Message-ID: <8412859.1075840829520.JavaMail.evans@thyme>
Date: Mon, 7 Jan 2002 10:49:07 -0800 (PST)
From: c..gossett@enron.com
To: john.lavorato@enron.com, louise.kitchen@enron.com
Subject: Interest Rates
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John/Louise -

Given that under the current plan, the bank will be trading our interest rate risk,  I doubt we are taking an interest rate trader to Newco.  In order to get the books run we will need an interest rate curve.  

Should I plan on just getting access to Reuters and setting a curve off of LIBOR on my own?

Jeff