10/22/2007

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

0.8%	4.8%	7.0%	35.6%	82.8%

October 2007 Result

October 2007 Result: 1.8%

The last trading day's 40 pts drop has caused some loss. Nevertheless, the position
is not heavy, the risk is contained.

Big losses always come from panic. Just need to keep a close eye on the risks to
avoid panic.

10/4/2007

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

1.1%	4.4%	0.8%	17.4%	83.5%

Keep close eye on 99%VAR risk