Spreadsheet: kam_keiser__17896__Report_113001 DPR
Sheet: RHO_DRIFT

Rho & Drift for Int. Rate Book - 10/93
Rho & Drift for Int. Rate Book - 8/93 |  | 6493 |  | Rho & Drift for Int. Rate Book - 8/93 |  | 6493 |  | 6493
Rho & Drift for Int. Rate Book - 9/93 |  | 1658 |  | Rho & Drift for Int. Rate Book - 9/93 |  | 1658 |  | 1658
 |  | 3817 |  | Rho & Drift for Int. Rate Book - 10/93 |  | 3817 |  | 3817
Rho & Drift for Int. Rate Book - 11/93 |  | -24 |  | Rho & Drift for Int. Rate Book - 11/93 |  | -24 |  | -24
Rho & Drift for Int. Rate Book - 12/93 |  |  |  | Rho & Drift for Int. Rate Book - 12/93 |  | 2195 |  | 2195
Rho & Drift for Int. Rate Book - 01/94 |  | 1737 |  | Rho & Drift for Int. Rate Book - 01/94 |  | 1737 |  | 1737
Rho & Drift for Int. Rate Book - 02/94 |  | 1162 |  | Rho & Drift for Int. Rate Book - 02/94 |  | 1162 |  | 1162
Rho & Drift for Int. Rate Book - 03/94 |  | 1907 |  | Rho & Drift for Int. Rate Book - 03/94 |  | 1907 |  | 1907
Rho & Drift for Int. Rate Book - 04/94 |  | 528 |  | Rho & Drift for Int. Rate Book - 04/94 |  | 528 |  | 528
Rho & Drift for Int. Rate Book - 05/94 |  | 2662 |  | Rho & Drift for Int. Rate Book - 05/94 |  | 2662 |  | 2662
Rho & Drift for Int. Rate Book - 06/94 |  |  |  | Rho & Drift for Int. Rate Book - 06/94 |  | 18342 |  | 18342
Rho & Drift for Int. Rate Book - 07/94 |  | 6299 |  | Rho & Drift for Int. Rate Book - 07/94 |  | 6299 |  | 6299
Rho & Drift for Int. Rate Book - 08/94 |  | 7008 |  | Rho & Drift for Int. Rate Book - 08/94 |  | 7008 |  | 7008
Rho & Drift for Int. Rate Book - 09/94 |  | 2317
Rho & Drift for Int. Rate Book - 10/94 |  | 2713
Rho & Drift for Int. Rate Book - 11/94 |  | -855
Rho & Drift for Int. Rate Book - 12/94 |  | 6580
Rho & Drift for Int. Rate Book - 1/95 |  | 20191
Rho & Drift for Int. Rate Book - 2/95 |  | 27324
Rho & Drift for Int. Rate Book - 3/95 |  | 4772
Rho & Drift for Int. Rate Book - 4/95 |  | 15831.975
Rho & Drift for Int. Rate Book - 5/95 |  | 44559
Rho & Drift for Int. Rate Book - 6/95 |  | 8009.767999999999
Rho & Drift for Int. Rate Book - 7/95 |  | -7094.040900000001
Rho & Drift for Int. Rate Book - 8/95 |  | 15884.33549
Rho & Drift for Int. Rate Book - 9/95 |  | 14710.86105 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INFINITY |  | P&L Realized |  | Difference
Rho & Drift for Int. Rate Book - 10/95 |  | 17788.23614174466 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Rho | Drift | Rho | Drift | Rho | Drift
Rho & Drift for Int. Rate Book - 11/95 |  | 23335.332 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ENA
Rho & Drift for Int. Rate Book - 12/95 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EGM
Rho & Drift for Int. Rate Book - 01/96 |  | 9533.82 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EIM
Rho & Drift for Int. Rate Book - 02/96 |  | -27666.648 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EES
Rho & Drift for Int. Rate Book - 03/96 |  | -10015.150007 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EBS
Rho & Drift for Int. Rate Book - 04/96 |  | -9143.63754029763 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EEL
Rho & Drift for Int. Rate Book - 05/96 |  | -2930.076266978452 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | INFINITY |  | P&L Realized |  | LTD Liq. Adj.
Rho & Drift for Int. Rate Book - 06/96 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Rho | Drift | Rho | Drift |  | Today |  |  | Prior day |  |  | Daily Change
Rho & Drift for Int. Rate Book - 07/96 |  | 2295.323998096604
Rho & Drift for Int. Rate Book - 08/96 |  | -2361.162397291247 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD | Total |  | MTD | Total
Rho & Drift for Int. Rate Book - 09/96 |  | 23079.30821286629 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas Price Rho |  |  | Gas Price Rho | 1330.891683300003
Rho & Drift for Int. Rate Book - 10/96 |  | 32283.89318354745 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas Price Drift |  |  | Gas Price Drift | -2454.2376301 | -1123.345946799997
Rho & Drift for Int. Rate Book - 11/96 |  | 20444.13628110872
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Canada Gas Rho |  |  | Canada Gas Rho | -4279.275896229678
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cad don't liquidated |  |  | Canada Gas Drift |  |  | Canada Gas Drift | 1846.76957419578 | -2432.506322033899
Rho & Drift for Int. Rate Book - 12/96 |  | -13038 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EFP Rho |  |  | EFP Rho | -2149.377181
Rho & Drift for Int. Rate Book - 1-97 |  |  |  | Understated by $1,533 in FX Rho. Fixed in February. |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EFP Drift |  |  | EFP Drift | 542.1798445000001 | -1607.1973365
Rho & Drift for Int. Rate Book - 2-97 |  | 3600
Rho & Drift for Int. Rate Book - 3-97 |  | -15591 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas Daily Rho |  |  | Gas Daily Rho | 247.3334222999999
Rho & Drift for Int. Rate Book - 4-97 |  | 13859 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1166.471 | Gas Daily Drift |  |  | Gas Daily Drift | -42.77229479999999 | 204.5611274999999
Rho & Drift for Int. Rate Book - 5-97 |  | 9174.965820475874
Rho & Drift for Int. Rate Book - 6-97 |  | 10184.50600770088 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | CCT Crude Rho |  |  | CCT Crude Rho | 5.37e-05
Rho & Drift for Int. Rate Book - 7-97 |  | 26315.8301779177 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | CCT Crude Drift |  |  | CCT Crude Drift | 0.0005572 | 0.0006108999999999999
Rho & Drift for Int. Rate Book - 8-97 |  | -14692.13078734709
Rho & Drift for Int. Rate Book - 9-97 |  | 19562.02536411953 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | CCT Coal Rho |  |  | CCT Coal Rho | 0
Rho & Drift for Int. Rate Book - 10-97 |  | 10509.36347961092 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | CCT Coal Drift |  |  | CCT Coal Drift | 0 | 0
Rho & Drift for Int. Rate Book - 11-97 |  | 2654.792063173423
Rho & Drift for Int. Rate Book - 12-97 |  | 9198.333029751848 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas Cent 1 Rho |  |  | ST Gas Cent 1 Rho | 17507.3474293
Rho & Drift for Int. Rate Book - 1-98 |  | 13138.08693736242 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas Cent 1 Drift |  |  | ST Gas Cent 1 Drift | -1699.7470611 | 15807.6003682
 |  |  |  |  |  | Liquidation Adjustments (LTD through Jan '98)
 |  | Total |  | Unrealized |  | Realized |  |  |  | Infinity Adj |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas Cent 2 Rho |  |  | ST Gas Cent 2 Rho | -47.3661449
Rho & Drift for Int. Rate Book - 2-98 |  | -4477.01814114971 |  | -35.519 |  | -4441.499 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas Cent 2 Drift |  |  | ST Gas Cent 2 Drift | 38.845181 | -8.520963899999998
Rho & Drift for Int. Rate Book - 3-98 |  | 5726.85259296087 |  | 1745.074 |  | 3981.778592960869
Rho & Drift for Int. Rate Book - 4-98 |  | 3677.414353543927 |  | 446.8280008392635 |  | 3230.586352704664 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas Texas Rho |  |  | ST Gas Texas Rho | 53.5408443
Rho & Drift for Int. Rate Book - 5-98 |  | 7426.590835404081 |  | 1649.82476193923 |  | 5776.766073464852 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas Texas Drift |  |  | ST Gas Texas Drift | 3.813008700000006 | 57.353853
Rho & Drift for Int. Rate Book - 6-98 |  | 4366.779043764269 |  | 822.321376722085 |  | 3540.180667042184
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas West Rho |  |  | ST Gas West Rho | -979.6432824000004
Rho & Drift for Int. Rate Book - 7-98 |  | 2972.610786126731 |  | -459.0260789518697 |  | 3431.636865078601 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas West Drift |  |  | ST Gas West Drift | -443.1047581000002 | -1422.748040500001
Rho & Drift for Int. Rate Book - 8-98 |  | 9674.058956881967 |  | -1517.740963389873 |  | 11191.79992027184
Rho & Drift for Int. Rate Book - 9-98 |  | 38543.43840451635 |  | 9733.84423608083 |  | 28809.59416843552 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas East Rho |  |  | ST Gas East Rho | -58.80527290000001
Rho & Drift for Int. Rate Book - 10-98 |  | -3534.366755662297 |  | -430.345811255494 |  | -3104.020944406803 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ST Gas East Drift |  |  | ST Gas East Drift | 27.9472883 | -30.85798460000001
Rho & Drift for Int. Rate Book - 11-98 |  | 797 |  | 1933.348634250927 |  | -1135.91698114231
Rho & Drift for Int. Rate Book - 12-98 |  | 10164.98633548694 |  | 2046.161757699737 |  | 8118.824577787204 |  |  |  | 47.597 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Transport Rho |  |  | Transport Rho | -10.2012948
Rho & Drift for Int. Rate Book - 1-99 |  | 8420.389554884689 |  |  |  | 7405.922538 |  |  |  | 140 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Transport Drift |  |  | Transport Drift | 6.433989500000002 | -3.767305299999998
Rho & Drift for Int. Rate Book - 2-99 |  | -33782.64062426503 |  | -5038.099726731238 |  | -28744.54089753379 |  |  |  | -124
Rho & Drift for Int. Rate Book - 3-99 |  | -7049.224537428782 |  |  |  | -11048.71037587556 |  |  |  | 405.0992674907714 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas Assets Rho |  |  | Gas Assets Rho | -264.6250743000001
Rho & Drift for Int. Rate Book - 4-99 |  | 1788.604994865892 |  |  |  | 1341.6154 |  |  |  | -168.876 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Gas Assets Drift |  |  | Gas Assets Drift | 49.2774094 | -215.3476649000001
Rho & Drift for Int. Rate Book - 5-99 |  | -15055.812 |  |  |  | -13140.801
Rho & Drift for Int. Rate Book - 6-99 |  | -12519.595 |  |  |  | -12841.671 |  |  |  | -413.001 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Enron Power Rho |  |  | Enron Power Rho | -7494.063214260466
Rho & Drift for Int. Rate Book - 7-99 |  | -12386 |  |  |  | -10595.98916544371 |  |  |  | 625.875 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Enron Power Drift |  |  | Enron Power Drift | 2609.137567660098 | -4884.925646600368
Rho & Drift for Int. Rate Book - 8-99 |  | -8372 |  |  |  | -9059 |  |  |  | 88
Rho & Drift for Int. Rate Book - 9-99 |  | -4050 |  |  |  | -6827 |  |  |  | 240 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Canada Power Rho |  |  | Canada Power Rho | -3470.035056134157
Rho & Drift for Int. Rate Book - 10-99 |  | 2117.450957128738 |  |  |  | 2677.664715071999 |  |  |  | -98.25 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Cad don't liquidated |  |  | Canada Power Drift |  |  | Canada Power Drift | 1192.713372844667 | -2277.32168328949
Rho & Drift for Int. Rate Book - 11-99 |  | -1965.752774947202 |  |  |  | -1974.651698030799 |  |  |  | -123.4930913306548
Rho & Drift for Int. Rate Book - 12-99 |  | -9834.167266683196 |  |  |  | -10018.20064203844 |  |  |  | -504.3876259343622 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Storage Rho |  |  | Storage Rho | 59.73840200000001
Rho & Drift for Int. Rate Book - 01-00 |  | -3668.832985055003 |  |  |  | -165.6826861197024 |  |  |  | -532.9182988581404 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Storage Drift |  |  | Storage Drift | -264.7413086 | -205.0029066
Rho & Drift for Int. Rate Book - 02-00 |  | -3160.799085640296 |  |  |  | -9027.172679655221 |  |  |  | -15.58293086516824
Rho & Drift for Int. Rate Book - 03-00 |  | 3193.545895095847 |  |  |  |  |  |  |  | 732.2447211250866 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL ENA
Rho & Drift for Int. Rate Book - 04-00 |  | 2460.44594802762 |  |  |  | 3300.417133520473 |  |  |  | 38.03899331946479
Rho & Drift for Int. Rate Book - 05-00 |  | -3197.88698621595 |  |  |  |  |  |  |  | 355.6029791971599 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NGL Price Rho |  |  | NGL Price Rho | -9451.559340399997
Rho & Drift for Int. Rate Book - 06-00 |  | 7386.591574982243 |  |  |  | 280.8003635829353 |  |  |  | -148.8250599730491 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | NGL Price Drift |  |  | NGL Price Drift | 1016.5188366 | -8435.040503799997
Rho & Drift for Int. Rate Book - 07-00 |  | -2167.382284234448 |  |  |  | -4893.036047843789 |  |  |  | 389.9605240674266
Rho & Drift for Int. Rate Book - 08-00 |  | -563.611154612161 |  |  |  | -7356.182114598207 |  |  |  | 205.9917487683068 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Interest Rho |  |  | Interest Rho | 0
Rho & Drift for Int. Rate Book - 09-00 |  | -4947.706302389079 |  |  |  | -8476.190979640192 |  |  |  | 1211.483882401266 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Interest Drift |  |  | Interest Drift | 0 | 0
Rho & Drift for Int. Rate Book - 10-00 |  | 4521.968462314067 |  |  |  | 1544.946226980935 |  |  |  | -1781.679141748358
Rho & Drift for Int. Rate Book - 11-00 |  | -14336.5008927308 |  |  |  | -17876.08330619335 |  |  |  | -849.4156065387198 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Resid Oil Price Rho |  |  | Resid Oil Price Rho | 613.9396044160004
Rho & Drift for Int. Rate Book - 12-00 |  | 3955.786217845205 |  |  |  | -3452.96941448053 |  |  |  | 92.56610396748613 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Resid Oil Price Drift |  |  | Resid Oil Price Drift | -372.4882858893938 | 241.4513185266066
Rho & Drift for Int. Rate Book - 01-01 |  | -11197.00639336738 |  |  |  | -15688.95960607358 |  |  |  | 2095.716334263955
Rho & Drift for Int. Rate Book - 02-01 |  | -5050.243319837073 |  |  |  | -7302.893320905079 |  |  |  | 2838.895986955956 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Refined Products Rho |  |  | Refined Products Rho | -710.2647142999999
Rho & Drift for Int. Rate Book - 03-01 |  | 484.8644178354161 |  |  |  | 469.5450315835767 |  |  |  | -612.1598898402749 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Refined Products Drift |  |  | Refined Products Drift | 143.5935293 | -566.6711849999999
Rho & Drift for Int. Rate Book - 04-01 |  | -3969.702102917016 |  |  |  | -3999.795499817524 |  |  |  | 2498.910323896373
Rho & Drift for Int. Rate Book - 05-01 |  | -1659.492573874318 |  |  |  | -2990.898906916604 |  |  |  | 380.3614310244876
Rho & Drift for Int. Rate Book - 06-01 |  | -1499.93734116998 |  |  |  | -3211.089903988207 |  |  |  | 4061.786533442737 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Oil Price Rho |  |  | Oil Price Rho | 38708.7359272141
Rho & Drift for Int. Rate Book - 07-01 |  | -21519.87535496081 |  |  |  | -27246.66560798399 |  |  |  | -1515.201525441462 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Oil Price Drift |  |  | Oil Price Drift | -9064.925738459906 | 29643.8101887542
Rho & Drift for Int. Rate Book - 08-01 |  | -11013.23014943637 |  |  |  | -10758.247 |  |  |  | 3481.54331210433
Rho & Drift for Int. Rate Book - 09-01 |  | -15256.14701246898 |  |  |  | -29047.2945177382 |  |  |  | 1700.945996460359 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | For. Curr.Rho |  |  | For. Curr.Rho | -2862.461020186277
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 15670.48 | For. Curr.Drift |  |  | For. Curr.Drift | 563.7955691044587 | -2298.665451081818
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Plastics Rho |  |  | Plastics Rho | -8.613894799999999
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 25.985 | Plastics Drift |  |  | Plastics Drift | 12.1311986 | 3.517303799999999
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Oil Basis Rho |  |  | Oil Basis Rho | -4.117102299999988
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1004.296 | Oil Basis Drift |  |  | Oil Basis Drift | -21.58242269999998 | -25.69952499999997
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  | Coal & Weather Rho | -245.448
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2928.558 | Weather Drift |  |  | Coal & Weather Drift | 150.432 | -95.01600000000002
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Coal & Freight Rho |  |  | Freight Rho | -3194.080335455709
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Coal & Freight Drift |  |  | Freight Drift | 117.7313589752253 | -3076.348976480484
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL EGM
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Steel Rho |  |  | Steel Rho | -5334.1468565
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Steel Drift |  |  | Steel Drift | -329.2397663 | -5663.386622800001
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Paper & Lumber Rho |  |  | Paper & Lumber Rho | -1982.389532
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Paper & Lumber Drift |  |  | Paper & Lumber Drift | 257.9668109 | -1724.4227211
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL EIM
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Advertising Rho |  |  | Advertising Rho | -0.2720120745578357
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Advertising Drift |  |  | Advertising Drift | 2.744414780283284 | 2.472402705725448
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | [NAME] |  |  | [NAME] | -735.3234058844613
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -110.19074 | [NAME] |  |  | [NAME] | 87.15213635261729 | -648.171269531844
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL EBS
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | EES Rho
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1667.90634 | EES Drift
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | TOTAL EES
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Total |  |  | Total | -3094.636783498979 | 2773.468102957897
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Total Portfolio Return w/o Rate Book
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD Rho excluding Int Rate |  |  |  | Daily Rho Change w/o Int Rate
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD Drift excluding Int Rate |  |  |  | Daily Drift Change w/o Int Rate
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD Total |  |  |  | Daily Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | Total [NAME] book
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD Rho including Int Rate |  |  |  | Daily Rho Change with Int Rate
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD Drift including Int Rate |  |  |  | Daily Drift Change with Int Rate
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | MTD Total |  |  |  | Daily Total
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -426028
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -175752
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0