Message-ID: <16570300.1075863203141.JavaMail.evans@thyme> Date: Thu, 8 Nov 2001 07:14:25 -0800 (PST) From: rhackman@lehman.com To: clint.freeland@enron.com Subject: calculation Cc: jim.armogida@enron.com, sara.shackleton@enron.com, angie.karna@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: jim.armogida@enron.com, sara.shackleton@enron.com, angie.karna@enron.com X-From: "Hackmann, Russell" @ENRON X-To: Freeland, Clint X-cc: Armogida, Jim , Shackleton, Sara , Karna, Angie X-bcc: X-Folder: \SSHACKL (Non-Privileged)\Shackleton, Sara\Inbox X-Origin: Shackleton-S X-FileName: SSHACKL (Non-Privileged).pst Clint, Here is the calculation again. As discussed, the forward price was dropped from the 1/4/02 settlement date level back to the unwind settlement date of 11/6/01. For a note issued on 11/6/01, interest should be calculated to the note maturity date of 12/3/01. Please let us know when the note is ready to be picked up, and we will send someone over. Regards, Russell F. Hackmann, CFA Lehman Brothers Corporate Equity Derivatives (201) 524-2279 phone (917) 596-2936 cell rhackman@lehman.com > -----Original Message----- > From: Hackmann, Russell > Sent: Thursday, November 01, 2001 4:45 PM > To: Clinton Freeland (E-mail); Timothy Despain (E-mail) > Subject: calculation > > > <> > This is the calculation for the forward price on 11/6. It does not > include the value of the additional consideration. > > Russell F. Hackmann, CFA > Lehman Brothers Corporate Equity Derivatives > (201) 524-2279 phone > (917) 596-2936 cell > rhackman@lehman.com > ------------------------------------------------------------------------------ This message is intended only for the personal and confidential use of the designated recipient(s) named above. If you are not the intended recipient of this message you are hereby notified that any review, dissemination, distribution or copying of this message is strictly prohibited. This communication is for information purposes only and should not be regarded as an offer to sell or as a solicitation of an offer to buy any financial product, an official confirmation of any transaction, or as an official statement of Lehman Brothers. Email transmission cannot be guaranteed to be secure or error-free. Therefore, we do not represent that this information is complete or accurate and it should not be relied upon as such. All information is subject to change without notice. - unwind value.xls