Spreadsheet: errol_mclaughlin_jr__10059__VolSmile_apr10
Sheet: Skew4

 |  | -8 | -6.26 | -5 | -4 | -3 | -2.5 | -2 | -1.5 | -0.5 | 0 | 0.5 | 1 | 1.5 | 1.52 | 2.5 | 3 | 4 | 5 | 10 | 40
 | 2001-04-01 00:00:00 | -6.52471532184525 | -5.49424960633008 | -4.70840342826856 | -4.102614237375 | -3.496590451125 | -3.193578558 | -2.890566664875 | -2.58755477175 | -2 | 0 | 2.1 | 4.149978 | 6.0554472804 | 6.1456143530985 | 9.45212444694201 | 10.9638276837458 | 13.6671177103741 | 16.132050053818 | 28.4567117710374 | 102.206361375655
 | 2001-05-01 00:00:00 | -5.382890140522259 | -4.53275592522232 | -3.88443282832156 | -3.38465674583438 | -2.88468712217813 | -2.63470231035 | -2.38471749852188 | -2.13473268669375 | -1.65 | 0 | 1.5 | 2.96427 | 4.325319486000001 | 4.3897245379275 | 6.75151746210144 | 7.831305488389869 | 9.76222693598154 | 11.5228928955843 | 20.3262226935982 | 73.0045438397547
 | 2001-06-01 00:00:00 | -4.893536491383951 | -4.12068720474756 | -3.53130257120142 | -3.07696067803125 | -2.62244283834375 | -2.3951839185 | -2.16792499865625 | -1.9406660788125 | -1.5 | 0 | 1.25 | 2.470225 | 3.604432905 | 3.65810378160625 | 5.62626455175119 | 6.52608790699156 | 8.13518911331794 | 9.602410746320249 | 16.9385189113318 | 60.83711986646129 |  | User Id
 | 2001-07-01 00:00:00 | -4.893536491383951 | -4.12068720474756 | -3.53130257120142 | -3.07696067803125 | -2.62244283834375 | -2.3951839185 | -2.16792499865625 | -1.9406660788125 | -1.5 | 0 | 1.25 | 2.470225 | 3.604432905 | 3.65810378160625 | 5.62626455175119 | 6.52608790699156 | 8.13518911331794 | 9.602410746320249 | 16.9385189113318 | 60.83711986646129 |  | Passowrd
 | 2001-08-01 00:00:00 | -4.893536491383951 | -4.12068720474756 | -3.53130257120142 | -3.07696067803125 | -2.62244283834375 | -2.3951839185 | -2.16792499865625 | -1.9406660788125 | -1.5 | 0 | 1.25 | 2.470225 | 3.604432905 | 3.65810378160625 | 5.62626455175119 | 6.52608790699156 | 8.13518911331794 | 9.602410746320249 | 16.9385189113318 | 60.83711986646129 |  | Commodity Code: | NG
 | 2001-09-01 00:00:00 | -4.893536491383951 | -4.12068720474756 | -3.53130257120142 | -3.07696067803125 | -2.62244283834375 | -2.3951839185 | -2.16792499865625 | -1.9406660788125 | -1.5 | 0 | 1.2 | 2.371416 | 3.4602555888 | 3.511779630342 | 5.401213969681149 | 6.2650443907119 | 7.80978154878524 | 9.218314316467449 | 16.2609781548785 | 58.4036350718027 |  | Effective Date: | 2001-04-10 00:00:00
 | 2001-10-01 00:00:00 | -4.893536491383951 | -4.12068720474756 | -3.53130257120142 | -3.07696067803125 | -2.62244283834375 | -2.3951839185 | -2.16792499865625 | -1.9406660788125 | -1.5 | 0 | 1.2 | 2.371416 | 3.4602555888 | 3.511779630342 | 5.401213969681149 | 6.2650443907119 | 7.80978154878524 | 9.218314316467449 | 16.2609781548785 | 58.4036350718027
 | 2001-11-01 00:00:00 | -3.58859342701492 | -3.02183728348154 | -2.58962188554771 | -2.25643783055625 | -1.92312474811875 | -1.7564682069 | -1.58981166568125 | -1.4231551244625 | -1.1 | 0 | 0.95 | 1.877371 | 2.7393690078 | 2.78015887402075 | 4.27596105933091 | 4.95982680931359 | 6.182743726121649 | 7.29783216720341 | 12.8732743726122 | 46.2362110985109
 | 2001-12-01 00:00:00 | -3.58859342701492 | -3.02183728348154 | -2.58962188554771 | -2.25643783055625 | -1.92312474811875 | -1.7564682069 | -1.58981166568125 | -1.4231551244625 | -1.1 | 0 | 0.95 | 1.877371 | 2.7393690078 | 2.78015887402075 | 4.27596105933091 | 4.95982680931359 | 6.182743726121649 | 7.29783216720341 | 12.8732743726122 | 46.2362110985109
 | 2002-01-01 00:00:00 | -3.58859342701492 | -3.02183728348154 | -2.58962188554771 | -2.25643783055625 | -1.92312474811875 | -1.7564682069 | -1.58981166568125 | -1.4231551244625 | -1.1 | 0 | 0.95 | 1.877371 | 2.7393690078 | 2.78015887402075 | 4.27596105933091 | 4.95982680931359 | 6.182743726121649 | 7.29783216720341 | 12.8732743726122 | 46.2362110985109
 | 2002-02-01 00:00:00 | -3.58859342701492 | -3.02183728348154 | -2.58962188554771 | -2.25643783055625 | -1.92312474811875 | -1.7564682069 | -1.58981166568125 | -1.4231551244625 | -1.1 | 0 | 0.95 | 1.877371 | 2.7393690078 | 2.78015887402075 | 4.27596105933091 | 4.95982680931359 | 6.182743726121649 | 7.29783216720341 | 12.8732743726122 | 46.2362110985109
 | 2002-03-01 00:00:00 | -3.58859342701492 | -3.02183728348154 | -2.58962188554771 | -2.25643783055625 | -1.92312474811875 | -1.7564682069 | -1.58981166568125 | -1.4231551244625 | -1.1 | 0 | 0.95 | 1.877371 | 2.7393690078 | 2.78015887402075 | 4.27596105933091 | 4.95982680931359 | 6.182743726121649 | 7.29783216720341 | 12.8732743726122 | 46.2362110985109
 | 2002-04-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-05-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-06-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-07-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-08-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-09-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-10-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-11-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2002-12-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-01-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-02-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-03-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-04-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-05-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-06-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-07-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-08-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-09-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-10-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-11-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2003-12-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2004-01-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2004-02-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2004-03-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2010-12-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602
 | 2021-12-01 00:00:00 | -2.41414466908276 | -2.03287235434213 | -1.74210926845937 | -1.51796726782875 | -1.29373846691625 | -1.18162406646 | -1.06950966600375 | -0.9573952655475 | -0.74 | 0 | 0.65 | 1.284517 | 1.8743051106 | 1.90221396643525 | 2.92565756691062 | 3.39356571163561 | 4.230298338925329 | 4.99325358808653 | 8.80802983389255 | 31.6353023305602