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Enron Mail |
Jenny,
Thanks for the response. I was under the impression that what you and I had worked out was more of a temporary fix and that there was another group working on a perrmanent solution for all of us. I'm still obviously trading options, but would like you or JP or someone else in risk run a standard report for me each morning which shows my net delta positions by month and the subsequent gamma positions for certain $ moves in the underlying. I could have Peter do it at night if it needs to be done before calc. Just let me know. Thanks, Fletch p.s. sorry if it seems like this is being blown out of proportion
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