Spreadsheet: gstorey__12086__Sithe_Jun27_01
Sheet: Notional

CHANGE IN NOTIONAL CASHFLOWS |  |  |  |  | CHANGE IN NOTIONAL CASHFLOWS
P7 BOOK - FT-CAND-ERMS |  |  |  |  | C4 BOOK - FT-CAND-EGSC
 | Frm Unwinding | Annuity | Annuity
 | Deals | from ENA | Total
Sum of Value |  |  |  |  | Sum of -$477,594
Month | Total |  |  |  | Dec-14 | Total
2001-07-01 00:00:00 | -163369.9999502269 |  |  |  | 2001-07-01 00:00:00 | -194792.3749327066
2001-08-01 00:00:00 | -163370.000043428 |  |  |  | 2001-08-01 00:00:00 | 33634.99995875802
2001-09-01 00:00:00 | -158099.9999835116 |  |  |  | 2001-09-01 00:00:00 | 23250.00004791772
2001-10-01 00:00:00 | -163369.9999808187 |  |  |  | 2001-10-01 00:00:00 | 0
2001-11-01 00:00:00 | -158100.0000254835 |  |  |  | 2001-11-01 00:00:00 | -183553.1118446164
2001-12-01 00:00:00 | -163370.0000551665 |  |  |  | 2001-12-01 00:00:00 | -189627.2391676324
2002-01-01 00:00:00 | -163369.9999540094 |  |  |  | 2002-01-01 00:00:00 | -189586.2768132876
2002-02-01 00:00:00 | -147559.9999367839 |  |  |  | 2002-02-01 00:00:00 | -171210.3420262445
2002-03-01 00:00:00 | -163370.0000337186 |  |  |  | 2002-03-01 00:00:00 | -189529.3721464163
2002-04-01 00:00:00 | -158100.0000345687 |  |  |  | 2002-04-01 00:00:00 | -155490.895523311
2002-05-01 00:00:00 | -163369.9999831671 |  |  |  | 2002-05-01 00:00:00 | -160649.6248574363
2002-06-01 00:00:00 | -158099.9999974572 |  |  |  | 2002-06-01 00:00:00 | -155446.260333837
2002-07-01 00:00:00 | -163369.9999456493 |  |  |  | 2002-07-01 00:00:00 | -160607.4655701563
2002-08-01 00:00:00 | -163369.9999989479 |  |  |  | 2002-08-01 00:00:00 | -160587.5945057084
2002-09-01 00:00:00 | -158099.9999156527 |  |  |  | 2002-09-01 00:00:00 | -155390.6825464296
2002-10-01 00:00:00 | -163370.0000628123 |  |  |  | 2002-10-01 00:00:00 | -160553.0142887041
2002-11-01 00:00:00 | -158100.0000281626 |  |  |  | 2002-11-01 00:00:00 | -178429.3546900861
2002-12-01 00:00:00 | -163370.0000322789 |  |  |  | 2002-12-01 00:00:00 | -184360.6731811106
2003-01-01 00:00:00 | -163369.9999204553 |  |  |  | 2003-01-01 00:00:00 | -184347.4452155476
2003-02-01 00:00:00 | -147559.9999837597 |  |  |  | 2003-02-01 00:00:00 | -166499.4549037517
2003-03-01 00:00:00 | -163370.0000666084 |  |  |  | 2003-03-01 00:00:00 | -184332.6046167553
2003-04-01 00:00:00 | -158099.9999860126 |  |  |  | 2003-04-01 00:00:00 | -141178.0290311948
2003-05-01 00:00:00 | -163370.000022167 |  |  |  | 2003-05-01 00:00:00 | -145871.3641948255
2003-06-01 00:00:00 | -158099.9999913942 |  |  |  | 2003-06-01 00:00:00 | -141154.376353464
2003-07-01 00:00:00 | -163370.0000995637 |  |  |  | 2003-07-01 00:00:00 | -145850.4221170835
2003-08-01 00:00:00 | -163370.0000424751 |  |  |  | 2003-08-01 00:00:00 | -145859.7246201946
2003-09-01 00:00:00 | -158099.9999654656 |  |  |  | 2003-09-01 00:00:00 | -141166.1938027818
2003-10-01 00:00:00 | -163369.9999886709 |  |  |  | 2003-10-01 00:00:00 | -145882.195073126
2003-11-01 00:00:00 | -158100.000027506 |  |  |  | 2003-11-01 00:00:00 | -178384.3779065249
2003-12-01 00:00:00 | -163370.000055397 |  |  |  | 2003-12-01 00:00:00 | -184340.5504157289
2004-01-01 00:00:00 | -163369.9999542385 |  |  |  | 2004-01-01 00:00:00 | -184350.3010441821
2004-02-01 00:00:00 | -152829.9999510285 |  |  |  | 2004-02-01 00:00:00 | -172464.8950498075
2004-03-01 00:00:00 | -163369.9999398129 |  |  |  | 2004-03-01 00:00:00 | -184368.7234495152
2004-04-01 00:00:00 | -158099.9999451939 |  |  |  | 2004-04-01 00:00:00 | -122625.4492632074
2004-05-01 00:00:00 | -163370.0000095049 |  |  |  | 2004-05-01 00:00:00 | -126709.9754186732
2004-06-01 00:00:00 | -158099.9999154726 |  |  |  | 2004-06-01 00:00:00 | -122620.2473210106
2004-07-01 00:00:00 | -163370.0000110439 |  |  |  | 2004-07-01 00:00:00 | -126705.7835308063
2004-08-01 00:00:00 | -163369.9999670952 |  |  |  | 2004-08-01 00:00:00 | -126735.8079807482
2004-09-01 00:00:00 | -158099.9999866014 |  |  |  | 2004-09-01 00:00:00 | -122678.9513861053
2004-10-01 00:00:00 | -163369.9999783635 |  |  |  | 2004-10-01 00:00:00 | -126797.7465268397
2004-11-01 00:00:00 | -399899.999952019 |  |  |  | 2004-11-01 00:00:00 | -173885.0686757194
2004-12-01 00:00:00 | -413230.000048299 |  |  |  | 2004-12-01 00:00:00 | -179710.6973608656
2005-01-01 00:00:00 | -413230.0000185388 |  |  |  | 2005-01-01 00:00:00 | -179740.9393911732
2005-02-01 00:00:00 | -373240.0000065251 |  |  |  | 2005-02-01 00:00:00 | -162374.0293721524
2005-03-01 00:00:00 | -413230.0000586676 |  |  |  | 2005-03-01 00:00:00 | -179800.1645483038
2005-04-01 00:00:00 | -399900.000001361 |  |  |  | 2005-04-01 00:00:00 | -118225.9252758745
2005-05-01 00:00:00 | -413229.999938287 |  |  |  | 2005-05-01 00:00:00 | -122187.6237008923
2005-06-01 00:00:00 | -399900.0000006608 |  |  |  | 2005-06-01 00:00:00 | -118268.0490195998
2005-07-01 00:00:00 | -413229.9999430745 |  |  |  | 2005-07-01 00:00:00 | -122229.6082016941
2005-08-01 00:00:00 | -413229.9999568583 |  |  |  | 2005-08-01 00:00:00 | -122246.5351995802
2005-09-01 00:00:00 | -399899.9999902296 |  |  |  | 2005-09-01 00:00:00 | -118320.3033953686
2005-10-01 00:00:00 | -413229.9999812596 |  |  |  | 2005-10-01 00:00:00 | -122282.329133678
2005-11-01 00:00:00 | -399900.0000457915 |  |  |  | 2005-11-01 00:00:00 | -174156.5644546965
2005-12-01 00:00:00 | -413230.0000535717 |  |  |  | 2005-12-01 00:00:00 | -179981.4212289769
2006-01-01 00:00:00 | -413229.9999904791 |  |  |  | 2006-01-01 00:00:00 | -180002.5523898138
2006-02-01 00:00:00 | -373239.9999832715 |  |  |  | 2006-02-01 00:00:00 | -162602.8070682637
2006-03-01 00:00:00 | -413230.0000153611 |  |  |  | 2006-03-01 00:00:00 | -180045.1261833177
2006-04-01 00:00:00 | -399899.9999805283 |  |  |  | 2006-04-01 00:00:00 | -118460.0653370344
2006-05-01 00:00:00 | -413230.0000296066 |  |  |  | 2006-05-01 00:00:00 | -122432.393747425
2006-06-01 00:00:00 | -399899.9999789143 |  |  |  | 2006-06-01 00:00:00 | -118507.4347163649
2006-07-01 00:00:00 | -413229.999983083 |  |  |  | 2006-07-01 00:00:00 | -122484.9799810654
2006-08-01 00:00:00 | -413230.0000072076 |  |  |  | 2006-08-01 00:00:00 | -122506.8392158757
2006-09-01 00:00:00 | -399900.0000711596 |  |  |  | 2006-09-01 00:00:00 | -118576.8219714052
2006-10-01 00:00:00 | -413229.999991156 |  |  |  | 2006-10-01 00:00:00 | -122551.8506844218
2006-11-01 00:00:00 | -399899.9999337567 |  |  |  | 2006-11-01 00:00:00 | -174421.6853620718
2006-12-01 00:00:00 | -413229.9999537949 |  |  |  | 2006-12-01 00:00:00 | -180259.5143510806
2007-01-01 00:00:00 | -413229.9999392156 |  |  |  | 2007-01-01 00:00:00 | -180284.7543964428
2007-02-01 00:00:00 | -373239.9999039065 |  |  |  | 2007-02-01 00:00:00 | -162861.2598991288
2007-03-01 00:00:00 | -413230.0000612314 |  |  |  | 2007-03-01 00:00:00 | -180334.6882545374
2007-04-01 00:00:00 | -399900.0000687049 |  |  |  | 2007-04-01 00:00:00 | -118743.7954417673
2007-05-01 00:00:00 | -413230.0000507511 |  |  |  | 2007-05-01 00:00:00 | -122728.9319742098
2007-06-01 00:00:00 | -399899.9999499078 |  |  |  | 2007-06-01 00:00:00 | -118797.5993636674
2007-07-01 00:00:00 | -413230.0000272031 |  |  |  | 2007-07-01 00:00:00 | -122785.8402386274
2007-08-01 00:00:00 | -413230.0000744134 |  |  |  | 2007-08-01 00:00:00 | -122815.7834204062
2007-09-01 00:00:00 | -399900.0000534508 |  |  |  | 2007-09-01 00:00:00 | -118883.6286190408
2007-10-01 00:00:00 | -413230.0000508431 |  |  |  | 2007-10-01 00:00:00 | -122876.7182545608
2007-11-01 00:00:00 | -399900.0000400727 |  |  |  | 2007-11-01 00:00:00 | -172890.7763372165
2007-12-01 00:00:00 | -413229.9999876274 |  |  |  | 2007-12-01 00:00:00 | -178683.1619913805
2008-01-01 00:00:00 | -413229.9999994228 |  |  |  | 2008-01-01 00:00:00 | -178714.1328605758
2008-02-01 00:00:00 | -386570.0000113682 |  |  |  | 2008-02-01 00:00:00 | -167213.7632747143
2008-03-01 00:00:00 | -413229.9999736338 |  |  |  | 2008-03-01 00:00:00 | -178775.9041275725
2008-04-01 00:00:00 | -399899.9999005501 |  |  |  | 2008-04-01 00:00:00 | -28890.74027297244
2008-05-01 00:00:00 | -413230.0000573547 |  |  |  | 2008-05-01 00:00:00 | -29886.17993474572
2008-06-01 00:00:00 | -399900.0000129561 |  |  |  | 2008-06-01 00:00:00 | -28955.13926688076
2008-07-01 00:00:00 | -413230.0001215526 |  |  |  | 2008-07-01 00:00:00 | -29952.88084858061
2008-08-01 00:00:00 | -413229.9999057485 |  |  |  | 2008-08-01 00:00:00 | -29954.53973885281
2008-09-01 00:00:00 | -399900.0000915079 |  |  |  | 2008-09-01 00:00:00 | -28989.70459152045
2008-10-01 00:00:00 | -413229.999940397 |  |  |  | 2008-10-01 00:00:00 | -29957.30569161524
2008-11-01 00:00:00 | -399899.9998951716 |  |  |  | 2008-11-01 00:00:00 | -154542.0560821712
2008-12-01 00:00:00 | -413230.0000284784 |  |  |  | 2008-12-01 00:00:00 | -159694.4106315845
2009-01-01 00:00:00 | -413229.9998807795 |  |  |  | 2009-01-01 00:00:00 | -159695.2269459074
2009-02-01 00:00:00 | -373240.0001332897 |  |  |  | 2009-02-01 00:00:00 | -144241.4335045098
2009-03-01 00:00:00 | -413229.9999764197 |  |  |  | 2009-03-01 00:00:00 | -159696.309296504
2009-04-01 00:00:00 | -399899.9999695008 |  |  |  | 2009-04-01 00:00:00 | -10395.12606070938
2009-05-01 00:00:00 | -413229.9999945568 |  |  |  | 2009-05-01 00:00:00 | -10741.77834607371
2009-06-01 00:00:00 | -399899.9999861745 |  |  |  | 2009-06-01 00:00:00 | -10395.25495799911
2009-07-01 00:00:00 | -413230.0000296198 |  |  |  | 2009-07-01 00:00:00 | -10741.58675717052
2009-08-01 00:00:00 | -413230.0000641403 |  |  |  | 2009-08-01 00:00:00 | -10741.23617189405
2009-09-01 00:00:00 | -399899.9999345111 |  |  |  | 2009-09-01 00:00:00 | -10394.24039767042
2009-10-01 00:00:00 | -413229.9999421097 |  |  |  | 2009-10-01 00:00:00 | -10740.04837502418
2009-11-01 00:00:00 | -399900.0001124625 |  |  |  | 2009-11-01 00:00:00 | -47592.76628987196
2009-12-01 00:00:00 | -413230.0000019738 |  |  |  | 2009-12-01 00:00:00 | -49178.20047148094
2010-01-01 00:00:00 | -413230.0000461974 |  |  |  | 2010-01-01 00:00:00 | -49177.00830382424
2010-02-01 00:00:00 | -373240.0000697346 |  |  |  | 2010-02-01 00:00:00 | -44416.71232951943
2010-03-01 00:00:00 | -413229.9999428884 |  |  |  | 2010-03-01 00:00:00 | -49174.26841153105
2010-04-01 00:00:00 | -399900.0000513746 |  |  |  | 2010-04-01 00:00:00 | 17513.63068895351
2010-05-01 00:00:00 | -413230.000066461 |  |  |  | 2010-05-01 00:00:00 | 18099.21320134151
2010-06-01 00:00:00 | -399900.0001060635 |  |  |  | 2010-06-01 00:00:00 | 17517.32449038171
2010-07-01 00:00:00 | -413230.0000174434 |  |  |  | 2010-07-01 00:00:00 | 18103.35449325289
2010-08-01 00:00:00 | -413230.0000465349 |  |  |  | 2010-08-01 00:00:00 | 18105.71175682672
2010-09-01 00:00:00 | -399899.9999372606 |  |  |  | 2010-09-01 00:00:00 | 17524.10261963108
2010-10-01 00:00:00 | -413230.0001234 |  |  |  | 2010-10-01 00:00:00 | 18110.84736126335
2010-11-01 00:00:00 | -399900.0000258389 |  |  |  | 2010-11-01 00:00:00 | -66170.60335806942
2010-12-01 00:00:00 | -413229.999916867 |  |  |  | 2010-12-01 00:00:00 | -68373.35789190693
2011-01-01 00:00:00 | -413230.0000857647 |  |  |  | 2011-01-01 00:00:00 | -68370.16067894896
2011-02-01 00:00:00 | -373240.0000978878 |  |  |  | 2011-02-01 00:00:00 | -61750.65197857646
2011-03-01 00:00:00 | -413230.0001141162 |  |  |  | 2011-03-01 00:00:00 | -68363.60560662864
2011-04-01 00:00:00 | -399900.0000351656 |  |  |  | 2011-04-01 00:00:00 | 6385.243989271389
2011-05-01 00:00:00 | -413230.0000720275 |  |  |  | 2011-05-01 00:00:00 | 6601.819230453622
2011-06-01 00:00:00 | -399900.0000572918 |  |  |  | 2011-06-01 00:00:00 | 6392.752916531
2011-07-01 00:00:00 | -413230.0000270036 |  |  |  | 2011-07-01 00:00:00 | 6607.680076747995
2011-08-01 00:00:00 | -413230.0000109239 |  |  |  | 2011-08-01 00:00:00 | 6608.037966448157
2011-09-01 00:00:00 | -399900.0000760625 |  |  |  | 2011-09-01 00:00:00 | 6395.322047764306
2011-10-01 00:00:00 | -413229.9999830371 |  |  |  | 2011-10-01 00:00:00 | 6609.044535783583
2011-11-01 00:00:00 | -399899.9999272568 |  |  |  | 2011-11-01 00:00:00 | -49403.50662657854
2011-12-01 00:00:00 | -413229.9998794858 |  |  |  | 2011-12-01 00:00:00 | -51049.54785223753
2012-01-01 00:00:00 | -413229.9999704487 |  |  |  | 2012-01-01 00:00:00 | -51048.67894000695
2012-02-01 00:00:00 | -386570.0000387381 |  |  |  | 2012-02-01 00:00:00 | -47754.30617704419
2012-03-01 00:00:00 | -413229.9999582833 |  |  |  | 2012-03-01 00:00:00 | -51046.70314263371
2012-04-01 00:00:00 | -399899.9999586752 |  |  |  | 2012-04-01 00:00:00 | 43601.09948816046
2012-05-01 00:00:00 | -413230.0000434335 |  |  |  | 2012-05-01 00:00:00 | 45055.70293711173
2012-06-01 00:00:00 | -399899.9998420831 |  |  |  | 2012-06-01 00:00:00 | 43603.62521645729
2012-07-01 00:00:00 | -413230.0000511249 |  |  |  | 2012-07-01 00:00:00 | 45058.50976707181
2012-08-01 00:00:00 | -413230.0000661446 |  |  |  | 2012-08-01 00:00:00 | 45060.08969143248
2012-09-01 00:00:00 | -399899.9998294085 |  |  |  | 2012-09-01 00:00:00 | 43608.16758396885
2012-10-01 00:00:00 | -413229.9998633158 |  |  |  | 2012-10-01 00:00:00 | 45063.50068329265
2012-11-01 00:00:00 | -399900.0001112818 |  |  |  | 2012-11-01 00:00:00 | -12188.33467123452
2012-12-01 00:00:00 | -413229.999891533 |  |  |  | 2012-12-01 00:00:00 | -12592.68791548412
2013-01-01 00:00:00 | -413229.9999160328 |  |  |  | 2013-01-01 00:00:00 | -12590.59761431921
2013-02-01 00:00:00 | -373240.0000719966 |  |  |  | 2013-02-01 00:00:00 | -11370.17122443401
2013-03-01 00:00:00 | -413229.9999458602 |  |  |  | 2013-03-01 00:00:00 | -12586.33349532997
2013-04-01 00:00:00 | -399899.9998510208 |  |  |  | 2013-04-01 00:00:00 | 80821.99064444676
2013-05-01 00:00:00 | -413229.9999682846 |  |  |  | 2013-05-01 00:00:00 | 83518.4687219203
2013-06-01 00:00:00 | -399899.9999865319 |  |  |  | 2013-06-01 00:00:00 | 80826.83462766645
2013-07-01 00:00:00 | -413230.000084848 |  |  |  | 2013-07-01 00:00:00 | 83523.67094938534
2013-08-01 00:00:00 | -413229.9999793341 |  |  |  | 2013-08-01 00:00:00 | 83526.46806864452
2013-09-01 00:00:00 | -399899.9999838796 |  |  |  | 2013-09-01 00:00:00 | 80834.87258865766
2013-10-01 00:00:00 | -413229.9999408896 |  |  |  | 2013-10-01 00:00:00 | 83532.27351718319
2013-11-01 00:00:00 | -399899.9998918564 |  |  |  | 2013-11-01 00:00:00 | 25040.687606652
2013-12-01 00:00:00 | -413230.0000247853 |  |  |  | 2013-12-01 00:00:00 | 25878.47875123832
2014-01-01 00:00:00 | -413229.999946496 |  |  |  | 2014-01-01 00:00:00 | 25881.78562028714
2014-02-01 00:00:00 | -373239.9998799265 |  |  |  | 2014-02-01 00:00:00 | 23380.17659804769
2014-03-01 00:00:00 | -413230.000025355 |  |  |  | 2014-03-01 00:00:00 | 25888.36401415011
2014-04-01 00:00:00 | -399899.9998566195 |  |  |  | 2014-04-01 00:00:00 | 118056.7454898937
2014-05-01 00:00:00 | -413229.9999525907 |  |  |  | 2014-05-01 00:00:00 | 121995.5583997547
2014-06-01 00:00:00 | -399900.0000518239 |  |  |  | 2014-06-01 00:00:00 | 118063.9041328036
2014-07-01 00:00:00 | -413229.9999428135 |  |  |  | 2014-07-01 00:00:00 | 122003.152121702
2014-08-01 00:00:00 | -413230.0000598447 |  |  |  | 2014-08-01 00:00:00 | 122007.1642254045
2014-09-01 00:00:00 | -399899.9999494576 |  |  |  | 2014-09-01 00:00:00 | 118075.4316942609
2014-10-01 00:00:00 | -413229.9999810537 |  |  |  | 2014-10-01 00:00:00 | 122015.3600385448
2014-11-01 00:00:00 | -399899.9999186041 |  |  |  | 2014-11-01 00:00:00 | 62283.55933113209
2014-12-01 00:00:00 | -413230.0000048316 |  |  |  | 2014-12-01 00:00:00 | 64363.95455786117
Grand Total | -55918419.99940942 |  |  |  | Grand Total | -11687165.6884737