Security Interest

Recorded: 2002-02-28 Received: 2002-02-28 Pages: 8

Assignor

ENRON NORTH AMERICA CORP.

Executed: 2001-12-03

Assignee

JPMORGAN CHASE BANK

270 PARK AVENUE, NEW YORK, NY, 10017, UNITED STATES

Covered Property (1)

System and method for determining Value-at-Risk using FORM/SORM

Application: 09/964,299 →