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