final_2

final_2 - 11/1/1993 5/2/1994 11/1/1994 5/1/1995 11/1/1995...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon
notional avg 30dayCP Option price (Spread) Hull pg709 11/1/1993 200000000 0.03 0 5340160 5/2/1994 200000000 0.05 0.51 ### 11/1/1994 200000000 0.06 0.2 49477100.4 5/1/1995 200000000 0.06 0 10322968.75 11/1/1995 200000000 0.06 0.19 47255974.9 5/1/1996 200000000 0.05 0.1 30260373.59 11/1/1996 200000000 0.06 0.21 ### 5/1/1997 200000000 0.06 0 ### 11/3/1997 200000000 0.06 0 ### 5/1/1998 200000000 0.05 0 ### 11/2/1998 Floating Fixed Net 11/1/1993 5340160 -5300000 40160 5/2/1994 ### -5300000 ### 11/1/1994 49477100.4 -5300000 44177100.4 5/1/1995 10322968.75 -5300000 5022968.75 11/1/1995 47255974.9 -5300000 41955974.9 5/1/1996 30260373.59 -5300000 24960373.59 11/1/1996 ### -5300000 ### 5/1/1997 ### -5300000 ### 11/3/1997 ### -5300000 ### 5/1/1998 ### -5300000 ### 11/2/1998
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
CPM1 Date DATE DATE CPM1 1/1/1993 ND 5/2/1994 86.98 1/1/1993 ND 1/1/1993 ND 1/4/1993 3.39 5/3/1994 86.8 1/4/1993 5.9 1/4/1993 3.39 1/5/1993 3.36 5/4/1994 86.94 1/5/1993 5.9 1/5/1993 3.36 1/6/1993 3.34 5/5/1994 86.94 1/6/1993 5.94 1/6/1993 3.34 1/7/1993 3.33 5/6/1994 84.78 1/7/1993 6.05 1/7/1993 3.33 1/8/1993 3.28 5/9/1994 83.86 1/8/1993 5.97 1/8/1993 3.28 1/11/1993 3.26 5/10/1994 85.28 1/11/1993 5.93 1/11/1993 3.26 1/12/1993 3.23 5/11/1994 84.16 1/12/1993 5.95 1/12/1993 3.23 1/13/1993 3.21 5/12/1994 84.58 1/13/1993 5.93 1/13/1993 3.21 1/14/1993 3.18 5/13/1994 85.3 1/14/1993 5.88 1/14/1993 3.18 1/15/1993 3.14 5/16/1994 85.75 1/15/1993 5.8 1/15/1993 3.14 1/18/1993 ND 5/17/1994 87.63 1/18/1993 ND 1/18/1993 ND 1/19/1993 3.17 5/18/1994 87.61 1/19/1993 5.82 1/19/1993 3.17 1/20/1993 3.17 5/19/1994 88.03 1/20/1993 5.85 1/20/1993 3.17 1/21/1993 3.16 5/20/1994 87.27 1/21/1993 5.83 1/21/1993 3.16 1/22/1993 3.15 5/23/1994 85.91 1/22/1993 5.77 1/22/1993 3.15 1/25/1993 3.15 5/24/1994 86.31 1/25/1993 5.71 1/25/1993 3.15 1/26/1993 3.14 5/25/1994 86.83 1/26/1993 5.75 1/26/1993 3.14 1/27/1993 3.14 5/26/1994 86.69 1/27/1993 5.68 1/27/1993 3.14 1/28/1993 3.14 5/27/1994 86.38 1/28/1993 5.61 1/28/1993 3.14 1/29/1993 3.13 5/30/1994 86.36 1/29/1993 5.57 1/29/1993 3.13 2/1/1993 3.15 5/31/1994 85.97 2/1/1993 5.55 2/1/1993 3.15 2/2/1993 3.16 6/1/1994 86.39 2/2/1993 5.63 2/2/1993 3.16 2/3/1993 3.19 6/2/1994 86.86 2/3/1993 5.62 2/3/1993 3.19 2/4/1993 3.17 6/3/1994 87.66 2/4/1993 5.53 2/4/1993 3.17 2/5/1993 3.15 6/6/1994 88.19 2/5/1993 5.42 2/5/1993 3.15 2/8/1993 3.14 6/7/1994 87.78 2/8/1993 5.49 2/8/1993 3.14 2/9/1993 3.13 6/8/1994 87.55 2/9/1993 5.55 2/9/1993 3.13 2/10/1993 3.14 6/9/1994 87.58 2/10/1993 5.63 2/10/1993 3.14 2/11/1993 3.14 6/10/1994 87.23 2/11/1993 5.58 2/11/1993 3.14 2/12/1993 3.16 6/13/1994 86.77 2/12/1993 5.57 2/12/1993 3.16 2/15/1993 ND 6/14/1994 87.27 2/15/1993 ND 2/15/1993 ND 2/16/1993 3.18 6/15/1994 86.31 2/16/1993 5.52 2/16/1993 3.18 2/17/1993 3.18 6/16/1994 86.73 2/17/1993 5.43 2/17/1993 3.18 2/18/1993 3.14 6/17/1994 85.77 2/18/1993 5.29 2/18/1993 3.14 2/19/1993 3.12 6/20/1994 85.63 2/19/1993 5.3 2/19/1993 3.12 2/22/1993 3.13 6/21/1994 85.27 2/22/1993 5.28 2/22/1993 3.13 2/23/1993 3.11 6/22/1994 86.34 2/23/1993
Background image of page 2
Image of page 3
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 12/14/2011 for the course FIN 5515 taught by Professor Staff during the Spring '10 term at FSU.

Page1 / 223

final_2 - 11/1/1993 5/2/1994 11/1/1994 5/1/1995 11/1/1995...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online