Subject: RE: Interest Rates
From: [email-masked]
To: [email-masked], [email-masked], [email-masked]
Cc: [email-masked]
Date: Mon, 7 Jan 2002 12:24:40 -0800 (PST)

Harry/Jay, can you help come to some conclusion on this.

 -----Original Message-----
From: 	Gossett, Jeffrey C.  
Sent:	Monday, January 07, 2002 12:49 PM
To:	Lavorato, John; Kitchen, Louise
Subject:	Interest Rates

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