update on issuance of the DPR

The DPR for 11/30/01 is now complete and has been published to the ERV.

For the last few days, the production of the DPR has been put on hold due to the increased activity around terminations. Positions and VAR for the DPR will start to be produced for trading day 12/10/01 and we are planning to produce a full DPR (inclusive of P&L) on a weekly basis.

Please call if you have any questions.

Best regards

Shona Wilson
Director, Global Risk Operations
X39123