Spreadsheet: jason_wolfe__13354__Rpt PMA Log Gas Three RM
Sheet: PA

2001-01-24 00:00:00
BOOK_PORT | DEAL_NUM_STR | TYPE_CD | Settlement Rpt/G/L |  | SumOfMID_FWD_LIQUID_AMT |  | SumOfMID_OPT_PV_LIQUID_AMT |  | Post ID Total | [NAME]
PA | NA0376.4 | SWAP | -14999999.5 |  | -14999999.5 |  | 0 |  | -14999999.5 | 0
 | NA0376.7 | SWAP | 7674969.3 |  | 7674969.3 |  | 0 |  | 7674969.3 | 0
 | NH8888.2 | BASIS SWAP | -6820 |  | -6820 |  | 0 |  | -6820 | 0
 | NI7813.1 | SWAP | 339605 |  | 339605 |  | 0 |  | 339605 | 0
 | NJ9016.1 | SWAP | -285355 |  | -285355 |  | 0 |  | -285355 | 0
 | NO8157.1 | BASIS SWAP | 13640 |  | 13640 |  | 0 |  | 13640 | 0
 | [NAME] | BASIS SWAP | -11315 |  | -11315 |  | 0 |  | -11315 | 0
 | NS8429.1 | SWAP | 301630 |  | 301630 |  | 0 |  | 301630 | 0
 | NS8992.1 | SWAP | -311705 |  | -311705 |  | 0 |  | -311705 | 0
 | [NAME] | SWAP | 322555 |  | 322555 |  | 0 |  | 322555 | 0
 | NT0921.1 | SWAP | -326430 |  | -326430 |  | 0 |  | -326430 | 0
 | NT1771.1 | SWAP | 322555 |  | 322555 |  | 0 |  | 322555 | 0
 | NT2796.1 | SWAP | -307055 |  | -307055 |  | 0 |  | -307055 | 0
 | NT3635.1 | SWAP | 303180 |  | 303180 |  | 0 |  | 303180 | 0
 | NT5244.1 | SWAP | 289230 |  | 289230 |  | 0 |  | 289230 | 0
 | NU0897.1 | SWAP | 258230 |  | 258230 |  | 0 |  | 258230 | 0
 | NU2244.1 | SWAP | -257455 |  | -257455 |  | 0 |  | -257455 | 0
 | NU2505.1 | SWAP | -260555 |  | -260555 |  | 0 |  | -260555 | 0
 | NU3009.1 | SWAP | -264430 |  | -264430 |  | 0 |  | -264430 | 0
 | NV3059.1 | SWAP | 280705 |  | 280705 |  | 0 |  | 280705 | 0
 | NV6107.1 | SWAP | 248930 |  | 248930 |  | 0 |  | 248930 | 0
 | [NAME] | SWAP | 249705 |  | 249705 |  | 0 |  | 249705 | 0
 | NV9733.1 | BASIS SWAP | 43245 |  | 43245 |  | 0 |  | 43245 | 0
 | NW0123.1 | SWAP | -217155 |  | -217155 |  | 0 |  | -217155 | 0
 | NW1111.1 | BASIS SWAP | -42470 |  | -42470 |  | 0 |  | -42470 | 0
 | NW2455.1 | SWAP | -237305 |  | -237305 |  | 0 |  | -237305 | 0
 | NW8753.1 | SWAP | 234205 |  | 234205 |  | 0 |  | 234205 | 0
 | NX1737.2 | BASIS SWAP | -830087 |  | 0 |  | 0 |  | 0 | -830087
 | NX1737.2 | GDSWAP | 0 |  | -819100 |  | 0 |  | -819100 | 819100
 | NX3131.1 | SWAP | -226455 |  | -226455 |  | 0 |  | -226455 | 0
 | NX3253.1 | SWAP | -228005 |  | -228005 |  | 0 |  | -228005 | 0
 | NX4220.1 | SWAP | 221030 |  | 221030 |  | 0 |  | 221030 | 0
 | NX4449.1 | SWAP | 221805 |  | 221805 |  | 0 |  | 221805 | 0
 | NX4909.1 | SWAP | 215605 |  | 215605 |  | 0 |  | 215605 | 0
 | NX5507.1 | SWAP | 212505 |  | 212505 |  | 0 |  | 212505 | 0
 | NX5826.1 | SWAP | 203205 |  | 203205 |  | 0 |  | 203205 | 0
 | NX7016.1 | SWAP | 196230 |  | 196230 |  | 0 |  | 196230 | 0
 | NX7482.1 | SWAP | -196230 |  | -196230 |  | 0 |  | -196230 | 0
 | NY1446.1 | BASIS SWAP | 9765 |  | 9765 |  | 0 |  | 9765 | 0
 | NY2456.1 | SWAP | 168330 |  | 168330 |  | 0 |  | 168330 | 0
 | NY2591.1 | BASIS SWAP | -11160 |  | -11160 |  | 0 |  | -11160 | 0
 | NY4429.1 | SWAP | -174530 |  | -174530 |  | 0 |  | -174530 | 0
 | NY4526.1 | SWAP | 167555 |  | 167555 |  | 0 |  | 167555 | 0
 | NY6634.1 | SWAP | 171430 |  | 171430 |  | 0 |  | 171430 | 0
 | NY6672.1 | BASIS SWAP | -11315 |  | -11315 |  | 0 |  | -11315 | 0
 | NY6875.1 | SWAP | -175305 |  | -175305 |  | 0 |  | -175305 | 0
 | NY6957.1 | SWAP | -175305 |  | -175305 |  | 0 |  | -175305 | 0
 | NY7049.1 | SWAP | 172980 |  | 172980 |  | 0 |  | 172980 | 0
 | NZ4132.2 | SWAP | -129580 |  | -129580 |  | 0 |  | -129580 | 0
 | NZ4132.5 | SWAP | 124930 |  | 124930 |  | 0 |  | 124930 | 0
 | NZ4132.9 | SWAP | 127255 |  | 127255 |  | 0 |  | 127255 | 0
 | NZ4373.1 | BASIS SWAP | 7440 |  | 7440 |  | 0 |  | 7440 | 0
PA | NZ4486.4 | SWAP | -128805 |  | -128805 |  | 0 |  | -128805 | 0
 | [NAME] | SWAP | -116405 |  | -116405 |  | 0 |  | -116405 | 0
 | NZ5735.1 | SWAP | -117955 |  | -117955 |  | 0 |  | -117955 | 0
 | NZ5773.1 | SWAP | -119505 |  | -119505 |  | 0 |  | -119505 | 0
 | NZ6043.1 | BASIS SWAP | -4882.5 |  | -4882.5 |  | 0 |  | -4882.5 | 0
 | NZ6048.1 | BASIS SWAP | 11160 |  | 11160 |  | 0 |  | 11160 | 0
 | NZ6051.1 | BASIS SWAP | -4882.5 |  | -4882.5 |  | 0 |  | -4882.5 | 0
 | NZ8029.1 | SWAP | 140430 |  | 140430 |  | 0 |  | 140430 | 0
 | NZ8030.1 | SWAP | 139655 |  | 139655 |  | 0 |  | 139655 | 0
 | NZ9245.1 | SWAP | -117955 |  | -117955 |  | 0 |  | -117955 | 0
 | NZ9285.1 | SWAP | -119505 |  | -119505 |  | 0 |  | -119505 | 0
 | NZ9290.1 | SWAP | -119505 |  | -119505 |  | 0 |  | -119505 | 0
 | NZ9295.1 | SWAP | -120280 |  | -120280 |  | 0 |  | -120280 | 0
 | Q00380.1 | SWAP | 113305 |  | 113305 |  | 0 |  | 113305 | 0
 | Q00400.1 | SWAP | 114855 |  | 114855 |  | 0 |  | 114855 | 0
 | Q00530.1 | SWAP | 114080 |  | 114080 |  | 0 |  | 114080 | 0
 | Q10243.1 | SWAP | -108655 |  | -108655 |  | 0 |  | -108655 | 0
 | Q10255.1 | SWAP | -108655 |  | -108655 |  | 0 |  | -108655 | 0
 | Q10280.1 | SWAP | -107880 |  | -107880 |  | 0 |  | -107880 | 0
 | Q11660.1 | SWAP | 92380 |  | 92380 |  | 0 |  | 92380 | 0
 | Q11668.1 | SWAP | 91605 |  | 91605 |  | 0 |  | 91605 | 0
 | [NAME] | SWAP | 90830 |  | 90830 |  | 0 |  | 90830 | 0
 | Q14022.1 | SWAP | 91605 |  | 91605 |  | 0 |  | 91605 | 0
 | Q14115.1 | SWAP | 93155 |  | 93155 |  | 0 |  | 93155 | 0
 | Q14606.1 | SWAP | -101680 |  | -101680 |  | 0 |  | -101680 | 0
 | Q14620.1 | SWAP | -101680 |  | -101680 |  | 0 |  | -101680 | 0
 | Q14672.1 | SWAP | -99355 |  | -99355 |  | 0 |  | -99355 | 0
 | Q16522.1 | SWAP | 105555 |  | 105555 |  | 0 |  | 105555 | 0
 | Q16817.1 | SWAP | -113305 |  | -113305 |  | 0 |  | -113305 | 0
 | Q16949.1 | SWAP | -118730 |  | -118730 |  | 0 |  | -118730 | 0
 | Q17050.1 | SWAP | -118730 |  | -118730 |  | 0 |  | -118730 | 0
 | Q17849.1 | SWAP | 146630 |  | 146630 |  | 0 |  | 146630 | 0
 | Q17904.1 | SWAP | 140430 |  | 140430 |  | 0 |  | 140430 | 0
 | Q18018.1 | SWAP | -138880 |  | -138880 |  | 0 |  | -138880 | 0
 | Q18132.1 | SWAP | -141205 |  | -141205 |  | 0 |  | -141205 | 0
 | Q18250.1 | SWAP | 144305 |  | 144305 |  | 0 |  | 144305 | 0
 | Q18507.1 | SWAP | 145080 |  | 145080 |  | 0 |  | 145080 | 0
 | Q18738.1 | SWAP | -148180 |  | -148180 |  | 0 |  | -148180 | 0
 | Q19071.1 | SWAP | 139655 |  | 139655 |  | 0 |  | 139655 | 0
 | Q19195.1 | SWAP | 141205 |  | 141205 |  | 0 |  | 141205 | 0
 | Q19356.1 | SWAP | 121055 |  | 121055 |  | 0 |  | 121055 | 0
 | Q19568.1 | SWAP | -131905 |  | -131905 |  | 0 |  | -131905 | 0
 | Q19702.1 | SWAP | -137330 |  | -137330 |  | 0 |  | -137330 | 0
 | Q20500.1 | SWAP | -145080 |  | -145080 |  | 0 |  | -145080 | 0
 | Q21473.1 | SWAP | 114080 |  | 114080 |  | 0 |  | 114080 | 0
 | Q21520.1 | SWAP | 114080 |  | 114080 |  | 0 |  | 114080 | 0
 | Q22620.1 | SWAP | 178560 |  | 178560 |  | 0 |  | 178560 | 0
 | Q23013.1 | SWAP | 119505 |  | 119505 |  | 0 |  | 119505 | 0
 | Q23054.1 | SWAP | 118730 |  | 118730 |  | 0 |  | 118730 | 0
 | Q25271.1 | SWAP | -134230 |  | -134230 |  | 0 |  | -134230 | 0
 | Q25407.1 | SWAP | 135005 |  | 135005 |  | 0 |  | 135005 | 0
 | Q26321.1 | SWAP | 122605 |  | 122605 |  | 0 |  | 122605 | 0
 | Q26618.1 | SWAP | -131130 |  | -131130 |  | 0 |  | -131130 | 0
 | [NAME] | SWAP | -358515 |  | -358515 |  | 0 |  | -358515 | 0
 | Q27784.1 | SWAP | 146630 |  | 146630 |  | 0 |  | 146630 | 0
 | Q28189.1 | SWAP | 145855 |  | 145855 |  | 0 |  | 145855 | 0
PA | Q28878.1 | SWAP | -393390 |  | -393390 |  | 0 |  | -393390 | 0
 | Q28923.1 | SWAP | -405015 |  | -405015 |  | 0 |  | -405015 | 0
 | Q29044.1 | SWAP | -156705 |  | -156705 |  | 0 |  | -156705 | 0
 | Q30730.1 | SWAP | 155930 |  | 155930 |  | 0 |  | 155930 | 0
 | Q31459.1 | SWAP | 145080 |  | 145080 |  | 0 |  | 145080 | 0
 | Q32260.1 | SWAP | -148180 |  | -148180 |  | 0 |  | -148180 | 0
 | Q32466.1 | SWAP | -146630 |  | -146630 |  | 0 |  | -146630 | 0
 | Q32567.1 | SWAP | -146630 |  | -146630 |  | 0 |  | -146630 | 0
 | Q33157.1 | SWAP | -145080 |  | -145080 |  | 0 |  | -145080 | 0
 | Q33172.1 | SWAP | -145080 |  | -145080 |  | 0 |  | -145080 | 0
 | Q33852.1 | SWAP | -140430 |  | -140430 |  | 0 |  | -140430 | 0
 | Q36806.1 | SWAP | 75330 |  | 75330 |  | 0 |  | 75330 | 0
 | Q37035.1 | SWAP | -61380 |  | -61380 |  | 0 |  | -61380 | 0
 | [NAME] | SWAP | -67580 |  | -67580 |  | 0 |  | -67580 | 0
 | Q39301.1 | BASIS SWAP | -436258.35 |  | 0 |  | 0 |  | 0 | -436258.35
 | Q39301.1 | GDSWAP | 0 |  | -431640 |  | 0 |  | -431640 | 431640
 | Q39657.1 | SWAP | 222270 |  | 222270 |  | 0 |  | 222270 | 0
 | Q39753.1 | SWAP | 242420 |  | 242420 |  | 0 |  | 242420 | 0
 | Q39970.1 | SWAP | 86955 |  | 86955 |  | 0 |  | 86955 | 0
 | Q40393.1 | SWAP | 226920 |  | 226920 |  | 0 |  | 226920 | 0
 | Q40407.1 | SWAP | 115010 |  | 115010 |  | 0 |  | 115010 | 0
 | Q41609.1 | SWAP | -214365 |  | -214365 |  | 0 |  | -214365 | 0
 | Q41624.1 | SWAP | -100905 |  | -100905 |  | 0 |  | -100905 | 0
 | Q41734.1 | SWAP | -288920 |  | -288920 |  | 0 |  | -288920 | 0
 | Q41752.1 | SWAP | -73780 |  | -73780 |  | 0 |  | -73780 | 0
 | Q42124.1 | SWAP | -312170 |  | -312170 |  | 0 |  | -312170 | 0
 | Q42227.1 | SWAP | 99355 |  | 99355 |  | 0 |  | 99355 | 0
 | Q42433.1 | SWAP | -102455 |  | -102455 |  | 0 |  | -102455 | 0
 | Q43255.1 | SWAP | 238777.5 |  | 238777.5 |  | 0 |  | 238777.5 | 0
 | Q47690.1 | SWAP | -353865 |  | -353865 |  | 0 |  | -353865 | 0
 | Q47870.1 | SWAP | -473370 |  | -473370 |  | 0 |  | -473370 | 0
 | Q48063.1 | SWAP | 448570 |  | 448570 |  | 0 |  | 448570 | 0
 | Q48284.1 | SWAP | -474920 |  | -474920 |  | 0 |  | -474920 | 0
 | Q48448.1 | SWAP | -521420 |  | -521420 |  | 0 |  | -521420 | 0
 | [NAME] | SWAP | 512120 |  | 512120 |  | 0 |  | 512120 | 0
 | Q49467.1 | SWAP | 567920 |  | 567920 |  | 0 |  | 567920 | 0
 | Q49539.1 | SWAP | 577220 |  | 577220 |  | 0 |  | 577220 | 0
 | Q50556.1 | SWAP | -572570 |  | -572570 |  | 0 |  | -572570 | 0
 | Q50584.1 | SWAP | -583420 |  | -583420 |  | 0 |  | -583420 | 0
 | Q51497.1 | SWAP | 603570 |  | 603570 |  | 0 |  | 603570 | 0
 | Q51797.1 | SWAP | -592720 |  | -592720 |  | 0 |  | -592720 | 0
 | Q52667.1 | SWAP | 608220 |  | 608220 |  | 0 |  | 608220 | 0
 | Q52734.1 | SWAP | 592720 |  | 592720 |  | 0 |  | 592720 | 0
 | Q53725.1 | SWAP | -148180 |  | -148180 |  | 0 |  | -148180 | 0
 | Q54727.1 | SWAP | -410827.5 |  | -410827.5 |  | 0 |  | -410827.5 | 0
 | Q56145.1 | SWAP | 162130 |  | 162130 |  | 0 |  | 162130 | 0
 | Q56152.1 | SWAP | 321160 |  | 321160 |  | 0 |  | 321160 | 0
 | Q57023.3 | BASIS SWAP | -2910729.39 |  | 0 |  | 0 |  | 0 | -2910729.39
 | Q57023.3 | GDSWAP | 0 |  | -2868648.26 |  | 0 |  | -2868648.26 | 2868648.26
 | Q57023.4 | BASIS SWAP | 2921579.5 |  | 0 |  | 0 |  | 0 | 2921579.5
 | Q57023.4 | GDSWAP | 0 |  | 2883125 |  | 0 |  | 2883125 | -2883125
 | Q58837.1 | SWAP | 574740 |  | 574740 |  | 0 |  | 574740 | 0
 | Q58910.1 | SWAP | 202430 |  | 202430 |  | 0 |  | 202430 | 0
 | Q64405.1 | SWAP | -420360 |  | -420360 |  | 0 |  | -420360 | 0
 | Q64471.1 | SWAP | 1256430 |  | 1256430 |  | 0 |  | 1256430 | 0
 | Q64756.1 | SWAP | -212505 |  | -212505 |  | 0 |  | -212505 | 0
PA | Q65321.1 | SWAP | -660765 |  | -660765 |  | 0 |  | -660765 | 0
 | Q65327.1 | SWAP | -660765 |  | -660765 |  | 0 |  | -660765 | 0
 | Q65806.1 | SWAP | 653790 |  | 653790 |  | 0 |  | 653790 | 0
 | Q65808.1 | SWAP | 868620 |  | 868620 |  | 0 |  | 868620 | 0
 | Q65957.1 | SWAP | 822120 |  | 822120 |  | 0 |  | 822120 | 0
 | Q66069.1 | SWAP | -812820 |  | -812820 |  | 0 |  | -812820 | 0
 | Q66273.1 | SWAP | -812820 |  | -812820 |  | 0 |  | -812820 | 0
 | Q66282.1 | SWAP | -407960 |  | -407960 |  | 0 |  | -407960 | 0
 | Q66405.1 | SWAP | -828320 |  | -828320 |  | 0 |  | -828320 | 0
 | Q66416.1 | SWAP | -621240 |  | -621240 |  | 0 |  | -621240 | 0
 | Q66419.1 | SWAP | -207080 |  | -207080 |  | 0 |  | -207080 | 0
 | Q66731.1 | SWAP | 893420 |  | 893420 |  | 0 |  | 893420 | 0
 | Q67661.1 | SWAP | 939920 |  | 939920 |  | 0 |  | 939920 | 0
 | Q67671.1 | SWAP | 943020 |  | 943020 |  | 0 |  | 943020 | 0
 | [NAME] | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | [NAME] | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q68741.2 | SWAP | -964099.94 |  | -964099.94 |  | 0 |  | -964099.94 | 0
 | Q68760.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | Q68760.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q68760.2 | SWAP | -960999.94 |  | -960999.94 |  | 0 |  | -960999.94 | 0
 | Q69542.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | Q69542.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | Q69542.2 | SWAP | -720749.95 |  | -720749.95 |  | 0 |  | -720749.95 | 0
 | Q69679.1 | SWAP | 967820 |  | 967820 |  | 0 |  | 967820 | 0
 | Q69807.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | Q69807.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q69807.2 | SWAP | -945499.94 |  | -945499.94 |  | 0 |  | -945499.94 | 0
 | Q69832.1 | SWAP | -964720 |  | -964720 |  | 0 |  | -964720 | 0
 | Q69887.1 | BASIS SWAP | 620658.73 |  | 0 |  | 0 |  | 0 | 620658.73
 | Q69887.1 | GDSWAP | 0 |  | 630562.48 |  | 0 |  | 630562.48 | -630562.48
 | Q69887.2 | SWAP | 349912.48 |  | 349912.48 |  | 0 |  | 349912.48 | 0
 | Q69899.1 | SWAP | 927520 |  | 927520 |  | 0 |  | 927520 | 0
 | [NAME] | SWAP | 921320 |  | 921320 |  | 0 |  | 921320 | 0
 | Q70605.1 | SWAP | 859320 |  | 859320 |  | 0 |  | 859320 | 0
 | Q70606.1 | SWAP | 856220 |  | 856220 |  | 0 |  | 856220 | 0
 | Q70641.1 | SWAP | 853120 |  | 853120 |  | 0 |  | 853120 | 0
 | Q70875.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q70875.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q70875.2 | SWAP | -443299.97 |  | -443299.97 |  | 0 |  | -443299.97 | 0
 | Q71029.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q71029.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q71029.2 | SWAP | -443299.97 |  | -443299.97 |  | 0 |  | -443299.97 | 0
 | Q71106.1 | SWAP | -908920 |  | -908920 |  | 0 |  | -908920 | 0
 | Q71312.1 | SWAP | 663090 |  | 663090 |  | 0 |  | 663090 | 0
 | Q71391.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q71391.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | Q71391.2 | SWAP | -877299.94 |  | -877299.94 |  | 0 |  | -877299.94 | 0
 | Q71433.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q71433.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q71433.2 | SWAP | -447949.97 |  | -447949.97 |  | 0 |  | -447949.97 | 0
 | Q71437.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | Q71437.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | Q71437.2 | SWAP | -674249.95 |  | -674249.95 |  | 0 |  | -674249.95 | 0
 | Q71542.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q71542.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q71542.2 | SWAP | -446399.97 |  | -446399.97 |  | 0 |  | -446399.97 | 0
PA | Q71603.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q71603.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q71603.2 | SWAP | -440199.97 |  | -440199.97 |  | 0 |  | -440199.97 | 0
 | Q71757.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q71757.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | Q71757.2 | SWAP | -892799.94 |  | -892799.94 |  | 0 |  | -892799.94 | 0
 | Q71789.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q71789.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q71789.2 | SWAP | -444849.97 |  | -444849.97 |  | 0 |  | -444849.97 | 0
 | Q71835.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | Q71835.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | Q71835.2 | SWAP | -220874.98 |  | -220874.98 |  | 0 |  | -220874.98 | 0
 | Q71940.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | Q71940.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | Q71940.2 | SWAP | -609149.95 |  | -609149.95 |  | 0 |  | -609149.95 | 0
 | Q71975.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | Q71975.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | Q71975.2 | SWAP | -623099.95 |  | -623099.95 |  | 0 |  | -623099.95 | 0
 | Q72083.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q72083.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | Q72083.2 | SWAP | -840099.94 |  | -840099.94 |  | 0 |  | -840099.94 | 0
 | Q72219.1 | GDSWAP | 0 |  | 1261124.95 |  | 0 |  | 1261124.95 | -1261124.95
 | Q72219.1 | BASIS SWAP | 1241317.45 |  | 0 |  | 0 |  | 0 | 1241317.45
 | Q72219.2 | SWAP | 604499.95 |  | 604499.95 |  | 0 |  | 604499.95 | 0
 | Q72230.1 | GDSWAP | 0 |  | 420374.98 |  | 0 |  | 420374.98 | -420374.98
 | Q72230.1 | BASIS SWAP | 413772.48 |  | 0 |  | 0 |  | 0 | 413772.48
 | Q72230.2 | SWAP | 199949.98 |  | 199949.98 |  | 0 |  | 199949.98 | 0
 | Q72234.1 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | Q72234.1 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | Q72234.2 | SWAP | 799799.94 |  | 799799.94 |  | 0 |  | 799799.94 | 0
 | Q72480.1 | SWAP | -881020 |  | -881020 |  | 0 |  | -881020 | 0
 | Q72882.1 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | Q72882.1 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | Q72882.2 | SWAP | 815299.94 |  | 815299.94 |  | 0 |  | 815299.94 | 0
 | Q73022.1 | SWAP | 837620 |  | 837620 |  | 0 |  | 837620 | 0
 | Q73028.1 | SWAP | 418810 |  | 418810 |  | 0 |  | 418810 | 0
 | Q73219.1 | SWAP | 831420 |  | 831420 |  | 0 |  | 831420 | 0
 | Q73242.1 | SWAP | 825220 |  | 825220 |  | 0 |  | 825220 | 0
 | Q73280.1 | SWAP | 423460 |  | 423460 |  | 0 |  | 423460 | 0
 | Q73607.1 | SWAP | 806620 |  | 806620 |  | 0 |  | 806620 | 0
 | Q73618.1 | SWAP | 400210 |  | 400210 |  | 0 |  | 400210 | 0
 | Q73848.1 | SWAP | -763220 |  | -763220 |  | 0 |  | -763220 | 0
 | Q73857.1 | SWAP | -766320 |  | -766320 |  | 0 |  | -766320 | 0
 | Q73863.1 | SWAP | -205530 |  | -205530 |  | 0 |  | -205530 | 0
 | Q73884.1 | SWAP | 572415 |  | 572415 |  | 0 |  | 572415 | 0
 | Q74027.1 | SWAP | 729120 |  | 729120 |  | 0 |  | 729120 | 0
 | Q74062.1 | SWAP | 732220 |  | 732220 |  | 0 |  | 732220 | 0
 | Q74067.1 | SWAP | 738420 |  | 738420 |  | 0 |  | 738420 | 0
 | Q74077.1 | SWAP | 370760 |  | 370760 |  | 0 |  | 370760 | 0
 | [NAME] | SWAP | -760120 |  | -760120 |  | 0 |  | -760120 | 0
 | Q74330.1 | SWAP | -753920 |  | -753920 |  | 0 |  | -753920 | 0
 | Q74359.1 | SWAP | -750820 |  | -750820 |  | 0 |  | -750820 | 0
 | Q74537.1 | SWAP | 757020 |  | 757020 |  | 0 |  | 757020 | 0
 | Q74849.1 | SWAP | -581715 |  | -581715 |  | 0 |  | -581715 | 0
 | Q74925.1 | SWAP | 769420 |  | 769420 |  | 0 |  | 769420 | 0
 | Q75756.1 | SWAP | 366110 |  | 366110 |  | 0 |  | 366110 | 0
PA | Q75761.1 | SWAP | 546840 |  | 546840 |  | 0 |  | 546840 | 0
 | Q75848.1 | SWAP | 710520 |  | 710520 |  | 0 |  | 710520 | 0
 | Q75851.1 | SWAP | 707420 |  | 707420 |  | 0 |  | 707420 | 0
 | Q75867.1 | SWAP | 175305 |  | 175305 |  | 0 |  | 175305 | 0
 | Q75880.1 | SWAP | 704320 |  | 704320 |  | 0 |  | 704320 | 0
 | Q76119.1 | SWAP | -704320 |  | -704320 |  | 0 |  | -704320 | 0
 | Q76119.2 | SWAP | -175305 |  | -175305 |  | 0 |  | -175305 | 0
 | Q76119.3 | SWAP | -546840 |  | -546840 |  | 0 |  | -546840 | 0
 | Q76119.4 | SWAP | -366110 |  | -366110 |  | 0 |  | -366110 | 0
 | Q76281.1 | SWAP | -701220 |  | -701220 |  | 0 |  | -701220 | 0
 | Q76304.1 | SWAP | -704320 |  | -704320 |  | 0 |  | -704320 | 0
 | Q76310.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | Q76310.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | Q76310.2 | SWAP | -709899.94 |  | -709899.94 |  | 0 |  | -709899.94 | 0
 | Q76411.1 | BASIS SWAP | -620658.73 |  | 0 |  | 0 |  | 0 | -620658.73
 | Q76411.1 | GDSWAP | 0 |  | -630562.48 |  | 0 |  | -630562.48 | 630562.48
 | Q76411.2 | SWAP | -263887.48 |  | -263887.48 |  | 0 |  | -263887.48 | 0
 | Q76442.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | Q76442.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | Q76442.2 | SWAP | -172824.98 |  | -172824.98 |  | 0 |  | -172824.98 | 0
 | Q76663.1 | SWAP | 682620 |  | 682620 |  | 0 |  | 682620 | 0
 | Q76692.1 | SWAP | 338210 |  | 338210 |  | 0 |  | 338210 | 0
 | Q76696.1 | SWAP | 670220 |  | 670220 |  | 0 |  | 670220 | 0
 | Q76733.1 | SWAP | -685720 |  | -685720 |  | 0 |  | -685720 | 0
 | Q76745.1 | SWAP | -171430 |  | -171430 |  | 0 |  | -171430 | 0
 | Q76752.1 | SWAP | -688820 |  | -688820 |  | 0 |  | -688820 | 0
 | Q76778.1 | SWAP | -695020 |  | -695020 |  | 0 |  | -695020 | 0
 | Q77376.1 | SWAP | 667120 |  | 667120 |  | 0 |  | 667120 | 0
 | Q77378.1 | SWAP | 673320 |  | 673320 |  | 0 |  | 673320 | 0
 | Q77381.1 | SWAP | 676420 |  | 676420 |  | 0 |  | 676420 | 0
 | Q77395.1 | SWAP | 676420 |  | 676420 |  | 0 |  | 676420 | 0
 | Q77419.1 | SWAP | 338210 |  | 338210 |  | 0 |  | 338210 | 0
 | Q81909.1 | SWAP | -435240 |  | -435240 |  | 0 |  | -435240 | 0
 | Q81983.1 | SWAP | -435240 |  | -435240 |  | 0 |  | -435240 | 0
 | Q82390.1 | SWAP | 148180 |  | 148180 |  | 0 |  | 148180 | 0
 | Q83057.1 | SWAP | 502820 |  | 502820 |  | 0 |  | 502820 | 0
 | Q83195.1 | SWAP | 521420 |  | 521420 |  | 0 |  | 521420 | 0
 | Q83961.1 | SWAP | -499720 |  | -499720 |  | 0 |  | -499720 | 0
 | Q84620.1 | GDSWAP | 0 |  | 820649.97 |  | 0 |  | 820649.97 | -820649.97
 | Q84620.1 | BASIS SWAP | 831636.97 |  | 0 |  | 0 |  | 0 | 831636.97
 | Q84620.2 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q84620.2 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q84620.3 | BASIS SWAP | 10540 |  | 10540 |  | 0 |  | 10540 | 0
 | Q84620.4 | BASIS SWAP | -1239.97 |  | -1239.97 |  | 0 |  | -1239.97 | 0
 | Q84627.1 | BASIS SWAP | 831636.97 |  | 0 |  | 0 |  | 0 | 831636.97
 | Q84627.1 | GDSWAP | 0 |  | 820649.97 |  | 0 |  | 820649.97 | -820649.97
 | Q84627.2 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q84627.2 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q84627.3 | BASIS SWAP | 12090 |  | 12090 |  | 0 |  | 12090 | 0
 | Q84627.4 | BASIS SWAP | -1239.97 |  | -1239.97 |  | 0 |  | -1239.97 | 0
 | Q84709.1 | SWAP | -456320 |  | -456320 |  | 0 |  | -456320 | 0
 | Q84718.1 | SWAP | -225060 |  | -225060 |  | 0 |  | -225060 | 0
 | Q84734.1 | SWAP | -459420 |  | -459420 |  | 0 |  | -459420 | 0
 | Q84739.1 | SWAP | -456320 |  | -456320 |  | 0 |  | -456320 | 0
 | Q84750.1 | SWAP | -453220 |  | -453220 |  | 0 |  | -453220 | 0
 | Q84853.1 | SWAP | -128805 |  | -128805 |  | 0 |  | -128805 | 0
PA | Q85188.1 | SWAP | -314340 |  | -314340 |  | 0 |  | -314340 | 0
 | Q85283.1 | BASIS SWAP | -8215 |  | -8215 |  | 0 |  | -8215 | 0
 | [NAME] | BASIS SWAP | -35960 |  | -35960 |  | 0 |  | -35960 | 0
 | Q85509.1 | SWAP | 286440 |  | 286440 |  | 0 |  | 286440 | 0
 | Q85517.1 | SWAP | 293415 |  | 293415 |  | 0 |  | 293415 | 0
 | Q85547.1 | SWAP | 302715 |  | 302715 |  | 0 |  | 302715 | 0
 | Q85608.1 | SWAP | 151357.5 |  | 151357.5 |  | 0 |  | 151357.5 | 0
 | Q85619.1 | SWAP | 204910 |  | 204910 |  | 0 |  | 204910 | 0
 | Q86767.1 | SWAP | 103230 |  | 103230 |  | 0 |  | 103230 | 0
 | Q86772.1 | SWAP | 102455 |  | 102455 |  | 0 |  | 102455 | 0
 | Q86796.1 | BASIS SWAP | 9299.77 |  | 9299.77 |  | 0 |  | 9299.77 | 0
 | Q87506.1 | SWAP | -332320 |  | -332320 |  | 0 |  | -332320 | 0
 | Q87522.1 | SWAP | -338520 |  | -338520 |  | 0 |  | -338520 | 0
 | Q87531.1 | SWAP | -172360 |  | -172360 |  | 0 |  | -172360 | 0
 | Q87620.1 | SWAP | 253890 |  | 253890 |  | 0 |  | 253890 | 0
 | Q87733.1 | SWAP | 178560 |  | 178560 |  | 0 |  | 178560 | 0
 | Q88209.1 | SWAP | -323020 |  | -323020 |  | 0 |  | -323020 | 0
 | Q88503.1 | SWAP | -107880 |  | -107880 |  | 0 |  | -107880 | 0
 | Q88695.1 | SWAP | 183210 |  | 183210 |  | 0 |  | 183210 | 0
 | Q89866.1 | SWAP | -307365 |  | -307365 |  | 0 |  | -307365 | 0
 | [NAME] | SWAP | -204910 |  | -204910 |  | 0 |  | -204910 | 0
 | Q90814.1 | SWAP | 120280 |  | 120280 |  | 0 |  | 120280 | 0
 | Q91240.1 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | Q91240.1 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | Q91240.2 | SWAP | 190649.97 |  | 190649.97 |  | 0 |  | 190649.97 | 0
 | Q91411.1 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | Q91411.1 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | Q91411.2 | SWAP | 181349.97 |  | 181349.97 |  | 0 |  | 181349.97 | 0
 | Q91480.1 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | Q91480.1 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | Q91480.2 | SWAP | 347199.94 |  | 347199.94 |  | 0 |  | 347199.94 | 0
 | Q91649.1 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | Q91649.1 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | Q91649.2 | SWAP | 175149.97 |  | 175149.97 |  | 0 |  | 175149.97 | 0
 | Q91801.1 | BASIS SWAP | 413772.48 |  | 0 |  | 0 |  | 0 | 413772.48
 | Q91801.1 | GDSWAP | 0 |  | 420374.98 |  | 0 |  | 420374.98 | -420374.98
 | Q91801.2 | SWAP | 89899.98 |  | 89899.98 |  | 0 |  | 89899.98 | 0
 | Q92984.1 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | Q92984.1 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | Q92984.2 | SWAP | 198399.94 |  | 198399.94 |  | 0 |  | 198399.94 | 0
 | Q98512.1 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | Q98512.1 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | Q98512.2 | SWAP | 18599.94 |  | 18599.94 |  | 0 |  | 18599.94 | 0
 | Q98563.1 | SWAP | -25420 |  | -25420 |  | 0 |  | -25420 | 0
 | Q98569.1 | SWAP | -34720 |  | -34720 |  | 0 |  | -34720 | 0
 | Q98581.1 | SWAP | -55955 |  | -55955 |  | 0 |  | -55955 | 0
 | Q98674.1 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | Q98674.1 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | Q98674.2 | SWAP | 18599.97 |  | 18599.97 |  | 0 |  | 18599.97 | 0
 | Q98919.1 | SWAP | -37820 |  | -37820 |  | 0 |  | -37820 | 0
 | Q98943.1 | BASIS SWAP | 799396.97 |  | 0 |  | 0 |  | 0 | 799396.97
 | Q98943.1 | GDSWAP | 0 |  | 790999.97 |  | 0 |  | 790999.97 | -790999.97
 | Q98943.2 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | Q98943.2 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | Q98943.3 | BASIS SWAP | 63240 |  | 63240 |  | 0 |  | 63240 | 0
 | Q98943.4 | BASIS SWAP | -1239.97 |  | -1239.97 |  | 0 |  | -1239.97 | 0
PA | Q98971.1 | SWAP | 31620 |  | 31620 |  | 0 |  | 31620 | 0
 | Q99551.1 | SWAP | -151280 |  | -151280 |  | 0 |  | -151280 | 0
 | Q99719.1 | SWAP | -114080 |  | -114080 |  | 0 |  | -114080 | 0
 | [NAME] | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | [NAME] | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | QA0326.2 | SWAP | 170500.06 |  | 170500.06 |  | 0 |  | 170500.06 | 0
 | [NAME] | SWAP | 138880 |  | 138880 |  | 0 |  | 138880 | 0
 | QA0670.1 | SWAP | -117180 |  | -117180 |  | 0 |  | -117180 | 0
 | QA1295.1 | SWAP | -95480 |  | -95480 |  | 0 |  | -95480 | 0
 | QA1319.1 | BASIS SWAP | -418143.5 |  | 0 |  | 0 |  | 0 | -418143.5
 | QA1319.1 | GDSWAP | 0 |  | -412650 |  | 0 |  | -412650 | 412650
 | QA1522.1 | SWAP | -19220 |  | -19220 |  | 0 |  | -19220 | 0
 | QA1698.1 | SWAP | 5580 |  | 5580 |  | 0 |  | 5580 | 0
 | QA2434.1 | SWAP | -12090 |  | -12090 |  | 0 |  | -12090 | 0
 | QA3564.1 | SWAP | -48360 |  | -48360 |  | 0 |  | -48360 | 0
 | QA3831.1 | SWAP | -31310 |  | -31310 |  | 0 |  | -31310 | 0
 | QA3884.1 | SWAP | -47120 |  | -47120 |  | 0 |  | -47120 | 0
 | QA3908.1 | SWAP | -65720 |  | -65720 |  | 0 |  | -65720 | 0
 | QA4263.1 | SWAP | -84165 |  | -84165 |  | 0 |  | -84165 | 0
 | QA4573.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QA4573.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QA4573.2 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QA4573.2 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QA4573.3 | BASIS SWAP | -11315 |  | -11315 |  | 0 |  | -11315 | 0
 | QA4573.4 | BASIS SWAP | 1239.97 |  | 1239.97 |  | 0 |  | 1239.97 | 0
 | QA4924.1 | SWAP | 132990 |  | 132990 |  | 0 |  | 132990 | 0
 | QA4943.1 | GDSWAP | 0 |  | -2480550 |  | 0 |  | -2480550 | 2480550
 | QA4943.1 | BASIS SWAP | -2513511 |  | 0 |  | 0 |  | 0 | -2513511
 | QA4982.1 | BASIS SWAP | -10230 |  | -10230 |  | 0 |  | -10230 | 0
 | QA5552.1 | SWAP | -95790 |  | -95790 |  | 0 |  | -95790 | 0
 | QA5843.1 | SWAP | -189720 |  | -189720 |  | 0 |  | -189720 | 0
 | [NAME] | SWAP | 158565 |  | 158565 |  | 0 |  | 158565 | 0
 | QA6450.1 | SWAP | 91605 |  | 91605 |  | 0 |  | 91605 | 0
 | QA6586.1 | SWAP | 38905 |  | 38905 |  | 0 |  | 38905 | 0
 | QA6622.1 | SWAP | 77810 |  | 77810 |  | 0 |  | 77810 | 0
 | QA6652.1 | SWAP | 42780 |  | 42780 |  | 0 |  | 42780 | 0
 | QA6739.1 | SWAP | 79980 |  | 79980 |  | 0 |  | 79980 | 0
 | QA6760.1 | SWAP | 82305 |  | 82305 |  | 0 |  | 82305 | 0
 | QA6790.1 | SWAP | 80755 |  | 80755 |  | 0 |  | 80755 | 0
 | QA6944.1 | SWAP | -79515 |  | -79515 |  | 0 |  | -79515 | 0
 | QA7837.1 | SWAP | 54405 |  | 54405 |  | 0 |  | 54405 | 0
 | QA8713.1 | BASIS SWAP | 4960.03 |  | 4960.03 |  | 0 |  | 4960.03 | 0
 | QA8753.1 | BASIS SWAP | 3410 |  | 3410 |  | 0 |  | 3410 | 0
 | QA8866.1 | SWAP | 15810 |  | 15810 |  | 0 |  | 15810 | 0
 | QA9328.1 | BASIS SWAP | 16120 |  | 16120 |  | 0 |  | 16120 | 0
 | QA9858.1 | SWAP | -48360 |  | -48360 |  | 0 |  | -48360 | 0
 | QA9859.1 | SWAP | -55335 |  | -55335 |  | 0 |  | -55335 | 0
 | QA9860.1 | SWAP | -59985 |  | -59985 |  | 0 |  | -59985 | 0
 | QA9861.1 | SWAP | -64635 |  | -64635 |  | 0 |  | -64635 | 0
 | QB0149.1 | SWAP | 77190 |  | 77190 |  | 0 |  | 77190 | 0
 | QB0150.1 | SWAP | 75640 |  | 75640 |  | 0 |  | 75640 | 0
 | QB0201.1 | SWAP | 31620 |  | 31620 |  | 0 |  | 31620 | 0
 | QB0969.1 | BASIS SWAP | 2557.5 |  | 2557.5 |  | 0 |  | 2557.5 | 0
 | QB1084.1 | BASIS SWAP | 413772.48 |  | 0 |  | 0 |  | 0 | 413772.48
 | QB1084.1 | GDSWAP | 0 |  | 420374.98 |  | 0 |  | 420374.98 | -420374.98
 | QB1084.2 | SWAP | -37975.02 |  | -37975.02 |  | 0 |  | -37975.02 | 0
PA | QB1597.1 | SWAP | 80290 |  | 80290 |  | 0 |  | 80290 | 0
 | QB2161.1 | BASIS SWAP | 1241317.45 |  | 0 |  | 0 |  | 0 | 1241317.45
 | QB2161.1 | GDSWAP | 0 |  | 1261124.95 |  | 0 |  | 1261124.95 | -1261124.95
 | QB2161.2 | SWAP | -113925.05 |  | -113925.05 |  | 0 |  | -113925.05 | 0
 | QB2440.1 | BASIS SWAP | -33712.5 |  | -33712.5 |  | 0 |  | -33712.5 | 0
 | QB2502.1 | SWAP | 90210 |  | 90210 |  | 0 |  | 90210 | 0
 | QB2603.1 | BASIS SWAP | 413772.48 |  | 0 |  | 0 |  | 0 | 413772.48
 | QB2603.1 | GDSWAP | 0 |  | 420374.98 |  | 0 |  | 420374.98 | -420374.98
 | QB2603.2 | SWAP | -24800.02 |  | -24800.02 |  | 0 |  | -24800.02 | 0
 | QB2608.1 | GDSWAP | 0 |  | 1261124.95 |  | 0 |  | 1261124.95 | -1261124.95
 | QB2608.1 | BASIS SWAP | 1241317.45 |  | 0 |  | 0 |  | 0 | 1241317.45
 | QB2608.2 | SWAP | -76725.05 |  | -76725.05 |  | 0 |  | -76725.05 | 0
 | QB2861.2 | BASIS SWAP | 12710 |  | 12710 |  | 0 |  | 12710 | 0
 | QB2867.2 | BASIS SWAP | 6355 |  | 6355 |  | 0 |  | 6355 | 0
 | QB2905.1 | BASIS SWAP | -12710 |  | -12710 |  | 0 |  | -12710 | 0
 | QB2962.1 | SWAP | 25420 |  | 25420 |  | 0 |  | 25420 | 0
 | QB3170.1 | SWAP | 111135 |  | 111135 |  | 0 |  | 111135 | 0
 | QB3755.1 | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | QB3755.1 | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | QB3755.2 | SWAP | 232500.06 |  | 232500.06 |  | 0 |  | 232500.06 | 0
 | QB3955.1 | SWAP | 134540 |  | 134540 |  | 0 |  | 134540 | 0
 | QB4056.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB4056.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB4056.2 | SWAP | 188325.05 |  | 188325.05 |  | 0 |  | 188325.05 | 0
 | QB4103.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | QB4103.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | QB4103.2 | SWAP | 58900.02 |  | 58900.02 |  | 0 |  | 58900.02 | 0
 | QB4245.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB4245.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB4245.2 | SWAP | 190650.05 |  | 190650.05 |  | 0 |  | 190650.05 | 0
 | QB4282.1 | BASIS SWAP | 12710 |  | 12710 |  | 0 |  | 12710 | 0
 | QB4328.1 | BASIS SWAP | -1663273.94 |  | 0 |  | 0 |  | 0 | -1663273.94
 | QB4328.1 | GDSWAP | 0 |  | -1641299.94 |  | 0 |  | -1641299.94 | 1641299.94
 | QB4328.2 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | QB4328.2 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | QB4328.3 | BASIS SWAP | 9920.06 |  | 9920.06 |  | 0 |  | 9920.06 | 0
 | QB4328.4 | BASIS SWAP | 2479.94 |  | 2479.94 |  | 0 |  | 2479.94 | 0
 | QB4385.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB4385.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB4385.2 | SWAP | 176700.05 |  | 176700.05 |  | 0 |  | 176700.05 | 0
 | QB4488.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB4488.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB4488.2 | SWAP | 172050.05 |  | 172050.05 |  | 0 |  | 172050.05 | 0
 | [NAME] | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | [NAME] | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB5090.2 | SWAP | 199950.05 |  | 199950.05 |  | 0 |  | 199950.05 | 0
 | QB5108.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QB5108.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QB5108.2 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QB5108.2 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QB5108.3 | BASIS SWAP | 5735 |  | 5735 |  | 0 |  | 5735 | 0
 | QB5108.4 | BASIS SWAP | 1239.97 |  | 1239.97 |  | 0 |  | 1239.97 | 0
 | QB5125.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QB5125.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QB5125.2 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QB5125.2 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
PA | QB5125.3 | BASIS SWAP | 4960.03 |  | 4960.03 |  | 0 |  | 4960.03 | 0
 | QB5125.4 | BASIS SWAP | 1239.97 |  | 1239.97 |  | 0 |  | 1239.97 | 0
 | QB5154.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QB5154.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QB5154.2 | SWAP | 136400.03 |  | 136400.03 |  | 0 |  | 136400.03 | 0
 | QB5232.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QB5232.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QB5232.2 | SWAP | 150350.03 |  | 150350.03 |  | 0 |  | 150350.03 | 0
 | QB5552.1 | SWAP | 6510 |  | 6510 |  | 0 |  | 6510 | 0
 | QB5560.1 | SWAP | 6510 |  | 6510 |  | 0 |  | 6510 | 0
 | QB5721.1 | SWAP | -185535 |  | -185535 |  | 0 |  | -185535 | 0
 | QB5815.1 | BASIS SWAP | -414299.48 |  | 0 |  | 0 |  | 0 | -414299.48
 | QB5815.1 | GDSWAP | 0 |  | -410549.98 |  | 0 |  | -410549.98 | 410549.98
 | QB5815.2 | SWAP | 70912.52 |  | 70912.52 |  | 0 |  | 70912.52 | 0
 | QB5977.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB5977.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB5977.2 | SWAP | 176700.05 |  | 176700.05 |  | 0 |  | 176700.05 | 0
 | QB6139.2 | BASIS SWAP | -835512 |  | 0 |  | 0 |  | 0 | -835512
 | QB6139.2 | GDSWAP | 0 |  | -824525 |  | 0 |  | -824525 | 824525
 | QB6466.1 | SWAP | -178560 |  | -178560 |  | 0 |  | -178560 | 0
 | QB7152.1 | SWAP | -53320 |  | -53320 |  | 0 |  | -53320 | 0
 | QB7256.1 | SWAP | -55645 |  | -55645 |  | 0 |  | -55645 | 0
 | QB7282.1 | SWAP | -117490 |  | -117490 |  | 0 |  | -117490 | 0
 | QB7400.1 | SWAP | 129890 |  | 129890 |  | 0 |  | 129890 | 0
 | QB7486.1 | BASIS SWAP | -30690 |  | -30690 |  | 0 |  | -30690 | 0
 | [NAME] | SWAP | -206460 |  | -206460 |  | 0 |  | -206460 | 0
 | QB8113.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | QB8113.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | QB8113.2 | SWAP | 86025.02 |  | 86025.02 |  | 0 |  | 86025.02 | 0
 | QB8214.1 | SWAP | -374480 |  | -374480 |  | 0 |  | -374480 | 0
 | QB8219.1 | SWAP | -377580 |  | -377580 |  | 0 |  | -377580 | 0
 | QB8379.1 | SWAP | -179490 |  | -179490 |  | 0 |  | -179490 | 0
 | QB8408.1 | SWAP | -44485 |  | -44485 |  | 0 |  | -44485 | 0
 | QB8417.1 | SWAP | -177940 |  | -177940 |  | 0 |  | -177940 | 0
 | QB8463.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB8463.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB8463.2 | SWAP | 316200.05 |  | 316200.05 |  | 0 |  | 316200.05 | 0
 | QB8539.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QB8539.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QB8539.2 | SWAP | 201500.03 |  | 201500.03 |  | 0 |  | 201500.03 | 0
 | QB8672.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | QB8672.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | QB8672.2 | SWAP | 94550.02 |  | 94550.02 |  | 0 |  | 94550.02 | 0
 | QB8797.1 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QB8797.1 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QB8797.2 | SWAP | -190650.03 |  | -190650.03 |  | 0 |  | -190650.03 | 0
 | QB8805.1 | SWAP | -94395 |  | -94395 |  | 0 |  | -94395 | 0
 | QB8991.1 | SWAP | 206460 |  | 206460 |  | 0 |  | 206460 | 0
 | QB8992.1 | SWAP | 197160 |  | 197160 |  | 0 |  | 197160 | 0
 | QB8994.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB8994.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB8994.2 | SWAP | 172050.05 |  | 172050.05 |  | 0 |  | 172050.05 | 0
 | QB9123.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QB9123.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QB9123.2 | SWAP | 102300.03 |  | 102300.03 |  | 0 |  | 102300.03 | 0
 | QB9173.1 | SWAP | 192510 |  | 192510 |  | 0 |  | 192510 | 0
PA | QB9225.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QB9225.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QB9225.2 | SWAP | 116250.03 |  | 116250.03 |  | 0 |  | 116250.03 | 0
 | QB9262.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB9262.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB9262.2 | SWAP | 183675.05 |  | 183675.05 |  | 0 |  | 183675.05 | 0
 | QB9409.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QB9409.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QB9409.2 | SWAP | 114700.03 |  | 114700.03 |  | 0 |  | 114700.03 | 0
 | QB9688.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QB9688.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QB9688.2 | SWAP | 113150.03 |  | 113150.03 |  | 0 |  | 113150.03 | 0
 | QB9718.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QB9718.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QB9718.2 | SWAP | 181350.05 |  | 181350.05 |  | 0 |  | 181350.05 | 0
 | QC0283.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QC0283.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QC0283.2 | SWAP | 141050.03 |  | 141050.03 |  | 0 |  | 141050.03 | 0
 | QC0433.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QC0433.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QC0433.2 | SWAP | 230175.05 |  | 230175.05 |  | 0 |  | 230175.05 | 0
 | QC0579.1 | SWAP | -49445 |  | -49445 |  | 0 |  | -49445 | 0
 | QC1106.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QC1106.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QC1106.2 | SWAP | 139500.03 |  | 139500.03 |  | 0 |  | 139500.03 | 0
 | QC1218.1 | BASIS SWAP | 1034431.21 |  | 0 |  | 0 |  | 0 | 1034431.21
 | QC1218.1 | GDSWAP | 0 |  | 1050937.46 |  | 0 |  | 1050937.46 | -1050937.46
 | QC1218.2 | SWAP | -160812.54 |  | -160812.54 |  | 0 |  | -160812.54 | 0
 | QC1428.1 | BASIS SWAP | 831636.97 |  | 0 |  | 0 |  | 0 | 831636.97
 | QC1428.1 | GDSWAP | 0 |  | 820649.97 |  | 0 |  | 820649.97 | -820649.97
 | QC1428.2 | SWAP | -102300.03 |  | -102300.03 |  | 0 |  | -102300.03 | 0
 | QC1446.1 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QC1446.1 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QC1446.2 | SWAP | -106950.03 |  | -106950.03 |  | 0 |  | -106950.03 | 0
 | QC1514.1 | SWAP | -143685 |  | -143685 |  | 0 |  | -143685 | 0
 | QC1786.3 | BASIS SWAP | 1655089.94 |  | 0 |  | 0 |  | 0 | 1655089.94
 | QC1786.3 | GDSWAP | 0 |  | 1681499.94 |  | 0 |  | 1681499.94 | -1681499.94
 | QC1786.4 | BASIS SWAP | -1663273.94 |  | 0 |  | 0 |  | 0 | -1663273.94
 | QC1786.4 | GDSWAP | 0 |  | -1641299.94 |  | 0 |  | -1641299.94 | 1641299.94
 | QC1786.7 | SWAP | -198400.06 |  | -198400.06 |  | 0 |  | -198400.06 | 0
 | QC1786.8 | SWAP | 195300.06 |  | 195300.06 |  | 0 |  | 195300.06 | 0
 | QC2101.1 | BASIS SWAP | -414299.48 |  | 0 |  | 0 |  | 0 | -414299.48
 | QC2101.1 | GDSWAP | 0 |  | -410549.98 |  | 0 |  | -410549.98 | 410549.98
 | QC2101.3 | SWAP | 68587.52 |  | 68587.52 |  | 0 |  | 68587.52 | 0
 | QC2109.1 | BASIS SWAP | -414299.48 |  | 0 |  | 0 |  | 0 | -414299.48
 | QC2109.1 | GDSWAP | 0 |  | -410549.98 |  | 0 |  | -410549.98 | 410549.98
 | QC2109.2 | SWAP | 56187.52 |  | 56187.52 |  | 0 |  | 56187.52 | 0
 | QC2539.1 | BASIS SWAP | -14647.5 |  | -14647.5 |  | 0 |  | -14647.5 | 0
 | QC2551.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QC2551.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QC2551.2 | SWAP | 46500.05 |  | 46500.05 |  | 0 |  | 46500.05 | 0
 | QC2621.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QC2621.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QC2621.2 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QC2621.2 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QC2621.3 | BASIS SWAP | -12865 |  | -12865 |  | 0 |  | -12865 | 0
PA | QC2621.4 | BASIS SWAP | 1239.97 |  | 1239.97 |  | 0 |  | 1239.97 | 0
 | QC2925.1 | SWAP | 13330 |  | 13330 |  | 0 |  | 13330 | 0
 | QC3176.1 | BASIS SWAP | 2790 |  | 2790 |  | 0 |  | 2790 | 0
 | QC3302.1 | BASIS SWAP | 2790 |  | 2790 |  | 0 |  | 2790 | 0
 | QC3684.1 | BASIS SWAP | 831636.97 |  | 0 |  | 0 |  | 0 | 831636.97
 | QC3684.1 | GDSWAP | 0 |  | 820649.97 |  | 0 |  | 820649.97 | -820649.97
 | QC3684.2 | SWAP | 17049.97 |  | 17049.97 |  | 0 |  | 17049.97 | 0
 | QC3694.1 | BASIS SWAP | 4137724.85 |  | 0 |  | 0 |  | 0 | 4137724.85
 | QC3694.1 | GDSWAP | 0 |  | 4203749.85 |  | 0 |  | 4203749.85 | -4203749.85
 | QC3696.1 | BASIS SWAP | 3099.92 |  | 3099.92 |  | 0 |  | 3099.92 | 0
 | QC3697.1 | BASIS SWAP | 3099.92 |  | 3099.92 |  | 0 |  | 3099.92 | 0
 | QC3704.1 | BASIS SWAP | 3099.92 |  | 3099.92 |  | 0 |  | 3099.92 | 0
 | QC3705.1 | BASIS SWAP | 3099.92 |  | 3099.92 |  | 0 |  | 3099.92 | 0
 | QC3707.1 | BASIS SWAP | 4137724.85 |  | 0 |  | 0 |  | 0 | 4137724.85
 | QC3707.1 | GDSWAP | 0 |  | 4203749.85 |  | 0 |  | 4203749.85 | -4203749.85
 | QC3713.1 | BASIS SWAP | 831636.97 |  | 0 |  | 0 |  | 0 | 831636.97
 | QC3713.1 | GDSWAP | 0 |  | 820649.97 |  | 0 |  | 820649.97 | -820649.97
 | QC3713.2 | SWAP | 17049.97 |  | 17049.97 |  | 0 |  | 17049.97 | 0
 | QC3733.1 | BASIS SWAP | -310 |  | -310 |  | 0 |  | -310 | 0
 | QC3853.1 | BASIS SWAP | -3720 |  | -3720 |  | 0 |  | -3720 | 0
 | QC3927.1 | BASIS SWAP | 4340 |  | 4340 |  | 0 |  | 4340 | 0
 | QC3955.1 | BASIS SWAP | 3099.92 |  | 3099.92 |  | 0 |  | 3099.92 | 0
 | QC3957.1 | BASIS SWAP | 3099.92 |  | 3099.92 |  | 0 |  | 3099.92 | 0
 | QC4186.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QC4186.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QC4186.2 | SWAP | -4649.95 |  | -4649.95 |  | 0 |  | -4649.95 | 0
 | QC4194.1 | SWAP | 1240 |  | 1240 |  | 0 |  | 1240 | 0
 | [NAME] | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | [NAME] | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QC4241.2 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QC4241.2 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QC4241.3 | BASIS SWAP | -8990 |  | -8990 |  | 0 |  | -8990 | 0
 | QC4241.4 | BASIS SWAP | 1239.97 |  | 1239.97 |  | 0 |  | 1239.97 | 0
 | QC4243.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | QC4243.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | QC4243.2 | SWAP | 0.02 |  | 0.02 |  | 0 |  | 0.02 | 0
 | QC4264.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QC4264.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QC4264.2 | BASIS SWAP | 827544.97 |  | 0 |  | 0 |  | 0 | 827544.97
 | QC4264.2 | GDSWAP | 0 |  | 840749.97 |  | 0 |  | 840749.97 | -840749.97
 | QC4264.3 | BASIS SWAP | -10540 |  | -10540 |  | 0 |  | -10540 | 0
 | QC4264.4 | BASIS SWAP | 1239.97 |  | 1239.97 |  | 0 |  | 1239.97 | 0
 | QC4882.1 | BASIS SWAP | -831636.97 |  | 0 |  | 0 |  | 0 | -831636.97
 | QC4882.1 | GDSWAP | 0 |  | -820649.97 |  | 0 |  | -820649.97 | 820649.97
 | QC4882.2 | SWAP | -6199.97 |  | -6199.97 |  | 0 |  | -6199.97 | 0
 | QC5448.1 | SWAP | 46499.97 |  | 46499.97 |  | 0 |  | 46499.97 | 0
 | QC5448.2 | BASIS SWAP | 799396.97 |  | 0 |  | 0 |  | 0 | 799396.97
 | QC5448.2 | GDSWAP | 0 |  | 790999.97 |  | 0 |  | 790999.97 | -790999.97
 | QC5481.1 | SWAP | 49599.97 |  | 49599.97 |  | 0 |  | 49599.97 | 0
 | QC5481.2 | BASIS SWAP | 799396.97 |  | 0 |  | 0 |  | 0 | 799396.97
 | QC5481.2 | GDSWAP | 0 |  | 790999.97 |  | 0 |  | 790999.97 | -790999.97
 | QC5508.1 | SWAP | 22862.48 |  | 22862.48 |  | 0 |  | 22862.48 | 0
 | QC5508.2 | BASIS SWAP | 399698.48 |  | 0 |  | 0 |  | 0 | 399698.48
 | QC5508.2 | GDSWAP | 0 |  | 395499.98 |  | 0 |  | 395499.98 | -395499.98
 | QC5525.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | QC5525.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
PA | QC5525.2 | SWAP | 775.02 |  | 775.02 |  | 0 |  | 775.02 | 0
 | QC5535.1 | SWAP | 22474.98 |  | 22474.98 |  | 0 |  | 22474.98 | 0
 | QC5535.2 | BASIS SWAP | 399698.48 |  | 0 |  | 0 |  | 0 | 399698.48
 | QC5535.2 | GDSWAP | 0 |  | 395499.98 |  | 0 |  | 395499.98 | -395499.98
 | QC5540.1 | BASIS SWAP | -1241317.45 |  | 0 |  | 0 |  | 0 | -1241317.45
 | QC5540.1 | GDSWAP | 0 |  | -1261124.95 |  | 0 |  | -1261124.95 | 1261124.95
 | QC5540.2 | SWAP | -4649.95 |  | -4649.95 |  | 0 |  | -4649.95 | 0
 | QC5703.1 | BASIS SWAP | 6199.84 |  | 6199.85 |  | 0 |  | 6199.85 | -0.01
 | QC5765.1 | SWAP | 2325 |  | 2325 |  | 0 |  | 2325 | 0
 | QC5769.1 | BASIS SWAP | 4133850 |  | 0 |  | 0 |  | 0 | 4133850
 | QC5769.1 | GDSWAP | 0 |  | 4199875 |  | 0 |  | 4199875 | -4199875
 | QC5790.1 | SWAP | 465 |  | 465 |  | 0 |  | 465 | 0
 | QC5793.1 | SWAP | -1860 |  | -1860 |  | 0 |  | -1860 | 0
 | QC5797.1 | GDSWAP | 0 |  | -420374.98 |  | 0 |  | -420374.98 | 420374.98
 | QC5797.1 | BASIS SWAP | -413772.48 |  | 0 |  | 0 |  | 0 | -413772.48
 | QC5797.2 | SWAP | 6200.02 |  | 6200.02 |  | 0 |  | 6200.02 | 0
 | QC5817.1 | SWAP | 465 |  | 465 |  | 0 |  | 465 | 0
 | [NAME] | BASIS SWAP | -1655089.94 |  | 0 |  | 0 |  | 0 | -1655089.94
 | [NAME] | GDSWAP | 0 |  | -1681499.94 |  | 0 |  | -1681499.94 | 1681499.94
 | QC5862.2 | SWAP | -6199.94 |  | -6199.94 |  | 0 |  | -6199.94 | 0
 | QC6007.1 | SWAP | 0.09 |  | 0.09 |  | 0 |  | 0.09 | 0
 | QC6008.2 | GDSWAP | 0 |  | 1007100 |  | 0 |  | 1007100 | -1007100
 | QC6008.2 | BASIS SWAP | 1020284.4 |  | 0 |  | 0 |  | 0 | 1020284.4
 | QC6655.1 | GDSWAP | 0 |  | 820649.97 |  | 0 |  | 820649.97 | -820649.97
 | QC6655.1 | BASIS SWAP | 831636.97 |  | 0 |  | 0 |  | 0 | 831636.97
 | QC6655.2 | SWAP | 26349.97 |  | 26349.97 |  | 0 |  | 26349.97 | 0
 | QC6692.1 | BASIS SWAP | -827544.97 |  | 0 |  | 0 |  | 0 | -827544.97
 | QC6692.1 | GDSWAP | 0 |  | -840749.97 |  | 0 |  | -840749.97 | 840749.97
 | QC6692.2 | SWAP | -17049.97 |  | -17049.97 |  | 0 |  | -17049.97 | 0
 | QC6693.1 | BASIS SWAP | 828598.97 |  | 0 |  | 0 |  | 0 | 828598.97
 | QC6693.1 | GDSWAP | 0 |  | 821099.97 |  | 0 |  | 821099.97 | -821099.97
 | QC6693.2 | SWAP | 27899.97 |  | 27899.97 |  | 0 |  | 27899.97 | 0
 | QC6696.1 | BASIS SWAP | 414299.48 |  | 0 |  | 0 |  | 0 | 414299.48
 | QC6696.1 | GDSWAP | 0 |  | 410549.98 |  | 0 |  | 410549.98 | -410549.98
 | [NAME] | SWAP | 20149.98 |  | 20149.98 |  | 0 |  | 20149.98 | 0
 | QC6714.1 | BASIS SWAP | 755903.97 |  | 0 |  | 0 |  | 0 | 755903.97
 | QC6714.1 | GDSWAP | 0 |  | 743599.97 |  | 0 |  | 743599.97 | -743599.97
 | QC6714.2 | SWAP | 56574.97 |  | 56574.97 |  | 0 |  | 56574.97 | 0
 | [NAME] | GDSWAP | 0 |  | 743599.97 |  | 0 |  | 743599.97 | -743599.97
 | [NAME] | BASIS SWAP | 755903.97 |  | 0 |  | 0 |  | 0 | 755903.97
 | QC6720.2 | SWAP | 44174.97 |  | 44174.97 |  | 0 |  | 44174.97 | 0
 | QC7792.1 | BASIS SWAP | 836287 |  | 0 |  | 0 |  | 0 | 836287
 | QC7792.1 | GDSWAP | 0 |  | 825300 |  | 0 |  | 825300 | -825300
 | QC7840.1 | BASIS SWAP | 834737 |  | 0 |  | 0 |  | 0 | 834737
 | QC7840.1 | GDSWAP | 0 |  | 823750 |  | 0 |  | 823750 | -823750
 | QC7943.1 | BASIS SWAP | 1607040 |  | 0 |  | 0 |  | 0 | 1607040
 | QC7943.1 | GDSWAP | 0 |  | 1633450 |  | 0 |  | 1633450 | -1633450
 | [NAME] | GDSWAP | 0 |  | 819050 |  | 0 |  | 819050 | -819050
 | [NAME] | BASIS SWAP | 805845 |  | 0 |  | 0 |  | 0 | 805845
 | QC8189.1 | BASIS SWAP | 398660 |  | 0 |  | 0 |  | 0 | 398660
 | QC8189.1 | GDSWAP | 0 |  | 405262.5 |  | 0 |  | 405262.5 | -405262.5
 | QC8193.1 | BASIS SWAP | 397885 |  | 0 |  | 0 |  | 0 | 397885
 | QC8193.1 | GDSWAP | 0 |  | 404487.5 |  | 0 |  | 404487.5 | -404487.5
 | QC8359.1 | BASIS SWAP | 2087617.5 |  | 0 |  | 0 |  | 0 | 2087617.5
 | QC8359.1 | GDSWAP | 0 |  | 2066625 |  | 0 |  | 2066625 | -2066625
 | QC8359.2 | BASIS SWAP | 679197.6 |  | 0 |  | 0 |  | 0 | 679197.6
PA | QC8359.2 | GDSWAP | 0 |  | 672480 |  | 0 |  | 672480 | -672480
 | QC8359.3 | BASIS SWAP | 272397.78 |  | 0 |  | 0 |  | 0 | 272397.78
 | QC8359.3 | GDSWAP | 0 |  | 269668.75 |  | 0 |  | 269668.75 | -269668.75
 | QC8359.4 | BASIS SWAP | -838922 |  | 0 |  | 0 |  | 0 | -838922
 | QC8359.4 | GDSWAP | 0 |  | -830525 |  | 0 |  | -830525 | 830525
 | QC8359.5 | BASIS SWAP | 401248.5 |  | 0 |  | 0 |  | 0 | 401248.5
 | QC8359.5 | GDSWAP | 0 |  | 397050 |  | 0 |  | 397050 | -397050
 | QC8359.6 | GDSWAP | 0 |  | -400925 |  | 0 |  | -400925 | 400925
 | QC8359.6 | BASIS SWAP | -405123.5 |  | 0 |  | 0 |  | 0 | -405123.5
 | QC8390.1 | BASIS SWAP | 787245 |  | 0 |  | 0 |  | 0 | 787245
 | QC8390.1 | GDSWAP | 0 |  | 800450 |  | 0 |  | 800450 | -800450
 | QC8404.1 | BASIS SWAP | 1565190 |  | 0 |  | 0 |  | 0 | 1565190
 | QC8404.1 | GDSWAP | 0 |  | 1591600 |  | 0 |  | 1591600 | -1591600
 | QC8454.1 | BASIS SWAP | 1555890 |  | 0 |  | 0 |  | 0 | 1555890
 | QC8454.1 | GDSWAP | 0 |  | 1582300 |  | 0 |  | 1582300 | -1582300
 | QC9185.1 | BASIS SWAP | 808387 |  | 0 |  | 0 |  | 0 | 808387
 | QC9185.1 | GDSWAP | 0 |  | 797400 |  | 0 |  | 797400 | -797400
 | QC9253.1 | BASIS SWAP | 1574490 |  | 0 |  | 0 |  | 0 | 1574490
 | QC9253.1 | GDSWAP | 0 |  | 1600900 |  | 0 |  | 1600900 | -1600900
 | QC9666.1 | BASIS SWAP | 819020 |  | 0 |  | 0 |  | 0 | 819020
 | QC9666.1 | GDSWAP | 0 |  | 832225 |  | 0 |  | 832225 | -832225
 | QD0200.1 | BASIS SWAP | -847974 |  | 0 |  | 0 |  | 0 | -847974
 | QD0200.1 | GDSWAP | 0 |  | -840475 |  | 0 |  | -840475 | 840475
 | QD0251.1 | GDSWAP | 0 |  | -72992.25 |  | 0 |  | -72992.25 | 72992.25
 | QD0251.1 | BASIS SWAP | -73667.16 |  | 0 |  | 0 |  | 0 | -73667.16
 | QD0254.1 | BASIS SWAP | -246487.2 |  | 0 |  | 0 |  | 0 | -246487.2
 | QD0254.1 | GDSWAP | 0 |  | -244237.5 |  | 0 |  | -244237.5 | 244237.5
 | QD0257.1 | BASIS SWAP | -205793.5 |  | 0 |  | 0 |  | 0 | -205793.5
 | QD0257.1 | GDSWAP | 0 |  | -203918.75 |  | 0 |  | -203918.75 | 203918.75
 | QD0259.1 | BASIS SWAP | -204631 |  | 0 |  | 0 |  | 0 | -204631
 | QD0259.1 | GDSWAP | 0 |  | -202756.25 |  | 0 |  | -202756.25 | 202756.25
 | QD0356.1 | BASIS SWAP | 849524 |  | 0 |  | 0 |  | 0 | 849524
 | QD0356.1 | GDSWAP | 0 |  | 842025 |  | 0 |  | 842025 | -842025
 | QD0374.1 | BASIS SWAP | 797754 |  | 0 |  | 0 |  | 0 | 797754
 | QD0374.1 | GDSWAP | 0 |  | 785450 |  | 0 |  | 785450 | -785450
 | QD0383.1 | BASIS SWAP | 793104 |  | 0 |  | 0 |  | 0 | 793104
 | QD0383.1 | GDSWAP | 0 |  | 780800 |  | 0 |  | 780800 | -780800
 | QD0400.1 | BASIS SWAP | -328004.8 |  | 0 |  | 0 |  | 0 | -328004.8
 | QD0400.1 | GDSWAP | 0 |  | -323610 |  | 0 |  | -323610 | 323610
 | QD0410.1 | BASIS SWAP | -245538.6 |  | 0 |  | 0 |  | 0 | -245538.6
 | QD0410.1 | GDSWAP | 0 |  | -242242.5 |  | 0 |  | -242242.5 | 242242.5
 | QD0414.1 | BASIS SWAP | 796979 |  | 0 |  | 0 |  | 0 | 796979
 | QD0414.1 | GDSWAP | 0 |  | 784675 |  | 0 |  | 784675 | -784675
 | QD3863.1 | GDSWAP | 0 |  | -633350 |  | 0 |  | -633350 | 633350
 | QD3863.1 | BASIS SWAP | -645660 |  | 0 |  | 0 |  | 0 | -645660
 | QD3865.1 | GDSWAP | 0 |  | -630350 |  | 0 |  | -630350 | 630350
 | QD3865.1 | BASIS SWAP | -642660 |  | 0 |  | 0 |  | 0 | -642660
 | QD3875.1 | BASIS SWAP | 662910 |  | 0 |  | 0 |  | 0 | 662910
 | QD3875.1 | GDSWAP | 0 |  | 650600 |  | 0 |  | 650600 | -650600
 | QD3883.1 | BASIS SWAP | -674160 |  | 0 |  | 0 |  | 0 | -674160
 | QD3883.1 | GDSWAP | 0 |  | -661850 |  | 0 |  | -661850 | 661850
 | QD3921.1 | GDSWAP | 0 |  | -756000 |  | 0 |  | -756000 | 756000
 | QD3921.1 | BASIS SWAP | -763499 |  | 0 |  | 0 |  | 0 | -763499
 | QD3924.1 | BASIS SWAP | -377487 |  | 0 |  | 0 |  | 0 | -377487
 | QD3924.1 | GDSWAP | 0 |  | -373737.5 |  | 0 |  | -373737.5 | 373737.5
 | QD3962.1 | BASIS SWAP | 722700 |  | 0 |  | 0 |  | 0 | 722700
PA | QD3962.1 | GDSWAP | 0 |  | 715200 |  | 0 |  | 715200 | -715200
 | QD4064.1 | BASIS SWAP | -79759.9 |  | 0 |  | 0 |  | 0 | -79759.9
 | QD4064.1 | GDSWAP | 0 |  | -79010 |  | 0 |  | -79010 | 79010
 | QD4071.1 | GDSWAP | 0 |  | -194812.5 |  | 0 |  | -194812.5 | 194812.5
 | QD4071.1 | BASIS SWAP | -196687.25 |  | 0 |  | 0 |  | 0 | -196687.25
 | [NAME] | GDSWAP | 0 |  | -370250 |  | 0 |  | -370250 | 370250
 | [NAME] | BASIS SWAP | -373999.5 |  | 0 |  | 0 |  | 0 | -373999.5
 | QD4538.1 | BASIS SWAP | 607140 |  | 0 |  | 0 |  | 0 | 607140
 | QD4538.1 | GDSWAP | 0 |  | 620350 |  | 0 |  | 620350 | -620350
 | QD4579.1 | BASIS SWAP | 626490 |  | 0 |  | 0 |  | 0 | 626490
 | QD4579.1 | GDSWAP | 0 |  | 615500 |  | 0 |  | 615500 | -615500
 | QD4588.1 | GDSWAP | 0 |  | 623350 |  | 0 |  | 623350 | -623350
 | QD4588.1 | BASIS SWAP | 610140 |  | 0 |  | 0 |  | 0 | 610140
 | QD4704.1 | BASIS SWAP | 317745 |  | 0 |  | 0 |  | 0 | 317745
 | QD4704.1 | GDSWAP | 0 |  | 312250 |  | 0 |  | 312250 | -312250
 | QD7241.1 | BASIS SWAP | -633660 |  | 0 |  | 0 |  | 0 | -633660
 | QD7241.1 | GDSWAP | 0 |  | -621350 |  | 0 |  | -621350 | 621350
 | QD7364.1 | BASIS SWAP | -665700 |  | 0 |  | 0 |  | 0 | -665700
 | QD7364.1 | GDSWAP | 0 |  | -658200 |  | 0 |  | -658200 | 658200
 | QD7364.2 | GDSWAP | 0 |  | -324600 |  | 0 |  | -324600 | 324600
 | QD7364.2 | BASIS SWAP | -328350 |  | 0 |  | 0 |  | 0 | -328350
 | QD7366.1 | GDSWAP | 0 |  | 621350 |  | 0 |  | 621350 | -621350
 | QD7366.1 | BASIS SWAP | 633660 |  | 0 |  | 0 |  | 0 | 633660
 | QD7368.1 | BASIS SWAP | -668490 |  | 0 |  | 0 |  | 0 | -668490
 | QD7368.1 | GDSWAP | 0 |  | -657500 |  | 0 |  | -657500 | 657500
 | QD8065.1 | BASIS SWAP | 488808 |  | 0 |  | 0 |  | 0 | 488808
 | QD8065.1 | GDSWAP | 0 |  | 502000 |  | 0 |  | 502000 | -502000
 | QD8082.1 | GDSWAP | 0 |  | 499300 |  | 0 |  | 499300 | -499300
 | QD8082.1 | BASIS SWAP | 486108 |  | 0 |  | 0 |  | 0 | 486108
 | QD8154.1 | BASIS SWAP | 243054 |  | 0 |  | 0 |  | 0 | 243054
 | QD8154.1 | GDSWAP | 0 |  | 249650 |  | 0 |  | 249650 | -249650
 | QD8224.1 | BASIS SWAP | 479493 |  | 0 |  | 0 |  | 0 | 479493
 | QD8224.1 | GDSWAP | 0 |  | 468500 |  | 0 |  | 468500 | -468500
 | QD8250.1 | BASIS SWAP | 479493 |  | 0 |  | 0 |  | 0 | 479493
 | QD8250.1 | GDSWAP | 0 |  | 468500 |  | 0 |  | 468500 | -468500
 | QD8998.1 | GDSWAP | 0 |  | 611250 |  | 0 |  | 611250 | -611250
 | QD8998.1 | BASIS SWAP | 591462 |  | 0 |  | 0 |  | 0 | 591462
 | QD9277.1 | GDSWAP | 0 |  | 377800 |  | 0 |  | 377800 | -377800
 | QD9277.1 | BASIS SWAP | 364608 |  | 0 |  | 0 |  | 0 | 364608
 | QD9577.1 | BASIS SWAP | 321543 |  | 0 |  | 0 |  | 0 | 321543
 | QD9577.1 | GDSWAP | 0 |  | 310550 |  | 0 |  | 310550 | -310550
 | QE0008.1 | BASIS SWAP | -154245 |  | 0 |  | 0 |  | 0 | -154245
 | QE0008.1 | GDSWAP | 0 |  | -150500 |  | 0 |  | -150500 | 150500
 | [NAME] | BASIS SWAP | 300248 |  | 0 |  | 0 |  | 0 | 300248
 | [NAME] | GDSWAP | 0 |  | 289250 |  | 0 |  | 289250 | -289250
 | QE1109.1 | BASIS SWAP | 309348 |  | 0 |  | 0 |  | 0 | 309348
 | QE1109.1 | GDSWAP | 0 |  | 298350 |  | 0 |  | 298350 | -298350
 | QE1227.1 | BASIS SWAP | 144703 |  | 0 |  | 0 |  | 0 | 144703
 | QE1227.1 | GDSWAP | 0 |  | 152600 |  | 0 |  | 152600 | -152600
 | QE1231.1 | BASIS SWAP | 131794 |  | 0 |  | 0 |  | 0 | 131794
 | QE1231.1 | GDSWAP | 0 |  | 137900 |  | 0 |  | 137900 | -137900
 | [NAME] | ANNUITY | 181500 |  | 181500 |  | 0 |  | 181500 | 0
 | QE1961.2 | ANNUITY | 747719 |  | 747719 |  | 0 |  | 747719 | 0
 | QE2308.1 | BASIS SWAP | -160745 |  | 0 |  | 0 |  | 0 | -160745
 | QE2308.1 | GDSWAP | 0 |  | -157000 |  | 0 |  | -157000 | 157000
 | [NAME] | BASIS SWAP | -206050.5 |  | 0 |  | 0 |  | 0 | -206050.5
PA | [NAME] | GDSWAP | 0 |  | -199900 |  | 0 |  | -199900 | 199900
 | QE2330.1 | BASIS SWAP | -211450.5 |  | 0 |  | 0 |  | 0 | -211450.5
 | QE2330.1 | GDSWAP | 0 |  | -205300 |  | 0 |  | -205300 | 205300
 | QE2587.1 | BASIS SWAP | -1153838.4 |  | 0 |  | 0 |  | 0 | -1153838.4
 | QE2587.1 | GDSWAP | 0 |  | -1117545 |  | 0 |  | -1117545 | 1117545
 | QE3389.1 | GDSWAP | 0 |  | 268450 |  | 0 |  | 268450 | -268450
 | QE3389.1 | BASIS SWAP | 279448 |  | 0 |  | 0 |  | 0 | 279448
 | QE4833.1 | BASIS SWAP | 256048 |  | 0 |  | 0 |  | 0 | 256048
 | QE4833.1 | GDSWAP | 0 |  | 245050 |  | 0 |  | 245050 | -245050
 | QE4843.1 | BASIS SWAP | 250848 |  | 0 |  | 0 |  | 0 | 250848
 | QE4843.1 | GDSWAP | 0 |  | 239850 |  | 0 |  | 239850 | -239850
 | QE5093.1 | BASIS SWAP | 248500 |  | 0 |  | 0 |  | 0 | 248500
 | QE5093.1 | GDSWAP | 0 |  | 237500 |  | 0 |  | 237500 | -237500
 | QE5239.1 | BASIS SWAP | 261000 |  | 0 |  | 0 |  | 0 | 261000
 | QE5239.1 | GDSWAP | 0 |  | 250000 |  | 0 |  | 250000 | -250000
 | QE5647.2 | BASIS SWAP | 253500 |  | 0 |  | 0 |  | 0 | 253500
 | QE5647.2 | GDSWAP | 0 |  | 242500 |  | 0 |  | 242500 | -242500
 | QE6179.1 | BASIS SWAP | -337250 |  | 0 |  | 0 |  | 0 | -337250
 | QE6179.1 | GDSWAP | 0 |  | -326250 |  | 0 |  | -326250 | 326250
 | QE6335.1 | BASIS SWAP | 393500 |  | 0 |  | 0 |  | 0 | 393500
 | QE6335.1 | GDSWAP | 0 |  | 382500 |  | 0 |  | 382500 | -382500
 | QE6339.1 | GDSWAP | 0 |  | -189250 |  | 0 |  | -189250 | 189250
 | QE6339.1 | BASIS SWAP | -182650 |  | 0 |  | 0 |  | 0 | -182650
 | QE6355.1 | BASIS SWAP | -193587.5 |  | 0 |  | 0 |  | 0 | -193587.5
 | QE6355.1 | GDSWAP | 0 |  | -200187.5 |  | 0 |  | -200187.5 | 200187.5
 | QE6488.1 | BASIS SWAP | 362250 |  | 0 |  | 0 |  | 0 | 362250
 | QE6488.1 | GDSWAP | 0 |  | 351250 |  | 0 |  | 351250 | -351250
 | QE6509.1 | BASIS SWAP | -351550 |  | 0 |  | 0 |  | 0 | -351550
 | QE6509.1 | GDSWAP | 0 |  | -364750 |  | 0 |  | -364750 | 364750
 | QE6518.1 | BASIS SWAP | -179525 |  | 0 |  | 0 |  | 0 | -179525
 | QE6518.1 | GDSWAP | 0 |  | -186125 |  | 0 |  | -186125 | 186125
 | QE6531.1 | BASIS SWAP | 185150 |  | 0 |  | 0 |  | 0 | 185150
 | QE6531.1 | GDSWAP | 0 |  | 191750 |  | 0 |  | 191750 | -191750
 | QE6713.1 | BASIS SWAP | -339750 |  | 0 |  | 0 |  | 0 | -339750
 | QE6713.1 | GDSWAP | 0 |  | -328750 |  | 0 |  | -328750 | 328750
 | QE6895.1 | BASIS SWAP | 168625 |  | 0 |  | 0 |  | 0 | 168625
 | QE6895.1 | GDSWAP | 0 |  | 163125 |  | 0 |  | 163125 | -163125
 | QE7302.1 | ANNUITY | 2247989 |  | 2247989 |  | 0 |  | 2247989 | 0
 | QE7805.1 | BASIS SWAP | -63450 |  | 0 |  | 0 |  | 0 | -63450
 | QE7805.1 | GDSWAP | 0 |  | -50250 |  | 0 |  | -50250 | 50250
 | QE8331.1 | BASIS SWAP | 59700 |  | 0 |  | 0 |  | 0 | 59700
 | QE8331.1 | GDSWAP | 0 |  | 46500 |  | 0 |  | 46500 | -46500
 | QE8375.1 | GDSWAP | 0 |  | -8750 |  | 0 |  | -8750 | 8750
 | QE8375.1 | BASIS SWAP | -3250 |  | 0 |  | 0 |  | 0 | -3250
 | QE8376.1 | GDSWAP | 0 |  | -21500 |  | 0 |  | -21500 | 21500
 | QE8376.1 | BASIS SWAP | -34700 |  | 0 |  | 0 |  | 0 | -34700
 | QE8679.1 | BASIS SWAP | 13000 |  | 0 |  | 0 |  | 0 | 13000
 | QE8679.1 | GDSWAP | 0 |  | 7500 |  | 0 |  | 7500 | -7500
 | QE9127.1 | BASIS SWAP | 4250 |  | 0 |  | 0 |  | 0 | 4250
 | QE9127.1 | GDSWAP | 0 |  | -1250 |  | 0 |  | -1250 | 1250
 | QF0698.1 | BASIS SWAP | 27792 |  | 0 |  | 0 |  | 0 | 27792
 | QF0698.1 | GDSWAP | 0 |  | 16800 |  | 0 |  | 16800 | -16800
 | [NAME] | ANNUITY | 5000000 |  | 5000000 |  | 0 |  | 5000000 | 0
 | QF1527.1 | BASIS SWAP | -65172 |  | 0 |  | 0 |  | 0 | -65172
 | QF1527.1 | GDSWAP | 0 |  | -58575 |  | 0 |  | -58575 | 58575
 | QF1531.1 | BASIS SWAP | -53904 |  | 0 |  | 0 |  | 0 | -53904
PA | QF1531.1 | GDSWAP | 0 |  | -59400 |  | 0 |  | -59400 | 59400
 | QF1553.1 | GDSWAP | 0 |  | -68775 |  | 0 |  | -68775 | 68775
 | QF1553.1 | BASIS SWAP | -75372 |  | 0 |  | 0 |  | 0 | -75372
 | QF2034.1 | GDSWAP | 0 |  | -11100 |  | 0 |  | -11100 | 11100
 | QF2034.1 | BASIS SWAP | -16596 |  | 0 |  | 0 |  | 0 | -16596
 | QF2916.2 | BASIS SWAP | 6474 |  | 0 |  | 0 |  | 0 | 6474
 | QF2916.2 | GDSWAP | 0 |  | 5100 |  | 0 |  | 5100 | -5100
 | QF3142.1 | BASIS SWAP | -115000 |  | 0 |  | 0 |  | 0 | -115000
 | QF3142.1 | GDSWAP | 0 |  | -104000 |  | 0 |  | -104000 | 104000
 | QF3186.1 | GDSWAP | 0 |  | -79650 |  | 0 |  | -79650 | 79650
 | QF3186.1 | BASIS SWAP | -66447 |  | 0 |  | 0 |  | 0 | -66447
 | QF3403.1 | BASIS SWAP | -81650 |  | 0 |  | 0 |  | 0 | -81650
 | QF3403.1 | GDSWAP | 0 |  | -76150 |  | 0 |  | -76150 | 76150
 | QF3550.1 | BASIS SWAP | -79350 |  | 0 |  | 0 |  | 0 | -79350
 | QF3550.1 | GDSWAP | 0 |  | -73850 |  | 0 |  | -73850 | 73850
 | QF3607.1 | BASIS SWAP | -67850 |  | 0 |  | 0 |  | 0 | -67850
 | QF3607.1 | GDSWAP | 0 |  | -62350 |  | 0 |  | -62350 | 62350
 | QF5512.1 | GDSWAP | 0 |  | 55625 |  | 0 |  | 55625 | -55625
 | QF5512.1 | BASIS SWAP | 61120 |  | 0 |  | 0 |  | 0 | 61120
 | QF5527.1 | GDSWAP | 0 |  | 51625 |  | 0 |  | 51625 | -51625
 | QF5527.1 | BASIS SWAP | 57120 |  | 0 |  | 0 |  | 0 | 57120
 | QF5545.1 | BASIS SWAP | 35580 |  | 0 |  | 0 |  | 0 | 35580
 | QF5545.1 | GDSWAP | 0 |  | 42175 |  | 0 |  | 42175 | -42175
 | QF5632.1 | BASIS SWAP | 45120 |  | 0 |  | 0 |  | 0 | 45120
 | QF5632.1 | GDSWAP | 0 |  | 39625 |  | 0 |  | 39625 | -39625
 | QF5639.1 | GDSWAP | 0 |  | 44625 |  | 0 |  | 44625 | -44625
 | QF5639.1 | BASIS SWAP | 50120 |  | 0 |  | 0 |  | 0 | 50120
 | QF5966.1 | BASIS SWAP | 163060 |  | 0 |  | 0 |  | 0 | 163060
 | QF5966.1 | GDSWAP | 0 |  | 154650 |  | 0 |  | 154650 | -154650
 | QF6643.1 | BASIS SWAP | -40120 |  | 0 |  | 0 |  | 0 | -40120
 | QF6643.1 | GDSWAP | 0 |  | -34625 |  | 0 |  | -34625 | 34625
 | QF6732.1 | BASIS SWAP | 617360.6 |  | 0 |  | 0 |  | 0 | 617360.6
 | QF6732.1 | GDSWAP | 0 |  | 562009.5 |  | 0 |  | 562009.5 | -562009.5
 | QF6737.1 | GDSWAP | 0 |  | -78700 |  | 0 |  | -78700 | 78700
 | QF6737.1 | BASIS SWAP | -103320 |  | 0 |  | 0 |  | 0 | -103320
 | QF7052.1 | GDSWAP | 0 |  | -191650 |  | 0 |  | -191650 | 191650
 | QF7052.1 | BASIS SWAP | -204840 |  | 0 |  | 0 |  | 0 | -204840
 | QF7496.1 | BASIS SWAP | -203760 |  | 0 |  | 0 |  | 0 | -203760
 | QF7496.1 | GDSWAP | 0 |  | -214750 |  | 0 |  | -214750 | 214750
 | QF7572.1 | BASIS SWAP | 29826 |  | 0 |  | 0 |  | 0 | 29826
 | QF7572.1 | GDSWAP | 0 |  | 27847.5 |  | 0 |  | 27847.5 | -27847.5
 | QF8091.1 | GDSWAP | 0 |  | -222750 |  | 0 |  | -222750 | 222750
 | QF8091.1 | BASIS SWAP | -211760 |  | 0 |  | 0 |  | 0 | -211760
 | QF8203.1 | BASIS SWAP | -203760 |  | 0 |  | 0 |  | 0 | -203760
 | QF8203.1 | GDSWAP | 0 |  | -214750 |  | 0 |  | -214750 | 214750
 | QF8979.1 | BASIS SWAP | -236892 |  | 0 |  | 0 |  | 0 | -236892
 | QF8979.1 | GDSWAP | 0 |  | -247900 |  | 0 |  | -247900 | 247900
 | QF9640.1 | ANNUITY | 3000000 |  | 3000000 |  | 0 |  | 3000000 | 0
 | QG0157.1 | BASIS SWAP | -4294 |  | 0 |  | 0 |  | 0 | -4294
 | QG0157.1 | GDSWAP | 0 |  | -17500 |  | 0 |  | -17500 | 17500
 | QG0832.1 | BASIS SWAP | 126008 |  | 0 |  | 0 |  | 0 | 126008
 | QG0832.1 | GDSWAP | 0 |  | 115000 |  | 0 |  | 115000 | -115000
 | QG0876.1 | BASIS SWAP | 126008 |  | 0 |  | 0 |  | 0 | 126008
 | QG0876.1 | GDSWAP | 0 |  | 115000 |  | 0 |  | 115000 | -115000
 | QG1195.1 | BASIS SWAP | 76304 |  | 0 |  | 0 |  | 0 | 76304
 | QG1195.1 | GDSWAP | 0 |  | 70800 |  | 0 |  | 70800 | -70800
PA | QG1870.1 | BASIS SWAP | 203004 |  | 0 |  | 0 |  | 0 | 203004
 | QG1870.1 | GDSWAP | 0 |  | 192000 |  | 0 |  | 192000 | -192000
 | QG4445.1 | BASIS SWAP | -263194 |  | 0 |  | 0 |  | 0 | -263194
 | QG4445.1 | GDSWAP | 0 |  | -254800 |  | 0 |  | -254800 | 254800
 | [NAME] | BASIS SWAP | -264469 |  | 0 |  | 0 |  | 0 | -264469
 | [NAME] | GDSWAP | 0 |  | -256075 |  | 0 |  | -256075 | 256075
 | QG5539.1 | BASIS SWAP | -351594 |  | 0 |  | 0 |  | 0 | -351594
 | QG5539.1 | GDSWAP | 0 |  | -340600 |  | 0 |  | -340600 | 340600
 | QG5588.1 | GDSWAP | 0 |  | -323600 |  | 0 |  | -323600 | 323600
 | QG5588.1 | BASIS SWAP | -334594 |  | 0 |  | 0 |  | 0 | -334594
 | QG5624.1 | GDSWAP | 0 |  | -323100 |  | 0 |  | -323100 | 323100
 | QG5624.1 | BASIS SWAP | -309893 |  | 0 |  | 0 |  | 0 | -309893
 | QG5653.1 | BASIS SWAP | -304793 |  | 0 |  | 0 |  | 0 | -304793
 | QG5653.1 | GDSWAP | 0 |  | -318000 |  | 0 |  | -318000 | 318000
 | QG5666.1 | BASIS SWAP | -303093 |  | 0 |  | 0 |  | 0 | -303093
 | QG5666.1 | GDSWAP | 0 |  | -316300 |  | 0 |  | -316300 | 316300
 | QG5706.1 | GDSWAP | 0 |  | -306600 |  | 0 |  | -306600 | 306600
 | QG5706.1 | BASIS SWAP | -317594 |  | 0 |  | 0 |  | 0 | -317594
 | QG6072.1 | BASIS SWAP | -142026.5 |  | 0 |  | 0 |  | 0 | -142026.5
 | QG6072.1 | GDSWAP | 0 |  | -148125 |  | 0 |  | -148125 | 148125
 | QG6074.1 | BASIS SWAP | -142953 |  | 0 |  | 0 |  | 0 | -142953
 | QG6074.1 | GDSWAP | 0 |  | -150850 |  | 0 |  | -150850 | 150850
 | QG6172.1 | BASIS SWAP | -309043 |  | 0 |  | 0 |  | 0 | -309043
 | QG6172.1 | GDSWAP | 0 |  | -322250 |  | 0 |  | -322250 | 322250
 | QG6186.1 | GDSWAP | 0 |  | -334150 |  | 0 |  | -334150 | 334150
 | QG6186.1 | BASIS SWAP | -320943 |  | 0 |  | 0 |  | 0 | -320943
 | QG6264.1 | GDSWAP | 0 |  | -326500 |  | 0 |  | -326500 | 326500
 | QG6264.1 | BASIS SWAP | -313293 |  | 0 |  | 0 |  | 0 | -313293
 | QG6538.1 | BASIS SWAP | -312848 |  | 0 |  | 0 |  | 0 | -312848
 | QG6538.1 | GDSWAP | 0 |  | -326050 |  | 0 |  | -326050 | 326050
 | QG6588.1 | BASIS SWAP | -1566720 |  | 0 |  | 0 |  | 0 | -1566720
 | QG6588.1 | GDSWAP | 0 |  | -1511750 |  | 0 |  | -1511750 | 1511750
 | QG6588.2 | GDSWAP | 0 |  | 1568750 |  | 0 |  | 1568750 | -1568750
 | QG6588.2 | BASIS SWAP | 1502715 |  | 0 |  | 0 |  | 0 | 1502715
 | QH0299.1 | BASIS SWAP | 90246 |  | 0 |  | 0 |  | 0 | 90246
 | QH0299.1 | GDSWAP | 0 |  | 103450 |  | 0 |  | 103450 | -103450
 | QH0353.1 | BASIS SWAP | 56446 |  | 0 |  | 0 |  | 0 | 56446
 | QH0353.1 | GDSWAP | 0 |  | 69650 |  | 0 |  | 69650 | -69650
 | QH3420.1 | BASIS SWAP | -95755 |  | 0 |  | 0 |  | 0 | -95755
 | QH3420.1 | GDSWAP | 0 |  | -84750 |  | 0 |  | -84750 | 84750
 | QH4699.1 | ANNUITY | -710948 |  | -710948 |  | 0 |  | -710948 | 0
 | QH5137.1 | BASIS SWAP | -63910 |  | 0 |  | 0 |  | 0 | -63910
 | QH5137.1 | GDSWAP | 0 |  | -41900 |  | 0 |  | -41900 | 41900
 | [NAME] | BASIS SWAP | -51810 |  | 0 |  | 0 |  | 0 | -51810
 | [NAME] | GDSWAP | 0 |  | -29800 |  | 0 |  | -29800 | 29800
 | QH7002.1 | ANNUITY | -1200000 |  | -1200000 |  | 0 |  | -1200000 | 0
 | QH7629.1 | BASIS SWAP | 43200 |  | 0 |  | 0 |  | 0 | 43200
 | QH7629.1 | GDSWAP | 0 |  | 65200 |  | 0 |  | 65200 | -65200
 | QH7995.1 | ANNUITY | 1270000 |  | 1270000 |  | 0 |  | 1270000 | 0
 | QH8763.1 | BASIS SWAP | 39897 |  | 0 |  | 0 |  | 0 | 39897
 | QH8763.1 | GDSWAP | 0 |  | 51150 |  | 0 |  | 51150 | -51150
 | QH9675.1 | GDSWAP | 0 |  | -66700 |  | 0 |  | -66700 | 66700
 | QH9675.1 | BASIS SWAP | -44694 |  | 0 |  | 0 |  | 0 | -44694
 | QH9781.1 | BASIS SWAP | 30294 |  | 0 |  | 0 |  | 0 | 30294
 | QH9781.1 | GDSWAP | 0 |  | 52300 |  | 0 |  | 52300 | -52300
 | QI0518.1 | ANNUITY | 25422121 |  | 25422121 |  | 0 |  | 25422121 | 0
PA | QI8522.1 | ANNUITY | -455000 |  | -455000 |  | 0 |  | -455000 | 0
 | [NAME] | ANNUITY | 164000 |  | 164000 |  | 0 |  | 164000 | 0