Message-ID: <15131303.1075859061445.JavaMail.evans@thyme> Date: Fri, 7 Dec 2001 12:06:26 -0800 (PST) From: andy.zipper@enron.com To: david.oconnor@ubsw.com Subject: FW: Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Zipper, Andy X-To: 'david.Oconnor@UBSW.com' X-cc: X-bcc: X-Folder: \Andrew_Zipper_Jan2002\Zipper, Andy\Sent Items X-Origin: Zipper-A X-FileName: azipper (Non-Privileged).pst Dave, This is the interest rate curve we used to value our book as of Close of business Oct. 15, 2001. Our Treasury guys are either not available now or are not working anymore. So for getting the term structure of Enron's funding costs for 10/15/01 I probably can't deliver that today. I still think your money desks and corporate traders could give you a pretty realistic picture of that. I will keep trying though. Andy Zipper -----Original Message----- From: Griffith, John Sent: Friday, December 07, 2001 2:00 PM To: Zipper, Andy Subject: