Message-ID: <24550142.1075841992853.JavaMail.evans@thyme>
Date: Mon, 7 Jan 2002 10:53:02 -0800 (PST)
From: c..gossett@enron.com
To: w..white@enron.com
Subject: FW: Interest Rates
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FYI....
 -----Original Message-----
From: 	Lavorato, John  
Sent:	Monday, January 07, 2002 12:50 PM
To:	Gossett, Jeffrey C.
Subject:	RE: Interest Rates

Assume Harry Arora will help us out.

 -----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