Message-ID: <29007380.1075852716889.JavaMail.evans@thyme> Date: Fri, 27 Jul 2001 13:46:14 -0700 (PDT) From: john.arnold@enron.com To: frank.hayden@enron.com Subject: RE: Mime-Version: 1.0 Content-Type: text/plain; charset=ANSI_X3.4-1968 Content-Transfer-Encoding: 7bit X-From: Arnold, John X-To: Hayden, Frank X-cc: X-bcc: X-Folder: \JARNOLD (Non-Privileged)\Arnold, John\Sent Items X-Origin: Arnold-J X-FileName: JARNOLD (Non-Privileged).pst if you're around stop by around 500-515 today to talk about all this stuff -----Original Message----- From: Hayden, Frank Sent: Friday, July 27, 2001 9:43 AM To: McLaughlin Jr., Errol Cc: Arnold, John Subject: Errol, Is it possible for me to get a report of option positions broken out by greeks and strike concentration? Also, I would like to know if it is possible for you to give me the financial desk's average gamma exposure over the last 6 months. Trying to get "handle" on typical exposures? Thanks, Frank