RE: financial performign

Any thing that is not terminated per legal.

I am sure they will want them split between in the money and out of the money.

So think about how we get there.

let me know

bob

-----Original Message-----
From: Gossett, Jeffrey C.
Sent: Thursday, January 24, 2002 4:37 PM
To: Wilson, Shona; Hall, Bob M
Cc: Keiser, Kam
Subject: RE: financial performign

I know what we consider performing on the physical side. What is considered performing on the financial side?????

-----Original Message-----
From: Wilson, Shona
Sent: Thursday, January 24, 2002 4:23 PM
To: Hall, Bob M; Gossett, Jeffrey C.
Subject: financial performign

Hey guys,

Each book should have been split into 3 books -

- terminated by the counterparty
- ongoing transactions (active) and
- transactions that have not yet been terminated by a counterparty but that we are not going to fullfil.

The DPR should only have the active transactions in it. Hope that clarifies!

Regards

Shona Wilson
Director, Global Risk Operations
X39123