| Swap | Asian Cap |
Start Date | 01-Feb-2012 | 01-Feb-2012 |
End Date | 31-Jan-2015 | 31-Jan-2015 |
Volume (monthly) | 50,000 barrels | 50,000 barrels |
Price/Strike7 | $99.31 | $123.75 |
Underlying | NYMEX WTI | NYMEX WTI |
Pricing Convention | Daily average | Daily average |
Present Value (t = 0) | $0 | $0 |