Message-ID: <5431044.1075857317824.JavaMail.evans@thyme> Date: Fri, 30 Jun 2000 01:01:00 -0700 (PDT) From: chris.dorland@enron.com To: kathy.reeves@enron.com Subject: Physical Hedge Strips Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Chris Dorland X-To: Kathy Reeves X-cc: X-bcc: X-Folder: \Chris_Dorland_Dec2000\Notes Folders\Sent X-Origin: Dorland-C X-FileName: cdorlan.nsf Can you come and see me when you get in. We need to do more to tie out the risk in our physical book than agree on the number of molecules we are long or short. My model breaks out the positions by every type of risk profile. We need to produce a report from the Intra-month book that we can use to tie out. If that doesn't exist we should talk systems about creating it. Hopefully this will prevent any future blow ups. Thanx, Chris