Spreadsheet: john_zufferli__16750__Nov29Positions_woSundance
Sheet: Options

 | Deal | 2001-11-01 00:00:00 |  | 2001-12-01 00:00:00 |  | 2002-01-01 00:00:00 |  | 2002-02-01 00:00:00 |  | 2002-03-01 00:00:00 |  | 2002-04-01 00:00:00 |  | 2002-05-01 00:00:00 |  | 2002-06-01 00:00:00 |  | 2002-07-01 00:00:00 |  | 2002-08-01 00:00:00 |  | 2002-09-01 00:00:00 |  | 2002-10-01 00:00:00 |  | 2002-11-01 00:00:00 |  | 2002-12-01 00:00:00 |  | 2003-01-01 00:00:00 |  | 2003-02-01 00:00:00 |  | 2003-03-01 00:00:00 |  | 2003-04-01 00:00:00 |  | 2003-05-01 00:00:00 |  | 2003-06-01 00:00:00 |  | 2003-07-01 00:00:00 |  | 2003-08-01 00:00:00 |  | 2003-09-01 00:00:00 |  | 2003-10-01 00:00:00 |  | 2003-11-01 00:00:00 |  | 2003-12-01 00:00:00 |  | 2004-01-01 00:00:00 |  | 2004-02-01 00:00:00 |  | 2004-03-01 00:00:00 |  | 2004-04-01 00:00:00 |  | 2004-05-01 00:00:00 |  | 2004-06-01 00:00:00 |  | 2004-07-01 00:00:00 |  | 2004-08-01 00:00:00 |  | 2004-09-01 00:00:00 |  | 2004-10-01 00:00:00 |  | 2004-11-01 00:00:00 |  | 2004-12-01 00:00:00 |  | 2005-01-01 00:00:00 |  | 2005-02-01 00:00:00 |  | 2005-03-01 00:00:00 |  | 2005-04-01 00:00:00 |  | 2005-05-01 00:00:00 |  | 2005-06-01 00:00:00 |  | 2005-07-01 00:00:00 |  | 2005-08-01 00:00:00 |  | 2005-09-01 00:00:00 |  | 2005-10-01 00:00:00 |  | 2005-11-01 00:00:00 |  | 2005-12-01 00:00:00 |  | 2006-01-01 00:00:00 |  | 2006-02-01 00:00:00 |  | 2006-03-01 00:00:00 |  | 2006-04-01 00:00:00 |  | 2006-05-01 00:00:00 |  | 2006-06-01 00:00:00 |  | 2006-07-01 00:00:00 |  | 2006-08-01 00:00:00 |  | 2006-09-01 00:00:00 |  | 2006-10-01 00:00:00 |  | 2006-11-01 00:00:00 |  | 2006-12-01 00:00:00 |  | 2007-01-01 00:00:00 |  | 2007-02-01 00:00:00 |  | 2007-03-01 00:00:00 |  | 2007-04-01 00:00:00 |  | 2007-05-01 00:00:00 |  | 2007-06-01 00:00:00 |  | 2007-07-01 00:00:00 |  | 2007-08-01 00:00:00 |  | 2007-09-01 00:00:00 |  | 2007-10-01 00:00:00 |  | 2007-11-01 00:00:00 |  | 2007-12-01 00:00:00 |  | 2008-01-01 00:00:00 |  | 2008-02-01 00:00:00 |  | 2008-03-01 00:00:00 |  | 2008-04-01 00:00:00 |  | 2008-05-01 00:00:00 |  | 2008-06-01 00:00:00 |  | 2008-07-01 00:00:00 |  | 2008-08-01 00:00:00 |  | 2008-09-01 00:00:00 |  | 2008-10-01 00:00:00 |  | 2008-11-01 00:00:00 |  | 2008-12-01 00:00:00 |  | 2009-01-01 00:00:00 |  | 2009-02-01 00:00:00 |  | 2009-03-01 00:00:00 |  | 2009-04-01 00:00:00 |  | 2009-05-01 00:00:00 |  | 2009-06-01 00:00:00 |  | 2009-07-01 00:00:00 |  | 2009-08-01 00:00:00 |  | 2009-09-01 00:00:00 |  | 2009-10-01 00:00:00 |  | 2009-11-01 00:00:00 |  | 2009-12-01 00:00:00 |  | 2010-01-01 00:00:00 |  | 2010-02-01 00:00:00 |  | 2010-03-01 00:00:00 |  | 2010-04-01 00:00:00 |  | 2010-05-01 00:00:00 |  | 2010-06-01 00:00:00 |  | 2010-07-01 00:00:00 |  | 2010-08-01 00:00:00 |  | 2010-09-01 00:00:00 |  | 2010-10-01 00:00:00 |  | 2010-11-01 00:00:00 |  | 2010-12-01 00:00:00
Counterparty | Type | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Pk Delta | OPk Delta | Total
AB TRANSFER | OPTION | -400 | -200 | -7015.5 | -9512.93 | 1631.41 | 1727.69 | 1291.16 | 1386.19 | 1349.35 | 1562.22 | 1340.4 | 1343.58 | 1372.5 | 1468 | 1230.7 | 1477.39 | 1208.33 | 1327.14 | 1150.34 | 1283.23 | 998.7 | 1272.31 | 1277.19 | 1239.86 | 978.56 | 1210 | 937.56 | 1158.44 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 14093.89
ENGAGEENECAN | OPTION | -1599.82 | -799.91 | -28054.76 | -37987.76 | -8076 | -11264.91 | -6616.16 | -9052.11 | -7020.37 | -10756.17 | -8835.51 | -10407.48 | -8615.27 | -11039.32 | -7545.48 | -10878.9 | -8807.26 | -10791 | -8465.68 | -10266.53 | -7520.59 | -10477.94 | -7244.66 | -8629.09 | -5304 | -8121.11 | -4925.39 | -7567 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -276670.2
HEDGECDN | SWAP | 1359.31 | 679.66 | 22344.65 | 29606.66 | 5958.71 | 6635.83 | 5408.41 | 5949.25 | 5669.31 | 6884.17 | 5928.44 | 6181.08 | 5918 | 6590.47 | 5369.71 | 6712.14 | 5894.77 | 6564.63 | 5881.12 | 6549.43 | 5335.07 | 6668.84 | 6119.67 | 6269.33 | 5308.16 | 6635.19 | 5556.76 | 6747.49 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 200726.23
Grand Total: |  | -640.46 | -320.23 | -12725.62 | -17894 | -485.86 | -2901.39 | 83.41 | -1716.66 | -1.7 | -2309.78 | -1566.66 | -2882.82 | -1324.8 | -2980.83 | -945.07 | -2689.37 | -1704.16 | -2899.26 | -1434.21 | -2433.88 | -1186.82 | -2536.79 | 152.2 | -1119.9 | 982.71 | -275.94 | 1568.92 | 338.92 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | -61850.07