Sara,

As per your request, attached is the list of all non-terminated financial liquids trades provided to us by Commercial.  I have compared this list against the report that Samantha Boyd provided to me earlier re "In and Out of the Money Positions as of 11/30/01".  Out of the 51 trades, only 2 are not listed in the report, 5 fall in the "out of the money" category, and the other 44 fall in the "in the money" category.  We have set up files for all 51 trades, and review of the top 10 has been completed by Weezie.

Please let us know if you have any questions regarding the attached report.

Regards,

Nony