Swap

Asian Cap

Start Date

01-Nov-2008

01-Nov-2008

End Date

31-Oct-2011

31-Oct-2011

Volume (monthly)

50,000 barrels

50,000 barrels

Price/Strike7

$84.68

$110.07

Underlying

NYMEX WTI

NYMEX WTI

Pricing Convention

Daily average

Daily average

Present Value (t = 0)

$0

$0