Spreadsheet: phillip_m_love__30492__empire fwd detail
Sheet: Basis

 |  |  |  |  |  |  |  |  | Totals | 0
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-01-01 00:00:00 | -200000 | -199780.4277 | 0.998902138748846 | -0.12 | -0.09 | 0 | 5993.4128
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-02-01 00:00:00 | -200000 | -199449.3426 | 0.997246712830452 | -0.115 | -0.09 | 0 | 4986.2336
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-03-01 00:00:00 | -200000 | -199157.8022 | 0.995789010951069 | -0.115 | -0.09 | 0 | 4978.9451
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-04-01 00:00:00 | -200000 | -198855.9608 | 0.994279804015498 | -0.13 | -0.09 | 0 | 7954.2384
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-05-01 00:00:00 | -200000 | -198538.0423 | 0.992690211409047 | -0.13 | -0.09 | 0 | 7941.5217
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-06-01 00:00:00 | -200000 | -198205.6681 | 0.991028340545403 | -0.13 | -0.09 | 0 | 7928.2267
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-07-01 00:00:00 | -200000 | -197862.2031 | 0.989311015613371 | -0.13 | -0.09 | 0 | 7914.4881
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-08-01 00:00:00 | -200000 | -197464.4406 | 0.987322202800159 | -0.13 | -0.09 | 0 | 7898.5776
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-09-01 00:00:00 | -200000 | -197048.4609 | 0.985242304297025 | -0.13 | -0.09 | 0 | 7881.9384
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-10-01 00:00:00 | -200000 | -196612.8774 | 0.983064386852045 | -0.13 | -0.09 | 0 | 7864.5151
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-11-01 00:00:00 | -200000 | -196117.1658 | 0.980585829131275 | -0.13 | -0.09 | 0 | 7844.6866
EMPIREDISTELE | VI6560.2 | P | IF-WNG/TOK | 2002-12-01 00:00:00 | -200000 | -195612.9895 | 0.978064947604817 | -0.1325 | -0.09 | 0 | 8313.5521
EMPIREDISTELE | VI6566.2 | P | IF-WNG/TOK | 2002-06-01 00:00:00 | -500000 | -495514.1703 | 0.991028340545403 | -0.13 | -0.09 | 0 | 19820.5668
EMPIREDISTELE | VI6566.2 | P | IF-WNG/TOK | 2002-07-01 00:00:00 | -500000 | -494655.5078 | 0.989311015613371 | -0.13 | -0.09 | 0 | 19786.2203
EMPIREDISTELE | VI6566.2 | P | IF-WNG/TOK | 2002-08-01 00:00:00 | -500000 | -493661.1014 | 0.987322202800159 | -0.13 | -0.09 | 0 | 19746.4441
EMPIREDISTELE | VI6566.2 | P | IF-WNG/TOK | 2002-09-01 00:00:00 | -500000 | -492621.1521 | 0.985242304297025 | -0.13 | -0.09 | 0 | 19704.8461
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-01-01 00:00:00 | -100000 | -99890.2139 | 0.998902138748846 | -0.12 | -0.08 | 0 | 3995.6086
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-02-01 00:00:00 | -100000 | -99724.6713 | 0.997246712830452 | -0.115 | -0.08 | 0 | 3490.3635
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-03-01 00:00:00 | -100000 | -99578.9011 | 0.995789010951069 | -0.115 | -0.08 | 0 | 3485.2615
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-04-01 00:00:00 | -100000 | -99427.9804 | 0.994279804015498 | -0.13 | -0.08 | 0 | 4971.399
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-05-01 00:00:00 | -100000 | -99269.0211 | 0.992690211409047 | -0.13 | -0.08 | 0 | 4963.4511
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-06-01 00:00:00 | -100000 | -99102.8341 | 0.991028340545403 | -0.13 | -0.08 | 0 | 4955.1417
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-07-01 00:00:00 | -100000 | -98931.1016 | 0.989311015613371 | -0.13 | -0.08 | 0 | 4946.5551
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-08-01 00:00:00 | -100000 | -98732.2203 | 0.987322202800159 | -0.13 | -0.08 | 0 | 4936.611
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-09-01 00:00:00 | -100000 | -98524.2304 | 0.985242304297025 | -0.13 | -0.08 | 0 | 4926.2115
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-10-01 00:00:00 | -100000 | -98306.4387 | 0.983064386852045 | -0.13 | -0.08 | 0 | 4915.3219
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-11-01 00:00:00 | -100000 | -98058.5829 | 0.980585829131275 | -0.13 | -0.08 | 0 | 4902.9291
EMPIREDISTELE | VW5823.1 | P | IF-WNG/TOK | 2002-12-01 00:00:00 | -100000 | -97806.4948 | 0.978064947604817 | -0.1325 | -0.08 | 0 | 5134.841
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-01-01 00:00:00 | -100000 | -97526.2122 | 0.975262121969374 | -0.135 | -0.08 | 0 | 5363.9417
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-02-01 00:00:00 | -100000 | -97222.7046 | 0.972227045590763 | -0.1275 | -0.08 | 0 | 4618.0785
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-03-01 00:00:00 | -100000 | -96935.736 | 0.969357359550454 | -0.125 | -0.08 | 0 | 4362.1081
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-04-01 00:00:00 | -100000 | -96601.7744 | 0.96601774438425 | -0.13 | -0.08 | 0 | 4830.0887
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-05-01 00:00:00 | -100000 | -96263.6546 | 0.962636545747763 | -0.13 | -0.08 | 0 | 4813.1827
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-06-01 00:00:00 | -100000 | -95899.7174 | 0.95899717377074 | -0.13 | -0.08 | 0 | 4794.9859
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-07-01 00:00:00 | -100000 | -95535.0735 | 0.955350735086612 | -0.13 | -0.08 | 0 | 4776.7537
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-08-01 00:00:00 | -100000 | -95146.4281 | 0.951464280758092 | -0.13 | -0.08 | 0 | 4757.3214
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-09-01 00:00:00 | -100000 | -94743.9271 | 0.947439270923338 | -0.13 | -0.08 | 0 | 4737.1964
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-10-01 00:00:00 | -100000 | -94346.5985 | 0.943465985051866 | -0.13 | -0.08 | 0 | 4717.3299
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-11-01 00:00:00 | -100000 | -93929.9983 | 0.939299983381418 | -0.13 | -0.08 | 0 | 4696.4999
EMPIREDISTELE | VW5823.2 | P | IF-WNG/TOK | 2003-12-01 00:00:00 | -100000 | -93515.1536 | 0.935151535570783 | -0.1325 | -0.08 | 0 | 4909.5456
EMPIREDISTELE | Y76919.1 | F | IF-WNG/TOK | 2002-02-01 00:00:00 | -10000 | -9972.4671 | 0.997246712830452 | -0.115 | -0.085 | 0 | 299.174