Message-ID: <5485781.1075843951813.JavaMail.evans@thyme>
Date: Thu, 7 Jun 2001 05:10:00 -0700 (PDT)
From: larry.marcus@enron.com
To: david.hoog@enron.com, mike.mcconnell@enron.com, jeffrey.shankman@enron.com, 
	per.sekse@enron.com, brent.hendry@enron.com, david.gorte@enron.com, 
	chip.schneider@enron.com, joana.bekerman@enron.com
Subject: Allegheny DASHES
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X-From: Larry Marcus
X-To: David Hoog, Mike McConnell, Jeffrey A Shankman, Per Sekse, Brent Hendry, David Gorte, Chip Schneider, Joana Ryan Bekerman
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Enclosed are the revised DASHES for the two Allegheny Deals.  These are very 
similar to what has already circulated.   The relevant differences between 
this version and the previous version are 1) Exclusion of June from Coverage 
, 2) Lower system strike price (set at ATM at deal closing close)  3) Total 
package price dropped from 6.75MM to 5.25MM, 4) Lower mean losses and lower 
P99.

Any questions, please call me at 212.702.3921.

Larry