RE: Request for Bankruptcy Book Values

Tiffany

This is the value by risk type as of Nov-30th.
Price $(1,252,140,705)
Basis $(230,828,141)
Index $(6,649,278)
Gas Daily $498,824
Gas Daily Index $3,984,475
Canadian Gas Daily $1,265,707
Canadian Gas Daily Index $44,840

Let me know if this is what you needed.

KK
x3-5781

-----Original Message-----
From: Miller, Tiffany
Sent: Monday, January 07, 2002 3:27 PM
To: Keiser, Kam
Cc: Irvin, Tracey; Sweet, Trudy
Subject: Request for Bankruptcy Book Values

Kam,

Could you please provide us with the natural gas unliquidated value of the Bankruptcy book with book code HH as of 12/31/01 using 11/30/01 commodity and interest rate curves. We saw the following post ID's associated with Natural Gas Bankruptcy book in Run M:

HHY NG 1452835
HHM NG 1452834
HHI NG 1452833
HHD NG 1452832
HHP NG 1452831

Thanks for your help.

Tiffany Miller
5-8485