Spreadsheet: darron_c_giron__8011__EMW 0921
Sheet: Top Pages

 |  | POST ID | DATE | TEST | Today | Prior Day | Net NPV | New Deals | Curve Shift | Gamma | Vega | Theta | Rho | Drift | Origination | Liquidation | 2nd Order | Adjustment
 |  | 893621 |  | SWAPS | 14157237.1427 | 14155448.2832 | 0.12989967 | 0 | -44.1067 | 0 | 0 | 0 | -169.5584 | 2001.0578 | 0 | 0 | 1.4668 | 0
User ID: |  | 893621 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Password: |  | 893621 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Date |  | 893621 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893621 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893622 |  | SWAPS | 151600.2089 | 151569.3649 | -14.97262465 | 0 | -72.7362 | 0 | 0 | 0 | 35.8291 | 68.0159 | 0 | 0 | -0.2648 | 0
 |  | 893622 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893622 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893622 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893622 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893623 |  | SWAPS | 18176.8069 | 18172.4492 | 0.903498 | 0 | 0 | 0 | 0 | 0 | 0.3045 | 4.0577 | 0 | 0 | -0.0045 | 0
 |  | 893623 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893623 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893623 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893623 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893624 |  | SWAPS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893624 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893624 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893624 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893624 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893625 |  | SWAPS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893625 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893625 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893625 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893625 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893626 |  | SWAPS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893626 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893626 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893626 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893626 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893627 |  | SWAPS | 3832655.2424 | 3772315.3282 | 1e-08 | 66475.1977 | -5645.9857 | 0 | 0 | 0 | -248.8324 | -239.9508 | 0 | 0 | -0.5146 | 0
 |  | 893627 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893627 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893627 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893627 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893628 |  | SWAPS | 1723894.2556 | 1751299.6526 | 5.83907567 | -49517.4473 | 21585.6805 | 0 | 0 | 0 | 208.7888 | 313.8064 | 0 | 0 | 3.7746 | 0
 |  | 893628 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893628 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893628 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893628 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893629 |  | SWAPS | 5240.2039 | 11167.0479 | -37.09990201 | -5928.7849 | -0.0001 | 0 | 0 | 0 | 0.4341 | 1.5103 | 0 | 0 | -0.0034 | 0
 |  | 893629 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893629 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893629 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893629 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893630 |  | SWAPS | 581949.2867 | 581798.9993 | 0 | 0 | -0.0002 | 0 | 0 | 0 | 43.9466 | 106.4513 | 0 | 0 | -0.1103 | 0
 |  | 893630 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893630 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893630 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893630 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893631 |  | SWAPS | 0.0001 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.0002 | -0.0001 | 0 | 0 | 0 | 0
 |  | 893631 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893631 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893631 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893631 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893632 |  | SWAPS | -0.0002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.0004 | 0.0003 | 0 | 0 | -0.0001 | 0
 |  | 893632 |  | OTCOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893632 |  | EXGOPTIONS | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893632 |  | FUTURES | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
 |  | 893632 |  | ACCRUED | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0