Sunday, January 21, 2007

Jan 2007 Contracts Expired

Jan 2007 Return: 5.6%

Current Feburary 2007 Positions:

MPP: 2.7%
MPR: 1370-1470

10d,Theta
10d,65%VAR
10d,95%VAR
10d,99%VAR
1.9%
0.6%
10.4%
32.3%

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