09/28/2007

G/L	10d,Theta	10d,65%VAR	10d,95%VAR	10d,99%VAR

2.2%	2.1%	0.0%	8.6%	42.6%

October 2007 Positions

G/L	10d,Theta	10d,65%VAR	10d,95%VAR	10d,99%VAR

0.0%	2.8%	0.9%	10.5%	34.9%

September 2007 Result

September 2007 Return: 12.0%

This is not enough to get back the previous losses.
But it's good to make money...