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Are we all set on this? Or do I need to get this and forward to you to download on a daily basis? Let me know. Thanks -----Original Message----- From: James.Howard@ubsw.com@ENRON Sent: Tuesday, February 05, 2002 8:53 AM To: Gossett, Jeffrey C.; Scott, Laura; White, Stacey W. Subject: Interest Rate Curves Hi, Is anyone talking to you guys about sourcing end of day Interest Rate Curves for your various risk management systems, or would you like me to arrange for them to be sent to you at the end of each day? I could arrange for a file containing the OBS (UBSW Interest Rate Derivatives system) yield curves to be e-mailed to you once they are saved every afternoon. The official closes for the USD and CAD LIBOR curves are saved down at around 3:30pm / 3:40pm New York time each afternoon. The files would contain prices for the swaps, futures and money market instruments that are used to build the curve, and also the corresponding zero coupon rates on a continuous A/365 basis. I guess we would have to talk about the exact form that your systems need the rates to be in to see if any conversion would be necessary. Cheers, James Visit our website at http://www.ubswarburg.com This message contains confidential information and is intended only for the individual named. If you are not the named addressee you should not disseminate, distribute or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmission cannot be guaranteed to be secure or error-free as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. The sender therefore does not accept liability for any errors or omissions in the contents of this message which arise as a result of e-mail transmission. If verification is required please request a hard-copy version. This message is provided for informational purposes and should not be construed as a solicitation or offer to buy or sell any securities or related financial instruments.
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