RE:

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