Spreadsheet: john_griffith__15600__Restructure2
Sheet: Orig

 |  |  |  |  |  |  |  |  | NYMEX |  | BASIS
Fixed Price | 2.155 |  |  |  |  |  |  |  | Libor |  | Libor
Volume | 6000 |  |  |  |  |  |  |  | National |  | National
 |  |  |  |  |  |  |  |  | Overage |  | Overage
Libor Spread |  |  |  |  |  |  |  |  |  |  | INDEX |  |  | Total National
 |  |  |  |  |  |  |  |  |  |  | Libor |  |  | Total Overage
Orig '01-'03 | 0 |  |  |  |  |  |  |  |  |  | National
Orig '03- | 0 |  |  |  |  |  |  |  |  |  | Overage
Basis | 0
Index | 0
 |  |  |  |  |  |  |  |  |  |  |  | National Price |  |  | National Price |  |  | National Price
Date | Days | Change | Curve | Live | Libor | [NAME] | PV VOL*P | NPV Pay | Libor+400 | Libor+4 Vol | Libor+400*Price | 400 + Ovg. | Basis | Libor | 400 + Ovg. | Index | Libor | 400 + Ovg.
2001-02-01 00:00:00 | 28 | 0 | 9.814 |  | 0.9962132463088903 |  |  |  | 0.9938046667379694 |  |  |  | 0.68 |  |  | 0.12
2001-03-01 00:00:00 | 31 | 0 | 9.165 |  | 0.9918346404235217 |  |  |  | 0.9865211586158733 |  |  |  | 0.78 |  |  | 0.12
2001-04-01 00:00:00 | 30 | 0 | 6.775 |  | 0.9872459526597344 |  |  |  | 0.9787496254727359 |  |  |  | 0.165 |  |  | 0.01
2001-05-01 00:00:00 | 31 | 0 | 6.045 |  | 0.9828734840483153 |  |  |  | 0.9713335961959302 |  |  |  | 0.165 |  |  | 0.01
2001-06-01 00:00:00 | 30 | 0 | 5.96 |  | 0.9784319746015587 |  |  |  | 0.963783853704452 |  |  |  | 0.165 |  |  | 0.01
2001-07-01 00:00:00 | 31 | 0 | 5.94 |  | 0.9742409534556996 |  |  |  | 0.9566183852942552 |  |  |  | 0.165 |  |  | 0.01
2001-08-01 00:00:00 | 31 | 0 | 5.92 |  | 0.9699975800295619 |  |  |  | 0.9493357802122114 |  |  |  | 0.165 |  |  | 0.01
2001-09-01 00:00:00 | 30 | 0 | 5.88 |  | 0.965864130218132 |  |  |  | 0.9421961128656381 |  |  |  | 0.165 |  |  | 0.01
2001-10-01 00:00:00 | 31 | 0 | 5.875 |  | 0.9619107373901763 |  |  |  | 0.9353664510133494 |  |  |  | 0.165 |  |  | 0.01
2001-11-01 00:00:00 | 30 | 0 | 5.967000000000001 |  | 0.957815943096994 |  |  |  | 0.928335828726287 |  |  |  | 0.19 |  |  | 0.06
2001-12-01 00:00:00 | 31 | 0 | 6.077000000000001 |  | 0.9539225374524158 |  |  |  | 0.9216322639727328 |  |  |  | 0.19 |  |  | 0.06
2002-01-01 00:00:00 | 31 | 0 | 6.082000000000001 |  | 0.9498710475856693 |  |  |  | 0.9147136564433987 |  |  |  | 0.19 |  |  | 0.06
2002-02-01 00:00:00 | 28 | 0 | 5.827000000000001 |  | 0.9457258915571319 |  |  |  | 0.9077425990822587 |  |  |  | 0.19 |  |  | 0.06
2002-03-01 00:00:00 | 31 | 0 | 5.467000000000001 |  | 0.9420093833001599 |  |  |  | 0.9015030557048482 |  |  |  | 0.19 |  |  | 0.06
2002-04-01 00:00:00 | 30 | 0 | 4.597 |  | 0.9379057255178421 |  |  |  | 0.8946394044106132 |  |  |  | 0.075 |  |  | 0.01
2002-05-01 00:00:00 | 31 | 0 | 4.39 |  | 0.9339359951742403 |  |  |  | 0.8880324918456466 |  |  |  | 0.075 |  |  | 0.01
2002-06-01 00:00:00 | 30 | 0 | 4.35 |  | 0.9298590727868898 |  |  |  | 0.8812635585016401 |  |  |  | 0.075 |  |  | 0.01
2002-07-01 00:00:00 | 31 | 0 | 4.345 |  | 0.9258995702766586 |  |  |  | 0.8747333436657596 |  |  |  | 0.075 |  |  | 0.01
2002-08-01 00:00:00 | 31 | 0 | 4.337 |  | 0.9217626314522176 |  |  |  | 0.8679779441668592 |  |  |  | 0.075 |  |  | 0.01
2002-09-01 00:00:00 | 30 | 0 | 4.337 |  | 0.9176399941294339 |  |  |  | 0.8612708648401423 |  |  |  | 0.075 |  |  | 0.01
2002-10-01 00:00:00 | 31 | 0 | 4.362 |  | 0.913645210128517 |  |  |  | 0.8548086685517746 |  |  |  | 0.075 |  |  | 0.01
2002-11-01 00:00:00 | 30 | 0 | 4.462 |  | 0.9095015797054121 |  |  |  | 0.8481509389733564 |  |  |  | 0.14 |  |  | 0.02
2002-12-01 00:00:00 | 31 | 0 | 4.562 |  | 0.9055012935190616 |  |  |  | 0.8417498602358333 |  |  |  | 0.14 |  |  | 0.02
2003-01-01 00:00:00 | 31 | 0 | 4.604 |  | 0.901348159661329 |  |  |  | 0.8351516343452554 |  |  |  | 0.14 |  |  | 0.02
2003-02-01 00:00:00 | 28 | 0 | 4.429 |  | 0.8971657706819124 |  |  |  | 0.8285613723262213 |  |  |  | 0.14 |  |  | 0.02
2003-03-01 00:00:00 | 31 | 0 | 4.189 |  | 0.8933927160541595 |  |  |  | 0.8226426624079428 |  |  |  | 0.14 |  |  | 0.02
2003-04-01 00:00:00 | 30 | 0 | 3.886 |  | 0.8892449651742539 |  |  |  | 0.8161490603534445 |  |  |  | 0.065 |  |  | 0.005
2003-05-01 00:00:00 | 31 | 0 | 3.811 |  | 0.8852704747635171 |  |  |  | 0.8099326966571887 |  |  |  | 0.065 |  |  | 0.005
2003-06-01 00:00:00 | 30 | 0 | 3.815 |  | 0.881172750967533 |  |  |  | 0.8035504399461818 |  |  |  | 0.065 |  |  | 0.005
2003-07-01 00:00:00 | 31 | 0 | 3.83 |  | 0.8772135515289264 |  |  |  | 0.7974115003225609 |  |  |  | 0.065 |  |  | 0.005
2003-08-01 00:00:00 | 31 | 0 | 3.83 |  | 0.873127632502617 |  |  |  | 0.7911052570060733 |  |  |  | 0.065 |  |  | 0.005
2003-09-01 00:00:00 | 30 | 0 | 3.851 |  | 0.8690508667195135 |  |  |  | 0.7848401351836418 |  |  |  | 0.065 |  |  | 0.005
2003-10-01 00:00:00 | 31 | 0 | 3.876 |  | 0.8651136781079792 |  |  |  | 0.7788154792671055 |  |  |  | 0.065 |  |  | 0.005
2003-11-01 00:00:00 | 30 | 0 | 4.011 |  | 0.8610534218477685 |  |  |  | 0.7726292823608384 |  |  |  | 0.13 |  |  | 0.01
2003-12-01 00:00:00 | 31 | 0 | 4.136 |  | 0.857132918119075 |  |  |  | 0.7666812099087013 |  |  |  | 0.13 |  |  | 0.01
2004-01-01 00:00:00 | 31 | 0 | 4.165 |  | 0.8530707602975347 |  |  |  | 0.7605569770718767 |  |  |  | 0.13 |  |  | 0.01
2004-02-01 00:00:00 | 29 | 0 | 4.056 |  | 0.848995037557427 |  |  |  | 0.754453059282098 |  |  |  | 0.13 |  |  | 0.01
2004-03-01 00:00:00 | 31 | 0 | 3.919 |  | 0.8451889921981094 |  |  |  | 0.7487778241587039 |  |  |  | 0.13 |  |  | 0.01
2004-04-01 00:00:00 | 30 | 0 | 3.736 |  | 0.8411585495368836 |  |  |  | 0.7427750438312265 |  |  |  | 0.06 |  |  | 0.005
2004-05-01 00:00:00 | 31 | 0 | 3.711 |  | 0.8372990733281405 |  |  |  | 0.7370312828418459 |  |  |  | 0.06 |  |  | 0.005
2004-06-01 00:00:00 | 30 | 0 | 3.74 |  | 0.8333211328006427 |  |  |  | 0.7311354755786736 |  |  |  | 0.06 |  |  | 0.005
2004-07-01 00:00:00 | 31 | 0 | 3.77 |  | 0.8294787308935779 |  |  |  | 0.7254655190338155 |  |  |  | 0.06 |  |  | 0.005
2004-08-01 00:00:00 | 31 | 0 | 3.79 |  | 0.8255154003738525 |  |  |  | 0.7196429535139292 |  |  |  | 0.06 |  |  | 0.005
2004-09-01 00:00:00 | 30 | 0 | 3.811 |  | 0.8215622980757377 |  |  |  | 0.7138596968963287 |  |  |  | 0.06 |  |  | 0.005
2004-10-01 00:00:00 | 31 | 0 | 3.841 |  | 0.8177451710759901 |  |  |  | 0.7082991219540085 |  |  |  | 0.06 |  |  | 0.005
2004-11-01 00:00:00 | 30 | 0 | 3.981 |  | 0.8138096009720158 |  |  |  | 0.7025903642368644 |  |  |  | 0.14 |  |  | 0.01
2004-12-01 00:00:00 | 31 | 0 | 4.106 |  | 0.8100107327841604 |  |  |  | 0.6971025770962973 |  |  |  | 0.14 |  |  | 0.01
2005-01-01 00:00:00 | 31 | 0 | 4.17 |  | 0.8060733719735994 |  |  |  | 0.6914512337078788 |  |  |  | 0.14 |  |  | 0.01
2005-02-01 00:00:00 | 28 | 0 | 4.061 |  | 0.8021272119144016 |  |  |  | 0.6858222738438512 |  |  |  | 0.14 |  |  | 0.01
2005-03-01 00:00:00 | 31 | 0 | 3.924 |  | 0.798570718206914 |  |  |  | 0.6807700675419404 |  |  |  | 0.14 |  |  | 0.01
2005-04-01 00:00:00 | 30 | 0 | 3.741 |  | 0.7946691137319567 |  |  |  | 0.6752345834584691 |  |  |  | 0.065 |  |  | 0.005
2005-05-01 00:00:00 | 31 | 0 | 3.716 |  | 0.790924926910719 |  |  |  | 0.6699316633897091 |  |  |  | 0.065 |  |  | 0.005
2005-06-01 00:00:00 | 30 | 0 | 3.745 |  | 0.7870664526727958 |  |  |  | 0.6644890908963283 |  |  |  | 0.065 |  |  | 0.005
2005-07-01 00:00:00 | 31 | 0 | 3.775 |  | 0.7833426508107367 |  |  |  | 0.6592578169759535 |  |  |  | 0.065 |  |  | 0.005
2005-08-01 00:00:00 | 31 | 0 | 3.795 |  | 0.7795052945449391 |  |  |  | 0.6538888995868722 |  |  |  | 0.065 |  |  | 0.005
2005-09-01 00:00:00 | 30 | 0 | 3.816 |  | 0.7756787105726468 |  |  |  | 0.6485571235712451 |  |  |  | 0.065 |  |  | 0.005
2005-10-01 00:00:00 | 31 | 0 | 3.846000000000001 |  | 0.7719858463906023 |  |  |  | 0.6434325204084258 |  |  |  | 0.065 |  |  | 0.005
2005-11-01 00:00:00 | 30 | 0 | 3.986 |  | 0.7681805363703577 |  |  |  | 0.6381732607614785 |  |  |  | 0.145 |  |  | 0.005
2005-12-01 00:00:00 | 31 | 0 | 4.111000000000001 |  | 0.7645083081886256 |  |  |  | 0.6331184710953868 |  |  |  | 0.145 |  |  | 0.005
2006-01-01 00:00:00 | 31 | 0 | 4.195 |  | 0.7607243710539747 |  |  |  | 0.6279309772020575 |  |  |  | 0.145 |  |  | 0.005
2006-02-01 00:00:00 | 28 | 0 | 4.086 |  | 0.756963732484351 |  |  |  | 0.622789675397169 |  |  |  | 0.145 |  |  | 0.005
2006-03-01 00:00:00 | 31 | 0 | 3.949 |  | 0.7535820534394662 |  |  |  | 0.6181813419133091 |  |  |  | 0.145 |  |  | 0.005
2006-04-01 00:00:00 | 30 | 0 | 3.766 |  | 0.7498488677030717 |  |  |  | 0.6131135666745836 |  |  |  | 0.065 |  |  | 0.005
2006-05-01 00:00:00 | 31 | 0 | 3.741 |  | 0.7462469429552762 |  |  |  | 0.608243411962182 |  |  |  | 0.065 |  |  | 0.005
2006-06-01 00:00:00 | 30 | 0 | 3.77 |  | 0.7425361650962282 |  |  |  | 0.6032460058034271 |  |  |  | 0.065 |  |  | 0.005
2006-07-01 00:00:00 | 31 | 0 | 3.8 |  | 0.7389559523890029 |  |  |  | 0.5984435754375788 |  |  |  | 0.065 |  |  | 0.005
2006-08-01 00:00:00 | 31 | 0 | 3.82 |  | 0.7352676374343471 |  |  |  | 0.5935157650819348 |  |  |  | 0.065 |  |  | 0.005
2006-09-01 00:00:00 | 30 | 0 | 3.841 |  | 0.731590758164861 |  |  |  | 0.5886230283184646 |  |  |  | 0.065 |  |  | 0.005
2006-10-01 00:00:00 | 31 | 0 | 3.871 |  | 0.7280433884720676 |  |  |  | 0.5839213302031535 |  |  |  | 0.065 |  |  | 0.005
2006-11-01 00:00:00 | 30 | 0 | 4.011 |  | 0.7243890493422408 |  |  |  | 0.5790970323125895 |  |  |  | 0.15 |  |  | 0.005
2006-12-01 00:00:00 | 31 | 0 | 4.136 |  | 0.7208635160014223 |  |  |  | 0.5744611965967886 |  |  |  | 0.15 |  |  | 0.005
2007-01-01 00:00:00 | 31 | 0 | 4.23 |  | 0.7172317644382166 |  |  |  | 0.5697045767125243 |  |  |  | 0.15 |  |  | 0.005
2007-02-01 00:00:00 | 28 | 0 | 4.121 |  | 0.7136115090188903 |  |  |  | 0.5649820605834502 |  |  |  | 0.15 |  |  | 0.005
2007-03-01 00:00:00 | 31 | 0 | 3.984 |  | 0.7103514913082438 |  |  |  | 0.5607457132072728 |  |  |  | 0.15 |  |  | 0.005
2007-04-01 00:00:00 | 30 | 0 | 3.801 |  | 0.7067531459513522 |  |  |  | 0.5560875672723041 |  |  |  | 0.065 |  |  | 0.005
2007-05-01 00:00:00 | 31 | 0 | 3.776 |  | 0.7032818516322527 |  |  |  | 0.5516116213447114 |  |  |  | 0.065 |  |  | 0.005
2007-06-01 00:00:00 | 30 | 0 | 3.805 |  | 0.6997061984321028 |  |  |  | 0.5470192915344674 |  |  |  | 0.065 |  |  | 0.005
2007-07-01 00:00:00 | 31 | 0 | 3.835 |  | 0.6962568825896035 |  |  |  | 0.5426066783205052 |  |  |  | 0.065 |  |  | 0.005
2007-08-01 00:00:00 | 31 | 0 | 3.855 |  | 0.692703958683926 |  |  |  | 0.538079421271339 |  |  |  | 0.065 |  |  | 0.005
Total