Rick, 
David asked that I forward to Steve Allen at Chase a revised backtesting file.  He requested that I forward the file with the wording below.  Please review and authorize release of revised file to Chase.
Thanks
Frank

 

 -----Original Message-----
From: 	Port, David  
Sent:	Monday, December 17, 2001 3:53 PM
To:	Hayden, Frank
Subject:	Chase Backtest

When you're done insert fresh backtesting stuff (graphs and data) and the following form of words to Steve Allen (allenste@rcn.com <mailto:allenste@rcn.com>) and Bruce Hiller

"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"

Get Rick to clear this first.
DP