This request is saved in O:\_dropbox\Kam\In-the-money trades\Summary.xls. The file is too large to attach.
It reflects all active in-the-money trades in our books as of last night.

The summary tab gives you the total deal count and MTM value by month. The next tab will break out the value by counterparty by month.

Please let me know if this is everything you need.


Thanks
KK