Spreadsheet: harry_arora__12174__Vol Book Daily Market
Sheet: Summary PJM

Daily Option Payoff |  |  |  | 1998 | 1998 |  |  |  | 1999 | 1999 |  |  |  | 2000 | 2000 |  |  |  | 2001 | 2001
 |  |  |  | C | P |  |  |  | C | P |  |  |  | C | P |  |  |  | C | P
35 |  | 2001-01-01 00:00:00
35 |  | 2001-02-01 00:00:00
30 |  | 2001-01-01 00:00:00
30 |  | 2001-02-01 00:00:00
25 |  | 2001-01-01 00:00:00
25 |  | 2001-02-01 00:00:00
20 |  | 2001-01-01 00:00:00
20 |  | 2001-02-01 00:00:00
100 |  | 2001-07-01 00:00:00
100 |  | 2001-08-01 00:00:00
50 |  | 2001-07-01 00:00:00
50 |  | 2001-08-01 00:00:00
40 |  | 2001-07-01 00:00:00
40 |  | 2001-08-01 00:00:00
35 |  | 2001-09-01 00:00:00
30 |  | 2001-09-01 00:00:00
25 |  | 2001-09-01 00:00:00
35 |  | 2001-10-01 00:00:00
35 |  | 2001-11-01 00:00:00
35 |  | 2001-12-01 00:00:00
35 |  | Q4
30 |  | 2001-10-01 00:00:00
30 |  | 2001-11-01 00:00:00
30 |  | 2001-12-01 00:00:00
30 |  | Q4
25 |  | 2001-10-01 00:00:00
25 |  | 2001-11-01 00:00:00
25 |  | 2001-12-01 00:00:00
25 |  | Q4
20 |  | 2001-10-01 00:00:00
20 |  | 2001-11-01 00:00:00
20 |  | 2001-12-01 00:00:00
20 |  | Q4
Cash Market |  |  |  | [NAME] | Gas | Gas | [NAME] |  | [NAME] | Gas | Gas | [NAME] |  | [NAME] | Gas | Gas | [NAME] |  | [NAME] | Gas | Gas | [NAME]
 |  |  |  | Daily | Daily | Heat | over |  | Daily | Daily | Heat | over |  | Daily | Daily | Heat | over |  | Daily | Daily | Heat | over
 |  |  |  | PJM (W) | HH | Rate | Capacity |  | PJM (W) | HH | Rate | Capacity |  | PJM (W) | HH | Rate | Capacity |  | PJM (W) | HH | Rate | Capacity
 |  |  |  | 1998 | 1998 | 1998 | 1998 |  | 1999 | 1999 | 1999 | 1999 |  | 2000 | 2000 | 2000 | 2000 |  | 2001 | 2001 | 2001 | 2001
 |  | Price
 |  | 2001-01-01 00:00:00
 |  | 2001-02-01 00:00:00
 |  | 2001-07-01 00:00:00
 |  | 2001-08-01 00:00:00
 |  | 2001-09-01 00:00:00
 |  | 2001-10-01 00:00:00 | 22 |  |  |  |  | 21 |  |  |  |  | 22
 |  | 2001-11-01 00:00:00 | 20 |  |  |  |  | 20 |  |  |  |  | 20
 |  | 2001-12-01 00:00:00 | 22 |  |  |  |  | 22 |  |  |  |  | 20
 |  | Q4
 |  | Actualized Vol
 |  | 2001-01-01 00:00:00
 |  | 2001-02-01 00:00:00
 |  | 2001-07-01 00:00:00
 |  | 2001-08-01 00:00:00
 |  | 2001-09-01 00:00:00
 |  | 2001-10-01 00:00:00 | 22 |  |  |  |  | 21 |  |  |  |  | 22
 |  | 2001-11-01 00:00:00 | 20 |  |  |  |  | 20 |  |  |  |  | 20
 |  | 2001-12-01 00:00:00 | 22 |  |  |  |  | 22 |  |  |  |  | 20
 |  | Q4
Asian Payoff |  |  |  | 1998 | 1998 |  |  |  | 1999 | 1999 |  |  |  | 2000 | 2000 |  |  |  | 2001 | 2001
Monthly Settle |  |  |  | C | P |  |  |  | C | P |  |  |  | C | P |  |  |  | C | P
35 |  | 2001-01-01 00:00:00
35 |  | 2001-02-01 00:00:00
30 |  | 2001-01-01 00:00:00
30 |  | 2001-02-01 00:00:00
25 |  | 2001-01-01 00:00:00
25 |  | 2001-02-01 00:00:00
20 |  | 2001-01-01 00:00:00
20 |  | 2001-02-01 00:00:00
40 |  | 2001-03-01 00:00:00
40 |  | 2001-04-01 00:00:00
40 |  | 2001-05-01 00:00:00
40 |  | 2001-06-01 00:00:00
30 |  | 2001-03-01 00:00:00
30 |  | 2001-04-01 00:00:00
30 |  | 2001-05-01 00:00:00
30 |  | 2001-06-01 00:00:00
20 |  | 2001-03-01 00:00:00
20 |  | 2001-04-01 00:00:00
20 |  | 2001-05-01 00:00:00
20 |  | 2001-06-01 00:00:00
50 |  | 2001-07-01 00:00:00
50 |  | 2001-08-01 00:00:00
40 |  | 2001-07-01 00:00:00
40 |  | 2001-08-01 00:00:00
30 |  | 2001-07-01 00:00:00
30 |  | 2001-08-01 00:00:00
40 |  | 2001-09-01 00:00:00
35 |  | 2001-09-01 00:00:00
30 |  | 2001-09-01 00:00:00
25 |  | 2001-09-01 00:00:00
20 |  | 2001-09-01 00:00:00
35 |  | 2001-10-01 00:00:00
35 |  | 2001-11-01 00:00:00
35 |  | 2001-12-01 00:00:00
35 |  | Q4
30 |  | 2001-10-01 00:00:00
30 |  | 2001-11-01 00:00:00
30 |  | 2001-12-01 00:00:00
30 |  | Q4
25 |  | 2001-10-01 00:00:00
25 |  | 2001-11-01 00:00:00
25 |  | 2001-12-01 00:00:00
25 |  | Q4
20 |  | 2001-10-01 00:00:00
20 |  | 2001-11-01 00:00:00
20 |  | 2001-12-01 00:00:00
20 |  | Q4