Re: Credit Derivatives Reference Entities

---------------------- Forwarded by Mark Taylor/HOU/ECT on 02/22/2000 07:06
PM ---------------------------

Bryan Seyfried
02/22/2000 03:24 PM
To: Mark Taylor/HOU/ECT@ECT
cc:
Subject: Re: Credit Derivatives Reference Entities

Highlighted means that we have an agreement that you are not comfortable with
at this point? I just finished going through the European names with Michael
and Paul. Luckily a small enough office that we can get through the actual
CA's pretty quickly.

Any chance we have any flexibility on ATT, Lucent, Air Products, Dow, DuPont,
GE, IMC, Minnesota Mining&Mfg., Pitney Bowes, Praxair, Sprint. We only have
5 that we can take off without needing to put additional names up?

From: Mark Taylor 22/02/2000 21:15

To: Paul Simons/LON/ECT@ECT, Bryan Seyfried/LON/ECT@ECT
cc:

Subject: Credit Derivatives Reference Entities

Here is the revised list - there are several European entities that we showed
in our database so I have highlightedd them as well. There were also several
from Friday's list that were still there so I have also bolded those. I'll
try to track down what happened with those entities (Cinergy, DPL, NJ Nat
Gas, Niagara Mohawk & Washington Gas Light).