Message-ID: <20633316.1075852053980.JavaMail.evans@thyme>
Date: Thu, 8 Mar 2001 11:10:00 -0800 (PST)
From: valarie.sabo@enron.com
To: stacey.white@enron.com, tim.belden@enron.com
Subject: reminder re: mapping COB S/N and NOB S/N
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X-From: Valarie Sabo
X-To: Stacey W White, Tim Belden
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I think we all decided that COB S/N and NOB S/N should become a basis point 
unto themselves.  Remapping the S/N  has not been thoroughly explored 
regarding implications to existing deals and has not been re-mapped in table 
edit nor has a basis point been created.  Currently COB S/N and COB N/S = R8; 
and NOB S/N = Basis Pt #22 which is also what NOB N/S is mapped as.  We'll 
probably only appreciate the revaluation on a shoulder month basis, but I 
believe it is material.