Spreadsheet: phillip_m_love__30479__Book2
Sheet: Sheet1

price
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
BROOKLYN | E20873.4 | P | NX3 | 01-NOV-2001 | 10440 | 0 | 1 | 3.06033333 | 0.0001 | 0 | 31948.836
BROOKLYN | E20873.4 | P | NX3 | 01-DEC-2001 | 10788 | 10781.6844 | 0.999414574053342 | 2.813 | 0.0001 | 0 | 30327.8001
BROOKLYN | E20873.4 | P | NX3 | 01-JAN-2002 | 10788 | 10762.1926 | 0.997607763841588 | 2.991 | 0.0001 | 0 | 32188.6417
BROOKLYN | E20873.4 | P | NX3 | 01-FEB-2002 | 9744 | 9702.8284 | 0.995774668111692 | 3.036 | 0.0001 | 0 | 29456.8166
BROOKLYN | E20873.4 | P | NX3 | 01-MAR-2002 | 10788 | 10724.6552 | 0.994128220668235 | 3.005 | 0.0001 | 0 | 32226.5165
BROOKLYN | E20873.4 | P | NX3 | 01-APR-2002 | 10440 | 10359.9957 | 0.992336755847996 | 2.945 | 0.0001 | 0 | 30509.1514
BROOKLYN | E20873.4 | P | NX3 | 01-MAY-2002 | 10788 | 10684.7897 | 0.990432856933711 | 2.983 | 0.0001 | 0 | 31871.6591
BROOKLYN | E20873.4 | P | NX3 | 01-JUN-2002 | 10440 | 10318.9789 | 0.988407935854086 | 3.023 | 0.0001 | 0 | 31193.2412
BROOKLYN | E20873.4 | P | NX3 | 01-JUL-2002 | 10788 | 10640.5268 | 0.986329886328037 | 3.06 | 0.0001 | 0 | 32558.948
BROOKLYN | E20873.4 | P | NX3 | 01-AUG-2002 | 10788 | 10615.3119 | 0.983992576536741 | 3.093 | 0.0001 | 0 | 32832.0982
BROOKLYN | E20873.4 | P | NX3 | 01-SEP-2002 | 10440 | 10247.4092 | 0.981552608002441 | 3.095 | 0.0001 | 0 | 31714.7068
BROOKLYN | E20873.4 | P | NX3 | 01-OCT-2002 | 10788 | 10562.0645 | 0.979056774556128 | 3.117 | 0.0001 | 0 | 32920.8988
BROOKLYN | E20873.4 | P | NX3 | 01-NOV-2002 | 10440 | 10192.7047 | 0.976312707736482 | 3.297 | 0.0001 | 0 | 33604.328
BROOKLYN | E20873.4 | P | NX3 | 01-DEC-2002 | 10788 | 10502.6066 | 0.973545293605352 | 3.482 | 0.0001 | 0 | 36569.026
BROOKLYN | E20873.4 | P | NX3 | 01-JAN-2003 | 10788 | 10470.2417 | 0.9705452036755999 | 3.582 | 0.0001 | 0 | 37503.3586
BROOKLYN | E20873.4 | P | NX3 | 01-FEB-2003 | 9744 | 9426.2713 | 0.967392378261224 | 3.51 | 0.0001 | 0 | 33085.2698
BROOKLYN | E20873.4 | P | NX3 | 01-MAR-2003 | 10788 | 10404.3745 | 0.9644396110175371 | 3.395 | 0.0001 | 0 | 35321.8111
BROOKLYN | E20873.4 | P | NX3 | 01-APR-2003 | 10440 | 10033.5012 | 0.961063333272501 | 3.275 | 0.0001 | 0 | 32858.7131
BROOKLYN | E20873.4 | P | NX3 | 01-MAY-2003 | 10788 | 10331.7595 | 0.957708515114718 | 3.27 | 0.0001 | 0 | 33783.8203
BROOKLYN | E20873.4 | P | NX3 | 01-JUN-2003 | 10440 | 9961.1113 | 0.9541294357482291 | 3.297 | 0.0001 | 0 | 32840.7879
BROOKLYN | E20873.4 | P | NX3 | 01-JUL-2003 | 10788 | 10254.8164 | 0.950576228365362 | 3.329 | 0.0001 | 0 | 34137.2582
BROOKLYN | E20873.4 | P | NX3 | 01-AUG-2003 | 10788 | 10214.3322 | 0.946823522977017 | 3.361 | 0.0001 | 0 | 34329.349
BROOKLYN | E20873.4 | P | NX3 | 01-SEP-2003 | 10440 | 9844.555900000001 | 0.942965125123024 | 3.361 | 0.0001 | 0 | 33086.5679
BROOKLYN | E20873.4 | P | NX3 | 01-OCT-2003 | 10788 | 10131.7928 | 0.9391724871963391 | 3.396 | 0.0001 | 0 | 34406.5551
BROOKLYN | E20873.5 | P | NX3 | 01-NOV-2001 | 25260 | 0 | 1 | 3.06033333 | 0.0001 | 0 | 77301.494
BROOKLYN | E20873.5 | P | NX3 | 01-DEC-2001 | 26102 | 26086.7192 | 0.999414574053342 | 2.813 | 0.0001 | 0 | 73379.3325
BROOKLYN | E20873.5 | P | NX3 | 01-JAN-2002 | 26102 | 26039.5579 | 0.997607763841588 | 2.991 | 0.0001 | 0 | 77881.7136
BROOKLYN | E20873.5 | P | NX3 | 01-FEB-2002 | 23576 | 23476.3836 | 0.995774668111692 | 3.036 | 0.0001 | 0 | 71271.9529
BROOKLYN | E20873.5 | P | NX3 | 01-MAR-2002 | 26102 | 25948.7348 | 0.994128220668235 | 3.005 | 0.0001 | 0 | 77973.3532
BROOKLYN | E20873.5 | P | NX3 | 01-APR-2002 | 25260 | 25066.4265 | 0.992336755847996 | 2.945 | 0.0001 | 0 | 73818.1193
BROOKLYN | E20873.5 | P | NX3 | 01-MAY-2002 | 26102 | 25852.2784 | 0.990432856933711 | 2.983 | 0.0001 | 0 | 77114.7613
BROOKLYN | E20873.5 | P | NX3 | 01-JUN-2002 | 25260 | 24967.1845 | 0.988407935854086 | 3.023 | 0.0001 | 0 | 75473.3019
BROOKLYN | E20873.5 | P | NX3 | 01-JUL-2002 | 26102 | 25745.1827 | 0.986329886328037 | 3.06 | 0.0001 | 0 | 78777.6845
BROOKLYN | E20873.5 | P | NX3 | 01-AUG-2002 | 26102 | 25684.1742 | 0.983992576536741 | 3.093 | 0.0001 | 0 | 79438.5825
BROOKLYN | E20873.5 | P | NX3 | 01-SEP-2002 | 25260 | 24794.0189 | 0.981552608002441 | 3.095 | 0.0001 | 0 | 76735.009
BROOKLYN | E20873.5 | P | NX3 | 01-OCT-2002 | 26102 | 25555.3399 | 0.979056774556128 | 3.117 | 0.0001 | 0 | 79653.439
BROOKLYN | E20873.5 | P | NX3 | 01-NOV-2002 | 25260 | 24661.659 | 0.976312707736482 | 3.297 | 0.0001 | 0 | 81307.0235
BROOKLYN | E20873.5 | P | NX3 | 01-DEC-2002 | 26102 | 25411.4793 | 0.973545293605352 | 3.482 | 0.0001 | 0 | 88480.2296
BROOKLYN | E20873.5 | P | NX3 | 01-JAN-2003 | 26102 | 25333.1709 | 0.9705452036755999 | 3.582 | 0.0001 | 0 | 90740.8849
BROOKLYN | E20873.5 | P | NX3 | 01-FEB-2003 | 23576 | 22807.2427 | 0.967392378261224 | 3.51 | 0.0001 | 0 | 80051.1412
BROOKLYN | E20873.5 | P | NX3 | 01-MAR-2003 | 26102 | 25173.8027 | 0.9644396110175371 | 3.395 | 0.0001 | 0 | 85462.5429
BROOKLYN | E20873.5 | P | NX3 | 01-APR-2003 | 25260 | 24276.4598 | 0.961063333272501 | 3.275 | 0.0001 | 0 | 79502.9782
BROOKLYN | E20873.5 | P | NX3 | 01-MAY-2003 | 26102 | 24998.1077 | 0.957708515114718 | 3.27 | 0.0001 | 0 | 81741.3122
BROOKLYN | E20873.5 | P | NX3 | 01-JUN-2003 | 25260 | 24101.3095 | 0.9541294357482291 | 3.297 | 0.0001 | 0 | 79459.6074
BROOKLYN | E20873.5 | P | NX3 | 01-JUL-2003 | 26102 | 24811.9407 | 0.950576228365362 | 3.329 | 0.0001 | 0 | 82596.4694
BROOKLYN | E20873.5 | P | NX3 | 01-AUG-2003 | 26102 | 24713.9876 | 0.946823522977017 | 3.361 | 0.0001 | 0 | 83061.2409
BROOKLYN | E20873.5 | P | NX3 | 01-SEP-2003 | 25260 | 23819.2991 | 0.942965125123024 | 3.361 | 0.0001 | 0 | 80054.2822
BROOKLYN | E20873.5 | P | NX3 | 01-OCT-2003 | 26102 | 24514.2803 | 0.9391724871963391 | 3.396 | 0.0001 | 0 | 83248.0443
BROOKLYN | E20873.6 | P | NX3 | 01-NOV-2001 | 25170 | 0 | 1 | 3.06033333 | 0.0001 | 0 | 77026.073
BROOKLYN | E20873.6 | P | NX3 | 01-DEC-2001 | 26009 | 25993.7737 | 0.999414574053342 | 2.813 | 0.0001 | 0 | 73117.8859
BROOKLYN | E20873.6 | P | NX3 | 01-JAN-2002 | 26009 | 25946.7803 | 0.997607763841588 | 2.991 | 0.0001 | 0 | 77604.2253
BROOKLYN | E20873.6 | P | NX3 | 01-FEB-2002 | 23492 | 23392.7385 | 0.995774668111692 | 3.036 | 0.0001 | 0 | 71018.0148
BROOKLYN | E20873.6 | P | NX3 | 01-MAR-2002 | 26009 | 25856.2809 | 0.994128220668235 | 3.005 | 0.0001 | 0 | 77695.5385
BROOKLYN | E20873.6 | P | NX3 | 01-APR-2002 | 25170 | 24977.1161 | 0.992336755847996 | 2.945 | 0.0001 | 0 | 73555.1093
BROOKLYN | E20873.6 | P | NX3 | 01-MAY-2002 | 26009 | 25760.1682 | 0.990432856933711 | 2.983 | 0.0001 | 0 | 76840.0057
BROOKLYN | E20873.6 | P | NX3 | 01-JUN-2002 | 25170 | 24878.2277 | 0.988407935854086 | 3.023 | 0.0001 | 0 | 75204.3947
BROOKLYN | E20873.6 | P | NX3 | 01-JUL-2002 | 26009 | 25653.454 | 0.986329886328037 | 3.06 | 0.0001 | 0 | 78497.0039
BROOKLYN | E20873.6 | P | NX3 | 01-AUG-2002 | 26009 | 25592.6629 | 0.983992576536741 | 3.093 | 0.0001 | 0 | 79155.5472
BROOKLYN | E20873.6 | P | NX3 | 01-SEP-2002 | 25170 | 24705.6791 | 0.981552608002441 | 3.095 | 0.0001 | 0 | 76461.6064
BROOKLYN | E20873.6 | P | NX3 | 01-OCT-2002 | 26009 | 25464.2876 | 0.979056774556128 | 3.117 | 0.0001 | 0 | 79369.6382
BROOKLYN | E20873.6 | P | NX3 | 01-NOV-2002 | 25170 | 24573.7909 | 0.976312707736482 | 3.297 | 0.0001 | 0 | 81017.3311
BROOKLYN | E20873.6 | P | NX3 | 01-DEC-2002 | 26009 | 25320.9395 | 0.973545293605352 | 3.482 | 0.0001 | 0 | 88164.9794
BROOKLYN | E20873.6 | P | NX3 | 01-JAN-2003 | 26009 | 25242.9102 | 0.9705452036755999 | 3.582 | 0.0001 | 0 | 90417.5801
BROOKLYN | E20873.6 | P | NX3 | 01-FEB-2003 | 23492 | 22725.9818 | 0.967392378261224 | 3.51 | 0.0001 | 0 | 79765.9233
BROOKLYN | E20873.6 | P | NX3 | 01-MAR-2003 | 26009 | 25084.1098 | 0.9644396110175371 | 3.395 | 0.0001 | 0 | 85158.0445
BROOKLYN | E20873.6 | P | NX3 | 01-APR-2003 | 25170 | 24189.9641 | 0.961063333272501 | 3.275 | 0.0001 | 0 | 79219.7134
BROOKLYN | E20873.6 | P | NX3 | 01-MAY-2003 | 26009 | 24909.0408 | 0.957708515114718 | 3.27 | 0.0001 | 0 | 81450.0724
BROOKLYN | E20873.6 | P | NX3 | 01-JUN-2003 | 25170 | 24015.4379 | 0.9541294357482291 | 3.297 | 0.0001 | 0 | 79176.4972
BROOKLYN | E20873.6 | P | NX3 | 01-JUL-2003 | 26009 | 24723.5371 | 0.950576228365362 | 3.329 | 0.0001 | 0 | 82302.1827
BROOKLYN | E20873.6 | P | NX3 | 01-AUG-2003 | 26009 | 24625.933 | 0.946823522977017 | 3.361 | 0.0001 | 0 | 82765.2983
BROOKLYN | E20873.6 | P | NX3 | 01-SEP-2003 | 25170 | 23734.4322 | 0.942965125123024 | 3.361 | 0.0001 | 0 | 79769.0532
BROOKLYN | E20873.6 | P | NX3 | 01-OCT-2003 | 26009 | 24426.9372 | 0.9391724871963391 | 3.396 | 0.0001 | 0 | 82951.4361
basis
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-NOV-2001 | 0 | 0 | 1 | 0.04967 | -0.0001 | 0 | 519.5988
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-DEC-2001 | 10788 | 10781.6844 | 0.999414574053342 | -0.0875 | -0.0001 | 0 | -942.3192
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-JAN-2002 | 10788 | 10762.1926 | 0.997607763841588 | -0.0825 | -0.0001 | 0 | -886.8047
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-FEB-2002 | 9744 | 9702.8284 | 0.995774668111692 | -0.0825 | -0.0001 | 0 | -799.5131
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-MAR-2002 | 10788 | 10724.6552 | 0.994128220668235 | -0.0825 | -0.0001 | 0 | -883.7116000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-APR-2002 | 10440 | 10359.9957 | 0.992336755847996 | -0.0825 | -0.0001 | 0 | -853.6636000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-MAY-2002 | 10788 | 10684.7897 | 0.990432856933711 | -0.0825 | -0.0001 | 0 | -880.4267000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-JUN-2002 | 10440 | 10318.9789 | 0.988407935854086 | -0.0825 | -0.0001 | 0 | -850.2839
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-JUL-2002 | 10788 | 10640.5268 | 0.986329886328037 | -0.0825 | -0.0001 | 0 | -876.7794
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-AUG-2002 | 10788 | 10615.3119 | 0.983992576536741 | -0.0825 | -0.0001 | 0 | -874.7017000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-SEP-2002 | 10440 | 10247.4092 | 0.981552608002441 | -0.0825 | -0.0001 | 0 | -844.3865000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-OCT-2002 | 10788 | 10562.0645 | 0.979056774556128 | -0.0825 | -0.0001 | 0 | -870.3141
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-NOV-2002 | 10440 | 10192.7047 | 0.976312707736482 | -0.0775 | -0.0001 | 0 | -788.9153
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-DEC-2002 | 10788 | 10502.6066 | 0.973545293605352 | -0.0775 | -0.0001 | 0 | -812.9018000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-JAN-2003 | 10788 | 10470.2417 | 0.9705452036755999 | -0.0775 | -0.0001 | 0 | -810.3967
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-FEB-2003 | 9744 | 9426.2713 | 0.967392378261224 | -0.0775 | -0.0001 | 0 | -729.5934000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-MAR-2003 | 10788 | 10404.3745 | 0.9644396110175371 | -0.0775 | -0.0001 | 0 | -805.2986000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-APR-2003 | 10440 | 10033.5012 | 0.961063333272501 | -0.075 | -0.0001 | 0 | -751.5092000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-MAY-2003 | 10788 | 10331.7595 | 0.957708515114718 | -0.075 | -0.0001 | 0 | -773.8488
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-JUN-2003 | 10440 | 9961.1113 | 0.9541294357482291 | -0.075 | -0.0001 | 0 | -746.0872
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-JUL-2003 | 10788 | 10254.8164 | 0.950576228365362 | -0.075 | -0.0001 | 0 | -768.0857000000001
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-AUG-2003 | 10788 | 10214.3322 | 0.946823522977017 | -0.075 | -0.0001 | 0 | -765.0535
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-SEP-2003 | 10440 | 9844.555900000001 | 0.942965125123024 | -0.075 | -0.0001 | 0 | -737.3572
BROOKLYN | E20873.4 | P | IF-TRANSCO/Z1 | 01-OCT-2003 | 10788 | 10131.7928 | 0.9391724871963391 | -0.075 | -0.0001 | 0 | -758.8713
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-NOV-2001 | 0 | 0 | 1 | 0.11967 | 1e-07 | 0 | 3022.8617
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-DEC-2001 | 26102 | 26086.7192 | 0.999414574053342 | 0.0075 | 1e-07 | 0 | 195.6478
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-JAN-2002 | 26102 | 26039.5579 | 0.997607763841588 | 0.0125 | 1e-07 | 0 | 325.4919
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-FEB-2002 | 23576 | 23476.3836 | 0.995774668111692 | 0.0125 | 1e-07 | 0 | 293.4524
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-MAR-2002 | 26102 | 25948.7348 | 0.994128220668235 | 0.0125 | 1e-07 | 0 | 324.3566
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-APR-2002 | 25260 | 25066.4265 | 0.992336755847996 | 0.0125 | 1e-07 | 0 | 313.3278
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-MAY-2002 | 26102 | 25852.2784 | 0.990432856933711 | 0.0125 | 1e-07 | 0 | 323.1509
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-JUN-2002 | 25260 | 24967.1845 | 0.988407935854086 | 0.0125 | 1e-07 | 0 | 312.0873
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-JUL-2002 | 26102 | 25745.1827 | 0.986329886328037 | 0.0125 | 1e-07 | 0 | 321.8122
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-AUG-2002 | 26102 | 25684.1742 | 0.983992576536741 | 0.0125 | 1e-07 | 0 | 321.0496
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-SEP-2002 | 25260 | 24794.0189 | 0.981552608002441 | 0.0125 | 1e-07 | 0 | 309.9228
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-OCT-2002 | 26102 | 25555.3399 | 0.979056774556128 | 0.0125 | 1e-07 | 0 | 319.4392
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-NOV-2002 | 25260 | 24661.659 | 0.976312707736482 | 0.0175 | 1e-07 | 0 | 431.5766
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-DEC-2002 | 26102 | 25411.4793 | 0.973545293605352 | 0.0175 | 1e-07 | 0 | 444.6983
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-JAN-2003 | 26102 | 25333.1709 | 0.9705452036755999 | 0.0175 | 1e-07 | 0 | 443.328
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-FEB-2003 | 23576 | 22807.2427 | 0.967392378261224 | 0.0175 | 1e-07 | 0 | 399.1245
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-MAR-2003 | 26102 | 25173.8027 | 0.9644396110175371 | 0.0175 | 1e-07 | 0 | 440.539
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-APR-2003 | 25260 | 24276.4598 | 0.961063333272501 | 0.02 | 1e-07 | 0 | 485.5268
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-MAY-2003 | 26102 | 24998.1077 | 0.957708515114718 | 0.02 | 1e-07 | 0 | 499.9597
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-JUN-2003 | 25260 | 24101.3095 | 0.9541294357482291 | 0.02 | 1e-07 | 0 | 482.0238000000001
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-JUL-2003 | 26102 | 24811.9407 | 0.950576228365362 | 0.02 | 1e-07 | 0 | 496.2363
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-AUG-2003 | 26102 | 24713.9876 | 0.946823522977017 | 0.02 | 1e-07 | 0 | 494.2773
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-SEP-2003 | 25260 | 23819.2991 | 0.942965125123024 | 0.02 | 1e-07 | 0 | 476.3836
BROOKLYN | E20873.5 | P | IF-TRANSCO/Z3 | 01-OCT-2003 | 26102 | 24514.2803 | 0.9391724871963391 | 0.02 | 1e-07 | 0 | 490.2832
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-NOV-2001 | 0 | 0 | 1 | 0.12967 | -0.0001 | 0 | 3266.3109
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-DEC-2001 | 26009 | 25993.7737 | 0.999414574053342 | 0.0325 | -0.0001 | 0 | 847.397
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-JAN-2002 | 26009 | 25946.7803 | 0.997607763841588 | 0.0375 | -0.0001 | 0 | 975.5989000000001
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-FEB-2002 | 23492 | 23392.7385 | 0.995774668111692 | 0.0375 | -0.0001 | 0 | 879.567
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-MAR-2002 | 26009 | 25856.2809 | 0.994128220668235 | 0.0375 | -0.0001 | 0 | 972.1962000000001
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-APR-2002 | 25170 | 24977.1161 | 0.992336755847996 | 0.04 | -0.0001 | 0 | 1001.5824
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-MAY-2002 | 26009 | 25760.1682 | 0.990432856933711 | 0.04 | -0.0001 | 0 | 1032.9827
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-JUN-2002 | 25170 | 24878.2277 | 0.988407935854086 | 0.04 | -0.0001 | 0 | 997.6169000000001
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-JUL-2002 | 26009 | 25653.454 | 0.986329886328037 | 0.04 | -0.0001 | 0 | 1028.7035
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-AUG-2002 | 26009 | 25592.6629 | 0.983992576536741 | 0.04 | -0.0001 | 0 | 1026.2658
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-SEP-2002 | 25170 | 24705.6791 | 0.981552608002441 | 0.04 | -0.0001 | 0 | 990.6977
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-OCT-2002 | 26009 | 25464.2876 | 0.979056774556128 | 0.04 | -0.0001 | 0 | 1021.1179
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-NOV-2002 | 25170 | 24573.7909 | 0.976312707736482 | 0.0425 | -0.0001 | 0 | 1046.8435
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-DEC-2002 | 26009 | 25320.9395 | 0.973545293605352 | 0.0425 | -0.0001 | 0 | 1078.672
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-JAN-2003 | 26009 | 25242.9102 | 0.9705452036755999 | 0.0475 | -0.0001 | 0 | 1201.5625
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-FEB-2003 | 23492 | 22725.9818 | 0.967392378261224 | 0.0475 | -0.0001 | 0 | 1081.7567
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-MAR-2003 | 26009 | 25084.1098 | 0.9644396110175371 | 0.0475 | -0.0001 | 0 | 1194.0036
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-APR-2003 | 25170 | 24189.9641 | 0.961063333272501 | 0.055 | -0.0001 | 0 | 1332.867
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-MAY-2003 | 26009 | 24909.0408 | 0.957708515114718 | 0.055 | -0.0001 | 0 | 1372.4881
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-JUN-2003 | 25170 | 24015.4379 | 0.9541294357482291 | 0.055 | -0.0001 | 0 | 1323.2506
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-JUL-2003 | 26009 | 24723.5371 | 0.950576228365362 | 0.055 | -0.0001 | 0 | 1362.2669
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-AUG-2003 | 26009 | 24625.933 | 0.946823522977017 | 0.055 | -0.0001 | 0 | 1356.8889
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-SEP-2003 | 25170 | 23734.4322 | 0.942965125123024 | 0.055 | -0.0001 | 0 | 1307.7672
BROOKLYN | E20873.6 | P | IF-TRANSCO/Z4 | 01-OCT-2003 | 26009 | 24426.9372 | 0.9391724871963391 | 0.055 | -0.0001 | 0 | 1345.9242
index
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-NOV-2001 | 0 | 0 | 1 | 0 | 1e-07 | 0 | 0.0161
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-DEC-2001 | -165912 | -165814.8708 | 0.999414574053342 | 0.01 | 1e-07 | 0 | -1658.1321
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-JAN-2002 | -165912 | -165515.0993 | 0.997607763841588 | 0.01 | 1e-07 | 0 | -1655.1344
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-FEB-2002 | -149856 | -149222.8087 | 0.995774668111692 | 0.01 | 1e-07 | 0 | -1492.2132
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-MAR-2002 | -165912 | -164937.8013 | 0.994128220668235 | 0.01 | 1e-07 | 0 | -1649.3615
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-APR-2002 | -160560 | -159329.5895 | 0.992336755847996 | 0.01 | 1e-07 | 0 | -1593.28
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-MAY-2002 | -165912 | -164324.6962 | 0.990432856933711 | 0.01 | 1e-07 | 0 | -1643.2305
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-JUN-2002 | -160560 | -158698.7782 | 0.988407935854086 | 0.01 | 1e-07 | 0 | -1586.9719
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-JUL-2002 | -165912 | -163643.9641 | 0.986329886328037 | 0.01 | 1e-07 | 0 | -1636.4233
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-AUG-2002 | -165912 | -163256.1764 | 0.983992576536741 | 0.01 | 1e-07 | 0 | -1632.5454
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-SEP-2002 | -160560 | -157598.0867 | 0.981552608002441 | 0.01 | 1e-07 | 0 | -1575.9651
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-OCT-2002 | -165912 | -162437.2676 | 0.979056774556128 | 0.01 | 1e-07 | 0 | -1624.3564
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-NOV-2002 | -160560 | -156756.7684 | 0.976312707736482 | 0.01 | 1e-07 | 0 | -1567.552
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-DEC-2002 | -165912 | -161522.8468 | 0.973545293605352 | 0.01 | 1e-07 | 0 | -1615.2123
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-JAN-2003 | -165912 | -161025.0958 | 0.9705452036755999 | 0.01 | 1e-07 | 0 | -1610.2349
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-FEB-2003 | -149856 | -144969.5522 | 0.967392378261224 | 0.01 | 1e-07 | 0 | -1449.681
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-MAR-2003 | -165912 | -160012.1047 | 0.9644396110175371 | 0.01 | 1e-07 | 0 | -1600.105
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-APR-2003 | -160560 | -154308.3288 | 0.961063333272501 | 0.01 | 1e-07 | 0 | -1543.0679
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-MAY-2003 | -165912 | -158895.3352 | 0.957708515114718 | 0.01 | 1e-07 | 0 | -1588.9375
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-JUN-2003 | -160560 | -153195.0222 | 0.9541294357482291 | 0.01 | 1e-07 | 0 | -1531.9349
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-JUL-2003 | -165912 | -157712.0032 | 0.950576228365362 | 0.01 | 1e-07 | 0 | -1577.1043
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-AUG-2003 | -165912 | -157089.3843 | 0.946823522977017 | 0.01 | 1e-07 | 0 | -1570.8781
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-SEP-2003 | -160560 | -151402.4805 | 0.942965125123024 | 0.01 | 1e-07 | 0 | -1514.0097
BROOKLYN | E20873.1 | P | IF-TRANSCO/Z1 | 01-OCT-2003 | -165912 | -155819.9857 | 0.9391724871963391 | 0.01 | 1e-07 | 0 | -1558.1843
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-NOV-2001 | 0 | 0 | 1 | -0.0025 | 1e-07 | 0 | 971.7389000000001
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-DEC-2001 | -401636 | -401400.8719 | 0.999414574053342 | 0.0125 | 1e-07 | 0 | -5017.4708
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-JAN-2002 | -401636 | -400675.1918 | 0.997607763841588 | 0.0125 | 1e-07 | 0 | -5008.3998
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-FEB-2002 | -362768 | -361235.1848 | 0.995774668111692 | 0.0125 | 1e-07 | 0 | -4515.4037
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-MAR-2002 | -401636 | -399277.682 | 0.994128220668235 | 0.0125 | 1e-07 | 0 | -4990.9311
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-APR-2002 | -388680 | -385701.4503 | 0.992336755847996 | 0.0075 | 1e-07 | 0 | -2892.7223
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-MAY-2002 | -401636 | -397793.4909 | 0.990432856933711 | 0.0075 | 1e-07 | 0 | -2983.4114
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-JUN-2002 | -388680 | -384174.3965 | 0.988407935854086 | 0.0075 | 1e-07 | 0 | -2881.2696
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-JUL-2002 | -401636 | -396145.5902 | 0.986329886328037 | 0.0075 | 1e-07 | 0 | -2971.0523
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-AUG-2002 | -401636 | -395206.8425 | 0.983992576536741 | 0.0075 | 1e-07 | 0 | -2964.0118
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-SEP-2002 | -388680 | -381509.8677 | 0.981552608002441 | 0.0075 | 1e-07 | 0 | -2861.2859
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-OCT-2002 | -401636 | -393224.4467 | 0.979056774556128 | 0.0075 | 1e-07 | 0 | -2949.144
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-NOV-2002 | -388680 | -379473.2232 | 0.976312707736482 | 0.01 | 1e-07 | 0 | -3794.6943
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-DEC-2002 | -401636 | -391010.8375 | 0.973545293605352 | 0.01 | 1e-07 | 0 | -3910.0693
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-JAN-2003 | -401636 | -389805.8934 | 0.9705452036755999 | 0.01 | 1e-07 | 0 | -3898.02
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-FEB-2003 | -362768 | -350938.9983 | 0.967392378261224 | 0.01 | 1e-07 | 0 | -3509.3549
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-MAR-2003 | -401636 | -387353.6676 | 0.9644396110175371 | 0.01 | 1e-07 | 0 | -3873.4979
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-APR-2003 | -388680 | -373546.0964 | 0.961063333272501 | 0.0075 | 1e-07 | 0 | -2801.5584
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-MAY-2003 | -401636 | -384650.2172 | 0.957708515114718 | 0.0075 | 1e-07 | 0 | -2884.8382
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-JUN-2003 | -388680 | -370851.0291 | 0.9541294357482291 | 0.0075 | 1e-07 | 0 | -2781.3456
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-JUL-2003 | -401636 | -381785.6341 | 0.950576228365362 | 0.0075 | 1e-07 | 0 | -2863.3541
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-AUG-2003 | -401636 | -380278.4125 | 0.946823522977017 | 0.0075 | 1e-07 | 0 | -2852.0501
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-SEP-2003 | -388680 | -366511.6848 | 0.942965125123024 | 0.0075 | 1e-07 | 0 | -2748.801
BROOKLYN | E20873.2 | P | IF-TRANSCO/Z3 | 01-OCT-2003 | -401636 | -377205.4811 | 0.9391724871963391 | 0.0075 | 1e-07 | 0 | -2829.0034
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-NOV-2001 | 0 | 0 | 1 | -0.0025 | 1e-07 | 0 | 967.9137000000001
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-DEC-2001 | -400055 | -399820.7974 | 0.999414574053342 | 0.01 | 1e-07 | 0 | -3998.168
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-JAN-2002 | -400055 | -399097.974 | 0.997607763841588 | 0.01 | 1e-07 | 0 | -3990.9398
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-FEB-2002 | -361340 | -359813.2186 | 0.995774668111692 | 0.01 | 1e-07 | 0 | -3598.0962
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-MAR-2002 | -400055 | -397705.9653 | 0.994128220668235 | 0.01 | 1e-07 | 0 | -3977.0199
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-APR-2002 | -387150 | -384183.175 | 0.992336755847996 | 0.01 | 1e-07 | 0 | -3841.7933
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-MAY-2002 | -400055 | -396227.6166 | 0.990432856933711 | 0.01 | 1e-07 | 0 | -3962.2365
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-JUN-2002 | -387150 | -382662.1324 | 0.988407935854086 | 0.01 | 1e-07 | 0 | -3826.5831
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-JUL-2002 | -400055 | -394586.2027 | 0.986329886328037 | 0.01 | 1e-07 | 0 | -3945.8226
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-AUG-2002 | -400055 | -393651.1502 | 0.983992576536741 | 0.01 | 1e-07 | 0 | -3936.4721
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-SEP-2002 | -387150 | -380008.0922 | 0.981552608002441 | 0.01 | 1e-07 | 0 | -3800.0429
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-OCT-2002 | -400055 | -391676.5579 | 0.979056774556128 | 0.01 | 1e-07 | 0 | -3916.7264
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-NOV-2002 | -387150 | -377979.4648 | 0.976312707736482 | 0.01 | 1e-07 | 0 | -3779.7569
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-DEC-2002 | -400055 | -389471.6624 | 0.973545293605352 | 0.01 | 1e-07 | 0 | -3894.6777
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-JAN-2003 | -400055 | -388271.4615 | 0.9705452036755999 | 0.01 | 1e-07 | 0 | -3882.6758
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-FEB-2003 | -361340 | -349557.562 | 0.967392378261224 | 0.01 | 1e-07 | 0 | -3495.5407
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-MAR-2003 | -400055 | -385828.8886 | 0.9644396110175371 | 0.01 | 1e-07 | 0 | -3858.2503
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-APR-2003 | -387150 | -372075.6695 | 0.961063333272501 | 0.01 | 1e-07 | 0 | -3720.7195
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-MAY-2003 | -400055 | -383136.08 | 0.957708515114718 | 0.01 | 1e-07 | 0 | -3831.3225
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-JUN-2003 | -387150 | -369391.211 | 0.9541294357482291 | 0.01 | 1e-07 | 0 | -3693.8752
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-JUL-2003 | -400055 | -380282.773 | 0.950576228365362 | 0.01 | 1e-07 | 0 | -3802.7897
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-AUG-2003 | -400055 | -378781.4845 | 0.946823522977017 | 0.01 | 1e-07 | 0 | -3787.777
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-SEP-2003 | -387150 | -365068.9482 | 0.942965125123024 | 0.01 | 1e-07 | 0 | -3650.653
BROOKLYN | E20873.3 | P | IF-TRANSCO/Z4 | 01-OCT-2003 | -400055 | -375720.6494 | 0.9391724871963391 | 0.01 | 1e-07 | 0 | -3757.1689