Message-ID: <8034438.1075862193235.JavaMail.evans@thyme> Date: Mon, 19 Nov 2001 14:27:15 -0800 (PST) From: cindy.hudler@enron.com To: credit.dl-rac@enron.com Subject: Rates and Default Probs Updated Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Hudler, Cindy X-To: DL-RAC Credit X-cc: X-bcc: X-Folder: \RBUY (Non-Privileged)\Buy, Rick\Inbox X-Origin: Buy-R X-FileName: RBUY (Non-Privileged).pst The LIBOR and Treasury interest rate curves and the default probs for industrials and utilities have been updated as of 11/16/2001. The file is saved in the following folder: O:\Credit\$Models\Default Models Please call me if you have any questions. Cindy Cindy Hudler Enron Corporation Risk Assessment & Control - Underwriting 1400 Smith St. Houston, Tx 77002-7361 P: 713.853.6944 F: 713.646.3601 E: cindy.hudler@enron.com