Re: Intramonth Benchmark

Tom,

It looks like everything ran perfectly. I have attached a copy of the
positions that were loaded into the system. Let me know if you see any
problems, but they seem to be in line with what you expected.

Let me know if you have any questions.
Robin

To: Robin Rodrigue/HOU/ECT@ECT
cc:
Subject: Intramonth Benchmark

Good morning,

Here is last night's benchmark report which includes our latest intramonth
deals. I also made the changes you suggested. You should see MTM of around
(79,000) and a volumetric position of approximately (600,000) for the
intramonth deals.

Please test the file at your first convenience.

Thanks,

Tom