00:00 | 568.1862676043745 | 62 | 62 | -161.370387379874 |  |  | 66.19149304474017 | 6 | -7 | -18.93334196657777 |  |  | -14.70719951848706 | -2 | -2 | 4.303014091080842
2003-09-01 00:00:00 | 587.8827520646788 | 64 | 61 | -164.7797511907657 |  |  | 65.24131873715903 | 6 | -7 | -18.39508337683069 |  |  | -14.43084879456836 | -2 | -2 | 4.171774212406474
2003-10-01 00:00:00 | 1178.139537264348 | 46 | 64 | -168.8146363359621 |  |  | 124.3593381089552 | 4 | -7 | -17.76389140229483 |  |  | -27.38634735088105 | -1 | -2 | 4.049822883253713
2003-11-01 00:00:00 | 251.1257036077685 | 77 | 34 | -176.9068500177645 |  |  | 22.56711781906024 | 6 | -3 | -16.35762196680114 |  |  | -5.425439239111973 | -2 | -1 | 3.944028173458906
2003-12-01 00:00:00 | 448.5121918769926 | 45 | 35 | -182.6453886436316 |  |  | 37.48187702969055 | 4 | -3 | -15.18147009987032 |  |  | -9.606459841995504 | -1 | -1 | 3.82757444404029
2004-01-01 00:00:00 | 139.3668046017594 | 3 | 4 | 106.9229806669812 |  |  | 10.81573497480298 | 0 | 0 | 8.438455903377228 |  |  | -2.748964578986714 | 0 | 0 | -2.076270163424143
2004-02-01 00:00:00 | 204.8211879104023 | 3 | 4 | 107.4987573590361 |  |  | 16.14792445111983 | 0 | 0 | 8.610988768543775 |  |  | -3.821279541891773 | 0 | 0 | -1.981408661279698
2004-03-01 00:00:00 | 254.7046662078731 | 4 | 4 | 106.8352342223116 |  |  | 21.71484229195209 | 0 | 0 | 9.134792414581698 |  |  | -4.486381079116825 | 0 | 0 | -1.861633899332715
2004-04-01 00:00:00 | 107.8500502306846 | 0 | 4 | 105.4790996453681 |  |  | 10.15920041560453 | 0 | 0 | 10.16754637785706 |  |  | -1.692782405293467 | 0 | 0 | -1.659785959510357
2004-05-01 00:00:00 | 110.9089500152573 | -1 | 4 | 107.0505256236935 |  |  | 10.21674630465108 | 0 | 0 | 10.09578723921948 |  |  | -1.639299056885659 | 0 | 0 | -1.585895037524165
2004-06-01 00:00:00 | 112.0804740820746 | -1 | 4 | 109.1077579520067 |  |  | 9.8152042834565 | 0 | 0 | 9.804033411470948 |  |  | -1.592837855871922 | 0 | 0 | -1.54548297492858
2004-07-01 00:00:00 | 116.2949268510065 | -1 | 4 | 111.3682916360434 |  |  | 9.628371319458193 | 0 | 0 | 9.484835012146904 |  |  | -1.586833684221086 | 0 | 0 | -1.501285254566796
2004-08-01 00:00:00 | 118.9510725208717 | -1 | 4 | 113.4201299053017 |  |  | 9.343736161049053 | 0 | 0 | 9.187680558069077 |  |  | -1.556720613322329 | 0 | 0 | -1.455405496281493
2004-09-01 00:00:00 | 119.1409062204908 | -1 | 4 | 114.4200653112078 |  |  | 9.105072794387912 | 0 | 0 | 9.022965652838195 |  |  | -1.499791157953484 | 0 | 0 | -1.413507746041812
2004-10-01 00:00:00 | 122.4960925597469 | -1 | 4 | 115.5856488152925 |  |  | 9.074109401613697 | 0 | 0 | 8.839715288816532 |  |  | -1.483277573903059 | 0 | 0 | -1.370932775017002
2004-11-01 00:00:00 | 164.0978963996506 | -3 | 4 | 119.7543614250167 |  |  | 11.10978047193529 | 0 | 0 | 8.330629264085644 |  |  | -1.83939655903145 | 0 | 0 | -1.308964650665584
2004-12-01 00:00:00 | 168.711838423413 | -5 | 4 | 122.9720851639825 |  |  | 10.36166478065384 | 0 | 0 | 7.807951003915062 |  |  | -1.795705202907977 | 0 | 0 | -1.239412184871059
2005-01-01 00:00:00 | 23.95402978082989 | -8 | 0 | 0 |  |  | 1.020429209574894 | 0 | 0 | 0 |  |  | -0.2651925189515152 | 0 | 0 | 0
2005-02-01 00:00:00 | 17.53431264454946 | -8 | 0 | 0 |  |  | 0.6189964453490556 | 0 | 0 | 0 |  |  | -0.2067450057190169 | 0 | 0 | 0
2005-03-01 00:00:00 | 16.32055453927498 | -7 | 0 | 0 |  |  | 0.5401480015647062 | 0 | 0 | 0 |  |  | -0.2211379665556314 | 0 | 0 | 0
2005-04-01 00:00:00 | 8.995487982193568 | -7 | 0 | 0 |  |  | -0.03164573742748122 | 0 | 0 | 0 |  |  | -0.1822140037676534 | 0 | 0 | 0
2005-05-01 00:00:00 | 10.28739538657572 | -3 | 0 | 0 |  |  | 0.04992925667138304 | 0 | 0 | 0 |  |  | -0.1865348888654834 | 0 | 0 | 0
2005-06-01 00:00:00 | 10.81671574670244 | -3 | 0 | 0 |  |  | 0.08967942545400236 | 0 | 0 | 0 |  |  | -0.1738952819144174 | 0 | 0 | 0
2005-07-01 00:00:00 | 14.13777406396225 | -3 | 0 | 0 |  |  | 0.3215601178451545 | 0 | 0 | 0 |  |  | -0.185011856940124 | 0 | 0 | 0
2005-08-01 00:00:00 | 15.91338694928443 | -3 | 0 | 0 |  |  | 0.4336832873197646 | 0 | 0 | 0 |  |  | -0.183938438281828 | 0 | 0 | 0
2005-09-01 00:00:00 | -6.391936103524603 | -1 | 0 | 0 |  |  | -1.059175583428744 | 0 | 0 | 0 |  |  | 0.00884015417799244 | 0 | 0 | 0
2005-10-01 00:00:00 | -6.231844493262227 | -1 | 0 | 0 |  |  | -1.038125020283712 | 0 | 0 | 0 |  |  | 0.007763946672192501 | 0 | 0 | 0
2005-11-01 00:00:00 | 1.405253961435631 | -2 | 0 | 0 |  |  | -0.4324142664829991 | 0 | 0 | 0 |  |  | 0.001716647573535106 | 0 | 0 | 0
2005-12-01 00:00:00 | 9.217553406589014 | -3 | 0 | 0 |  |  | 0.05626017045043059 | 0 | 0 | 0 |  |  | -0.005281158378655964 | 0 | 0 | 0
2006-01-01 00:00:00 | 25.61764853970349 | -3 | 0 | 0 |  |  | 1.008947573582277 | 0 | 0 | 0 |  |  | -0.1404181206584254 | 0 | 0 | 0
2006-02-01 00:00:00 | 23.42576120947067 | -3 | 0 | 0 |  |  | 0.9722693578645732 | 0 | 0 | 0 |  |  | -0.118047067214802 | 0 | 0 | 0
2006-03-01 00:00:00 | 24.23019209685133 | -2 | 0 | 0 |  |  | 1.11309315047964 | 0 | 0 | 0 |  |  | -0.1190673132862833 | 0 | 0 | 0
2006-04-01 00:00:00 | 22.59122544212109 | -1 | 0 | 0 |  |  | 1.102539990847689 | 0 | 0 | 0 |  |  | -0.1073207859819705 | 0 | 0 | 0
2006-05-01 00:00:00 | 23.26257282134983 | -1 | 0 | 0 |  |  | 1.128391075477645 | 0 | 0 | 0 |  |  | -0.1063300706317517 | 0 | 0 | 0
2006-06-01 00:00:00 | 23.17483878470098 | -1 | 0 | 0 |  |  | 1.073860874035823 | 0 | 0 | 0 |  |  | -0.1007722396073546 | 0 | 0 | 0
2006-07-01 00:00:00 | 24.24006177945065 | -2 | 0 | 0 |  |  | 1.077533728459894 | 0 | 0 | 0 |  |  | -0.1013376049918081 | 0 | 0 | 0
2006-08-01 00:00:00 | 24.6639644521875 | -2 | 0 | 0 |  |  | 1.053385731095749 | 0 | 0 | 0 |  |  | -0.09882784217398005 | 0 | 0 | 0
2006-09-01 00:00:00 | 24.18316750552501 | -2 | 0 | 0 |  |  | 1.007105313433007 | 0 | 0 | 0 |  |  | -0.09235433742947022 | 0 | 0 | 0
2006-10-01 00:00:00 | 24.86369976691 | -2 | 0 | 0 |  |  | 1.020076571713238 | 0 | 0 | 0 |  |  | -0.0924174502134387 | 0 | 0 | 0
2006-11-01 00:00:00 | 25.63297785068629 | -2 | 0 | 0 |  |  | 0.9381503351985162 | 0 | 0 | 0 |  |  | -0.08753130071234912 | 0 | 0 | 0
2006-12-01 00:00:00 | 27.42889124468822 | -3 | 0 | 0 |  |  | 0.8982743257969452 | 0 | 0 | 0 |  |  | -0.08790105142897461 | 0 | 0 | 0
2007-01-01 00:00:00 | 27.70324519455886 | -3 | 0 | 0 |  |  | 0.864510365138789 | 0 | 0 | 0 |  |  | -0.08567085198935115 | 0 | 0 | 0
2007-02-01 00:00:00 | 25.39060825326494 | -3 | 0 | 0 |  |  | 0.8165443862975956 | 0 | 0 | 0 |  |  | -0.07301235705743783 | 0 | 0 | 0
2007-03-01 00:00:00 | 26.39394015526527 | -2 | 0 | 0 |  |  | 0.9373555315263554 | 0 | 0 | 0 |  |  | -0.07685753706233207 | 0 | 0 | 0
2007-04-01 00:00:00 | 24.75817467551269 | -1 | 0 | 0 |  |  | 0.9279265663816628 | 0 | 0 | 0 |  |  | -0.07109863596983114 | 0 | 0 | 0
2007-05-01 00:00:00 | 25.46453981721541 | -2 | 0 | 0 |  |  | 0.9405721671578267 | 0 | 0 | 0 |  |  | -0.07124874858157505 | 0 | 0 | 0
2007-06-01 00:00:00 | 25.25453322045184 | -2 | 0 | 0 |  |  | 0.8918213728151196 | 0 | 0 | 0 |  |  | -0.06645321306859098 | 0 | 0 | 0
2007-07-01 00:00:00 | 26.2782295017877 | -2 | 0 | 0 |  |  | 0.8937745667130488 | 0 | 0 | 0 |  |  | -0.06632044244319835 | 0 | 0 | 0
2007-08-01 00:00:00 | 26.63471131436465 | -2 | 0 | 0 |  |  | 0.8716858914104912 | 0 | 0 | 0 |  |  | -0.06377918143560608 | 0 | 0 | 0
2007-09-01 00:00:00 | 26.06557735408985 | -2 | 0 | 0 |  |  | 0.8330968034155594 | 0 | 0 | 0 |  |  | -0.05886770646483018 | 0 | 0 | 0
2007-10-01 00:00:00 | 26.74233564039287 | -2 | 0 | 0 |  |  | 0.8458864913702401 | 0 | 0 | 0 |  |  | -0.05888894932134267 | 0 | 0 | 0
2007-11-01 00:00:00 | 27.32515067714005 | -2 | 0 | 0 |  |  | 0.7705957397239067 | 0 | 0 | 0 |  |  | -0.05288809232852579 | 0 | 0 | 0
2007-12-01 00:00:00 | 29.01357747034717 | -3 | 0 | 0 |  |  | 0.7440174342479344 | 0 | 0 | 0 |  |  | -0.04999378498931847 | 0 | 0 | 0
2008-01-01 00:00:00 | 30.68887869495079 | 0 | 0 | 0 |  |  | 1.025801347995609 | 0 | 0 | 0 |  |  | -0.09046262953976614 | 0 | 0 | 0
2008-02-01 00:00:00 | 28.92295444274569 | 0 | 0 | 0 |  |  | 0.9877681218752725 | 0 | 0 | 0 |  |  | -0.08554998288745627 | 0 | 0 | 0
2008-03-01 00:00:00 | 29.44496126354407 | 0 | 0 | 0 |  |  | 1.097750251302205 | 0 | 0 | 0 |  |  | -0.08665478144649454 | 0 | 0 | 0
2008-04-01 00:00:00 | 27.79499014579303 | 0 | 0 | 0 |  |  | 1.094579701770853 | 0 | 0 | 0 |  |  | -0.08420587084328811 | 0 | 0 | 0
2008-05-01 00:00:00 | 28.49119042046273 | 0 | 0 | 0 |  |  | 1.10579697103882 | 0 | 0 | 0 |  |  | -0.08400680000530625 | 0 | 0 | 0
2008-06-01 00:00:00 | 28.1862103754685 | 0 | 0 | 0 |  |  | 1.061338961997656 | 0 | 0 | 0 |  |  | -0.07974638720257304 | 0 | 0 | 0
2008-07-01 00:00:00 | 29.1653768116656 | 0 | 0 | 0 |  |  | 1.075305867716691 | 0 | 0 | 0 |  |  | -0.07848655316231387 | 0 | 0 | 0
2008-08-01 00:00:00 | 29.46730273591607 | 0 | 0 | 0 |  |  | 1.054374087661285 | 0 | 0 | 0 |  |  | -0.07583853278458096 | 0 | 0 | 0
2008-09-01 00:00:00 | 28.81583937647011 | 0 | 0 | 0 |  |  | 1.021690031354935 | 0 | 0 | 0 |  |  | -0.07239527323639855 | 0 | 0 | 0
2008-10-01 00:00:00 | 29.48564965782313 | 0 | 0 | 0 |  |  | 1.032988083307004 | 0 | 0 | 0 |  |  | -0.0720707795303652 | 0 | 0 | 0
2008-11-01 00:00:00 | 29.92960096166871 | 0 | 0 | 0 |  |  | 0.9633394126173387 | 0 | 0 | 0 |  |  | -0.06553636985162692 | 0 | 0 | 0
2008-12-01 00:00:00 | 31.51784149672049 | 0 | 0 | 0 |  |  | 0.9319463176485362 | 0 | 0 | 0 |  |  | -0.06190498499068155 | 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 | 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 | 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