Spreadsheet: danny_mccarty__4643__PRM MTM as of 12-10-2001
Sheet: Zainet

Page: 1 |  |  | VSMTMACCT |  |  | 2001-12-11 08:34:00
ZAI*NET v6.02 |  |  | Database: zainet_adhoc_prod |  |  | a/o 10DEC01
ETS MTM Financial Position and P&L report
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
NNG | NTHE | 00002 | Base Gas | AAA824 | 2001-10-30 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | [NAME] | B |  | FIXED SWAP | 2000000 | 2.82 | 2.32 | 0 | 990510.17 |  | ELPASO | SPEC
NNG | NTHE | 00002 | Base Gas | AAA835 | 2001-11-06 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 930000 | 2.91 | 3.03 | 0 | -110573.07 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA861 | 2001-12-05 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -930000 | 2.91 | 2.71 | 0 | -184288.44 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA824 | 2001-10-30 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | [NAME] | B |  | FIXED SWAP | 3000000 | 2.865 | 2.32 | 0 | 1616745.06 |  | ELPASO | SPEC
NNG | NTHE | 00002 | Base Gas | AAA836 | 2001-11-06 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1400000 | 2.955 | 3.08 | 0 | -173098.39 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA862 | 2001-12-05 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 2.955 | 2.74 | 0 | -297729.22 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA824 | 2001-10-30 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | [NAME] | B |  | FIXED SWAP | 3000000 | 2.91 | 2.32 | 0 | 1746576.31 |  | ELPASO | SPEC
NNG | NTHE | 00002 | Base Gas | AAA837 | 2001-11-06 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1400000 | 3 | 3.12 | 0 | -165810.3 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA863 | 2001-12-05 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3 | 2.8 | 0 | -276350.5 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA824 | 2001-10-30 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | [NAME] | B |  | FIXED SWAP | 3000000 | 2.9 | 2.32 | 0 | 1712948.16 |  | ELPASO | SPEC
NNG | NTHE | 00002 | Base Gas | AAA860 | 2001-11-06 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1400000 | 2.99 | 3.12 | 0 | -179248.71 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA864 | 2001-12-05 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 2.99 | 2.78 | 0 | -289555.61 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA824 | 2001-10-30 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | [NAME] | B |  | FIXED SWAP | 4000000 | 2.915 | 2.32 | 0 | 2337956.28 |  | ELPASO | SPEC
NNG | NTHE | 00002 | Base Gas | AAA839 | 2001-11-06 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1870000 | 3.005 | 3.15 | 0 | -266462.41 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA865 | 2001-12-05 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1870000 | 3.005 | 2.79 | 0 | -395099.43 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA840 | 2001-11-06 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 2800000 | 3.17 | 3.46 | 0 | -777918.79 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA866 | 2001-12-06 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.17 | 2.98 | 0 | -254835.47 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA872 | 2001-12-07 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.17 | 2.95 | 0 | -295072.65 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA841 | 2001-11-06 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 2800000 | 3.215 | 3.5 | 0 | -761687.75 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA867 | 2001-12-06 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.215 | 3.01 | 0 | -273940.33 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA873 | 2001-12-07 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.215 | 2.99 | 0 | -300666.22 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA842 | 2001-11-06 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 2800000 | 3.26 | 3.54 | 0 | -745097.04 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA874 | 2001-12-07 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.26 | 3.03 | 0 | -306022 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA877 | 2001-12-06 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.26 | 3.04 | 0 | -292716.7 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA843 | 2001-11-06 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 2800000 | 3.26 | 3.55 | 0 | -768675.74 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA869 | 2001-12-06 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.26 | 3.03 | 0 | -304819.69 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | [NAME] | 2001-12-07 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.26 | 3.03 | 0 | -304819.69 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA844 | 2001-11-06 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 2800000 | 3.28 | 3.58 | 0 | -791893.44 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA870 | 2001-12-06 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.28 | 3.05 | 0 | -303559.15 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA876 | 2001-12-07 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.28 | 3.05 | 0 | -303559.15 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA845 | 2001-11-06 00:00:00 |  |  | 2004-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.24 | 3.8 | 0 | 713121.51 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA850 | 2001-11-06 00:00:00 |  |  | 2004-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -2800000 | 3.24 | 3.8 | 0 | 1426243.01 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA855 | 2001-11-06 00:00:00 |  |  | 2004-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 4200000 | 3.24 | 3.8 | 0 | -2139364.52 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA846 | 2001-11-06 00:00:00 |  |  | 2004-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.28 | 3.84 | 0 | 709546.82 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA851 | 2001-11-06 00:00:00 |  |  | 2004-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -2800000 | 3.28 | 3.84 | 0 | 1419093.64 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA856 | 2001-11-06 00:00:00 |  |  | 2004-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 4200000 | 3.28 | 3.84 | 0 | -2128640.46 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA847 | 2001-11-06 00:00:00 |  |  | 2004-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.32 | 3.88 | 0 | 706321.34 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA852 | 2001-11-06 00:00:00 |  |  | 2004-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -2800000 | 3.32 | 3.88 | 0 | 1412642.69 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA857 | 2001-11-06 00:00:00 |  |  | 2004-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 4200000 | 3.32 | 3.88 | 0 | -2118964.03 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA848 | 2001-11-06 00:00:00 |  |  | 2004-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.315 | 3.88 | 0 | 709343.7 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA853 | 2001-11-06 00:00:00 |  |  | 2004-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -2800000 | 3.315 | 3.88 | 0 | 1418687.41 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA858 | 2001-11-06 00:00:00 |  |  | 2004-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 4200000 | 3.315 | 3.88 | 0 | -2128031.11 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA849 | 2001-11-06 00:00:00 |  |  | 2004-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -1400000 | 3.34 | 3.88 | 0 | 674625.33 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA854 | 2001-11-06 00:00:00 |  |  | 2004-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -2800000 | 3.34 | 3.88 | 0 | 1349250.66 |  | ELPASO | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA859 | 2001-11-06 00:00:00 |  |  | 2004-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 4200000 | 3.34 | 3.88 | 0 | -2023875.99 |  | ELPASO | HEDGE
NNG | NTHS | 00008 | Basis Back to Back | AAA482 | 2001-01-10 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | [NAME] | S |  | BASIS SWAP | -500000 | 2.707 | 2.797 | 0.06 | 74552.05 |  | RES | SPEC
NNG | NTHS | 00008 | Basis Back to Back | AAA482 | 2001-01-10 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 500000 | 2.707 | 2.797 | 0.06 | 0 |  | RES | SPEC
NNG | NTHS | 0000P | Basis Back to Back | [NAME] | 2001-06-25 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | [NAME] | B |  | BASIS SWAP | 500000 | 2.34 | 2.316 | -0.0125 | 0 |  | RES | SPEC
NNG | NTHS | 0000P | Basis Back to Back | [NAME] | 2001-06-25 00:00:00 |  |  | 2001-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -500000 | 2.34 | 2.316 | -0.0125 | 0 |  | RES | SPEC
NNG | NTHE | 00002 | Base Gas | AAA262 | 2000-05-31 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -2000000 | 2.82 | 3.3 | 0 | 950889.77 |  | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 750000 | 2.91 | 3.1 | 0 | -141188.73 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA815 | 2001-10-30 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 316667 | 2.91 | 3.275 | 0 | -114519.86 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.865 | 3.3 | 0 | 1290429.54 |  | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 2.955 | 3.1 | 0 | -111153.89 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA816 | 2001-10-30 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 825000 | 2.955 | 3.275 | 0 | -261131.28 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.91 | 3.3 | 0 | 1154516.54 |  | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 3 | 3.1 | 0 | -76489.87 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA817 | 2001-10-30 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 825000 | 3 | 3.275 | 0 | -223917.93 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA263 | 2000-05-31 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -3000000 | 2.9 | 3.3 | 0 | 1181343.56 |  | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 750000 | 2.99 | 3.1 | 0 | -81252.85 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA818 | 2001-10-30 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 850000 | 2.99 | 3.275 | 0 | -238587.91 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA264 | 2000-05-31 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | [NAME] | S |  | FIXED SWAP | -4000000 | 2.915 | 3.3 | 0 | 1512795.24 |  | RMTC | SPEC
NNG | NTHE | 00002 | Base Gas | AAA810 | 2001-10-24 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 775000 | 3.005 | 3.1 | 0 | -72352.18 |  | RMTC | HEDGE
NNG | NTHE | 00002 | Base Gas | AAA819 | 2001-10-30 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 1358333 | 3.005 | 3.275 | 0 | -360409.61 |  | RMTC | HEDGE
NNG | NTHS | 00008 | Basis Back to Back | AAA483 | 2001-01-10 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | [NAME] | B |  | BASIS SWAP | 500000 | 2.707 | 2.797 | 0.01 | -49701.37 |  | RMTC | SPEC
NNG | NTHS | 00008 | Basis Back to Back | AAA483 | 2001-01-10 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -500000 | 2.707 | 2.797 | 0.01 | 0 |  | RMTC | SPEC
NNG | NTHS | 0000P | Basis Back to Back | AAA715 | 2001-06-25 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | [NAME] | S |  | BASIS SWAP | -500000 | 2.34 | 2.316 | -0.0125 | 0 |  | RMTC | SPEC
NNG | NTHS | 0000P | Basis Back to Back | AAA715 | 2001-06-25 00:00:00 |  |  | 2001-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 500000 | 2.34 | 2.316 | -0.0125 | 0 |  | RMTC | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2152170 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2152170 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2152170 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2152170 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 0.9478 | 0.9478 | 0.43 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 0.9478 | 1 | 1 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 0.9478 | 1 | 0.93 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 1 | 1 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 2.888 | 2.4004 | 0.58914 | -54578.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 2.7932 | 2.6226 | 0.2724 | -102160.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 2.9828 | 2.4004 | 0.58914 | -2600.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 2.9828 | 2.4004 | 0.63348 | 25366.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 2.9828 | 2.4004 | 0.63348 | -25366.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 2.9828 | 2.4004 | 0.59547 | -3020.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 2.9828 | 2.4004 | 0.58914 | 2600.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 2.9828 | 2.4004 | 0.59547 | -1352.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 2.888 | 2.4004 | 0.58914 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 2.888 | 2.4004 | 0.58914 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 2.7932 | 2.6226 | 0.2724 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 2.7932 | 2.6226 | 0.2724 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 2.9828 | 2.4004 | 0.58914 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 2.9828 | 2.4004 | 0.63348 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 2.9828 | 2.4004 | 0.63348 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 2.9828 | 2.4004 | 0.58914 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 2.9828 | 2.4004 | 0.59547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 2.4004 | 2.4004 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 2.4004 | 2.4004 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 2.9828 | 2.4004 | 0.59547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 2.9828 | 2.4004 | 0.59547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 2.9828 | 2.4004 | 0.59547 | 3020.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 2.4004 | 2.4004 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 2.4004 | 2.4004 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 2.7932 | 2.6226 | 0.2724 | 102160.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 2.888 | 2.4004 | 0.58914 | 54578.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 2.9828 | 2.4004 | 0.59547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 2.9828 | 2.4004 | 0.59547 | 1352.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 486052 | 2.907 | 2.4799 | 0.58907 | -78546.97 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 907620 | 2.8121 | 2.6984 | 0.27237 | -143555.31 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 347424 | 3.0017 | 2.4799 | 0.58907 | -23310.32 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -448812 | 3.0017 | 2.4799 | 0.63341 | 49955.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 448812 | 3.0017 | 2.4799 | 0.63341 | -49955.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 208432 | 3.0017 | 2.4799 | 0.5954 | -15301.1 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -347424 | 3.0017 | 2.4799 | 0.58907 | 23310.32 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 93324 | 3.0017 | 2.4799 | 0.5954 | -6850.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 907620 | 2.8121 | 2.6984 | 0.27237 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 486052 | 2.907 | 2.4799 | 0.58907 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -486052 | 2.907 | 2.4799 | 0.58907 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -907620 | 2.8121 | 2.6984 | 0.27237 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -347424 | 3.0017 | 2.4799 | 0.58907 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 448812 | 3.0017 | 2.4799 | 0.63341 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -448812 | 3.0017 | 2.4799 | 0.63341 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 347424 | 3.0017 | 2.4799 | 0.58907 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -93324 | 3.0017 | 2.4799 | 0.5954 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2008692 | 2.4799 | 2.4799 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2008692 | 2.4799 | 2.4799 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 93324 | 3.0017 | 2.4799 | 0.5954 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -208432 | 3.0017 | 2.4799 | 0.5954 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -208432 | 3.0017 | 2.4799 | 0.5954 | 15301.1 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2008692 | 2.4799 | 2.4799 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2008692 | 2.4799 | 2.4799 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -907620 | 2.8121 | 2.6984 | 0.27237 | 143555.31 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -486052 | 2.907 | 2.4799 | 0.58907 | 78546.97 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 208432 | 3.0017 | 2.4799 | 0.5954 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -93324 | 3.0017 | 2.4799 | 0.5954 | 6850.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 2.9145 | 2.4432 | 0.58902 | -63071.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 2.8197 | 2.6965 | 0.27234 | -149187.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.0093 | 2.4432 | 0.58902 | -8785.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.0093 | 2.4432 | 0.63335 | 33282.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.0093 | 2.4432 | 0.63335 | -33282.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.0093 | 2.4432 | 0.59535 | -6726.13 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.0093 | 2.4432 | 0.58902 | 8785.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.0093 | 2.4432 | 0.59535 | -3011.58 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 2.8197 | 2.6965 | 0.27234 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 2.9145 | 2.4432 | 0.58902 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 2.9145 | 2.4432 | 0.58902 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 2.8197 | 2.6965 | 0.27234 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.0093 | 2.4432 | 0.58902 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.0093 | 2.4432 | 0.63335 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.0093 | 2.4432 | 0.63335 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.0093 | 2.4432 | 0.58902 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.0093 | 2.4432 | 0.59535 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 2.4432 | 2.4432 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 2.4432 | 2.4432 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.0093 | 2.4432 | 0.59535 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.0093 | 2.4432 | 0.59535 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.0093 | 2.4432 | 0.59535 | 6726.13 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 2.4432 | 2.4432 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 2.4432 | 2.4432 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 2.8197 | 2.6965 | 0.27234 | 149187.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 2.9145 | 2.4432 | 0.58902 | 63071.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.0093 | 2.4432 | 0.59535 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.0093 | 2.4432 | 0.59535 | 3011.58 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 2.7601 | 2.3914 | 0.58897 | -114050.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 2.7269 | 2.6226 | 0.27232 | -162454.49 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 2.7316 | 2.3914 | 0.58897 | -92042.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 2.7316 | 2.3914 | 0.6333 | 140093.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 2.7316 | 2.3914 | 0.6333 | -140093.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 2.7316 | 2.3914 | 0.5953 | -56625.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 2.7316 | 2.3914 | 0.58897 | 92042.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 2.7316 | 2.3914 | 0.5953 | -25353.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 2.7269 | 2.6226 | 0.27232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 2.7601 | 2.3914 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 2.7601 | 2.3914 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 2.7269 | 2.6226 | 0.27232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 2.7316 | 2.3914 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 2.7316 | 2.3914 | 0.6333 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 2.7316 | 2.3914 | 0.6333 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 2.7316 | 2.3914 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 2.7316 | 2.3914 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2152170 | 2.3914 | 2.3914 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2152170 | 2.3914 | 2.3914 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 2.7316 | 2.3914 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 2.7316 | 2.3914 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 2.7316 | 2.3914 | 0.5953 | 56625.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2152170 | 2.3914 | 2.3914 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 2.7269 | 2.6226 | 0.27232 | 162454.49 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 2.7601 | 2.3914 | 0.58897 | 114050.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 2.7316 | 2.3914 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2152170 | 2.3914 | 2.3914 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 2.7316 | 2.3914 | 0.5953 | 25353.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 2.8122 | 2.4435 | 0.58897 | -117654.69 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 2.779 | 2.6747 | 0.27232 | -167588.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 2.7837 | 2.4435 | 0.58897 | -94951.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 2.7837 | 2.4435 | 0.6333 | 144521.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 2.7837 | 2.4435 | 0.6333 | -144521.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 2.7837 | 2.4435 | 0.5953 | -58415.27 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 2.7837 | 2.4435 | 0.58897 | 94951.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 2.7837 | 2.4435 | 0.5953 | -26155.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 2.779 | 2.6747 | 0.27232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 2.8122 | 2.4435 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 2.8122 | 2.4435 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 2.779 | 2.6747 | 0.27232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 2.7837 | 2.4435 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 2.7837 | 2.4435 | 0.6333 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 2.7837 | 2.4435 | 0.6333 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 2.7837 | 2.4435 | 0.58897 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 2.7837 | 2.4435 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 2.4435 | 2.4435 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 2.4435 | 2.4435 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 2.7837 | 2.4435 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 2.7837 | 2.4435 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 2.7837 | 2.4435 | 0.5953 | 58415.27 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 2.4435 | 2.4435 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 2.779 | 2.6747 | 0.27232 | 167588.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 2.8122 | 2.4435 | 0.58897 | 117654.69 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 2.7837 | 2.4435 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 2.4435 | 2.4435 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 2.7837 | 2.4435 | 0.5953 | 26155.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 2.8672 | 2.4985 | 0.589 | -113652.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 2.834 | 2.7297 | 0.27234 | -161888.66 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 2.8387 | 2.4985 | 0.589 | -91722.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 2.8387 | 2.4985 | 0.63334 | 139605.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 2.8387 | 2.4985 | 0.63334 | -139605.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 2.8387 | 2.4985 | 0.59534 | -56428.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 2.8387 | 2.4985 | 0.589 | 91722.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 2.8387 | 2.4985 | 0.59534 | -25265.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 2.834 | 2.7297 | 0.27234 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 2.8672 | 2.4985 | 0.589 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 2.8672 | 2.4985 | 0.589 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 2.834 | 2.7297 | 0.27234 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 2.8387 | 2.4985 | 0.589 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 2.8387 | 2.4985 | 0.63334 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 2.8387 | 2.4985 | 0.63334 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 2.8387 | 2.4985 | 0.589 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 2.8387 | 2.4985 | 0.59534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2152170 | 2.4985 | 2.4985 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2152170 | 2.4985 | 2.4985 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 2.8387 | 2.4985 | 0.59534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 2.8387 | 2.4985 | 0.59534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 2.8387 | 2.4985 | 0.59534 | 56428.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2152170 | 2.4985 | 2.4985 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 2.834 | 2.7297 | 0.27234 | 161888.66 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 2.8672 | 2.4985 | 0.589 | 113652.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 2.8387 | 2.4985 | 0.59534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2152170 | 2.4985 | 2.4985 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 2.8387 | 2.4985 | 0.59534 | 25265.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 2.9098 | 2.5411 | 0.58904 | -117250.82 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 2.8766 | 2.7724 | 0.27235 | -167013.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 2.8814 | 2.5411 | 0.58904 | -94625.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 2.8814 | 2.5411 | 0.63338 | 144025.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 2.8814 | 2.5411 | 0.63338 | -144025.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 2.8814 | 2.5411 | 0.59538 | -58214.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 2.8814 | 2.5411 | 0.58904 | 94625.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 2.8814 | 2.5411 | 0.59538 | -26065.25 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 2.8766 | 2.7724 | 0.27235 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 2.9098 | 2.5411 | 0.58904 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 2.9098 | 2.5411 | 0.58904 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 2.8766 | 2.7724 | 0.27235 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 2.8814 | 2.5411 | 0.58904 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 2.8814 | 2.5411 | 0.63338 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 2.8814 | 2.5411 | 0.63338 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 2.8814 | 2.5411 | 0.58904 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 2.8814 | 2.5411 | 0.59538 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 2.5411 | 2.5411 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 2.5411 | 2.5411 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 2.8814 | 2.5411 | 0.59538 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 2.8814 | 2.5411 | 0.59538 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 2.8814 | 2.5411 | 0.59538 | 58214.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 2.5411 | 2.5411 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 2.8766 | 2.7724 | 0.27235 | 167013.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 2.9098 | 2.5411 | 0.58904 | 117250.82 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 2.8814 | 2.5411 | 0.59538 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 2.5411 | 2.5411 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 2.8814 | 2.5411 | 0.59538 | 26065.25 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 2.9525 | 2.5837 | 0.58911 | -117018.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 2.9193 | 2.815 | 0.27238 | -166682.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 2.924 | 2.5837 | 0.58911 | -94438.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 2.924 | 2.5837 | 0.63345 | 143739.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 2.924 | 2.5837 | 0.63345 | -143739.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 2.924 | 2.5837 | 0.59544 | -58099.38 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 2.924 | 2.5837 | 0.58911 | 94438.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 2.924 | 2.5837 | 0.59544 | -26013.6 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 2.9193 | 2.815 | 0.27238 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 2.9525 | 2.5837 | 0.58911 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 2.9525 | 2.5837 | 0.58911 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 2.9193 | 2.815 | 0.27238 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 2.924 | 2.5837 | 0.58911 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 2.924 | 2.5837 | 0.63345 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 2.924 | 2.5837 | 0.63345 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 2.924 | 2.5837 | 0.58911 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 2.924 | 2.5837 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 2.5837 | 2.5837 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 2.5837 | 2.5837 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 2.924 | 2.5837 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 2.924 | 2.5837 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 2.924 | 2.5837 | 0.59544 | 58099.38 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 2.5837 | 2.5837 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 2.9193 | 2.815 | 0.27238 | 166682.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 2.9525 | 2.5837 | 0.58911 | 117018.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 2.924 | 2.5837 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 2.5837 | 2.5837 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 2.924 | 2.5837 | 0.59544 | 26013.6 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 2.9431 | 2.5742 | 0.58921 | -112996.79 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 2.9099 | 2.8055 | 0.27243 | -160954.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 2.9146 | 2.5742 | 0.58921 | -91192.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 2.9146 | 2.5742 | 0.63356 | 138799.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 2.9146 | 2.5742 | 0.63356 | -138799.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 2.9146 | 2.5742 | 0.59554 | -56102.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 2.9146 | 2.5742 | 0.58921 | 91192.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 2.9146 | 2.5742 | 0.59554 | -25119.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 2.9099 | 2.8055 | 0.27243 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 2.9431 | 2.5742 | 0.58921 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 2.9431 | 2.5742 | 0.58921 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 2.9099 | 2.8055 | 0.27243 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 2.9146 | 2.5742 | 0.58921 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 2.9146 | 2.5742 | 0.63356 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 2.9146 | 2.5742 | 0.63356 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 2.9146 | 2.5742 | 0.58921 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 2.9146 | 2.5742 | 0.59554 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2152170 | 2.5742 | 2.5742 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2152170 | 2.5742 | 2.5742 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 2.9146 | 2.5742 | 0.59554 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 2.9146 | 2.5742 | 0.59554 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 2.9146 | 2.5742 | 0.59554 | 56102.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2152170 | 2.5742 | 2.5742 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 2.9099 | 2.8055 | 0.27243 | 160954.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 2.9431 | 2.5742 | 0.58921 | 112996.79 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 2.9146 | 2.5742 | 0.59554 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2152170 | 2.5742 | 2.5742 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 2.9146 | 2.5742 | 0.59554 | 25119.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 2.9572 | 2.5884 | 0.58928 | -116526.34 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 2.924 | 2.8197 | 0.27246 | -165981.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 2.9288 | 2.5884 | 0.58928 | -94041.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 2.9288 | 2.5884 | 0.63363 | 143135.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 2.9288 | 2.5884 | 0.63363 | -143135.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 2.9288 | 2.5884 | 0.59562 | -57855.04 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 2.9288 | 2.5884 | 0.58928 | 94041.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 2.9288 | 2.5884 | 0.59562 | -25904.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 2.924 | 2.8197 | 0.27246 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 2.9572 | 2.5884 | 0.58928 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 2.9572 | 2.5884 | 0.58928 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 2.924 | 2.8197 | 0.27246 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 2.9288 | 2.5884 | 0.58928 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 2.9288 | 2.5884 | 0.63363 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 2.9288 | 2.5884 | 0.63363 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 2.9288 | 2.5884 | 0.58928 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 2.9288 | 2.5884 | 0.59562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2223909 | 2.5884 | 2.5884 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2223909 | 2.5884 | 2.5884 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 2.9288 | 2.5884 | 0.59562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 2.9288 | 2.5884 | 0.59562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 2.9288 | 2.5884 | 0.59562 | 57855.04 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA516 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | EMPRES | S |  | BASIS SWAP | -2223909 | 2.5884 | 2.5884 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 2.924 | 2.8197 | 0.27246 | 165981.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 2.9572 | 2.5884 | 0.58928 | 116526.34 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 2.9288 | 2.5884 | 0.59562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA517 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | EMPRES | B |  | BASIS SWAP | 2223909 | 2.5884 | 2.5884 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 2.9288 | 2.5884 | 0.59562 | 25904.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.4453 | 2.7985 | 0.63371 | 6139.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.3505 | 2.7985 | 0.58935 | -19076.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.1989 | 3.0472 | 0.2725 | -115136.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.4453 | 2.7985 | 0.58935 | 20930.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.4453 | 2.7985 | 0.63371 | -6139.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.4453 | 2.7985 | 0.59569 | 11170.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.4453 | 2.7985 | 0.58935 | -20930.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.4453 | 2.7985 | 0.59569 | 5001.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.1989 | 3.0472 | 0.2725 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.3505 | 2.7985 | 0.58935 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.3505 | 2.7985 | 0.58935 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.1989 | 3.0472 | 0.2725 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.4453 | 2.7985 | 0.58935 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.4453 | 2.7985 | 0.63371 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.4453 | 2.7985 | 0.63371 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.4453 | 2.7985 | 0.58935 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.4453 | 2.7985 | 0.59569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.4453 | 2.7985 | 0.59569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.4453 | 2.7985 | 0.59569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.4453 | 2.7985 | 0.59569 | -11170.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.1989 | 3.0472 | 0.2725 | 115136.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.3505 | 2.7985 | 0.58935 | 19076.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.4453 | 2.7985 | 0.59569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.4453 | 2.7985 | 0.59569 | -5001.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.6396 | 2.9644 | 0.63381 | 20102.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.5448 | 2.9644 | 0.58944 | -4735.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3932 | 3.2415 | 0.27254 | -118681.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.6396 | 2.9644 | 0.58944 | 32234.48 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.6396 | 2.9644 | 0.63381 | -20102.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.6396 | 2.9644 | 0.59578 | 17909.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.6396 | 2.9644 | 0.58944 | -32234.48 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.6396 | 2.9644 | 0.59578 | 8018.92 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3932 | 3.2415 | 0.27254 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.5448 | 2.9644 | 0.58944 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.5448 | 2.9644 | 0.58944 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3932 | 3.2415 | 0.27254 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.6396 | 2.9644 | 0.58944 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.6396 | 2.9644 | 0.63381 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.6396 | 2.9644 | 0.63381 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.6396 | 2.9644 | 0.58944 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.6396 | 2.9644 | 0.59578 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.6396 | 2.9644 | 0.59578 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.6396 | 2.9644 | 0.59578 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.6396 | 2.9644 | 0.59578 | -17909.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3932 | 3.2415 | 0.27254 | 118681.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.5448 | 2.9644 | 0.58944 | 4735.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.6396 | 2.9644 | 0.59578 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2002-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.6396 | 2.9644 | 0.59578 | -8018.92 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.7344 | 3.0402 | 0.63389 | 29191.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.6396 | 3.0402 | 0.58952 | 5190.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.488 | 3.3363 | 0.27257 | -118361.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.7344 | 3.0402 | 0.58952 | 39222.66 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.7344 | 3.0402 | 0.63389 | -29191.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.7344 | 3.0402 | 0.59586 | 22106.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.7344 | 3.0402 | 0.58952 | -39222.66 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.7344 | 3.0402 | 0.59586 | 9897.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.488 | 3.3363 | 0.27257 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.6396 | 3.0402 | 0.58952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.6396 | 3.0402 | 0.58952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.488 | 3.3363 | 0.27257 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.7344 | 3.0402 | 0.58952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.7344 | 3.0402 | 0.63389 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.7344 | 3.0402 | 0.63389 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.7344 | 3.0402 | 0.58952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.7344 | 3.0402 | 0.59586 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.7344 | 3.0402 | 0.59586 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.7344 | 3.0402 | 0.59586 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.7344 | 3.0402 | 0.59586 | -22106.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.488 | 3.3363 | 0.27257 | 118361.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.6396 | 3.0402 | 0.58952 | -5190.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.7344 | 3.0402 | 0.59586 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.7344 | 3.0402 | 0.59586 | -9897.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 448812 | 3.6538 | 2.9691 | 0.63397 | 22126.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 486052 | 3.5591 | 2.9691 | 0.58959 | 177.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 907620 | 3.4074 | 3.2558 | 0.27261 | -106581.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 347424 | 3.6538 | 2.9691 | 0.58959 | 32096.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -448812 | 3.6538 | 2.9691 | 0.63397 | -22126.57 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 208432 | 3.6538 | 2.9691 | 0.59593 | 17972.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -347424 | 3.6538 | 2.9691 | 0.58959 | -32096.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 93324 | 3.6538 | 2.9691 | 0.59593 | 8047.27 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 907620 | 3.4074 | 3.2558 | 0.27261 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 486052 | 3.5591 | 2.9691 | 0.58959 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -486052 | 3.5591 | 2.9691 | 0.58959 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -907620 | 3.4074 | 3.2558 | 0.27261 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -347424 | 3.6538 | 2.9691 | 0.58959 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 448812 | 3.6538 | 2.9691 | 0.63397 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -448812 | 3.6538 | 2.9691 | 0.63397 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 347424 | 3.6538 | 2.9691 | 0.58959 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -93324 | 3.6538 | 2.9691 | 0.59593 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 93324 | 3.6538 | 2.9691 | 0.59593 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -208432 | 3.6538 | 2.9691 | 0.59593 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -208432 | 3.6538 | 2.9691 | 0.59593 | -17972.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -907620 | 3.4074 | 3.2558 | 0.27261 | 106581.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -486052 | 3.5591 | 2.9691 | 0.58959 | -177.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 208432 | 3.6538 | 2.9691 | 0.59593 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -93324 | 3.6538 | 2.9691 | 0.59593 | -8047.27 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.5638 | 2.8837 | 0.63405 | 22118.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.469 | 2.8837 | 0.58967 | -2295.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3174 | 3.1657 | 0.27264 | -117673.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.5638 | 2.8837 | 0.58967 | 33645.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.5638 | 2.8837 | 0.63405 | -22118.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.5638 | 2.8837 | 0.59601 | 18768.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.5638 | 2.8837 | 0.58967 | -33645.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.5638 | 2.8837 | 0.59601 | 8403.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3174 | 3.1657 | 0.27264 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.469 | 2.8837 | 0.58967 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.469 | 2.8837 | 0.58967 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3174 | 3.1657 | 0.27264 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.5638 | 2.8837 | 0.58967 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.5638 | 2.8837 | 0.63405 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.5638 | 2.8837 | 0.63405 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.5638 | 2.8837 | 0.58967 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.5638 | 2.8837 | 0.59601 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.5638 | 2.8837 | 0.59601 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.5638 | 2.8837 | 0.59601 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.5638 | 2.8837 | 0.59601 | -18768.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3174 | 3.1657 | 0.27264 | 117673.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.469 | 2.8837 | 0.58967 | 2295.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.5638 | 2.8837 | 0.59601 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.5638 | 2.8837 | 0.59601 | -8403.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.1278 | 2.7241 | 0.63415 | -106913.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.1278 | 2.7241 | 0.58976 | -93484.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.0946 | 2.905 | 0.27268 | -77976.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.1278 | 2.7241 | 0.58976 | -66821.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.1278 | 2.7241 | 0.63415 | 106913.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.1278 | 2.7241 | 0.5961 | -41454.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.1278 | 2.7241 | 0.58976 | 66821.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.1278 | 2.7241 | 0.5961 | -18561.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.0946 | 2.905 | 0.27268 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.1278 | 2.7241 | 0.58976 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.1278 | 2.7241 | 0.58976 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.0946 | 2.905 | 0.27268 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.1278 | 2.7241 | 0.58976 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.1278 | 2.7241 | 0.63415 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.1278 | 2.7241 | 0.63415 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.1278 | 2.7241 | 0.58976 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.1278 | 2.7241 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.1278 | 2.7241 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.1278 | 2.7241 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.1278 | 2.7241 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.1278 | 2.7241 | 0.5961 | 41454.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.0946 | 2.905 | 0.27268 | 77976.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.1278 | 2.7241 | 0.58976 | 93484.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.1278 | 2.7241 | 0.5961 | 18561.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.1373 | 2.7336 | 0.63425 | -110101.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.1373 | 2.7336 | 0.58985 | -96272.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.1041 | 2.9145 | 0.27273 | -80301.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.1373 | 2.7336 | 0.58985 | -68814.09 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.1373 | 2.7336 | 0.63425 | 110101.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.1373 | 2.7336 | 0.5962 | -42690.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.1373 | 2.7336 | 0.58985 | 68814.09 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.1373 | 2.7336 | 0.5962 | -19114.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.1041 | 2.9145 | 0.27273 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.1373 | 2.7336 | 0.58985 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.1373 | 2.7336 | 0.58985 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.1041 | 2.9145 | 0.27273 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.1373 | 2.7336 | 0.58985 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.1373 | 2.7336 | 0.63425 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.1373 | 2.7336 | 0.63425 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.1373 | 2.7336 | 0.58985 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.1373 | 2.7336 | 0.5962 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.1373 | 2.7336 | 0.5962 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.1373 | 2.7336 | 0.5962 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.1373 | 2.7336 | 0.5962 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.1373 | 2.7336 | 0.5962 | 42690.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.1041 | 2.9145 | 0.27273 | 80301.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.1373 | 2.7336 | 0.58985 | 96272.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.1373 | 2.7336 | 0.5962 | 19114.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.1705 | 2.7667 | 0.63437 | -106148.18 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.1705 | 2.7667 | 0.58996 | -92814.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.1373 | 2.9477 | 0.27278 | -77417.77 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.1705 | 2.7667 | 0.58996 | -66342.97 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.1705 | 2.7667 | 0.63437 | 106148.18 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.1705 | 2.7667 | 0.59631 | -41157.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.1705 | 2.7667 | 0.58996 | 66342.97 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.1705 | 2.7667 | 0.59631 | -18428.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.1373 | 2.9477 | 0.27278 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.1705 | 2.7667 | 0.58996 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.1705 | 2.7667 | 0.58996 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.1373 | 2.9477 | 0.27278 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.1705 | 2.7667 | 0.58996 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.1705 | 2.7667 | 0.63437 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.1705 | 2.7667 | 0.63437 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.1705 | 2.7667 | 0.58996 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.1705 | 2.7667 | 0.59631 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.1705 | 2.7667 | 0.59631 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.1705 | 2.7667 | 0.59631 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.1705 | 2.7667 | 0.59631 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.1705 | 2.7667 | 0.59631 | 41157.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.1373 | 2.9477 | 0.27278 | 77417.77 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.1705 | 2.7667 | 0.58996 | 92814.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.1705 | 2.7667 | 0.59631 | 18428.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.2131 | 2.8093 | 0.59006 | -95568.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.18 | 2.9903 | 0.27282 | -79714.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.2131 | 2.8093 | 0.59006 | -68311.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.2131 | 2.8093 | 0.63447 | 109297.58 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.2131 | 2.8093 | 0.5964 | -42379.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.2131 | 2.8093 | 0.59006 | 68311.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.2131 | 2.8093 | 0.5964 | -18974.92 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.2131 | 2.8093 | 0.63447 | -109297.58 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.18 | 2.9903 | 0.27282 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.2131 | 2.8093 | 0.59006 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.2131 | 2.8093 | 0.59006 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.18 | 2.9903 | 0.27282 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.2131 | 2.8093 | 0.59006 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.2131 | 2.8093 | 0.63447 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.2131 | 2.8093 | 0.59006 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.2131 | 2.8093 | 0.5964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.2131 | 2.8093 | 0.63447 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.2131 | 2.8093 | 0.5964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.2131 | 2.8093 | 0.5964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.2131 | 2.8093 | 0.5964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.2131 | 2.8093 | 0.5964 | 42379.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.18 | 2.9903 | 0.27282 | 79714.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.2131 | 2.8093 | 0.59006 | 95568.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.2131 | 2.8093 | 0.5964 | 18974.92 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.2559 | 2.8519 | 0.59014 | -95193.49 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.2226 | 3.033 | 0.27286 | -79401.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.2559 | 2.8519 | 0.59014 | -68043.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.2559 | 2.8519 | 0.63456 | 108868.44 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.2559 | 2.8519 | 0.59649 | -42212.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.2559 | 2.8519 | 0.59014 | 68043.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.2559 | 2.8519 | 0.59649 | -18900.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.2559 | 2.8519 | 0.63456 | -108868.44 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.2226 | 3.033 | 0.27286 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.2559 | 2.8519 | 0.59014 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.2559 | 2.8519 | 0.59014 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.2226 | 3.033 | 0.27286 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.2559 | 2.8519 | 0.59014 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.2559 | 2.8519 | 0.63456 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.2559 | 2.8519 | 0.59014 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.2559 | 2.8519 | 0.59649 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.2559 | 2.8519 | 0.63456 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.2559 | 2.8519 | 0.59649 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.2559 | 2.8519 | 0.59649 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.2559 | 2.8519 | 0.59649 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.2559 | 2.8519 | 0.59649 | 42212.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.2226 | 3.033 | 0.27286 | 79401.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.2559 | 2.8519 | 0.59014 | 95193.49 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.2559 | 2.8519 | 0.59649 | 18900.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.2564 | 2.8523 | 0.59023 | -91735.98 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.2231 | 3.0334 | 0.2729 | -76517.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.2564 | 2.8523 | 0.59023 | -65571.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.2564 | 2.8523 | 0.63466 | 104914.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.2564 | 2.8523 | 0.59658 | -40679.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.2564 | 2.8523 | 0.59023 | 65571.75 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.2564 | 2.8523 | 0.59658 | -18213.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.2564 | 2.8523 | 0.63466 | -104914.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.2231 | 3.0334 | 0.2729 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.2564 | 2.8523 | 0.59023 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.2564 | 2.8523 | 0.59023 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.2231 | 3.0334 | 0.2729 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.2564 | 2.8523 | 0.59023 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.2564 | 2.8523 | 0.63466 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.2564 | 2.8523 | 0.59023 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.2564 | 2.8523 | 0.59658 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.2564 | 2.8523 | 0.63466 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.2564 | 2.8523 | 0.59658 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.2564 | 2.8523 | 0.59658 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.2564 | 2.8523 | 0.59658 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.2564 | 2.8523 | 0.59658 | 40679.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.2231 | 3.0334 | 0.2729 | 76517.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.2564 | 2.8523 | 0.59023 | 91735.98 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.2564 | 2.8523 | 0.59658 | 18213.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.2749 | 2.8708 | 0.59028 | -94421.59 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.2417 | 3.0519 | 0.27293 | -78757.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.2749 | 2.8708 | 0.59028 | -67491.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.2749 | 2.8708 | 0.63471 | 107985.65 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.2749 | 2.8708 | 0.59663 | -41870.33 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.2749 | 2.8708 | 0.59028 | 67491.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.2749 | 2.8708 | 0.59663 | -18747.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.2749 | 2.8708 | 0.63471 | -107985.65 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.2417 | 3.0519 | 0.27293 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.2749 | 2.8708 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.2749 | 2.8708 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.2417 | 3.0519 | 0.27293 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.2749 | 2.8708 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.2749 | 2.8708 | 0.63471 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.2749 | 2.8708 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.2749 | 2.8708 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.2749 | 2.8708 | 0.63471 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.2749 | 2.8708 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.2749 | 2.8708 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.2749 | 2.8708 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.2749 | 2.8708 | 0.59663 | 41870.33 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.2417 | 3.0519 | 0.27293 | 78757.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.2749 | 2.8708 | 0.59028 | 94421.59 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.2749 | 2.8708 | 0.59663 | 18747.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.5874 | 3.0051 | 0.59028 | -3867.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.4548 | 3.3032 | 0.27293 | -110590.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.7202 | 3.0051 | 0.59028 | 43553.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.7202 | 3.0051 | 0.63471 | -36228.99 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.7202 | 3.0051 | 0.59663 | 24800.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.7202 | 3.0051 | 0.59028 | -43553.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.7202 | 3.0051 | 0.59663 | 11104.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.7202 | 3.0051 | 0.63471 | 36228.99 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.4548 | 3.3032 | 0.27293 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.5874 | 3.0051 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.5874 | 3.0051 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.4548 | 3.3032 | 0.27293 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.7202 | 3.0051 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.7202 | 3.0051 | 0.63471 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.7202 | 3.0051 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.7202 | 3.0051 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.7202 | 3.0051 | 0.63471 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.7202 | 3.0051 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.7202 | 3.0051 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.7202 | 3.0051 | 0.59663 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.7202 | 3.0051 | 0.59663 | -24800.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.4548 | 3.3032 | 0.27293 | 110590.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.5874 | 3.0051 | 0.59028 | 3867.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.7202 | 3.0051 | 0.59663 | -11104.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.7154 | 3.1331 | 0.59028 | -3980.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.5827 | 3.4311 | 0.27292 | -113815.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.8481 | 3.1331 | 0.59028 | 44823.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.8481 | 3.1331 | 0.63471 | -37285.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.8481 | 3.1331 | 0.59662 | 25523.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.8481 | 3.1331 | 0.59028 | -44823.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.8481 | 3.1331 | 0.59662 | 11427.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.8481 | 3.1331 | 0.63471 | 37285.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.5827 | 3.4311 | 0.27292 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.7154 | 3.1331 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.7154 | 3.1331 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.5827 | 3.4311 | 0.27292 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.8481 | 3.1331 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.8481 | 3.1331 | 0.63471 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.8481 | 3.1331 | 0.59028 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.8481 | 3.1331 | 0.59662 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.8481 | 3.1331 | 0.63471 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.8481 | 3.1331 | 0.59662 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.8481 | 3.1331 | 0.59662 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.8481 | 3.1331 | 0.59662 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.8481 | 3.1331 | 0.59662 | -25523.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.5827 | 3.4311 | 0.27292 | 113815.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.7154 | 3.1331 | 0.59028 | 3980.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2003-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.8481 | 3.1331 | 0.59662 | -11427.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.7726 | 3.1899 | 0.59055 | -3964.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.6398 | 3.4881 | 0.27305 | -113338.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.9053 | 3.1899 | 0.59055 | 44635.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.9053 | 3.1899 | 0.635 | -37129.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.9053 | 3.1899 | 0.5969 | 25416.44 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.9053 | 3.1899 | 0.59055 | -44635.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.9053 | 3.1899 | 0.5969 | 11380.04 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.9053 | 3.1899 | 0.635 | 37129.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.6398 | 3.4881 | 0.27305 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.7726 | 3.1899 | 0.59055 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.7726 | 3.1899 | 0.59055 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.6398 | 3.4881 | 0.27305 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.9053 | 3.1899 | 0.59055 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.9053 | 3.1899 | 0.635 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.9053 | 3.1899 | 0.59055 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.9053 | 3.1899 | 0.5969 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.9053 | 3.1899 | 0.635 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.9053 | 3.1899 | 0.5969 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.9053 | 3.1899 | 0.5969 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.9053 | 3.1899 | 0.5969 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.9053 | 3.1899 | 0.5969 | -25416.44 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.6398 | 3.4881 | 0.27305 | 113338.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.7726 | 3.1899 | 0.59055 | 3964.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.9053 | 3.1899 | 0.5969 | -11380.04 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 503411 | 3.6922 | 3.1092 | 0.59093 | -3693.69 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 940035 | 3.5594 | 3.4076 | 0.27323 | -105609.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 359832 | 3.825 | 3.1092 | 0.59093 | 41591.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -464841 | 3.825 | 3.1092 | 0.63541 | -34597.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 215876 | 3.825 | 3.1092 | 0.59728 | 23683.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -359832 | 3.825 | 3.1092 | 0.59093 | -41591.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 96657 | 3.825 | 3.1092 | 0.59728 | 10603.98 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 464841 | 3.825 | 3.1092 | 0.63541 | 34597.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 940035 | 3.5594 | 3.4076 | 0.27323 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 503411 | 3.6922 | 3.1092 | 0.59093 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -503411 | 3.6922 | 3.1092 | 0.59093 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -940035 | 3.5594 | 3.4076 | 0.27323 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -359832 | 3.825 | 3.1092 | 0.59093 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 464841 | 3.825 | 3.1092 | 0.63541 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 359832 | 3.825 | 3.1092 | 0.59093 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -96657 | 3.825 | 3.1092 | 0.59728 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -464841 | 3.825 | 3.1092 | 0.63541 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 215876 | 3.825 | 3.1092 | 0.59728 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 96657 | 3.825 | 3.1092 | 0.59728 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -215876 | 3.825 | 3.1092 | 0.59728 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -215876 | 3.825 | 3.1092 | 0.59728 | -23683.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -940035 | 3.5594 | 3.4076 | 0.27323 | 105609.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -503411 | 3.6922 | 3.1092 | 0.59093 | 3693.69 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -96657 | 3.825 | 3.1092 | 0.59728 | -10603.98 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.5691 | 2.9858 | 0.59129 | -3934.18 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.4362 | 3.2843 | 0.27339 | -112485.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.702 | 2.9858 | 0.59129 | 44299.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.702 | 2.9858 | 0.6358 | -36849.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.702 | 2.9858 | 0.59765 | 25225.11 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.702 | 2.9858 | 0.59129 | -44299.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.702 | 2.9858 | 0.59765 | 11294.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.702 | 2.9858 | 0.6358 | 36849.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.4362 | 3.2843 | 0.27339 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.5691 | 2.9858 | 0.59129 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.5691 | 2.9858 | 0.59129 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.4362 | 3.2843 | 0.27339 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.702 | 2.9858 | 0.59129 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.702 | 2.9858 | 0.6358 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.702 | 2.9858 | 0.59129 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.702 | 2.9858 | 0.59765 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.702 | 2.9858 | 0.6358 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.702 | 2.9858 | 0.59765 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.702 | 2.9858 | 0.59765 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.702 | 2.9858 | 0.59765 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.702 | 2.9858 | 0.59765 | -25225.11 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.4362 | 3.2843 | 0.27339 | 112485.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.5691 | 2.9858 | 0.59129 | 3934.18 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.702 | 2.9858 | 0.59765 | -11294.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.2131 | 2.8007 | 0.59164 | -85633.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.1799 | 2.9904 | 0.27355 | -74911.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.2131 | 2.8007 | 0.59164 | -61209.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.2131 | 2.8007 | 0.63617 | 98712.92 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.2131 | 2.8007 | 0.598 | -38025 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.2131 | 2.8007 | 0.59164 | 61209.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.2131 | 2.8007 | 0.598 | -17025.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.2131 | 2.8007 | 0.63617 | -98712.92 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.1799 | 2.9904 | 0.27355 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.2131 | 2.8007 | 0.59164 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.2131 | 2.8007 | 0.59164 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.1799 | 2.9904 | 0.27355 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.2131 | 2.8007 | 0.59164 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.2131 | 2.8007 | 0.63617 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.2131 | 2.8007 | 0.59164 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.2131 | 2.8007 | 0.598 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.2131 | 2.8007 | 0.63617 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.2131 | 2.8007 | 0.598 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.2131 | 2.8007 | 0.598 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.2131 | 2.8007 | 0.598 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.2131 | 2.8007 | 0.598 | 38025 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.1799 | 2.9904 | 0.27355 | 74911.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.2131 | 2.8007 | 0.59164 | 85633.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.2131 | 2.8007 | 0.598 | 17025.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.2085 | 2.796 | 0.59193 | -88109.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.1753 | 2.9857 | 0.27369 | -77077.01 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.2085 | 2.796 | 0.59193 | -62979.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.2085 | 2.796 | 0.63649 | 101566.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.2085 | 2.796 | 0.5983 | -39124.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.2085 | 2.796 | 0.59193 | 62979.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.2085 | 2.796 | 0.5983 | -17517.67 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.2085 | 2.796 | 0.63649 | -101566.89 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.1753 | 2.9857 | 0.27369 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.2085 | 2.796 | 0.59193 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.2085 | 2.796 | 0.59193 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.1753 | 2.9857 | 0.27369 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.2085 | 2.796 | 0.59193 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.2085 | 2.796 | 0.63649 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.2085 | 2.796 | 0.59193 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.2085 | 2.796 | 0.5983 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.2085 | 2.796 | 0.63649 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.2085 | 2.796 | 0.5983 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.2085 | 2.796 | 0.5983 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.2085 | 2.796 | 0.5983 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.2085 | 2.796 | 0.5983 | 39124.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.1753 | 2.9857 | 0.27369 | 77077.01 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.2085 | 2.796 | 0.59193 | 88109.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.2085 | 2.796 | 0.5983 | 17517.67 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.2417 | 2.8289 | 0.59221 | -84931.67 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.2085 | 3.0187 | 0.27382 | -74297.12 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.2417 | 2.8289 | 0.59221 | -60708.11 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.2417 | 2.8289 | 0.63679 | 97903.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.2417 | 2.8289 | 0.59858 | -37713.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.2417 | 2.8289 | 0.59221 | 60708.11 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.2417 | 2.8289 | 0.59858 | -16885.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.2417 | 2.8289 | 0.63679 | -97903.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.2085 | 3.0187 | 0.27382 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.2417 | 2.8289 | 0.59221 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.2417 | 2.8289 | 0.59221 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.2085 | 3.0187 | 0.27382 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.2417 | 2.8289 | 0.59221 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.2417 | 2.8289 | 0.63679 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.2417 | 2.8289 | 0.59221 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.2417 | 2.8289 | 0.59858 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.2417 | 2.8289 | 0.63679 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.2417 | 2.8289 | 0.59858 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.2417 | 2.8289 | 0.59858 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.2417 | 2.8289 | 0.59858 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.2417 | 2.8289 | 0.59858 | 37713.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.2085 | 3.0187 | 0.27382 | 74297.12 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.2417 | 2.8289 | 0.59221 | 84931.67 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.2417 | 2.8289 | 0.59858 | 16885.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.2797 | 2.8668 | 0.59246 | -87399.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.2464 | 3.0566 | 0.27394 | -76455.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.2797 | 2.8668 | 0.59246 | -62472.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.2797 | 2.8668 | 0.63706 | 100748.38 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.2797 | 2.8668 | 0.59883 | -38809.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.2797 | 2.8668 | 0.59246 | 62472.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.2797 | 2.8668 | 0.59883 | -17376.49 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.2797 | 2.8668 | 0.63706 | -100748.38 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.2464 | 3.0566 | 0.27394 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.2797 | 2.8668 | 0.59246 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.2797 | 2.8668 | 0.59246 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.2464 | 3.0566 | 0.27394 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.2797 | 2.8668 | 0.59246 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.2797 | 2.8668 | 0.63706 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.2797 | 2.8668 | 0.59246 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.2797 | 2.8668 | 0.59883 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.2797 | 2.8668 | 0.63706 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.2797 | 2.8668 | 0.59883 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.2797 | 2.8668 | 0.59883 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.2797 | 2.8668 | 0.59883 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.2797 | 2.8668 | 0.59883 | 38809.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.2464 | 3.0566 | 0.27394 | 76455.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.2797 | 2.8668 | 0.59246 | 87399.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.2797 | 2.8668 | 0.59883 | 17376.49 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.3177 | 2.9046 | 0.59268 | -87006.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.2845 | 3.0945 | 0.27403 | -76112.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.3177 | 2.9046 | 0.59268 | -62191.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.3177 | 2.9046 | 0.63729 | 100295.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.3177 | 2.9046 | 0.59905 | -38634.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.3177 | 2.9046 | 0.59268 | 62191.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.3177 | 2.9046 | 0.59905 | -17298.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.3177 | 2.9046 | 0.63729 | -100295.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.2845 | 3.0945 | 0.27403 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.3177 | 2.9046 | 0.59268 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.3177 | 2.9046 | 0.59268 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.2845 | 3.0945 | 0.27403 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.3177 | 2.9046 | 0.59268 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.3177 | 2.9046 | 0.63729 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.3177 | 2.9046 | 0.59268 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.3177 | 2.9046 | 0.59905 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.3177 | 2.9046 | 0.63729 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.3177 | 2.9046 | 0.59905 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.3177 | 2.9046 | 0.59905 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.3177 | 2.9046 | 0.59905 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.3177 | 2.9046 | 0.59905 | 38634.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.2845 | 3.0945 | 0.27403 | 76112.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.3177 | 2.9046 | 0.59268 | 87006.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.3177 | 2.9046 | 0.59905 | 17298.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.3129 | 2.8998 | 0.59288 | -83840.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.2797 | 3.0897 | 0.27413 | -73342.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.3129 | 2.8998 | 0.59288 | -59928.12 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.3129 | 2.8998 | 0.63751 | 96645.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.3129 | 2.8998 | 0.59926 | -37228.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.3129 | 2.8998 | 0.59288 | 59928.12 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.3129 | 2.8998 | 0.59926 | -16668.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.3129 | 2.8998 | 0.63751 | -96645.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.2797 | 3.0897 | 0.27413 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.3129 | 2.8998 | 0.59288 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.3129 | 2.8998 | 0.59288 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.2797 | 3.0897 | 0.27413 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.3129 | 2.8998 | 0.59288 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.3129 | 2.8998 | 0.63751 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.3129 | 2.8998 | 0.59288 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.3129 | 2.8998 | 0.59926 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.3129 | 2.8998 | 0.63751 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.3129 | 2.8998 | 0.59926 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.3129 | 2.8998 | 0.59926 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.3129 | 2.8998 | 0.59926 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.3129 | 2.8998 | 0.59926 | 37228.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.2797 | 3.0897 | 0.27413 | 73342.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.3129 | 2.8998 | 0.59288 | 83840.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.3129 | 2.8998 | 0.59926 | 16668.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.3367 | 2.9234 | 0.59304 | -86259.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3034 | 3.1135 | 0.2742 | -75458.3 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.3367 | 2.9234 | 0.59304 | -61656.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.3367 | 2.9234 | 0.63768 | 99433.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.3367 | 2.9234 | 0.59942 | -38302.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.3367 | 2.9234 | 0.59304 | 61656.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.3367 | 2.9234 | 0.59942 | -17149.77 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.3367 | 2.9234 | 0.63768 | -99433.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3034 | 3.1135 | 0.2742 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.3367 | 2.9234 | 0.59304 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.3367 | 2.9234 | 0.59304 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3034 | 3.1135 | 0.2742 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.3367 | 2.9234 | 0.59304 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.3367 | 2.9234 | 0.63768 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.3367 | 2.9234 | 0.59304 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.3367 | 2.9234 | 0.59942 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.3367 | 2.9234 | 0.63768 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.3367 | 2.9234 | 0.59942 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.3367 | 2.9234 | 0.59942 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.3367 | 2.9234 | 0.59942 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.3367 | 2.9234 | 0.59942 | 38302.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3034 | 3.1135 | 0.2742 | 75458.3 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.3367 | 2.9234 | 0.59304 | 86259.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.3367 | 2.9234 | 0.59942 | 17149.77 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.67 | 3.0769 | 0.59315 | -86.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.5277 | 3.3761 | 0.27425 | -105839.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.8121 | 3.0769 | 0.59315 | 46917.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.8121 | 3.0769 | 0.6378 | -41551.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.8121 | 3.0769 | 0.59953 | 26883.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.8121 | 3.0769 | 0.59315 | -46917.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.8121 | 3.0769 | 0.59953 | 12036.79 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.8121 | 3.0769 | 0.6378 | 41551.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.5277 | 3.3761 | 0.27425 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.67 | 3.0769 | 0.59315 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.67 | 3.0769 | 0.59315 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.5277 | 3.3761 | 0.27425 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.8121 | 3.0769 | 0.59315 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.8121 | 3.0769 | 0.6378 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.8121 | 3.0769 | 0.59953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.8121 | 3.0769 | 0.59315 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.8121 | 3.0769 | 0.59953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.8121 | 3.0769 | 0.6378 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.8121 | 3.0769 | 0.59953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.8121 | 3.0769 | 0.59953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.8121 | 3.0769 | 0.59953 | -26883.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.5277 | 3.3761 | 0.27425 | 105839.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.67 | 3.0769 | 0.59315 | 86.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.8121 | 3.0769 | 0.59953 | -12036.79 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.8056 | 3.2125 | 0.59326 | -89.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.6633 | 3.5117 | 0.2743 | -108878.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.9478 | 3.2125 | 0.59326 | 48264.95 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.9478 | 3.2125 | 0.63792 | -42744.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.9478 | 3.2125 | 0.59964 | 27655.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.9478 | 3.2125 | 0.59326 | -48264.95 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.9478 | 3.2125 | 0.59964 | 12382.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.9478 | 3.2125 | 0.63792 | 42744.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.6633 | 3.5117 | 0.2743 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.8056 | 3.2125 | 0.59326 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.8056 | 3.2125 | 0.59326 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.6633 | 3.5117 | 0.2743 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.9478 | 3.2125 | 0.59326 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.9478 | 3.2125 | 0.63792 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.9478 | 3.2125 | 0.59964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.9478 | 3.2125 | 0.59326 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.9478 | 3.2125 | 0.59964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.9478 | 3.2125 | 0.63792 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.9478 | 3.2125 | 0.59964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.9478 | 3.2125 | 0.59964 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.9478 | 3.2125 | 0.59964 | -27655.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.6633 | 3.5117 | 0.2743 | 108878.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.8056 | 3.2125 | 0.59326 | 89.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2004-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.9478 | 3.2125 | 0.59964 | -12382.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.8533 | 3.2599 | 0.5936 | -88.95 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.711 | 3.5592 | 0.27446 | -108381.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.9955 | 3.2599 | 0.5936 | 48045.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.9955 | 3.2599 | 0.63827 | -42549.67 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.9955 | 3.2599 | 0.59998 | 27529.13 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.9955 | 3.2599 | 0.5936 | -48045.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.9955 | 3.2599 | 0.59998 | 12325.98 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.9955 | 3.2599 | 0.63827 | 42549.67 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.711 | 3.5592 | 0.27446 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.8533 | 3.2599 | 0.5936 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.8533 | 3.2599 | 0.5936 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.711 | 3.5592 | 0.27446 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.9955 | 3.2599 | 0.5936 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.9955 | 3.2599 | 0.63827 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.9955 | 3.2599 | 0.59998 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.9955 | 3.2599 | 0.5936 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.9955 | 3.2599 | 0.59998 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.9955 | 3.2599 | 0.63827 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.9955 | 3.2599 | 0.59998 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.9955 | 3.2599 | 0.59998 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.9955 | 3.2599 | 0.59998 | -27529.13 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.711 | 3.5592 | 0.27446 | 108381.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.8533 | 3.2599 | 0.5936 | 88.95 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.9955 | 3.2599 | 0.59998 | -12325.98 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 486052 | 3.7728 | 3.179 | 0.59395 | -80.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 907620 | 3.6304 | 3.4786 | 0.27462 | -97511.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 347424 | 3.9152 | 3.179 | 0.59395 | 43226.34 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -448812 | 3.9152 | 3.179 | 0.63866 | -38282.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 208432 | 3.9152 | 3.179 | 0.60034 | 24768.09 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -347424 | 3.9152 | 3.179 | 0.59395 | -43226.34 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 93324 | 3.9152 | 3.179 | 0.60034 | 11089.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 448812 | 3.9152 | 3.179 | 0.63866 | 38282.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 907620 | 3.6304 | 3.4786 | 0.27462 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 486052 | 3.7728 | 3.179 | 0.59395 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -486052 | 3.7728 | 3.179 | 0.59395 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -907620 | 3.6304 | 3.4786 | 0.27462 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -347424 | 3.9152 | 3.179 | 0.59395 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 448812 | 3.9152 | 3.179 | 0.63866 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -208432 | 3.9152 | 3.179 | 0.60034 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 347424 | 3.9152 | 3.179 | 0.59395 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -93324 | 3.9152 | 3.179 | 0.60034 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -448812 | 3.9152 | 3.179 | 0.63866 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 208432 | 3.9152 | 3.179 | 0.60034 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 93324 | 3.9152 | 3.179 | 0.60034 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -208432 | 3.9152 | 3.179 | 0.60034 | -24768.09 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -907620 | 3.6304 | 3.4786 | 0.27462 | 97511.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -486052 | 3.7728 | 3.179 | 0.59395 | 80.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -93324 | 3.9152 | 3.179 | 0.60034 | -11089.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.6498 | 3.0556 | 0.59431 | -88.27 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.5073 | 3.3554 | 0.27479 | -107550 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.7923 | 3.0556 | 0.59431 | 47676.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.7923 | 3.0556 | 0.63904 | -42223.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.7923 | 3.0556 | 0.6007 | 27317.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.7923 | 3.0556 | 0.59431 | -47676.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.7923 | 3.0556 | 0.6007 | 12231.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.7923 | 3.0556 | 0.63904 | 42223.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.5073 | 3.3554 | 0.27479 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.6498 | 3.0556 | 0.59431 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.6498 | 3.0556 | 0.59431 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.5073 | 3.3554 | 0.27479 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.7923 | 3.0556 | 0.59431 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.7923 | 3.0556 | 0.63904 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.7923 | 3.0556 | 0.6007 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.7923 | 3.0556 | 0.59431 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.7923 | 3.0556 | 0.6007 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.7923 | 3.0556 | 0.63904 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.7923 | 3.0556 | 0.6007 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.7923 | 3.0556 | 0.6007 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.7923 | 3.0556 | 0.6007 | -27317.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.5073 | 3.3554 | 0.27479 | 107550 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.6498 | 3.0556 | 0.59431 | 88.27 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.7923 | 3.0556 | 0.6007 | -12231.36 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.2794 | 2.8706 | 0.59464 | -83900.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.2462 | 3.0567 | 0.27494 | -71992.25 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.2794 | 2.8706 | 0.59464 | -59970.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.2794 | 2.8706 | 0.6394 | 96134.26 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.2794 | 2.8706 | 0.60104 | -37216.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.2794 | 2.8706 | 0.59464 | 59970.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.2794 | 2.8706 | 0.60104 | -16663.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.2794 | 2.8706 | 0.6394 | -96134.26 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.2462 | 3.0567 | 0.27494 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.2794 | 2.8706 | 0.59464 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.2794 | 2.8706 | 0.59464 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.2462 | 3.0567 | 0.27494 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.2794 | 2.8706 | 0.59464 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.2794 | 2.8706 | 0.6394 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.2794 | 2.8706 | 0.60104 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.2794 | 2.8706 | 0.59464 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.2794 | 2.8706 | 0.60104 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.2794 | 2.8706 | 0.6394 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.2794 | 2.8706 | 0.60104 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.2794 | 2.8706 | 0.60104 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.2794 | 2.8706 | 0.60104 | 37216.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.2462 | 3.0567 | 0.27494 | 71992.25 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.2794 | 2.8706 | 0.59464 | 83900.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.2794 | 2.8706 | 0.60104 | 16663.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.2748 | 2.8658 | 0.59492 | -86325.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.2416 | 3.052 | 0.27507 | -74073.21 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.2748 | 2.8658 | 0.59492 | -61704.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.2748 | 2.8658 | 0.6397 | 98913.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.2748 | 2.8658 | 0.59492 | 61704.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.2748 | 2.8658 | 0.60132 | -17145.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.2748 | 2.8658 | 0.6397 | -98913.06 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.2416 | 3.052 | 0.27507 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.2748 | 2.8658 | 0.59492 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.2748 | 2.8658 | 0.59492 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.2416 | 3.052 | 0.27507 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.2748 | 2.8658 | 0.59492 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.2748 | 2.8658 | 0.6397 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.2748 | 2.8658 | 0.59492 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.2748 | 2.8658 | 0.60132 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.2748 | 2.8658 | 0.6397 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.2748 | 2.8658 | 0.60132 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.2748 | 2.8658 | 0.60132 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.2748 | 2.8658 | 0.60132 | -38292.55 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.2748 | 2.8658 | 0.60132 | 38292.55 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.2416 | 3.052 | 0.27507 | 74073.21 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.2748 | 2.8658 | 0.59492 | 86325.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.2748 | 2.8658 | 0.60132 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.2748 | 2.8658 | 0.60132 | 17145.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.308 | 2.8988 | 0.5952 | -83191.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.2748 | 3.0851 | 0.2752 | -71384.32 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.308 | 2.8988 | 0.5952 | -59464.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.308 | 2.8988 | 0.64 | 95322.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.308 | 2.8988 | 0.5952 | 59464.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.308 | 2.8988 | 0.6016 | -16522.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.308 | 2.8988 | 0.64 | -95322.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.2748 | 3.0851 | 0.2752 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.308 | 2.8988 | 0.5952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.308 | 2.8988 | 0.5952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.2748 | 3.0851 | 0.2752 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.308 | 2.8988 | 0.5952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.308 | 2.8988 | 0.64 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.308 | 2.8988 | 0.5952 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.308 | 2.8988 | 0.6016 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.308 | 2.8988 | 0.64 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.308 | 2.8988 | 0.6016 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.308 | 2.8988 | 0.6016 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.308 | 2.8988 | 0.6016 | -36902.51 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.308 | 2.8988 | 0.6016 | 36902.51 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.2748 | 3.0851 | 0.2752 | 71384.32 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.308 | 2.8988 | 0.5952 | 83191.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.308 | 2.8988 | 0.6016 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.308 | 2.8988 | 0.6016 | 16522.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.346 | 2.9366 | 0.59544 | -85602.33 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3128 | 3.123 | 0.27531 | -73452.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.346 | 2.9366 | 0.64025 | 98084.54 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.346 | 2.9366 | 0.59544 | -61187.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.346 | 2.9366 | 0.59544 | 61187.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.346 | 2.9366 | 0.60184 | -17001.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.346 | 2.9366 | 0.64025 | -98084.54 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3128 | 3.123 | 0.27531 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.346 | 2.9366 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.346 | 2.9366 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3128 | 3.123 | 0.27531 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.346 | 2.9366 | 0.64025 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.346 | 2.9366 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.346 | 2.9366 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.346 | 2.9366 | 0.60184 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.346 | 2.9366 | 0.64025 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.346 | 2.9366 | 0.60184 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.346 | 2.9366 | 0.60184 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.346 | 2.9366 | 0.60184 | -37971.8 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.346 | 2.9366 | 0.60184 | 37971.8 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3128 | 3.123 | 0.27531 | 73452.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.346 | 2.9366 | 0.59544 | 85602.33 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.346 | 2.9366 | 0.60184 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.346 | 2.9366 | 0.60184 | 17001.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.384 | 2.9744 | 0.59564 | -85225.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3507 | 3.1609 | 0.27541 | -73129.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.384 | 2.9744 | 0.64048 | 97653.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.384 | 2.9744 | 0.59564 | -60918.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.384 | 2.9744 | 0.59564 | 60918.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.384 | 2.9744 | 0.60205 | -16926.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.384 | 2.9744 | 0.64048 | -97653.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3507 | 3.1609 | 0.27541 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.384 | 2.9744 | 0.59564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.384 | 2.9744 | 0.59564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3507 | 3.1609 | 0.27541 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.384 | 2.9744 | 0.64048 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.384 | 2.9744 | 0.59564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.384 | 2.9744 | 0.59564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.384 | 2.9744 | 0.60205 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.384 | 2.9744 | 0.64048 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.384 | 2.9744 | 0.60205 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.384 | 2.9744 | 0.60205 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.384 | 2.9744 | 0.60205 | -37804.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.384 | 2.9744 | 0.60205 | 37804.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3507 | 3.1609 | 0.27541 | 73129.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.384 | 2.9744 | 0.59564 | 85225.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.384 | 2.9744 | 0.60205 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.384 | 2.9744 | 0.60205 | 16926.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.3793 | 2.9696 | 0.59585 | -82111.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.3461 | 3.1561 | 0.2755 | -70457.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.3793 | 2.9696 | 0.6407 | 94084.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.3793 | 2.9696 | 0.59585 | -58692.1 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.3793 | 2.9696 | 0.59585 | 58692.1 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.3793 | 2.9696 | 0.60226 | -16308.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.3793 | 2.9696 | 0.6407 | -94084.37 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.3461 | 3.1561 | 0.2755 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.3793 | 2.9696 | 0.59585 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.3793 | 2.9696 | 0.59585 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.3461 | 3.1561 | 0.2755 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.3793 | 2.9696 | 0.6407 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.3793 | 2.9696 | 0.59585 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.3793 | 2.9696 | 0.59585 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.3793 | 2.9696 | 0.60226 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.3793 | 2.9696 | 0.6407 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.3793 | 2.9696 | 0.60226 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.3793 | 2.9696 | 0.60226 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.3793 | 2.9696 | 0.60226 | -36423.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.3793 | 2.9696 | 0.60226 | 36423.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.3461 | 3.1561 | 0.2755 | 70457.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.3793 | 2.9696 | 0.59585 | 82111.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.3793 | 2.9696 | 0.60226 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.3793 | 2.9696 | 0.60226 | 16308.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.4031 | 2.9933 | 0.59604 | -84456.58 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3699 | 3.1798 | 0.27559 | -72469.62 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.4031 | 2.9933 | 0.6409 | 96771.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.4031 | 2.9933 | 0.59604 | -60368.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.4031 | 2.9933 | 0.59604 | 60368.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.4031 | 2.9933 | 0.60245 | -16774.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.4031 | 2.9933 | 0.6409 | -96771.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3699 | 3.1798 | 0.27559 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.4031 | 2.9933 | 0.59604 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.4031 | 2.9933 | 0.59604 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3699 | 3.1798 | 0.27559 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.4031 | 2.9933 | 0.6409 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.4031 | 2.9933 | 0.59604 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.4031 | 2.9933 | 0.59604 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.4031 | 2.9933 | 0.60245 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.4031 | 2.9933 | 0.6409 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.4031 | 2.9933 | 0.60245 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.4031 | 2.9933 | 0.60245 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.4031 | 2.9933 | 0.60245 | -37463.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.4031 | 2.9933 | 0.60245 | 37463.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3699 | 3.1798 | 0.27559 | 72469.62 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.4031 | 2.9933 | 0.59604 | 84456.58 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.4031 | 2.9933 | 0.60245 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.4031 | 2.9933 | 0.60245 | 16774.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.741 | 3.1469 | 0.59616 | 878.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.741 | 3.1469 | 0.59616 | -878.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.5989 | 3.4472 | 0.27564 | -101160.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.9021 | 3.1469 | 0.64103 | -46091.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.9021 | 3.1469 | 0.59616 | 49692.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.9021 | 3.1469 | 0.59616 | -49692.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.9021 | 3.1469 | 0.64103 | 46091.24 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.5989 | 3.4472 | 0.27564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.741 | 3.1469 | 0.59616 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.5989 | 3.4472 | 0.27564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.9021 | 3.1469 | 0.64103 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.741 | 3.1469 | 0.59616 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.9021 | 3.1469 | 0.59616 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.9021 | 3.1469 | 0.59616 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.9021 | 3.1469 | 0.64103 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.9021 | 3.1469 | 0.60257 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.9021 | 3.1469 | 0.60257 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.9021 | 3.1469 | 0.60257 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.9021 | 3.1469 | 0.60257 | 28611.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.9021 | 3.1469 | 0.60257 | -28611.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.5989 | 3.4472 | 0.27564 | 101160.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.9021 | 3.1469 | 0.60257 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.9021 | 3.1469 | 0.60257 | 12810.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.9021 | 3.1469 | 0.60257 | -12810.56 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.8766 | 3.2824 | 0.59627 | 904.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.8766 | 3.2824 | 0.59627 | -904.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.7344 | 3.5828 | 0.2757 | -104073.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.0378 | 3.2824 | 0.64116 | -47418.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 4.0378 | 3.2824 | 0.59627 | 51123.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 4.0378 | 3.2824 | 0.59627 | -51123.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.0378 | 3.2824 | 0.64116 | 47418.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.7344 | 3.5828 | 0.2757 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.8766 | 3.2824 | 0.59627 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.7344 | 3.5828 | 0.2757 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.0378 | 3.2824 | 0.64116 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.8766 | 3.2824 | 0.59627 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 4.0378 | 3.2824 | 0.59627 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 4.0378 | 3.2824 | 0.59627 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.0378 | 3.2824 | 0.64116 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 4.0378 | 3.2824 | 0.60269 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 4.0378 | 3.2824 | 0.60269 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 4.0378 | 3.2824 | 0.60269 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 4.0378 | 3.2824 | 0.60269 | 29435.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 4.0378 | 3.2824 | 0.60269 | -29435.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.7344 | 3.5828 | 0.2757 | 104073.03 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 4.0378 | 3.2824 | 0.60269 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 4.0378 | 3.2824 | 0.60269 | 13179.33 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2005-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 4.0378 | 3.2824 | 0.60269 | -13179.33 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.924 | 3.3297 | 0.59633 | 899.79 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.924 | 3.3297 | 0.59633 | -899.79 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.7818 | 3.6301 | 0.27572 | -103579.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.0852 | 3.3297 | 0.64121 | -47193.12 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 4.0852 | 3.3297 | 0.59633 | 50880.71 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 4.0852 | 3.3297 | 0.59633 | -50880.71 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.0852 | 3.3297 | 0.64121 | 47193.12 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.7818 | 3.6301 | 0.27572 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.924 | 3.3297 | 0.59633 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.7818 | 3.6301 | 0.27572 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.0852 | 3.3297 | 0.64121 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.924 | 3.3297 | 0.59633 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 4.0852 | 3.3297 | 0.59633 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 4.0852 | 3.3297 | 0.59633 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.0852 | 3.3297 | 0.64121 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 4.0852 | 3.3297 | 0.60274 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 4.0852 | 3.3297 | 0.60274 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 4.0852 | 3.3297 | 0.60274 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 4.0852 | 3.3297 | 0.60274 | 29295.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 4.0852 | 3.3297 | 0.60274 | -29295.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.7818 | 3.6301 | 0.27572 | 103579.35 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 4.0852 | 3.3297 | 0.60274 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 4.0852 | 3.3297 | 0.60274 | 13116.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 4.0852 | 3.3297 | 0.60274 | -13116.81 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -486052 | 3.8435 | 3.2492 | 0.59626 | 809.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 486052 | 3.8435 | 3.2492 | 0.59626 | -809.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 907620 | 3.7013 | 3.5496 | 0.27569 | -93134.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -448812 | 4.0046 | 3.2492 | 0.64114 | -42434.01 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 347424 | 4.0046 | 3.2492 | 0.59626 | 45749.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -347424 | 4.0046 | 3.2492 | 0.59626 | -45749.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 448812 | 4.0046 | 3.2492 | 0.64114 | 42434.01 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 907620 | 3.7013 | 3.5496 | 0.27569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -486052 | 3.8435 | 3.2492 | 0.59626 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -907620 | 3.7013 | 3.5496 | 0.27569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 448812 | 4.0046 | 3.2492 | 0.64114 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 486052 | 3.8435 | 3.2492 | 0.59626 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -347424 | 4.0046 | 3.2492 | 0.59626 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 347424 | 4.0046 | 3.2492 | 0.59626 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -448812 | 4.0046 | 3.2492 | 0.64114 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 208432 | 4.0046 | 3.2492 | 0.60267 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -93324 | 4.0046 | 3.2492 | 0.60267 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 93324 | 4.0046 | 3.2492 | 0.60267 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 208432 | 4.0046 | 3.2492 | 0.60267 | 26341.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -208432 | 4.0046 | 3.2492 | 0.60267 | -26341.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -907620 | 3.7013 | 3.5496 | 0.27569 | 93134.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -208432 | 4.0046 | 3.2492 | 0.60267 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 93324 | 4.0046 | 3.2492 | 0.60267 | 11794.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -93324 | 4.0046 | 3.2492 | 0.60267 | -11794.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.7202 | 3.126 | 0.59619 | 891.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.7202 | 3.126 | 0.59619 | -891.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.8813 | 3.126 | 0.64107 | 46781.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.8813 | 3.126 | 0.64107 | -46781.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.8813 | 3.126 | 0.59619 | 50436.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.8813 | 3.126 | 0.59619 | -50436.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.578 | 3.4264 | 0.27566 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.7202 | 3.126 | 0.59619 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.578 | 3.4264 | 0.27566 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.8813 | 3.126 | 0.64107 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.7202 | 3.126 | 0.59619 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.8813 | 3.126 | 0.59619 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.8813 | 3.126 | 0.59619 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.8813 | 3.126 | 0.64107 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.8813 | 3.126 | 0.6026 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.8813 | 3.126 | 0.6026 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.8813 | 3.126 | 0.6026 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.8813 | 3.126 | 0.6026 | 29039.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.8813 | 3.126 | 0.6026 | -29039.85 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.578 | 3.4264 | 0.27566 | -102675.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.578 | 3.4264 | 0.27566 | 102675.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.8813 | 3.126 | 0.6026 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.8813 | 3.126 | 0.6026 | 13002.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.8813 | 3.126 | 0.6026 | -13002.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.3457 | 2.9411 | 0.5961 | 81737.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.3457 | 2.9411 | 0.5961 | -81737.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.3457 | 2.9411 | 0.64097 | -93166.82 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.3457 | 2.9411 | 0.64097 | 93166.82 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 372240 | 3.3457 | 2.9411 | 0.5961 | -58424.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -372240 | 3.3457 | 2.9411 | 0.5961 | 58424.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.3126 | 3.123 | 0.27562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.3457 | 2.9411 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.3126 | 3.123 | 0.27562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.3457 | 2.9411 | 0.64097 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.3457 | 2.9411 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -372240 | 3.3457 | 2.9411 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 372240 | 3.3457 | 2.9411 | 0.5961 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.3457 | 2.9411 | 0.64097 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.3457 | 2.9411 | 0.60251 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.3457 | 2.9411 | 0.60251 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.3457 | 2.9411 | 0.60251 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.3457 | 2.9411 | 0.60251 | -36224.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.3457 | 2.9411 | 0.60251 | 36224.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.3126 | 3.123 | 0.27562 | -68622.25 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.3126 | 3.123 | 0.27562 | 68622.25 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.3457 | 2.9411 | 0.60251 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.3457 | 2.9411 | 0.60251 | -16219.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.3457 | 2.9411 | 0.60251 | 16219.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.341 | 2.9364 | 0.59602 | 84098.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.341 | 2.9364 | 0.59602 | -84098.73 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.341 | 2.9364 | 0.64088 | -95858.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.341 | 2.9364 | 0.64088 | 95858.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 384648 | 3.341 | 2.9364 | 0.59602 | -60112.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -384648 | 3.341 | 2.9364 | 0.59602 | 60112.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3078 | 3.1183 | 0.27558 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.341 | 2.9364 | 0.59602 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3078 | 3.1183 | 0.27558 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.341 | 2.9364 | 0.64088 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.341 | 2.9364 | 0.59602 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA500 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -384648 | 3.341 | 2.9364 | 0.59602 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA501 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 384648 | 3.341 | 2.9364 | 0.59602 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.341 | 2.9364 | 0.64088 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.341 | 2.9364 | 0.60242 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.341 | 2.9364 | 0.60242 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.341 | 2.9364 | 0.60242 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.341 | 2.9364 | 0.60242 | -37271.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.341 | 2.9364 | 0.60242 | 37271.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3078 | 3.1183 | 0.27558 | -70604.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3078 | 3.1183 | 0.27558 | 70604.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.341 | 2.9364 | 0.60242 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.341 | 2.9364 | 0.60242 | -16688.04 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.341 | 2.9364 | 0.60242 | 16688.04 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.3741 | 2.9696 | 0.59591 | 80995.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.3741 | 2.9696 | 0.59591 | -80995.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.3741 | 2.9696 | 0.64077 | -92321.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.3741 | 2.9696 | 0.64077 | 92321.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.341 | 3.1515 | 0.27553 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.3741 | 2.9696 | 0.59591 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.341 | 3.1515 | 0.27553 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.3741 | 2.9696 | 0.64077 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.3741 | 2.9696 | 0.59591 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.3741 | 2.9696 | 0.64077 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.3741 | 2.9696 | 0.60232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.3741 | 2.9696 | 0.60232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.3741 | 2.9696 | 0.60232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.3741 | 2.9696 | 0.60232 | -35896.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.3741 | 2.9696 | 0.60232 | 35896.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.341 | 3.1515 | 0.27553 | -67999.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.341 | 3.1515 | 0.27553 | 67999.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.3741 | 2.9696 | 0.60232 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.3741 | 2.9696 | 0.60232 | -16072.32 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.3741 | 2.9696 | 0.60232 | 16072.32 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.412 | 3.0075 | 0.5958 | 83278.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.412 | 3.0075 | 0.5958 | -83278.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.412 | 3.0075 | 0.64064 | -94923.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.412 | 3.0075 | 0.64064 | 94923.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3789 | 3.1894 | 0.27548 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.412 | 3.0075 | 0.5958 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3789 | 3.1894 | 0.27548 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.412 | 3.0075 | 0.64064 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.412 | 3.0075 | 0.5958 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.412 | 3.0075 | 0.64064 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.412 | 3.0075 | 0.6022 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.412 | 3.0075 | 0.6022 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.412 | 3.0075 | 0.6022 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.412 | 3.0075 | 0.6022 | -36907.95 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.412 | 3.0075 | 0.6022 | 36907.95 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3789 | 3.1894 | 0.27548 | -69916.3 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3789 | 3.1894 | 0.27548 | 69916.3 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.412 | 3.0075 | 0.6022 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.412 | 3.0075 | 0.6022 | -16525.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.412 | 3.0075 | 0.6022 | 16525.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.4499 | 3.0455 | 0.59568 | 82899.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.4499 | 3.0455 | 0.59568 | -82899.94 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.4499 | 3.0455 | 0.64052 | -94492.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.4499 | 3.0455 | 0.64052 | 94492.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.4168 | 3.2273 | 0.27542 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.4499 | 3.0455 | 0.59568 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.4168 | 3.2273 | 0.27542 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.4499 | 3.0455 | 0.64052 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.4499 | 3.0455 | 0.59568 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.4499 | 3.0455 | 0.64052 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.4499 | 3.0455 | 0.60209 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.4499 | 3.0455 | 0.60209 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.4499 | 3.0455 | 0.60209 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.4499 | 3.0455 | 0.60209 | -36740.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.4499 | 3.0455 | 0.60209 | 36740.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.4168 | 3.2273 | 0.27542 | -69598.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.4168 | 3.2273 | 0.27542 | 69598.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.4499 | 3.0455 | 0.60209 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.4499 | 3.0455 | 0.60209 | -16450.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.4499 | 3.0455 | 0.60209 | 16450.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.4451 | 3.0409 | 0.59556 | 79833.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.4451 | 3.0409 | 0.59556 | -79833.17 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.4451 | 3.0409 | 0.64038 | -90996.59 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.4451 | 3.0409 | 0.64038 | 90996.59 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.412 | 3.2226 | 0.27536 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.4451 | 3.0409 | 0.59556 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.412 | 3.2226 | 0.27536 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.4451 | 3.0409 | 0.64038 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.4451 | 3.0409 | 0.59556 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.4451 | 3.0409 | 0.64038 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 223320 | 3.4451 | 3.0409 | 0.60196 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -99990 | 3.4451 | 3.0409 | 0.60196 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 99990 | 3.4451 | 3.0409 | 0.60196 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 223320 | 3.4451 | 3.0409 | 0.60196 | -35381.01 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -223320 | 3.4451 | 3.0409 | 0.60196 | 35381.01 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.412 | 3.2226 | 0.27536 | -67023.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.412 | 3.2226 | 0.27536 | 67023.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -223320 | 3.4451 | 3.0409 | 0.60196 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 99990 | 3.4451 | 3.0409 | 0.60196 | -15841.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -99990 | 3.4451 | 3.0409 | 0.60196 | 15841.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.4688 | 3.0645 | 0.59542 | 82087.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.4688 | 3.0645 | 0.59542 | -82087.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.4688 | 3.0645 | 0.64023 | -93566.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.4688 | 3.0645 | 0.64023 | 93566.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.4356 | 3.2463 | 0.2753 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.4688 | 3.0645 | 0.59542 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.4356 | 3.2463 | 0.2753 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.4688 | 3.0645 | 0.64023 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.4688 | 3.0645 | 0.59542 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.4688 | 3.0645 | 0.64023 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 230764 | 3.4688 | 3.0645 | 0.60182 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -103323 | 3.4688 | 3.0645 | 0.60182 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 103323 | 3.4688 | 3.0645 | 0.60182 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 230764 | 3.4688 | 3.0645 | 0.60182 | -36380.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA505 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -230764 | 3.4688 | 3.0645 | 0.60182 | 36380.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.4356 | 3.2463 | 0.2753 | -68916.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.4356 | 3.2463 | 0.2753 | 68916.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | [NAME] | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -230764 | 3.4688 | 3.0645 | 0.60182 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA502 | 2000-09-29 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 103323 | 3.4688 | 3.0645 | 0.60182 | -16289 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA503 | 2000-12-19 00:00:00 |  |  | 2006-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -103323 | 3.4688 | 3.0645 | 0.60182 | 16289 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.8121 | 3.2183 | 0.59528 | 610.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.8121 | 3.2183 | 0.59528 | -610.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.9543 | 3.2183 | 0.64008 | 36622.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.9543 | 3.2183 | 0.64008 | -36622.43 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.6699 | 3.5183 | 0.27524 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.8121 | 3.2183 | 0.59528 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.6699 | 3.5183 | 0.27524 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.9543 | 3.2183 | 0.64008 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.8121 | 3.2183 | 0.59528 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.9543 | 3.2183 | 0.64008 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.6699 | 3.5183 | 0.27524 | -95451.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.6699 | 3.5183 | 0.27524 | 95451.23 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.9475 | 3.3539 | 0.59513 | 628.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.9475 | 3.3539 | 0.59513 | -628.19 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.0897 | 3.3539 | 0.63992 | 37660.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.0897 | 3.3539 | 0.63992 | -37660.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.8054 | 3.6538 | 0.27517 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.9475 | 3.3539 | 0.59513 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.8054 | 3.6538 | 0.27517 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.0897 | 3.3539 | 0.63992 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.9475 | 3.3539 | 0.59513 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.0897 | 3.3539 | 0.63992 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.8054 | 3.6538 | 0.27517 | -98156.55 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2006-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.8054 | 3.6538 | 0.27517 | 98156.55 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.995 | 3.4013 | 0.59515 | 625.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.995 | 3.4013 | 0.59515 | -625.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.1371 | 3.4013 | 0.63994 | 37493.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.1371 | 3.4013 | 0.63994 | -37493.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.8528 | 3.7012 | 0.27518 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.995 | 3.4013 | 0.59515 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.8528 | 3.7012 | 0.27518 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.1371 | 3.4013 | 0.63994 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.995 | 3.4013 | 0.59515 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.1371 | 3.4013 | 0.63994 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.8528 | 3.7012 | 0.27518 | -97721.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.8528 | 3.7012 | 0.27518 | 97721.64 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -486052 | 3.9144 | 3.3207 | 0.59524 | 562.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 486052 | 3.9144 | 3.3207 | 0.59524 | -562.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 448812 | 4.0566 | 3.3207 | 0.64004 | 33724.09 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -448812 | 4.0566 | 3.3207 | 0.64004 | -33724.09 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 907620 | 3.7723 | 3.6207 | 0.27522 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -486052 | 3.9144 | 3.3207 | 0.59524 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -907620 | 3.7723 | 3.6207 | 0.27522 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 448812 | 4.0566 | 3.3207 | 0.64004 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 486052 | 3.9144 | 3.3207 | 0.59524 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -448812 | 4.0566 | 3.3207 | 0.64004 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 907620 | 3.7723 | 3.6207 | 0.27522 | -87897.13 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -907620 | 3.7723 | 3.6207 | 0.27522 | 87897.13 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.7913 | 3.1974 | 0.59533 | 620.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.7913 | 3.1974 | 0.59533 | -620.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.9335 | 3.1974 | 0.64013 | 37196.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.9335 | 3.1974 | 0.64013 | -37196.7 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.6491 | 3.4974 | 0.27526 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.7913 | 3.1974 | 0.59533 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.6491 | 3.4974 | 0.27526 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.9335 | 3.1974 | 0.64013 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.7913 | 3.1974 | 0.59533 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.9335 | 3.1974 | 0.64013 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.6491 | 3.4974 | 0.27526 | -96948 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.6491 | 3.4974 | 0.27526 | 96948 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.4264 | 3.0124 | 0.59542 | 73461.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.4264 | 3.0124 | 0.59542 | -73461.83 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.3885 | 3.0124 | 0.64024 | -98748.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.3885 | 3.0124 | 0.64024 | 98748.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.3932 | 3.2036 | 0.2753 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.4264 | 3.0124 | 0.59542 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.3932 | 3.2036 | 0.2753 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.3885 | 3.0124 | 0.64024 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.4264 | 3.0124 | 0.59542 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.3885 | 3.0124 | 0.64024 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.3932 | 3.2036 | 0.2753 | -64792.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.3932 | 3.2036 | 0.2753 | 64792.76 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.4216 | 3.0077 | 0.59551 | 75613.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.4216 | 3.0077 | 0.59551 | -75613.45 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.3837 | 3.0077 | 0.64033 | -101640.71 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.3837 | 3.0077 | 0.64033 | 101640.71 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.3884 | 3.1988 | 0.27534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.4216 | 3.0077 | 0.59551 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.3884 | 3.1988 | 0.27534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.3837 | 3.0077 | 0.64033 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.4216 | 3.0077 | 0.59551 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.3837 | 3.0077 | 0.64033 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.3884 | 3.1988 | 0.27534 | -66690.48 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.3884 | 3.1988 | 0.27534 | 66690.48 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.4548 | 3.0408 | 0.5956 | 72867.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.4548 | 3.0408 | 0.5956 | -72867.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.4169 | 3.0408 | 0.64043 | -97949.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.4169 | 3.0408 | 0.64043 | 97949.88 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.4216 | 3.232 | 0.27539 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.4548 | 3.0408 | 0.5956 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.4216 | 3.232 | 0.27539 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.4169 | 3.0408 | 0.64043 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.4548 | 3.0408 | 0.5956 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.4169 | 3.0408 | 0.64043 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.4216 | 3.232 | 0.27539 | -64268.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.4216 | 3.232 | 0.27539 | 64268.78 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.4928 | 3.0787 | 0.59569 | 74980.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.4928 | 3.0787 | 0.59569 | -74980.72 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.4548 | 3.0787 | 0.64053 | -100790.18 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.4548 | 3.0787 | 0.64053 | 100790.18 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.4596 | 3.27 | 0.27543 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.4928 | 3.0787 | 0.59569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.4596 | 3.27 | 0.27543 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.4548 | 3.0787 | 0.64053 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.4928 | 3.0787 | 0.59569 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.4548 | 3.0787 | 0.64053 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.4596 | 3.27 | 0.27543 | -66132.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.4596 | 3.27 | 0.27543 | 66132.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.5307 | 3.1166 | 0.59578 | 74675.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.5307 | 3.1166 | 0.59578 | -74675.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.4928 | 3.1166 | 0.64063 | -100380.38 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.4928 | 3.1166 | 0.64063 | 100380.38 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.4975 | 3.3078 | 0.27547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.5307 | 3.1166 | 0.59578 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.4975 | 3.3078 | 0.27547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.4928 | 3.1166 | 0.64063 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.5307 | 3.1166 | 0.59578 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.4928 | 3.1166 | 0.64063 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.4975 | 3.3078 | 0.27547 | -65863.52 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.4975 | 3.3078 | 0.27547 | 65863.52 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.526 | 3.1118 | 0.59588 | 71943.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.526 | 3.1118 | 0.59588 | -71943.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.4881 | 3.1118 | 0.64073 | -96707.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.4881 | 3.1118 | 0.64073 | 96707.22 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.4928 | 3.3031 | 0.27551 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.526 | 3.1118 | 0.59588 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.4928 | 3.3031 | 0.27551 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.4881 | 3.1118 | 0.64073 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.526 | 3.1118 | 0.59588 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.4881 | 3.1118 | 0.64073 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.4928 | 3.3031 | 0.27551 | -63453.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.4928 | 3.3031 | 0.27551 | 63453.42 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.5497 | 3.1355 | 0.59596 | 74058.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.5497 | 3.1355 | 0.59596 | -74058.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.5118 | 3.1355 | 0.64082 | -99550.52 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.5118 | 3.1355 | 0.64082 | 99550.52 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.5165 | 3.3268 | 0.27555 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.5497 | 3.1355 | 0.59596 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.5165 | 3.3268 | 0.27555 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.5118 | 3.1355 | 0.64082 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.5497 | 3.1355 | 0.59596 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.5118 | 3.1355 | 0.64082 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.5165 | 3.3268 | 0.27555 | -65319.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.5165 | 3.3268 | 0.27555 | 65319.02 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.85 | 3.2666 | 0.59605 | 4984.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.85 | 3.2666 | 0.59605 | -4984.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.9638 | 3.2666 | 0.64092 | 20374.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.9638 | 3.2666 | 0.64092 | -20374.2 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.7078 | 3.5562 | 0.2756 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.85 | 3.2666 | 0.59605 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.7078 | 3.5562 | 0.2756 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.9638 | 3.2666 | 0.64092 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.85 | 3.2666 | 0.59605 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.9638 | 3.2666 | 0.64092 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.7078 | 3.5562 | 0.2756 | -90898.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.7078 | 3.5562 | 0.2756 | 90898.07 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.9857 | 3.4022 | 0.59615 | 5128.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.9857 | 3.4022 | 0.59615 | -5128.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.0994 | 3.4022 | 0.64102 | 20961.55 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.0994 | 3.4022 | 0.64102 | -20961.55 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.8434 | 3.6918 | 0.27564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.9857 | 3.4022 | 0.59615 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.8434 | 3.6918 | 0.27564 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.0994 | 3.4022 | 0.64102 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.9857 | 3.4022 | 0.59615 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.0994 | 3.4022 | 0.64102 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.8434 | 3.6918 | 0.27564 | -93518.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2007-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.8434 | 3.6918 | 0.27564 | 93518.46 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 4.0354 | 3.4519 | 0.59623 | 5107.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 4.0354 | 3.4519 | 0.59623 | -5107.87 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.1492 | 3.4519 | 0.64111 | 20878.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.1492 | 3.4519 | 0.64111 | -20878.63 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.8932 | 3.7415 | 0.27568 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 4.0354 | 3.4519 | 0.59623 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 4.0354 | 3.4519 | 0.59623 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.8932 | 3.7415 | 0.27568 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.1492 | 3.4519 | 0.64111 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.1492 | 3.4519 | 0.64111 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.8932 | 3.7415 | 0.27568 | -93148.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.8932 | 3.7415 | 0.27568 | 93148.53 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -503411 | 3.9549 | 3.3713 | 0.59633 | 4758.1 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 503411 | 3.9549 | 3.3713 | 0.59633 | -4758.1 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 464841 | 4.0687 | 3.3713 | 0.64121 | 19448.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -464841 | 4.0687 | 3.3713 | 0.64121 | -19448.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 940035 | 3.8126 | 3.6609 | 0.27572 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 503411 | 3.9549 | 3.3713 | 0.59633 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -503411 | 3.9549 | 3.3713 | 0.59633 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -940035 | 3.8126 | 3.6609 | 0.27572 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 464841 | 4.0687 | 3.3713 | 0.64121 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -464841 | 4.0687 | 3.3713 | 0.64121 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 940035 | 3.8126 | 3.6609 | 0.27572 | -86770.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -940035 | 3.8126 | 3.6609 | 0.27572 | 86770.05 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.8318 | 3.248 | 0.59642 | 5064.69 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.8318 | 3.248 | 0.59642 | -5064.69 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.9456 | 3.248 | 0.64131 | 20702.11 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.9456 | 3.248 | 0.64131 | -20702.11 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.6895 | 3.5378 | 0.27576 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.8318 | 3.248 | 0.59642 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.8318 | 3.248 | 0.59642 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.6895 | 3.5378 | 0.27576 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.9456 | 3.248 | 0.64131 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.9456 | 3.248 | 0.64131 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.6895 | 3.5378 | 0.27576 | -92360.99 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.6895 | 3.5378 | 0.27576 | 92360.99 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.4998 | 3.0438 | 0.5965 | 53992.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.4998 | 3.0438 | 0.5965 | -53992.86 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.4619 | 3.0438 | 0.6414 | -79246.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.4619 | 3.0438 | 0.6414 | 79246.9 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.4666 | 3.277 | 0.2758 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.4998 | 3.0438 | 0.5965 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.4998 | 3.0438 | 0.5965 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.4666 | 3.277 | 0.2758 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.4619 | 3.0438 | 0.6414 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.4619 | 3.0438 | 0.6414 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.4666 | 3.277 | 0.2758 | -61897.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.4666 | 3.277 | 0.2758 | 61897.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.4951 | 3.039 | 0.59659 | 55563.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.4951 | 3.039 | 0.59659 | -55563.28 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.4571 | 3.039 | 0.64149 | -81551.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.4571 | 3.039 | 0.64149 | 81551.84 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.4619 | 3.2723 | 0.27584 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.4951 | 3.039 | 0.59659 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.4951 | 3.039 | 0.59659 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.4619 | 3.2723 | 0.27584 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.4571 | 3.039 | 0.64149 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.4571 | 3.039 | 0.64149 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.4619 | 3.2723 | 0.27584 | -63697.6 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.4619 | 3.2723 | 0.27584 | 63697.6 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.5283 | 3.0722 | 0.59668 | 53534.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.5283 | 3.0722 | 0.59668 | -53534.91 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.4904 | 3.0722 | 0.6416 | -78574.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.4951 | 3.3055 | 0.27589 | 61372.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.4904 | 3.0722 | 0.6416 | 78574.74 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.5283 | 3.0722 | 0.59668 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.5283 | 3.0722 | 0.59668 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.4951 | 3.3055 | 0.27589 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.4951 | 3.3055 | 0.27589 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.4904 | 3.0722 | 0.6416 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.4904 | 3.0722 | 0.6416 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.4951 | 3.3055 | 0.27589 | -61372.29 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.5662 | 3.11 | 0.59677 | 55099.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.5662 | 3.11 | 0.59677 | -55099.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.5283 | 3.11 | 0.64169 | -80870.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.5331 | 3.3434 | 0.27593 | 63165.51 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.5283 | 3.11 | 0.64169 | 80870.61 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.5662 | 3.11 | 0.59677 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.5662 | 3.11 | 0.59677 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.5331 | 3.3434 | 0.27593 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.5331 | 3.3434 | 0.27593 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.5283 | 3.11 | 0.64169 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.5283 | 3.11 | 0.64169 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.5331 | 3.3434 | 0.27593 | -63165.51 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.6042 | 3.1479 | 0.59686 | 54864.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.6042 | 3.1479 | 0.59686 | -54864.4 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.5662 | 3.1479 | 0.64178 | -80526.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.5709 | 3.3813 | 0.27597 | 62896.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.5662 | 3.1479 | 0.64178 | 80526.08 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.6042 | 3.1479 | 0.59686 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.6042 | 3.1479 | 0.59686 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.5709 | 3.3813 | 0.27597 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.5709 | 3.3813 | 0.27597 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.5662 | 3.1479 | 0.64178 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.5662 | 3.1479 | 0.64178 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.5709 | 3.3813 | 0.27597 | -62896.41 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -520770 | 3.5995 | 3.1431 | 0.59695 | 52868.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 520770 | 3.5995 | 3.1431 | 0.59695 | -52868.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.5615 | 3.1431 | 0.64188 | -77596.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -972450 | 3.5662 | 3.3765 | 0.27601 | 60607.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.5615 | 3.1431 | 0.64188 | 77596.15 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 520770 | 3.5995 | 3.1431 | 0.59695 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -520770 | 3.5995 | 3.1431 | 0.59695 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -972450 | 3.5662 | 3.3765 | 0.27601 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 972450 | 3.5662 | 3.3765 | 0.27601 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.5615 | 3.1431 | 0.64188 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.5615 | 3.1431 | 0.64188 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 972450 | 3.5662 | 3.3765 | 0.27601 | -60607.93 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -538129 | 3.6232 | 3.1667 | 0.59704 | 54404.77 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 538129 | 3.6232 | 3.1667 | 0.59704 | -54404.77 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.5852 | 3.1667 | 0.64197 | -79851.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -1004865 | 3.59 | 3.4002 | 0.27605 | 62369.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.5852 | 3.1667 | 0.64197 | 79851.47 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA492 | 2000-12-19 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 538129 | 3.6232 | 3.1667 | 0.59704 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA493 | 2000-09-29 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -538129 | 3.6232 | 3.1667 | 0.59704 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$EMER | B |  | BASIS SWAP | -1004865 | 3.59 | 3.4002 | 0.27605 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA495 | 2000-12-19 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$EMER | S |  | BASIS SWAP | 1004865 | 3.59 | 3.4002 | 0.27605 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.5852 | 3.1667 | 0.64197 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.5852 | 3.1667 | 0.64197 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA494 | 2000-09-29 00:00:00 |  |  | 2008-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 1004865 | 3.59 | 3.4002 | 0.27605 | -62369.5 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-11-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 480870 | 3.9567 | 3.3397 | 0.64208 | -8628.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-11-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -480870 | 3.9567 | 3.3397 | 0.64208 | 8628.96 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 480870 | 3.9567 | 3.3397 | 0.64208 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -480870 | 3.9567 | 3.3397 | 0.64208 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-12-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.0922 | 3.4751 | 0.64216 | -8882.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-12-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.0922 | 3.4751 | 0.64216 | 8882.16 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2008-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.0922 | 3.4751 | 0.64216 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2008-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.0922 | 3.4751 | 0.64216 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2009-01-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 4.1443 | 3.5273 | 0.64205 | -8843.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2009-01-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 4.1443 | 3.5273 | 0.64205 | 8843.39 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2009-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 4.1443 | 3.5273 | 0.64205 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2009-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 4.1443 | 3.5273 | 0.64205 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2009-02-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 448812 | 4.0636 | 3.4468 | 0.6418 | -7951.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2009-02-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -448812 | 4.0636 | 3.4468 | 0.6418 | 7951.14 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2009-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -448812 | 4.0636 | 3.4468 | 0.6418 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2009-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 448812 | 4.0636 | 3.4468 | 0.6418 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2009-03-01 00:00:00 | CGPR | C$IROQ | B |  | BASIS SWAP | 496899 | 3.9402 | 3.3237 | 0.64158 | -8767.82 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2009-03-01 00:00:00 | CGPR | C$IROQ | S |  | BASIS SWAP | -496899 | 3.9402 | 3.3237 | 0.64158 | 8767.82 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA499 | 2000-09-29 00:00:00 |  |  | 2009-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -496899 | 3.9402 | 3.3237 | 0.64158 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 00003 | Canadian Back to Back | AAA498 | 2000-12-19 00:00:00 |  |  | 2009-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 496899 | 3.9402 | 3.3237 | 0.64158 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2430630 | 0.9478 | 1 | 0.9 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2430630 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2430630 | 0.9478 | 1 | 0.9 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2001-11-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2430630 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA265 | 2001-01-03 00:00:00 |  |  | 2001-11-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -600000 | 3.202 | 6.298 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA266 | 2001-01-03 00:00:00 |  |  | 2001-11-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 600000 | 3.202 | 6.2 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 0.9478 | 1 | 0.9 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 0.9478 | 1 | 0.9 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2001-12-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 0.9478 | 1 | 0.94 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA265 | 2001-01-03 00:00:00 |  |  | 2001-12-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -620000 | 2.316 | 6.298 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA266 | 2001-01-03 00:00:00 |  |  | 2001-12-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 620000 | 2.316 | 6.2 | 0 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 2.888 | 2.4004 | 0.57014 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 2.888 | 2.4004 | 0.59547 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 2.888 | 2.4004 | 0.57014 | -207066.73 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-01-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 2.888 | 2.4004 | 0.59547 | 270631.35 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2268588 | 2.907 | 2.4799 | 0.5954 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2268588 | 2.907 | 2.4799 | 0.57007 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2268588 | 2.907 | 2.4799 | 0.5954 | 380936.2 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-02-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2268588 | 2.907 | 2.4799 | 0.57007 | -323624.75 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 2.9145 | 2.4432 | 0.59535 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 2.9145 | 2.4432 | 0.57002 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 2.9145 | 2.4432 | 0.59535 | 310217.92 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-03-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 2.9145 | 2.4432 | 0.57002 | -246867.49 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2430630 | 2.7601 | 2.3914 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2430630 | 2.7601 | 2.3914 | 0.56997 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2430630 | 2.7601 | 2.3914 | 0.5953 | 547616.47 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-04-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2430630 | 2.7601 | 2.3914 | 0.56997 | -486411.25 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 2.8122 | 2.4435 | 0.5953 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 2.8122 | 2.4435 | 0.56997 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 2.8122 | 2.4435 | 0.5953 | 564923.72 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-05-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 2.8122 | 2.4435 | 0.56997 | -501784.13 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2430630 | 2.8672 | 2.4985 | 0.59534 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2430630 | 2.8672 | 2.4985 | 0.57 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2430630 | 2.8672 | 2.4985 | 0.59534 | 545709.11 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-06-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2430630 | 2.8672 | 2.4985 | 0.57 | -484717.07 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 2.9098 | 2.5411 | 0.59538 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 2.9098 | 2.5411 | 0.57004 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 2.9098 | 2.5411 | 0.59538 | 562984.52 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-07-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 2.9098 | 2.5411 | 0.57004 | -500061.66 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 2.9525 | 2.5837 | 0.59544 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 2.9525 | 2.5837 | 0.57011 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 2.9525 | 2.5837 | 0.59544 | 561868.83 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-08-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 2.9525 | 2.5837 | 0.57011 | -499070.67 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2430630 | 2.9431 | 2.5742 | 0.59554 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2430630 | 2.9431 | 2.5742 | 0.5702 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2430630 | 2.9431 | 2.5742 | 0.59554 | 542558.64 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-09-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2430630 | 2.9431 | 2.5742 | 0.5702 | -481918.71 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | S |  | BASIS SWAP | 2511651 | 2.9572 | 2.5884 | 0.59562 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | AECO | B |  | BASIS SWAP | -2511651 | 2.9572 | 2.5884 | 0.57027 | 0 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA774 | 2000-12-19 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$[NAME] | S |  | BASIS SWAP | -2511651 | 2.9572 | 2.5884 | 0.59562 | 559505.88 |  | TRANSCAN | SPEC
NNG | NTHE | 0000D | Canadian Deal | AAA773 | 2000-09-29 00:00:00 |  |  | 2002-10-01 00:00:00 | CGPR | C$[NAME] | B |  | BASIS SWAP | 2511651 | 2.9572 | 2.5884 | 0.57027 | -496971.81 |  | TRANSCAN | SPEC
*NNG |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 4333515.66
Company | Book | Group | Group Desc | Tnum | Trd Date | Start | End | Del Mo | Market | Comp | B/S | P/C | Instrument | Volume | Price 1 | Price 2 | [NAME] | MTM | cpty_xref | Cpty | hedge_spec
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 |  |  | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.23 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 |  |  | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.585 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 |  |  | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.63 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 |  |  | 2001-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.79 | 3.74 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA212 | 2000-05-18 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.23 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA213 | 2000-08-16 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.585 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA214 | 2000-08-02 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.63 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 00009 | [NAME] | AAA342 | 2000-05-30 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.35 | 3.74 | 0 | 0 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.597 | 2.747 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.597 | 2.747 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-01-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.747 | 4.47 | 0 | 266820.23 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-01-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.747 | 4.39 | 0 | -254431.6 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.597 | 2.747 | 0.04 | -29413.46 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.597 | 2.747 | 0.03 | 27865.38 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 3.46 | 0 | 133599.01 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 3.3625 | 0 | 118505.27 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 3.145 | 0 | 84834.6 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.597 | 5.05 | 0 | 379743.2 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 140000 | 2.672 | 2.827 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -140000 | 2.672 | 2.827 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-02-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -140000 | 2.827 | 4.47 | 0 | 229392.78 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-02-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 140000 | 2.827 | 4.39 | 0 | -218223.32 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 140000 | 2.672 | 2.827 | 0.04 | -27221.06 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -140000 | 2.672 | 2.827 | 0.03 | 25825.11 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 3.46 | 0 | 110000.99 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 3.3625 | 0 | 96390.46 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 3.145 | 0 | 66028.51 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -140000 | 2.672 | 5.05 | 0 | 331957.31 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.665 | 2.825 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.665 | 2.825 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-03-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.825 | 4.47 | 0 | 253894.34 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-03-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.825 | 4.39 | 0 | -241546.89 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.665 | 2.825 | 0.04 | -30863.61 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.665 | 2.825 | 0.03 | 29320.43 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 3.46 | 0 | 122682.85 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 3.3625 | 0 | 107636.84 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 3.145 | 0 | 74072.67 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.665 | 5.05 | 0 | 368048.56 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.622 | 2.797 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.622 | 2.797 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.797 | 4.47 | 0 | 249527.46 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.797 | 4.39 | 0 | -237595.49 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.622 | 2.797 | 0.04 | -32057.38 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.622 | 2.797 | 0.03 | 30566.34 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 3.46 | 0 | 124949.23 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 3.3625 | 0 | 110411.58 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 3.145 | 0 | 77981.44 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.622 | 5.05 | 0 | 362024.75 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.682 | 2.852 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.682 | 2.852 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-05-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.852 | 4.47 | 0 | 248945.45 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-05-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.852 | 4.39 | 0 | -236636.65 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.682 | 2.852 | 0.04 | -32301.61 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.682 | 2.852 | 0.03 | 30763.44 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 3.46 | 0 | 119669.78 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 3.3625 | 0 | 104672.6 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 3.145 | 0 | 71217.36 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.682 | 5.05 | 0 | 364239.13 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.745 | 2.91 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.745 | 2.91 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.91 | 4.47 | 0 | 231846.75 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.91 | 4.39 | 0 | -219957.17 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.745 | 2.91 | 0.04 | -30458.19 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.745 | 2.91 | 0.03 | 28972.42 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 3.46 | 0 | 106232.22 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 3.3625 | 0 | 91746 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 3.145 | 0 | 59430.61 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.745 | 5.05 | 0 | 342468.89 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.83 | 2.955 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.83 | 2.955 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 2.955 | 4.47 | 0 | 232273.31 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 2.955 | 4.39 | 0 | -220008.05 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.83 | 2.955 | 0.04 | -25289.45 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.83 | 2.955 | 0.03 | 23756.76 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 3.46 | 0 | 96559.73 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 3.3625 | 0 | 81615.96 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 3.145 | 0 | 48279.86 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.83 | 5.05 | 0 | 340258.09 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.89 | 3 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.89 | 3 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3 | 4.47 | 0 | 224880.22 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3 | 4.39 | 0 | -212641.84 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.89 | 3 | 0.04 | -22942.32 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.89 | 3 | 0.03 | 21412.83 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 3.46 | 0 | 87180.8 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 3.3625 | 0 | 72268.3 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 3.145 | 0 | 39001.94 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.89 | 5.05 | 0 | 330369.35 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 2.8525 | 2.99 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 2.8525 | 2.99 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 2.99 | 4.47 | 0 | 218644.03 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 2.99 | 4.39 | 0 | -206825.43 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 2.8525 | 2.99 | 0.04 | -26211.06 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 2.8525 | 2.99 | 0.03 | 24734.38 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 3.46 | 0 | 89708.28 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 3.3625 | 0 | 75310.65 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 3.145 | 0 | 43192.87 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 2.8525 | 5.05 | 0 | 324500.31 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 2.8325 | 3.005 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 2.8325 | 3.005 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3.005 | 4.47 | 0 | 223149.37 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3.005 | 4.39 | 0 | -210963.74 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 2.8325 | 3.005 | 0.03 | 30833.03 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 2.8325 | 3.005 | 0.04 | -32355.64 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 3.46 | 0 | 95544.32 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 3.3625 | 0 | 80698.78 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 3.145 | 0 | 47581.83 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 2.8325 | 5.05 | 0 | 337640.67 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 150000 | 3.035 | 3.19 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -150000 | 3.035 | 3.19 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -150000 | 3.19 | 4.47 | 0 | 188158.21 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 150000 | 3.19 | 4.39 | 0 | -176398.32 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -150000 | 3.035 | 3.19 | 0.03 | 27187.79 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 150000 | 3.035 | 3.19 | 0.04 | -28657.4 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 3.46 | 0 | 62458.44 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 3.3625 | 0 | 48129.74 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 3.145 | 0 | 16165.71 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -150000 | 3.035 | 5.05 | 0 | 296126.48 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 155000 | 3.2095 | 3.365 | 0.03 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -155000 | 3.2095 | 3.365 | 0.04 | 0 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA313 | 2000-12-07 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | S |  | FIXED SWAP | -155000 | 3.365 | 4.47 | 0 | 167428.46 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA314 | 2000-12-07 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | B |  | FIXED SWAP | 155000 | 3.365 | 4.39 | 0 | -155306.94 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA399 | 2000-12-06 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | BASIS SWAP | -155000 | 3.2095 | 3.365 | 0.03 | 28091.45 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA400 | 2000-12-08 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | PERMEP | B |  | BASIS SWAP | 155000 | 3.2095 | 3.365 | 0.04 | -29605.81 |  | RMTC | SPEC
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA786 | 2001-08-10 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 3.46 | 0 | 37934.81 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA803 | 2001-09-14 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 3.3625 | 0 | 23169.76 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA813 | 2001-10-26 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 3.145 | 0 | -9767.65 |  | RMTC | HEDGE
TW | TTFW | 0000F | Fuel Hedge 2002 | AAA256 | 2001-03-07 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | PERMEP | S |  | FIXED SWAP | -155000 | 3.2095 | 5.05 | 0 | 278718.64 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.797 | 2.747 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.497 | 2.747 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.497 | 2.747 | -0.27 | 17028.84 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.797 | 2.747 | 1.05 | 851442.16 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 770000 | 2.797 | 2.827 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -770000 | 2.562 | 2.827 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 770000 | 2.562 | 2.827 | -0.27 | 3838.87 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -770000 | 2.797 | 2.827 | 1.05 | 829195.3 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.775 | 2.825 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.54 | 2.825 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.54 | 2.825 | -0.27 | -12731.24 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.775 | 2.825 | 1.05 | 933624.22 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 2.707 | 2.797 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.467 | 2.797 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.467 | 2.797 | -0.27 | -49204.35 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 2.707 | 2.797 | 1.05 | 934882.7 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 2.782 | 2.852 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.522 | 2.852 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.522 | 2.852 | -0.27 | -50759.68 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 2.782 | 2.852 | 1.05 | 947513.95 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.58 | 2.91 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 2.86 | 2.91 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.58 | 2.91 | -0.27 | -49030.25 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 2.86 | 2.91 | 1.05 | 898887.98 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.625 | 2.955 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.12 | 2.955 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.625 | 2.955 | -0.27 | -50578.9 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.12 | 2.955 | 1.05 | 746038.85 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.67 | 3 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.17 | 3 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.67 | 3 | -0.27 | -50473.1 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.17 | 3 | 1.05 | 740272.06 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.66 | 2.99 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 3.155 | 2.99 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.66 | 2.99 | -0.27 | -48730.42 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 3.155 | 2.99 | 1.05 | 718773.72 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 2.645 | 3.005 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.045 | 3.005 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 2.645 | 3.005 | -0.27 | -75369.62 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.045 | 3.005 | 1.05 | 845814.62 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -825000 | 2.96 | 3.19 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 825000 | 3.26 | 3.19 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 825000 | 2.96 | 3.19 | -0.27 | 32331.43 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -825000 | 3.26 | 3.19 | 1.05 | 792119.96 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -852500 | 3.135 | 3.365 | -0.27 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 852500 | 3.435 | 3.365 | 1.05 | 0 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA364 | 2001-01-12 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 852500 | 3.135 | 3.365 | -0.27 | 33316 |  | RMTC | HEDGE
TW | TTTW | 00004 | Transport Hedge | AAA620 | 2001-01-12 00:00:00 |  |  | 2002-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -852500 | 3.435 | 3.365 | 1.05 | 816242.03 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 645000 | 3.26 | 3.19 | 0.85 | 0 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 |  |  | 2002-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -645000 | 2.96 | 3.19 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 |  |  | 2002-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 645000 | 2.96 | 3.19 | -0.15 | -50554.59 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 |  |  | 2002-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -645000 | 3.26 | 3.19 | 0.85 | 492907.3 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 666500 | 3.435 | 3.365 | 0.85 | 0 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 |  |  | 2002-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -666500 | 3.135 | 3.365 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA357 | 2001-01-16 00:00:00 |  |  | 2002-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 666500 | 3.135 | 3.365 | -0.15 | -52094.11 |  | RMTC | HEDGE
TW | TTTW | 00005 | Transport Hedge | AAA618 | 2001-01-16 00:00:00 |  |  | 2002-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -666500 | 3.435 | 3.365 | 0.85 | 507917.58 |  | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA619 | 2001-01-16 00:00:00 |  |  | 2001-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 418500 | 2.225 | 2.316 | 0.9 | 0 |  | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA359 | 2001-01-16 00:00:00 |  |  | 2001-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -418500 | 2.09 | 2.316 | -0.21 | 0 |  | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA359 | 2001-01-16 00:00:00 |  |  | 2001-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 418500 | 2.09 | 2.316 | -0.21 | 0 |  | RMTC | HEDGE
TW | TTTW | 00006 | Transport Hedge | AAA619 | 2001-01-16 00:00:00 |  |  | 2001-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -418500 | 2.225 | 2.316 | 0.9 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.215 | 3.445 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-01-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.215 | 3.445 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.505 | 3.445 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-01-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.505 | 3.445 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.215 | 3.445 | -0.14 | -31253.52 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-01-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.215 | 3.445 | -0.15 | -90589.9 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.505 | 3.445 | 1.03 | 1098402.56 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-01-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.505 | 3.445 | 1.16 | 381987.42 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -322000 | 3.14 | 3.37 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-02-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1050000 | 3.14 | 3.37 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1050000 | 3.43 | 3.37 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-02-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 322000 | 3.43 | 3.37 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 322000 | 3.14 | 3.37 | -0.14 | -28134.88 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-02-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1050000 | 3.14 | 3.37 | -0.15 | -81550.37 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1050000 | 3.43 | 3.37 | 1.03 | 988798.18 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-02-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -322000 | 3.43 | 3.37 | 1.16 | 343870.71 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.05 | 3.28 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-03-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.05 | 3.28 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.34 | 3.28 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-03-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.34 | 3.28 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.05 | 3.28 | -0.14 | -31054.1 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-03-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.05 | 3.28 | -0.15 | -90011.88 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.34 | 3.28 | 1.03 | 1091394.03 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-03-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.34 | 3.28 | 1.16 | 379550.09 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.845 | 3.125 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-04-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.845 | 3.125 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.295 | 3.125 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-04-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.295 | 3.125 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.845 | 3.125 | -0.14 | -46593.62 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-04-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.845 | 3.125 | -0.15 | -141083.16 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.295 | 3.125 | 1.03 | 933319.35 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-04-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.295 | 3.125 | 1.16 | 329483.44 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.855 | 3.135 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-05-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.855 | 3.135 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.305 | 3.135 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-05-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.305 | 3.135 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.855 | 3.135 | -0.14 | -47975.34 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-05-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.855 | 3.135 | -0.15 | -145266.95 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.305 | 3.135 | 1.03 | 960996.77 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-05-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.305 | 3.135 | 1.16 | 339254.21 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.89 | 3.17 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.89 | 3.17 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.34 | 3.17 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-06-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.34 | 3.17 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.89 | 3.17 | -0.14 | -46243.95 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-06-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.89 | 3.17 | -0.15 | -140024.4 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.34 | 3.17 | 1.03 | 926315.23 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-06-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.34 | 3.17 | 1.16 | 327010.82 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.935 | 3.215 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.935 | 3.215 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.385 | 3.215 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-07-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.385 | 3.215 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.935 | 3.215 | -0.14 | -47608.48 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-07-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.935 | 3.215 | -0.15 | -144156.11 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.385 | 3.215 | 1.03 | 953648.09 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-07-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.385 | 3.215 | 1.16 | 336659.95 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 2.98 | 3.26 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 2.98 | 3.26 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.43 | 3.26 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-08-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.43 | 3.26 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 2.98 | 3.26 | -0.14 | -47414.73 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-08-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 2.98 | 3.26 | -0.15 | -143569.44 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.43 | 3.26 | 1.03 | 949767.09 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-08-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.43 | 3.26 | 1.16 | 335289.87 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 2.98 | 3.26 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 2.98 | 3.26 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.43 | 3.26 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-09-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.43 | 3.26 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 2.98 | 3.26 | -0.14 | -45685.54 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-09-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 2.98 | 3.26 | -0.15 | -138333.54 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.43 | 3.26 | 1.03 | 915129.57 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-09-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.43 | 3.26 | 1.16 | 323062.02 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3 | 3.28 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3 | 3.28 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.45 | 3.28 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-10-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.45 | 3.28 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3 | 3.28 | -0.14 | -47019.15 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-10-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3 | 3.28 | -0.15 | -142371.65 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.45 | 3.28 | 1.03 | 941843.21 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-10-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.45 | 3.28 | 1.16 | 332492.56 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 345000 | 3.595 | 3.415 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -345000 | 3.235 | 3.415 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-11-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1125000 | 3.235 | 3.415 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-11-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1125000 | 3.595 | 3.415 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 345000 | 3.235 | 3.415 | -0.14 | -12940.65 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-11-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1125000 | 3.235 | 3.415 | -0.15 | -31648.34 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1125000 | 3.595 | 3.415 | 1.03 | 896702.92 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-11-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -345000 | 3.595 | 3.415 | 1.16 | 317046.02 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 356500 | 3.73 | 3.55 | 1.16 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -356500 | 3.37 | 3.55 | -0.14 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-12-01 00:00:00 | NYMEX | NG | B |  | BASIS SWAP | -1162500 | 3.37 | 3.55 | -0.15 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-12-01 00:00:00 | NYMEX | NG | S |  | BASIS SWAP | 1162500 | 3.73 | 3.55 | 1.03 | 0 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA354 | 2001-01-17 00:00:00 |  |  | 2003-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 356500 | 3.37 | 3.55 | -0.14 | -13318.21 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA356 | 2001-01-16 00:00:00 |  |  | 2003-12-01 00:00:00 | IFERC | SJUAN | B |  | BASIS SWAP | 1162500 | 3.37 | 3.55 | -0.15 | -32571.71 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA616 | 2001-01-16 00:00:00 |  |  | 2003-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -1162500 | 3.73 | 3.55 | 1.03 | 922865.16 |  | RMTC | HEDGE
TW | TTTW | 00007 | Transport Hedge | AAA617 | 2001-01-17 00:00:00 |  |  | 2003-12-01 00:00:00 | NGI | SOCAL | S |  | BASIS SWAP | -356500 | 3.73 | 3.55 | 1.16 | 326296.17 |  | RMTC | HEDGE
*TW |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 31534956.23
* | NTHE |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 4308664.98
* | NTHS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 24850.68
* | TTFW |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 6997569.09
* | TTTW |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 24537387.14