Rolloff Adjustment

The following is a description of the Rolloff Process for the Gas Benchmark.

1. In the Position Management Menu of GRMS, select Roll Off Adjustments.

2. Portfolio ID: Enter POS-GAS-TRD.

3. NX3: On the first day of Bid-week enter 0.33333333333333333333333

On the second day of Bid-week enter 0.66666666666666666666666

4. Click the Populate command Button.

5. Once the window has been populated, Click the Generate Roll Offs command
button.

6. Finally, click the Process Adjustments command button.

If you have any more questions, feel free to call me.

Thanks,
Robin
x57478