These look ok.  I'm still unhappy with using an average of the index for each 
day when there is only one index for the entire month but I guess we're stuck 
with it for now.




Dale Neuner on 02/17/2000 04:41:54 PM
To: Mark Taylor/HOU/ECT@ECT
cc: Mike Grigsby/HOU/ECT@ECT 
Subject: New Basis Swap Products

Please review and offer comments/approval.

Dale