Spreadsheet: errol_mclaughlin_jr__10274__BVIPos
Sheet: Swap Pos

Fixed |  |  |  |  |  |  |  |  | Totals
 |  | Phy/ |  |  | Monthly | PV | Discount | Mid | Fixed |  | Mid
Counterparty | Deal Num | Fin | Pub Code | Period | Quantity | Quantity | Factor | Price | Price | Cash | Value
TUDORBVIGLO1 | NQ8104.7 | F | NX1 | 2001-01-01 00:00:00 | 1180000 | 1172662.2817 | 0.993781594702805 | 6.207 | 4.23 | 0 | 2318353.331
TUDORBVIGLO1 | NR7755.2 | F | NX1 | 2001-01-01 00:00:00 | 590000 | 586331.1409 | 0.993781594702805 | 6.207 | 3.9875 | 0 | 1301361.9672
TUDORBVIGLO1 | NR7755.4 | F | NX1 | 2001-01-01 00:00:00 | 590000 | 586331.1409 | 0.993781594702805 | 6.207 | 3.9785 | 0 | 1306638.9474
TUDORBVIGLO1 | NS9919.2 | F | NX1 | 2001-01-01 00:00:00 | 1180000 | 1172662.2817 | 0.993781594702805 | 6.207 | 4.085 | 0 | 2488389.3619
TUDORBVIGLO1 | NZ3496.2 | F | NX1 | 2001-01-01 00:00:00 | 750000 | 745336.196 | 0.993781594702805 | 6.207 | 5.195 | 0 | 754280.2304
TUDORBVIGLO1 | NZ7775.2 | F | NX1 | 2001-01-01 00:00:00 | 1630000 | 1619863.9994 | 0.993781594702805 | 6.207 | 5.3856 | 0 | 1330556.2891
TUDORBVIGLO1 | Q06780.2 | F | NX1 | 2001-01-01 00:00:00 | 810000 | 804963.0917 | 0.993781594702805 | 6.207 | 5.47 | 0 | 593257.7986
TUDORBVIGLO1 | Q08335.2 | F | NX1 | 2001-01-01 00:00:00 | 810000 | 804963.0917 | 0.993781594702805 | 6.207 | 5.445 | 0 | 613381.8759
TUDORBVIGLO1 | Q08335.4 | F | NX1 | 2001-01-01 00:00:00 | 650000 | 645958.0366 | 0.993781594702805 | 6.207 | 5.45 | 0 | 488990.2337
TUDORBVIGLO1 | Q10440.2 | F | NX1 | 2001-01-01 00:00:00 | 1300000 | 1291916.0731 | 0.993781594702805 | 6.207 | 5.35 | 0 | 1107172.0747
TUDORBVIGLO1 | Q19176.2 | F | NX1 | 2001-01-01 00:00:00 | 1300000 | 1291916.0731 | 0.993781594702805 | 6.207 | 5.245 | 0 | 1242823.2623
TUDORBVIGLO1 | Q19176.4 | F | NX1 | 2001-01-01 00:00:00 | 1300000 | 1291916.0731 | 0.993781594702805 | 6.207 | 5.2 | 0 | 1300959.4856
TUDORBVIGLO1 | Q21300.2 | F | NX1 | 2001-01-01 00:00:00 | 1300000 | 1291916.0731 | 0.993781594702805 | 6.207 | 5.24 | 0 | 1249282.8427
TUDORBVIGLO1 | Q33725.2 | F | NX1 | 2001-01-01 00:00:00 | 1630000 | 1619863.9994 | 0.993781594702805 | 6.207 | 5.2 | 0 | 1631203.0474
TUDORBVIGLO1 | Q33733.2 | F | NX1 | 2001-01-01 00:00:00 | -1180000 | -1172662.2817 | 0.993781594702805 | 6.207 | 5.226 | 0 | -1150381.6984
TUDORBVIGLO1 | Q33744.2 | F | NX1 | 2001-01-01 00:00:00 | -1180000 | -1172662.2817 | 0.993781594702805 | 6.207 | 5.203 | 0 | -1177352.9309
TUDORBVIGLO1 | Q38861.6 | F | NX1 | 2001-01-01 00:00:00 | -1180000 | -1172662.2817 | 0.993781594702805 | 6.207 | 5.72 | 0 | -571086.5312
TUDORBVIGLO1 | Q42625.4 | F | NX1 | 2001-01-01 00:00:00 | -590000 | -586331.1409 | 0.993781594702805 | 6.207 | 5.525 | 0 | -399877.8381
TUDORBVIGLO1 | Q42625.5 | F | NX1 | 2001-01-01 00:00:00 | -120000 | -119253.7914 | 0.993781594702805 | 6.207 | 5.505 | 0 | -83716.1615
TUDORBVIGLO1 | Q52297.2 | F | NX1 | 2001-01-01 00:00:00 | -1950000 | -1937874.1097 | 0.993781594702805 | 6.207 | 5.075 | 0 | -2193673.4921
TUDORBVIGLO1 | Q57272.2 | F | NX1 | 2001-01-01 00:00:00 | -1300000 | -1291916.0731 | 0.993781594702805 | 6.207 | 4.945 | 0 | -1630398.0843
TUDORBVIGLO1 | Q64755.5 | F | NX1 | 2001-01-01 00:00:00 | -470000 | -467077.3495 | 0.993781594702805 | 6.207 | 4.6946 | 0 | -706407.7834
TUDORBVIGLO1 | Q69976.1 | F | NX1 | 2001-01-01 00:00:00 | -240000 | -238507.5827 | 0.993781594702805 | 6.207 | 4.58 | 0 | -388051.8371
TUDORBVIGLO1 | Q72373.2 | F | NX1 | 2001-01-01 00:00:00 | -2600000 | -2583832.1462 | 0.993781594702805 | 6.207 | 4.628 | 0 | -4079870.9589
TUDORBVIGLO1 | Q72373.6 | F | NX1 | 2001-01-01 00:00:00 | -750000 | -745336.196 | 0.993781594702805 | 6.207 | 4.716 | 0 | -1111296.2683
TUDORBVIGLO1 | Q72438.1 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 4.705 | 0 | 358238.3893
TUDORBVIGLO1 | Q75498.3 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 4.8625 | 0 | 320673.445
TUDORBVIGLO1 | Q75547.3 | F | NX1 | 2001-01-01 00:00:00 | -1300000 | -1291916.0731 | 0.993781594702805 | 6.207 | 4.8475 | 0 | -1756359.9014
TUDORBVIGLO1 | Q75547.4 | F | NX1 | 2001-01-01 00:00:00 | -980000 | -973905.9628 | 0.993781594702805 | 6.207 | 4.859 | 0 | -1312825.2379
TUDORBVIGLO1 | Q77841.1 | F | NX1 | 2001-01-01 00:00:00 | -470000 | -467077.3495 | 0.993781594702805 | 6.207 | 4.93 | 0 | -596457.7753
TUDORBVIGLO1 | Q79596.1 | F | NX1 | 2001-01-01 00:00:00 | -470000 | -467077.3495 | 0.993781594702805 | 6.207 | 4.915 | 0 | -603463.9356
TUDORBVIGLO1 | Q82510.1 | F | NX1 | 2001-01-01 00:00:00 | -1180000 | -1172662.2817 | 0.993781594702805 | 6.207 | 5.11 | 0 | -1286410.5231
TUDORBVIGLO1 | Q86177.1 | F | NX1 | 2001-01-01 00:00:00 | 710000 | 705584.9322 | 0.993781594702805 | 6.207 | 5.23 | 0 | 689356.4788
TUDORBVIGLO1 | Q89732.1 | F | NX1 | 2001-01-01 00:00:00 | -1410000 | -1401232.0485 | 0.993781594702805 | 6.207 | 5.56 | 0 | -906597.1354
TUDORBVIGLO1 | Q91658.2 | F | NX1 | 2001-01-01 00:00:00 | -470000 | -467077.3495 | 0.993781594702805 | 6.207 | 5.49 | 0 | -334894.4596
TUDORBVIGLO1 | Q93891.2 | F | NX1 | 2001-01-01 00:00:00 | -590000 | -586331.1409 | 0.993781594702805 | 6.207 | 5.71 | 0 | -291406.577
TUDORBVIGLO1 | Q94265.4 | F | NX1 | 2001-01-01 00:00:00 | 1300000 | 1291916.0731 | 0.993781594702805 | 6.207 | 5.7 | 0 | 655001.4491
TUDORBVIGLO1 | Q97107.1 | F | NX1 | 2001-01-01 00:00:00 | 470000 | 467077.3495 | 0.993781594702805 | 6.207 | 5.8625 | 0 | 160908.1469
TUDORBVIGLO1 | QA1290.2 | F | NX1 | 2001-01-01 00:00:00 | -240000 | -238507.5827 | 0.993781594702805 | 6.207 | 5.955 | 0 | -60103.9108
TUDORBVIGLO1 | QA1290.5 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.225 | 0 | -4293.1365
TUDORBVIGLO1 | QA5388.1 | F | NX1 | 2001-01-01 00:00:00 | 470000 | 467077.3495 | 0.993781594702805 | 6.207 | 6.05 | 0 | 73331.1439
TUDORBVIGLO1 | QA5388.6 | F | NX1 | 2001-01-01 00:00:00 | -240000 | -238507.5827 | 0.993781594702805 | 6.207 | 5.85 | 0 | -85147.207
TUDORBVIGLO1 | QA9619.2 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.1025 | 0 | 24924.0424
TUDORBVIGLO1 | QB6246.2 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.38 | 0 | -41261.8118
TUDORBVIGLO1 | QB6337.3 | F | NX1 | 2001-01-01 00:00:00 | -2600000 | -2583832.1462 | 0.993781594702805 | 6.207 | 6.4875 | 0 | 724764.917
TUDORBVIGLO1 | QB8428.2 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.385 | 0 | -42454.3497
TUDORBVIGLO1 | QB8814.2 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.5 | 0 | -69882.7217
TUDORBVIGLO1 | QB8814.5 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.5475 | 0 | -81211.8319
TUDORBVIGLO1 | QB8829.2 | F | NX1 | 2001-01-01 00:00:00 | -240000 | -238507.5827 | 0.993781594702805 | 6.207 | 6.36 | 0 | 36491.6602
TUDORBVIGLO1 | QC0781.3 | F | NX1 | 2001-01-01 00:00:00 | -1300000 | -1291916.0731 | 0.993781594702805 | 6.207 | 6.405 | 0 | 255799.3825
TUDORBVIGLO1 | QC2211.2 | F | NX1 | 2001-01-01 00:00:00 | 240000 | 238507.5827 | 0.993781594702805 | 6.207 | 6.655 | 0 | -106851.3971
TUDORBVIGLO1 | QC2211.5 | F | NX1 | 2001-01-01 00:00:00 | 470000 | 467077.3495 | 0.993781594702805 | 6.207 | 6.655 | 0 | -209250.6526
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