Spreadsheet: kam_keiser__18058__Consolidated Books 2
Sheet: Description

Product Summary
Desk |  |  |  | Short Description | Type | Phys/Fin | Product | Example
Canada | 1 | 1 | 1 | CAN Gas Fin BasSwap | Swap | Financial | Gas Basis | Sell AECO basis at NX1-FP, US$/MM
 | 3 | 2 | 2 | CAN Gas Fin Swap | Swap | Financial | Fixed Price: price+basis+index | Buy AECO Cal-03 at FP, CAD/GG
 | 9 | 3 | 3 | CAN Gas Phy Fwd Firm West < or = 1Mo | Forward | Physical | Fixed Price: price+basis+index | Buy Station 2 BoM at FP - physical delivery
 |  |  |  |  |  |  |  | Huntington, Sumas - US$/MM
 |  |  |  |  |  |  |  | Station 2, NIT - CAD/GG
 | 13 | 4 | 4 | CAN Gas Phy Index Firm West < or = 1Mo | Swap | Physical | Gas Index | Buy AECO BoM Gas at GD index + premium/discount
 | 14 | 5 | 5 | CAN Gas Phy Index Firm West >1Mo<1Yr | Swap | Physical | Gas Index | Buy AECO Oct-02 Gas at GD index + premium/discount
 |  |  |  |  |  |  |  | ~80% of AECO index deals is in US$/MM
 | 5 | 6 | 6 | CAN Gas Straddle Option | Straddle | Financial | Gas Basis | A straddle on AECO Mar-02 Basis
 | 15 | 7 | 7 | CAN Power Fin Swap | Swap | Financial | Power | [NAME] at FP, settled against an index | ?
East Power | 16 | 8 | 8 | US East Power Fin Spd | Spread | Financial | Power Basis Spread | Basis: PJM East vs. PJM West only
 | 17 | 9 | 9 | US East Power Fin Swap | Swap | Financial | Power | [NAME] at FP, settled against a daily index
 | 20 | 10 | 10 | US East Power Phy Fwd Firm (LD) | Forward | Physical | Power | Buy Cal-02 Cinergy at FP - physical delivery
 | 21 | 11 | 11 | US East Power Phy ICAP | Forward | Physical | Capacity | Buy Cal-02 Nepool (only) capacity - physical delivery
 | 22 | 12 | 12 | US East Power Phy Index | Swap | Phy/Fin | Power Index | Buy Cal-02 Cinergy MWD index + premium
 | 25 | 13 | 13 | US East Power Phy Spd | Spread | Physical | Power Spread | [NAME], [NAME] Cal-02
West Power | 26 | 14 | 14 | US West Power Phy Fwd CAISO | Forward | Physical | Power | Buy Cal-02 NP15/SP15 at FP - physical delivery
 |  | 15 | 15 | US West Power Phy Fwd Firm | Forward | Physical | Power | Buy Cal-02 MidC at FP - physical delivery
 | 29 | 16 | 16 | US West Power Phy Index Firm | Swap | Physical | Power Index | Buy Cal-02 COB MWD index + premium
 | 30 | 17 | 17 | US West Power Phy Spd | Spread | Physical | Power Spread | Buy COB Cal-02, Sell MidC Cal-02
 | 18 | 18 | 18 | US West Pwr Fin Swap | Spread | Financial | Power | Buy Feb-21 PaloV at FP, settled against a daily index
US Gas | 31 | 19 | 19 | US Gas Daily FIN OPT (Floating Strike) | Option | Financial | Gas Daily | An option on daily (GD) vs. monthly (IF, NGI) spread
 | 32 | 20 | 20 | US Gas Fin BasisSwap | Swap | Financial | Gas Basis | Buy Chicago CG at NX1 + Basis diff.
 | 33 | 21 | 21 | US Gas Fin Opt Call | Option | Financial | Gas Price | An option to buy Nymex Cal-03 gas at a strike price
 | 34 | 22 | 22 | US Gas Fin Opt Put | Option | Financial | Gas Price | An option to sell Nymex Cal-03 gas at a strike price
 | 35 | 23 | 23 | US Gas Fin Spread | Spread | Financial | Gas price calendar spread | [NAME] Nymex Spread
 |  |  |  |  | Spread | Financial | Gas basis location spread | [NAME] basis spread
 | 36 | 24 | 24 | US Gas Fin Swap | Swap | Financial | Gas Price | [NAME] 02 Nymex
 |  | 25 | 25 | US Gas Phy Fwd Firm < or = 1Mo | Swap | Physical | Fixed Price: price+basis+index | Buy BoM Chicago CG at FP - physical delivery
 |  | 26 | 26 | US Gas Phy Index Firm < or = 1Mo | Swap | Physical | Gas index | Buy PGE CG BoM Gas at GD index
 | 12 | 27 | 27 | US Gas Phy Index Firm >1Mo<1Yr | Swap | Physical | Gas index | Buy Z6 May-02 Gas at IF, NGI or GD+premium/discount
 | 2 | 28 | 28 | CAN Gas Fin BasSwap East | Swap | Financial | Gas Basis | [NAME] basis at NX1+FP, US$/MM
 | 4 | 29 | 29 | CAN Gas Fin Swap East | Swap | Financial | Fixed Price: price+basis+index | [NAME] at FP, CAD/GG
 | 8 | 30 | 30 | CAN Gas Phy Fwd Firm East < or = 1Mo | Forward | Physical | Gas Index | Buy Dawn BoM Gas at FP - physical delivery
 | 11 | 31 | 31 | CAN Gas Phy Index Firm East < or = 1Mo | Swap | Physical | Gas Index | Buy Dawn BoM Gas at GD index + premium/discount
 | 6 | 32 | 32 | Canadian Gas Phy Basis East Spread <+1Mo
 | 7 | 33 | 33 | Canadian Gas Phy Basis East Spread >1Mo
 | 10 | 34 | 34 | CAN Gas Phy Fwd Firm West > 1Mo
 | 19 | 35 | 35 | US West Pwr Fin Swap (CAISO)
 | 23 | 36 | 36 | US East Power Physical Firm Call Option
 | 24 | 37 | 37 | US East Power Physical Firm Put Option
 | 27 | 38 | 38 | US West Power Phy Fwd Firm (Off Peak)
 | 28 | 39 | 39 | US West Power Physical Index [NAME] ([NAME])