Period Deltas

PC-SPAN^� 4 (report v.4.1)

Period Deltas

Run Date/Time: 8/30/2011 - 17:37

XML File:	C:\DOKUME~1\DAVIDO~1.ZEU\LOKALE~1\Temp\SPA463.tmp
Business Date:	07/01/2011 Settlement final

Exch Cmplx	Comb Comm	Level	Class	Maint	Period	Original Delta		Remaining Net Delta	Spot Charge
Exch Cmplx	Comb Comm	Level	Class	Maint	Period	Net	Gross	Remaining Net Delta	Spreads	Outrights
.
Firm: Test Account: Test Type: M-Member Customer Seg: N/A
ECC
	F1BM
	F1BQ
		Net	CORE	MNT	201201	9,3486	208,9514	9,3486
	F4BM
		Net	CORE	MNT	201110	22,3500	22,3500	0,0000
		Net	CORE	MNT	201111	21,6000	21,6000	0,0000
		Net	CORE	MNT	201112	22,3200	22,3200	0,0000
	F4BQ
		Net	CORE	MNT	201110	-66,2700	66,2700	0,0000
	G0BY
		Net	CORE	MNT	201201	439,2000	439,2000	27,4500
	G4BY
		Net	CORE	MNT	201201	-439,2000	439,2000	0,0000
	G7BM
		Net	CORE	MNT	201108	74,4000	74,4000	74,4000
		Net	CORE	MNT	201110	-37,2500	37,2500	-37,2500