Hi John,
First off, I think you have something strange in your conditions in the deal itself, causing the nominal amount to fluctuate as it does.
Secondly, the amount column contains the interest amount on the outstanding nominal amount, as estimated via the forward curve as assigned to the reference interest rate that is used in the variable leg of the deal. So if you have EURIBOR03 as reference interest in the deal, in the customizing for this reference interest rate a certain yield curve is assigned; This yield curve is used for the estimation of the interest rates on the different dates.
Thirdly, par coupon = zero coupon in case the flow lies within one year from now; The system assumes annual compounding interest rates.
Hope this clarifies some of your questions
Regards,
Ivo