Attached is the file I'm proposing to send to Chase with suggested wording.  To eliminate "Chase"  from using data to "back-in" to pnl, we deleted all up days, and forwarded out corrected data, per files received from Jeff and Stacey.

Please review and provide feedback.  Additionally, if you are comfortable with data, please authorize its release.

Thanks
Frank


 


"Steve

Following on from our discussion concerning the back testing data, we have re-checked the underlying data with our middle office. There were some errors in your file which we have now corrected, and for clarity, included losses in the backtest file, since these are what we consider in the backtest process. 

I trust this helps - let us know if you need anything further

Regards"