Message-ID: <11391298.1075857308917.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
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X-From: Chris Dorland
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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