Could you send me copies of the Excel reports you want us to modify. Thanks.

 -----Original Message-----
From:  Griffith, John  
Sent: Wednesday, January 31, 2001 12:33 PM
To: Wong, Jeremy
Cc: Maggi, Mike; McLaughlin, Errol
Subject: Predictive Greeks

Jeremy,

Each day, we receive a report that shows the movement of the position's gamma 
with a change in the underlying (a gamma slide).  We would like to see how 
difficult it would be to see the same with vega (a vega slide).  Also, there 
is a report that shows totals for all the greeks by month.  Could you put a 
total line at the bottom of this report?  Please let me know of the 
difficulty of these changes. Thanks.

John
x. 36247