Mid-July Review

I haven't changed any position since the beginning of this month (06/18).
We're half past July, there is still no change of position. Here is just what
it looks like today on 07/04.

10d,Theta	10d,65%VAR	10d,95%VAR	10d,99%VAR

3.0%	0.0%	15.1%	58.5%