Here is an email: On or about 5/2/01we opened the above counterparty to transact Canadian/US Currency Swaps on EnronOnline (which they cannot transact under the old Master Energy Price Swap Agreement, they would have to transact udner the GTC). After discussing this counterparty w/Sara Shackleton, an attorney in the swap group, it appears that Sara has been talking to Morgan Stanley and Morgan Stanley does all its interest rate & currency business out of Morgan Stanley Capital Services, Inc. We can keep Morgan Stanley Capital Group open for currency swaps, but if they don't trade currency swaps out of that company we'll know why. Sara is already working on an ISDA Master for Capital Services for Gary Hickerson's group.
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Morgan Stanley Capital Group Inc.