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