Spreadsheet: phillip_m_love__30503__Forwards Detail_old
Sheet: Results

 |  |  |  |  |  |  |  |  | Totals
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2001-11-01 00:00:00 | -30000 | -30000 | 1 | -0.02 | 0.1872 | 0 | 6216
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2001-12-01 00:00:00 | -31000 | -30992.7307 | 0.999765506503874 | -0.005 | 0.1872 | 0 | 5956.8028
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2002-01-01 00:00:00 | -31000 | -30936.4965 | 0.997951500928535 | -0.0025 | 0.1872 | 0 | 5868.6534
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2002-02-01 00:00:00 | -28000 | -27890.0355 | 0.996072696521852 | -0.0025 | 0.1872 | 0 | 5290.7397
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2002-03-01 00:00:00 | -31000 | -30826.1381 | 0.994391550216765 | -0.0025 | 0.1872 | 0 | 5847.7184
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2002-11-01 00:00:00 | -30000 | -29326.4534 | 0.977548447859784 | 0.005 | 0.1822 | 0 | 5196.6475
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2002-12-01 00:00:00 | -31000 | -30218.2903 | 0.974783557198346 | 0.005 | 0.1822 | 0 | 5354.681
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2003-01-01 00:00:00 | -31000 | -30124.2482 | 0.971749942562177 | 0.005 | 0.1822 | 0 | 5338.0168
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2003-02-01 00:00:00 | -28000 | -27118.4794 | 0.968517122580144 | 0.005 | 0.1822 | 0 | 4805.3946
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2003-03-01 00:00:00 | -31000 | -29929.6994 | 0.965474175553483 | 0.005 | 0.1822 | 0 | 5303.5427
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2003-11-01 00:00:00 | -30000 | -28065.0913 | 0.935503044514148 | 0.0075 | 0.1822 | 0 | 4902.9715
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2003-12-01 00:00:00 | -31000 | -28876.4002 | 0.931496779913901 | 0.0075 | 0.1822 | 0 | 5044.7071
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2004-01-01 00:00:00 | -31000 | -28746.2925 | 0.927299758573897 | 0.0075 | 0.1822 | 0 | 5021.9773
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2004-02-01 00:00:00 | -29000 | -26768.5211 | 0.923052451766648 | 0.0075 | 0.1822 | 0 | 4676.4606
FLORIDASTATE | ER4057.2 | P | IF-FGT/Z2 | 2004-03-01 00:00:00 | -31000 | -28488.9363 | 0.918997946170683 | 0.0075 | 0.1822 | 0 | 4977.0172
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2001-11-01 00:00:00 | -435000 | -435000 | 1 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2001-12-01 00:00:00 | -449500 | -449394.5952 | 0.999765506503874 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-01-01 00:00:00 | -449500 | -448579.1997 | 0.997951500928535 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-02-01 00:00:00 | -406000 | -404405.5148 | 0.996072696521852 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-03-01 00:00:00 | -449500 | -446979.0018 | 0.994391550216765 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-04-01 00:00:00 | -435000 | -431915.5666 | 0.992909348392226 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-05-01 00:00:00 | -449500 | -445504.8222 | 0.991111951471942 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-06-01 00:00:00 | -435000 | -430309.0536 | 0.989216215182317 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-07-01 00:00:00 | -449500 | -443774.3966 | 0.987262283837122 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-08-01 00:00:00 | -449500 | -442771.1299 | 0.985030322456189 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-09-01 00:00:00 | -435000 | -427474.1038 | 0.982699089205434 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-10-01 00:00:00 | -449500 | -440634.1623 | 0.980276223245014 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-11-01 00:00:00 | -435000 | -425233.5748 | 0.977548447859784 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2002-12-01 00:00:00 | -449500 | -438165.209 | 0.974783557198346 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2003-01-01 00:00:00 | -449500 | -436801.5992 | 0.971749942562177 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2003-02-01 00:00:00 | -406000 | -393217.9518 | 0.968517122580144 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2003-03-01 00:00:00 | -449500 | -433980.6419 | 0.965474175553483 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.1 | P | IF-LRC/Z3 | 2003-04-01 00:00:00 | -435000 | -418468.7694 | 0.961997170992914 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2001-11-01 00:00:00 | 435000 | 435000 | 1 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2001-12-01 00:00:00 | 449500 | 449394.5952 | 0.999765506503874 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-01-01 00:00:00 | 449500 | 448579.1997 | 0.997951500928535 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-02-01 00:00:00 | 406000 | 404405.5148 | 0.996072696521852 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-03-01 00:00:00 | 449500 | 446979.0018 | 0.994391550216765 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-04-01 00:00:00 | 435000 | 431915.5666 | 0.992909348392226 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-05-01 00:00:00 | 449500 | 445504.8222 | 0.991111951471942 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-06-01 00:00:00 | 435000 | 430309.0536 | 0.989216215182317 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-07-01 00:00:00 | 449500 | 443774.3966 | 0.987262283837122 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-08-01 00:00:00 | 449500 | 442771.1299 | 0.985030322456189 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-09-01 00:00:00 | 435000 | 427474.1038 | 0.982699089205434 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-10-01 00:00:00 | 449500 | 440634.1623 | 0.980276223245014 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-11-01 00:00:00 | 435000 | 425233.5748 | 0.977548447859784 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2002-12-01 00:00:00 | 449500 | 438165.209 | 0.974783557198346 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2003-01-01 00:00:00 | 449500 | 436801.5992 | 0.971749942562177 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2003-02-01 00:00:00 | 406000 | 393217.9518 | 0.968517122580144 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2003-03-01 00:00:00 | 449500 | 433980.6419 | 0.965474175553483 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.2 | P | IF-LRC/Z3 | 2003-04-01 00:00:00 | 435000 | 418468.7694 | 0.961997170992914 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2001-11-01 00:00:00 | 435000 | 435000 | 1 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2001-12-01 00:00:00 | 449500 | 449394.5952 | 0.999765506503874 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-01-01 00:00:00 | 449500 | 448579.1997 | 0.997951500928535 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-02-01 00:00:00 | 406000 | 404405.5148 | 0.996072696521852 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-03-01 00:00:00 | 449500 | 446979.0018 | 0.994391550216765 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-04-01 00:00:00 | 435000 | 431915.5666 | 0.992909348392226 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-05-01 00:00:00 | 449500 | 445504.8222 | 0.991111951471942 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-06-01 00:00:00 | 435000 | 430309.0536 | 0.989216215182317 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-07-01 00:00:00 | 449500 | 443774.3966 | 0.987262283837122 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-08-01 00:00:00 | 449500 | 442771.1299 | 0.985030322456189 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-09-01 00:00:00 | 435000 | 427474.1038 | 0.982699089205434 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-10-01 00:00:00 | 449500 | 440634.1623 | 0.980276223245014 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-11-01 00:00:00 | 435000 | 425233.5748 | 0.977548447859784 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2002-12-01 00:00:00 | 449500 | 438165.209 | 0.974783557198346 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2003-01-01 00:00:00 | 449500 | 436801.5992 | 0.971749942562177 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2003-02-01 00:00:00 | 406000 | 393217.9518 | 0.968517122580144 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2003-03-01 00:00:00 | 449500 | 433980.6419 | 0.965474175553483 | 0.035 | 0.035 | 0 | 0
CHEVRONCHELLC | EW5075.3 | P | IF-LRC/Z3 | 2003-04-01 00:00:00 | 435000 | 418468.7694 | 0.961997170992914 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2001-11-01 00:00:00 | -435000 | -435000 | 1 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2001-12-01 00:00:00 | -449500 | -449394.5952 | 0.999765506503874 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-01-01 00:00:00 | -449500 | -448579.1997 | 0.997951500928535 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-02-01 00:00:00 | -406000 | -404405.5148 | 0.996072696521852 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-03-01 00:00:00 | -449500 | -446979.0018 | 0.994391550216765 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-04-01 00:00:00 | -435000 | -431915.5666 | 0.992909348392226 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-05-01 00:00:00 | -449500 | -445504.8222 | 0.991111951471942 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-06-01 00:00:00 | -435000 | -430309.0536 | 0.989216215182317 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-07-01 00:00:00 | -449500 | -443774.3966 | 0.987262283837122 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-08-01 00:00:00 | -449500 | -442771.1299 | 0.985030322456189 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-09-01 00:00:00 | -435000 | -427474.1038 | 0.982699089205434 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-10-01 00:00:00 | -449500 | -440634.1623 | 0.980276223245014 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-11-01 00:00:00 | -435000 | -425233.5748 | 0.977548447859784 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2002-12-01 00:00:00 | -449500 | -438165.209 | 0.974783557198346 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2003-01-01 00:00:00 | -449500 | -436801.5992 | 0.971749942562177 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2003-02-01 00:00:00 | -406000 | -393217.9518 | 0.968517122580144 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2003-03-01 00:00:00 | -449500 | -433980.6419 | 0.965474175553483 | 0.035 | 0.035 | 0 | 0
CPR-NORTHEAST | EW5075.4 | P | IF-LRC/Z3 | 2003-04-01 00:00:00 | -435000 | -418468.7694 | 0.961997170992914 | 0.035 | 0.035 | 0 | 0