Message-ID: <6516986.1075840757085.JavaMail.evans@thyme>
Date: Mon, 21 Jan 2002 07:21:20 -0800 (PST)
From: dbnotes@dri-wefa.com
To: sinisi./o=dri-wefa/ou=first@enron.com, e-mail <.alexandra@enron.com>, 
	e-mail <.bella@enron.com>, e-mail <.bob@enron.com>, 
	e-mail <.brian@enron.com>, e-mail <.brian@enron.com>, 
	lisa.buck@enron.com, e-mail <.carl@enron.com>, 
	e-mail <.charles@enron.com>, e-mail <.daniel@enron.com>, 
	e-mail <.danielle@enron.com>, e-mail <.david@enron.com>, 
	e-mail <.debbie@enron.com>, e-mail <.don@enron.com>, 
	e-mail <.don@enron.com>, e-mail <.elsa@enron.com>, 
	e-mail <.evarist@enron.com>, e-mail <.factset@enron.com>, 
	e-mail <.fame@enron.com>, e-mail <.francois@enron.com>, 
	e-mail <.francois@enron.com>, e-mail <.fred@enron.com>, 
	e-mail <.ged@enron.com>, e-mail <.geri@enron.com>, 
	e-mail <.gilles@enron.com>, e-mail <.joan@enron.com>, 
	e-mail <.karim@enron.com>, e-mail <.kevin@enron.com>, 
	e-mail <.kevin@enron.com>, e-mail <.lorraine@enron.com>, 
	dianne.lowe@enron.com, e-mail <.mali@enron.com>, 
	e-mail <.manon@enron.com>, e-mail <.mark@enron.com>, 
	e-mail <.martin@enron.com>, e-mail <.nicholas@enron.com>, 
	e-mail <.paul@enron.com>, jim.porter@enron.com, 
	e-mail <.prabhjot@enron.com>, e-mail <.prabhjot@enron.com>, 
	e-mail <.ramesh@enron.com>, elsie.shaughnessy@enron.com, 
	e-mail <.stefane@enron.com>, e-mail <.stephane@enron.com>, 
	e-mail <.support@enron.com>, florence.thevenot@enron.com, 
	e-mail <.tom@enron.com>, e-mail <.ubs@enron.com>, 
	e-mail <.victor@enron.com>, j.kaminski@enron.com, 
	e-mail <.vir@enron.com>, e-mail <.wayne@enron.com>, 
	e-mail <.yannis@enron.com>, e-mail <.yuan@enron.com>, 
	e-mail <.zachary@enron.com>, e-mail <.zara@enron.com>
Subject: #DRICOM 10 YEAR INTEREST RATE SWAP FUTURES ADDED TO @CI/FINANCIALS
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-From: "Dbnotes" <dbnotes@dri-wefa.com>@ENRON
X-To: /o=dri-wefa/ou=First Administrative Group/cn=Recipients/cn=MariaGrazia Sinisi <IMCEAEX-_O=DRI-WEFA_OU=FIRST+20ADMINISTRATIVE+20GROUP_CN=RECIPIENTS_CN=MariaGrazia+20Sinisi@dri-wefa.com>, Alexandra Estiot (E-mail) <estiot@bnpparibas.com>, Bella Jiang (E-mail) <bella.jiang@aig.com>, Bob Schultz (E-mail) <erm@sempra.com>, Brian Cassidy (E-mail) <cassidy_brian@jpmorgan.com>, Brian Coco (E-mail) <brian.coco@csfb.com>, Buck, Lisa  <lisa.buck@dri-wefa.com>, Carl Strong (E-mail) <strong_c@jpmorgan.com>, Charles Lucas (E-mail) <charles.lucas@aig.com>, Daniel Fingleton (E-mail) <daniel.fingleton@csfb.com>, Danielle Baillargeon (E-mail) <dbaillargeon@lacaisse.com>, David Bonnin (E-mail) <david.bonnin@bnpparibas.com>, Debbie Johnson (E-mail) <debj@ix.netcom.com>, Don Martis (E-mail) <martis_d@jpmorgan.com>, Don Nilsson (E-mail) <dnilsson@factset.com>, Elsa Fournier (E-mail) <efournier@lacaisse.com>, Evarist Lefeuvre (E-mail) <elefeuvre@cdc-marches.fr>, Factset Support (E-mail) <research@factset.com>, Fame Support (E-mail) <datai@fame.com>, Francois Fontaine (E-mail) <f.fontaine@afb.fr>, Francois Lamontagne (E-mail) <flamontagne@lacaisse.com>, Fred Sturm (E-mail) <fsturm@cbot.com>, Ged Dover (E-mail) <gerard.dover@db.com>, Geri Sullivan (E-mail) <gsully@ix.netcom.com>, Gilles Artaud (E-mail) <gilles.artaud@ca-indosuez.com>, Joan Teske (E-mail) <amigos@bank-banque-canada.ca>, Karim Blanc (E-mail) <karim.blanc@indosuez.com>, Kevin Powell (E-mail) <kevin.powell@bis.org>, Kevin Walsh (E-mail) <kevin.p.walsh@csfb.com>, Lorraine Wang (E-mail) <wanglo@ms.com>, Lowe, Dianne  <dianne.lowe@dri-wefa.com>, Mali Quintana (E-mail) <quintana@ix.netcom.com>, Manon Bedard (E-mail) <manon.bedard@cgi.ca>, Mark Freeman (E-mail) <mark.freeman@fs.com>, Martin Turgeon (E-mail) <martin.turgeon@nbfinancial.com>, Nicholas Brown (E-mail) <nicholas_brown@paribas.com>, Paul Turcotte (E-mail) <pturcotte@lacaisse.com>, Porter, Jim  <jim.porter@dri-wefa.com>, Prabhjot Kharana (E-mail) <fame_gfe@lehman.com>, Prabhjot Khurana_2 (E-mail) <dridata@lehman.com>, Ramesh Jayaraman (E-mail) <ramesh.jayaraman@gs.com>, Shaughnessy, Elsie  <elsie.shaughnessy@dri-wefa.com>, Stefane Marion (E-mail) <stefane.marion@nbfinancial.com>, Stephane Le Chuiton (E-mail) <stephane_le_chuiton@paribas.com>, Support Desk (E-mail) <dristatus@otpp.com>, Thevenot, Florence <florence.thevenot@dri-wefa.com>, Tom Black (E-mail) <ops@fame.com>, Ubs Econ (E-mail) <mailbox-calanda@ubs.com>, Victor Li (E-mail) <victor.li@otpp.com>, Kaminski, Vince J </O=ENRON/OU=NA/CN=RECIPIENTS/CN=VKAMINS>, Vir Doshi (E-mail) <vir.doshi@abnamro.com>, Wayne Kozun (E-mail) <wayne.kozun@otppb.com>, Yannis Papageorgiou (E-mail) <ypapageorgiou@lacaisse.com>, Yuan Su (E-mail) <yuan.su@aig.com>, Zachary Tullett (E-mail) <zachary.tullett@db.com>, Zara Leigh (E-mail) <zara.leigh@db.com>
X-cc: 
X-bcc: 
X-Folder: \vkamins\Deleted Items
X-Origin: KAMINSKI-V
X-FileName: vincent kaminski 1-30-02.pst

DRICOM --- 10 YEAR INTEREST RATE SWAP FUTURES ADDED TO @CI/FINANCIALS

DOCUMENT:  DRICOM DATA DICTIONARY
PAGE:            TBA

THE FOLLOWING 10 YEAR INTEREST RATE SWAP FUTURES HAVE BEEN ADDED TO
@CI/FINANCIALS

SYNOPSIS

EXCHANGE:               CHICAGO BOARD OF TRADE
PREFIX:                      XA
DATABANK:               @CI/FINANCIALS
FREQUENCY:             DAILY
START DATE:             26 OCT 01
FIRST CONTRACT:      DEC 01
UNITS:                       100,000 US DOLLAR
CONTRACT:                POINTS ($1,000.00) AND THIRTY-SECONDS (1/32) OF
ONE POINT OF THE NOTIONAL
                                  PRINCIPAL OF A SWAP HAVING NOTIONAL
PAR VALUE OF $100,000. PAR IS ON THE
                                  BASIS OF 100 POINTS.
MAJOR MONTHS:       FIRST 3 CONSECUTIVE QUARTERLY MONTHS
LAST TRADE:             THE SECOND LONDON BUSINESS DAY PRECEDING THE
THIRD WEDNESDAY OF THE
                                  DELIVERY MONTH.
NEARBYS:                 3

