|
|
Swap |
Asian Cap |
| Start Date |
01-Apr-2007 |
01-Apr-2007 |
| End Date |
31-Mar-2010 |
31-Mar-2010 |
| Volume (monthly) |
50,000 barrels |
50,000 barrels |
| Price/Strike7 |
$65.10 |
$75.65 |
| Underlying |
NYMEX WTI |
NYMEX WTI |
| Pricing Convention |
Daily average |
Daily average |
| Present Value (t = 0) |
$0 |
$0 |