P&L Split-Out Status Report

The previous two nights I have attempted to split out the Positions and P&L
as we discussed. I now feel confident in the Positions part of this process
(Mike's swaps in the Exotic book, new blotters, etc.). The P&L portion of
the process has been significantly more difficult, but after working through
last night , I will have the P&L completely split out by the end of today.

Thanks for your help & patience,

Errol