As discussed, please find below the JP Morgan annexes.  They have separated 
it between long and short.  We should probably do the same.

Let me know if I can be of further assistance.

Thanks,
Aneela
:-)
---------------------- Forwarded by Aneela Charania/HOU/ECT on 04/03/2001 
12:42 PM ---------------------------


"Paul A Clayton" <clayton_paul@jpmorgan.com> on 07/11/2000 09:06:55 AM
To: Aneela.Charania@enron.com, John.Weakly@enron.com
cc:  
Subject: Annexes


(See attached file: shtanx.xls)(See attached file: lnganx.xls)

 - shtanx.xls
 - lnganx.xls