Wonder if he knows this?

Stacey

 -----Original Message-----
From: 	Gossett, Jeffrey C.  
Sent:	Monday, January 07, 2002 12:53 PM
To:	White, Stacey W.
Subject:	FW: Interest Rates


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