FW: Projected effect on US books from Project Slapshot

-----Original Message-----
From: Gillis, Brian
Sent: Thursday, June 21, 2001 12:49 PM
To: Gossett, Jeffrey C.
Cc: Clark, Morris; Carrington, Clara; Su, Ellen
Subject: Projected effect on US books from Project Slapshot

Jeff, here is a projection of the effect of the deals we are going to unwind on the Houston books. These amounts will be offset by an annuity for the same amount payable to each of the books, to be settled in June.

Let me or Morris know if you have any questions - we will be unwinding these trades over the weekend, so that all of the effect will be in for Monday morning. Let me know if there is additional co-ordination you want me to do with your book runners. Also, I will send you a final list of deals and values by book tonight.

Note that the full spreadsheet where this is analyzed is on the Houston shared drive, at O:/_Dropbox/BGillis/ENA_Exposure_Jun20_01.xls, and look at the Latest List of Deals tab (watch that you don't accidentally get the $CAD file I put out in the same directory for the currency group).

Brian