Bob,  I have attached an Excel file that values Pete Keavey's Gas Daily swaps and  options.
In looking at the spreadsheet that you sent, I found these to be  the most incorrectly valued.
In order to get the valuations, I had book  administators run calculations in the ERMS system.
These values should  correlate with how credit valued these deals.
The file consists of a summary  worksheet for each month and a detail worksheet for each month.
Please feel  free to call, or have Homer call, with any questions that you have.
Thank you,

NatSource Deal Valuation
Bob, I have attached an Excel file that values Pete Keavey's Gas Daily swaps and options.
In looking at the spreadsheet that you sent, I found these to be the most incorrectly valued.
In order to get the valuations, I had book administators run calculations in the ERMS system.
These values should correlate with how credit valued these deals.
The file consists of a summary worksheet for each month and a detail worksheet for each month.
Please feel free to call, or have Homer call, with any questions that you have.
Thank you,
valued order valuations month consists summary deals file options book administators feel free homer spreadsheet sent incorrectly gas daily swaps erms values correlate