Swap

Asian Cap

Start Date

01-Oct-2013

01-Oct-2013

End Date

30-Sep-2016

30-Sep-2016

Volume (monthly)

50,000 barrels

50,000 barrels

Price/Strike7

$91.73

$104.97

Underlying

NYMEX WTI

NYMEX WTI

Pricing Convention

Daily average

Daily average

Present Value (t = 0)

$0

$0