DELAY IN DART DATA FOR OCTOBER 19TH, 2001

The Dart data for October 19th has been banked.

---------------------- Forwarded by DRI DBNotes/IN/FIS on 10/22/2001 07:42 AM
---------------------------

From: DRI DBNotes on 10/19/2001 01:29 PM

To: #FACS/DATA
cc:
Subject: DELAY IN DART DATA FOR OCTOBER 19TH, 2001

Due to delivery issue from the DART U.K. office there will be a delay in the
DART data for 10/19/01. We hope to receive the data first thing Monday morning.
The data will be banked as soon as possible. We apologize for any
inconvenience. The following instruments are provided by DART:

Cross Currency Basis Spreads
Interest Rate FRA's
Interest Rate Option Volatilies
Interest Rate Swaps
Interest Rate Swaption Volatilities
Zero Coupon Rates