Spreadsheet: john_arnold__15329__Arnold_Results_4-4-00
Sheet: Underlying Vs. Greeks Detail

 | -0.1 | -0.05 | -0.02 | -0.01 | 0 | 0.01 | 0.02 | 0.05 | 0.1 | 0.15
2000-04-01 00:00:00
Delta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
2000-05-01 00:00:00
Delta | -62298738 | -71521241 | -72320420 | -72021613 | -71512885 | -70835902 | -70029008 | -67146103 | -62012245 | -57375381
Gamma | -103323155 | -27450651 | 6373228 | 14578268 | 21262152 | 26521771 | 30493486 | 36337929 | 35168439 | 30424182
Vega | -140865 | -41600 | 10472 | 24240 | 35998 | 45765 | 53641 | 67707 | 71927 | 68036
Theta | 122134 | 34715 | -11236 | -23415 | -33833 | -42509 | -49529 | -62204 | -66436 | -63470
Rho | 4199 | 6386 | 7907 | 8415 | 8916 | 9407 | 9885 | 11233 | 13148 | 14662
[NAME]. P/L | 19737691 | 10186716 | 4070342 | 2029713 | 0 | -2013509 | -4006667 | -9833886 | -18972480 | -27414620
2000-06-01 00:00:00
Delta | -71104941 | -62224271 | -57030376 | -55365544 | -53740822 | -52159545 | -50624527 | -46317816 | -40193664 | -35362198
Gamma | 63250267 | 62302056 | 59210401 | 57864634 | 56392401 | 54812109 | 53141672 | 47757871 | 38410727 | 29747792
Vega | 220143 | 241605 | 244359 | 243709 | 242337 | 240287 | 237608 | 226306 | 199805 | 169174
Theta | -80184 | -87660 | -88274 | -87878 | -87206 | -86274 | -85100 | -80322 | -69384 | -56783
Rho | -14960 | -19307 | -22764 | -24052 | -25405 | -26822 | -28301 | -33090 | -42124 | -52246
[NAME]. P/L | 17690387 | 8235804 | 3149808 | 1551501 | 0 | -1505892 | -2967448 | -7099638 | -13231043 | -18578838
2000-07-01 00:00:00
Delta | -14644740 | -11606735 | -9626163 | -8973784 | -8327352 | -7687958 | -7056599 | -5219334 | -2384820 | 126021
Gamma | 22625758 | 23187509 | 22892951 | 22705127 | 22477590 | 22213544 | 21916229 | 20856864 | 18714560 | 16377139
Vega | 136176 | 155731 | 163698 | 165704 | 167391 | 168763 | 169830 | 171294 | 168715 | 161391
Theta | -30709 | -34983 | -36618 | -37004 | -37310 | -37540 | -37694 | -37728 | -36547 | -34184
Rho | -16456 | -21015 | -24273 | -25446 | -26662 | -27920 | -29219 | -33365 | -41049 | -49615
[NAME]. P/L | 3255412 | 1428387 | 515141 | 248293 | 0 | -229930 | -441717 | -970785 | -1516801 | -1681714
2000-08-01 00:00:00
Delta | 12817488 | 13915854 | 14738579 | 15019621 | 15302650 | 15586891 | 15871619 | 16722244 | 18096632 | 19377133
Gamma | 7883214 | 9298828 | 9731171 | 9814162 | 9869343 | 9898450 | 9903247 | 9789457 | 9273829 | 8509924
Vega | 64562 | 85326 | 95156 | 97965 | 100540 | 102882 | 104996 | 110014 | 114403 | 114750
Theta | -10261 | -13635 | -15179 | -15609 | -15996 | -16340 | -16643 | -17310 | -17694 | -17335
Rho | -18647 | -23739 | -27074 | -28236 | -29422 | -30634 | -31871 | -35734 | -42671 | -50201
[NAME]. P/L | -4046620 | -2097064 | -862734 | -435405 | 0 | 443521 | 895181 | 2298944 | 4798289 | 7487402
2000-09-01 00:00:00
Delta | 26913473 | 26977775 | 27243359 | 27348961 | 27462327 | 27582979 | 27710431 | 28128687 | 28916464 | 29768706
Gamma | 783691 | 2604831 | 3532922 | 3810767 | 4072113 | 4316675 | 4544267 | 5124841 | 5762190 | 6029644
Vega | 7710 | 31206 | 45292 | 49885 | 54404 | 58832 | 63159 | 75411 | 92874 | 106051
Theta | -614 | -3645 | -5454 | -6041 | -6616 | -7179 | -7727 | -9264 | -11402 | -12931
Rho | -9446 | -14203 | -17151 | -18155 | -19173 | -20203 | -21248 | -24476 | -30202 | -36404
[NAME]. P/L | -7827937 | -3914766 | -1574515 | -788850 | 0 | 792249 | 1588100 | 3999084 | 8104294 | 12328930
2000-10-01 00:00:00
Delta | 73200713 | 68906310 | 66690445 | 65987326 | 65302378 | 64635768 | 63987609 | 62154178 | 59464205 | 57210544
Gamma | -29099850 | -26414919 | -24602596 | -23978240 | -23347209 | -22711436 | -22072754 | -20155968 | -17042823 | -14143831
Vega | -381875 | -385215 | -381455 | -379322 | -376776 | -373836 | -370519 | -358501 | -332747 | -301927
Theta | 41889 | 42302 | 41841 | 41580 | 41267 | 40907 | 40499 | 39021 | 35843 | 32021
Rho | 55870 | 54939 | 55672 | 56117 | 56658 | 57293 | 58020 | 60720 | 66804 | 74600
[NAME]. P/L | -20030293 | -9697369 | -3816059 | -1897894 | 0 | 1878158 | 3737113 | 9204085 | 17981162 | 26395663
2000-11-01 00:00:00
Delta | 33871605 | 34815295 | 35403159 | 35609428 | 35820735 | 36037056 | 36258360 | 36951382 | 38192380 | 39508075
Gamma | 5035686 | 6265346 | 6793521 | 6962053 | 7129633 | 7296400 | 7461749 | 7936801 | 8573651 | 8923622
Vega | 55227 | 96942 | 122065 | 130363 | 138595 | 146742 | 154789 | 178151 | 213557 | 243270
Theta | -9100 | -11339 | -12490 | -12886 | -13295 | -13717 | -14150 | -15493 | -17659 | -19395
Rho | 22822 | -9948 | -29910 | -36623 | -43370 | -50150 | -56965 | -77634 | -112883 | -149209
[NAME]. P/L | -10460969 | -5311445 | -2142306 | -1074217 | 0 | 1080503 | 2167452 | 5468531 | 11113019 | 16948304
2000-12-01 00:00:00
Delta | 32105147 | 33245289 | 34137917 | 34451308 | 34771870 | 35099147 | 35432684 | 36466338 | 38272976 | 40140321
Gamma | 7564715 | 9174065 | 9975970 | 10214316 | 10437997 | 10646992 | 10841339 | 11337603 | 11888288 | 12127316
Vega | 159250 | 215085 | 248590 | 259639 | 270598 | 281450 | 292177 | 323460 | 371803 | 414270
Theta | -13321 | -17221 | -19543 | -20303 | -21054 | -21794 | -22520 | -24611 | -27728 | -30283
Rho | -19415 | -54001 | -75428 | -82693 | -90022 | -97417 | -104879 | -127676 | -167101 | -208383
[NAME]. P/L | -10396511 | -5282646 | -2141552 | -1075685 | 0 | 1085721 | 2181682 | 5532835 | 11337882 | 17428735
2001-01-01 00:00:00
Delta | 11946663 | 7297694 | 4703003 | 3864856 | 3040568 | 2230368 | 1434449 | -866219 | -4406509 | -7581515
Gamma | -30113524 | -28305860 | -27048326 | -26608810 | -26161312 | -25707061 | -25247227 | -23844972 | -21487106 | -19180473
Vega | -728380 | -759058 | -770316 | -772926 | -774982 | -776496 | -777483 | -777416 | -768114 | -749014
Theta | 52676 | 54797 | 55461 | 55585 | 55662 | 55694 | 55681 | 55384 | 54106 | 51984
Rho | 181000 | 188218 | 194982 | 197626 | 200458 | 203476 | 206677 | 217342 | 238463 | 263403
[NAME]. P/L | -2318900 | -801613 | -240984 | -107499 | 0 | 81949 | 138791 | 163170 | -255877 | -1199821
2001-02-01 00:00:00
Delta | 2180152 | 1718711 | 1520972 | 1463754 | 1411058 | 1362966 | 1319539 | 1217628 | 1142298 | 1180219
Gamma | -3032082 | -2427832 | -1999660 | -1849051 | -1695463 | -1539481 | -1381680 | -902892 | -116378 | 614151
Vega | -85234 | -73058 | -62920 | -59103 | -55080 | -50860 | -46452 | -32203 | -5682 | 23116
Theta | 4925 | 4216 | 3591 | 3352 | 3100 | 2834 | 2555 | 1652 | -34 | -1864
Rho | 56013 | 47566 | 42718 | 41132 | 39560 | 38000 | 36451 | 31858 | 24318 | 16797
[NAME]. P/L | -542051 | -235755 | -88755 | -43542 | 0 | 42007 | 82619 | 197505 | 374363 | 548002
2001-03-01 00:00:00
Delta | 9532210 | 8956177 | 8623588 | 8517326 | 8413636 | 8312662 | 8214540 | 7938415 | 7543707 | 7234223
Gamma | -4310998 | -4051621 | -3821349 | -3732695 | -3638638 | -3539595 | -3436023 | -3103062 | -2504167 | -1899849
Vega | -105617 | -105341 | -103028 | -101905 | -100611 | -99151 | -97529 | -91758 | -79555 | -65017
Theta | 4474 | 4831 | 4911 | 4917 | 4912 | 4898 | 4874 | 4749 | 4395 | 3911
Rho | 76614 | 57809 | 46889 | 43305 | 39749 | 36218 | 32713 | 22343 | 5489 | -10921
[NAME]. P/L | -2559032 | -1241459 | -487502 | -242288 | 0 | 239444 | 476129 | 1170529 | 2281421 | 3345156
2001-04-01 00:00:00
Delta | 5523861 | 4975486 | 4610771 | 4487596 | 4364031 | 4240330 | 4116744 | 3749130 | 3160224 | 2620304
Gamma | -4123024 | -4452100 | -4563550 | -4582702 | -4592478 | -4592854 | -4583921 | -4503601 | -4214901 | -3787036
Vega | -84296 | -95502 | -100893 | -102411 | -103778 | -104988 | -106037 | -108192 | -108457 | -104852
Theta | 3181 | 3569 | 3739 | 3783 | 3819 | 3848 | 3869 | 3887 | 3767 | 3474
Rho | 13410 | 17886 | 20982 | 22082 | 23217 | 24387 | 25590 | 29403 | 36409 | 44173
[NAME]. P/L | -1330202 | -628993 | -241698 | -119188 | 0 | 115859 | 228388 | 546090 | 1010820 | 1399341
2001-05-01 00:00:00
Delta | -16145584 | -18022731 | -19150088 | -19517999 | -19881194 | -20239233 | -20591701 | -21611912 | -23170180 | -24529768
Gamma | -14622737 | -14334325 | -13935179 | -13766125 | -13580134 | -13378029 | -13160739 | -12428181 | -11006882 | -9458987
Vega | -243555 | -262397 | -269078 | -270500 | -271517 | -272131 | -272347 | -270666 | -260714 | -243325
Theta | 7100 | 7672 | 7840 | 7865 | 7875 | 7869 | 7847 | 7693 | 7158 | 6333
Rho | 55874 | 60826 | 65132 | 66783 | 68539 | 70400 | 72362 | 78844 | 91501 | 106230
[NAME]. P/L | 4797259 | 2517929 | 1036751 | 523230 | 0 | -532809 | -1075055 | -2756837 | -5732467 | -8902022
2001-06-01 00:00:00
Delta | 655846 | 235518 | -67962 | -169966 | -272073 | -374079 | -475779 | -776995 | -1254770 | -1685659
Gamma | -3561425 | -3763124 | -3827439 | -3835042 | -3835107 | -3827465 | -3812072 | -3720451 | -3433696 | -3025712
Vega | -75788 | -83883 | -87552 | -88526 | -89366 | -90066 | -90622 | -91401 | -89730 | -84628
Theta | 2116 | 2301 | 2373 | 2388 | 2399 | 2404 | 2404 | 2371 | 2210 | 1926
Rho | 6452 | 12221 | 16100 | 17462 | 18858 | 20289 | 21752 | 26341 | 34617 | 43609
[NAME]. P/L | -41654 | 2785 | 9106 | 5891 | 0 | -8568 | -19807 | -69427 | -203560 | -397390
2001-07-01 00:00:00
Delta | 11313744 | 10722092 | 10343687 | 10218121 | 10093127 | 9968882 | 9845568 | 9482988 | 8913197 | 8401315
Gamma | -4652375 | -4729596 | -4713110 | -4695003 | -4670260 | -4638791 | -4600576 | -4446298 | -4070811 | -3587147
Vega | -98334 | -107669 | -111719 | -112767 | -113657 | -114383 | -114943 | -115606 | -113359 | -107290
Theta | 2461 | 2644 | 2706 | 2718 | 2724 | 2725 | 2721 | 2675 | 2492 | 2183
Rho | 14891 | 21050 | 25296 | 26801 | 28351 | 29945 | 31583 | 36751 | 46171 | 56511
[NAME]. P/L | -2852140 | -1388805 | -545448 | -271052 | 0 | 267726 | 532149 | 1305889 | 2532813 | 3687402
2001-08-01 00:00:00
Delta | -10966860 | -11525100 | -11886108 | -12005746 | -12124781 | -12243055 | -12360405 | -12705316 | -13247376 | -13735107
Gamma | -4457230 | -4503941 | -4478421 | -4458836 | -4433364 | -4401901 | -4364407 | -4216362 | -3863077 | -3412481
Vega | -102483 | -111276 | -115015 | -115966 | -116764 | -117403 | -117881 | -118339 | -115894 | -109808
Theta | 2356 | 2509 | 2557 | 2564 | 2567 | 2565 | 2558 | 2508 | 2326 | 2030
Rho | 17397 | 24138 | 28754 | 30386 | 32063 | 33786 | 35553 | 41118 | 51219 | 62261
[NAME]. P/L | 3096613 | 1582876 | 642783 | 322989 | 0 | -326165 | -655483 | -1662073 | -3399488 | -5205967
2001-09-01 00:00:00
Delta | -10450558 | -10859196 | -11119772 | -11206155 | -11292151 | -11377660 | -11462582 | -11712783 | -12108460 | -12467847
Gamma | -3233966 | -3245795 | -3226903 | -3214220 | -3197961 | -3177970 | -3154142 | -3059299 | -2827550 | -2522641
Vega | -86989 | -93330 | -95971 | -96629 | -97170 | -97591 | -97890 | -98041 | -95831 | -90786
Theta | 1890 | 1959 | 1970 | 1968 | 1962 | 1954 | 1942 | 1885 | 1720 | 1473
Rho | 12345 | 20009 | 25077 | 26843 | 28646 | 30486 | 32363 | 38206 | 48620 | 59799
[NAME]. P/L | 2919397 | 1485321 | 601095 | 301703 | 0 | -304003 | -610290 | -1542683 | -3140248 | -4788549
2001-10-01 00:00:00
Delta | -10793984 | -11300760 | -11611515 | -11714028 | -11815844 | -11916860 | -12016973 | -12310836 | -12773021 | -13191609
Gamma | -3883930 | -3849663 | -3798596 | -3774711 | -3747096 | -3715647 | -3680308 | -3551081 | -3264863 | -2911818
Vega | -110831 | -117820 | -120580 | -121237 | -121758 | -122141 | -122386 | -122284 | -119407 | -113484
Theta | 2229 | 2309 | 2320 | 2317 | 2311 | 2300 | 2286 | 2220 | 2035 | 1762
Rho | 24848 | 33115 | 38663 | 40607 | 42597 | 44633 | 46715 | 53221 | 64895 | 77509
[NAME]. P/L | 3063364 | 1564573 | 634190 | 318478 | 0 | -321223 | -645168 | -1633068 | -3331057 | -5088755
2001-11-01 00:00:00
Delta | -15523158 | -15181249 | -15008802 | -14954273 | -14901211 | -14849594 | -14799396 | -14656958 | -14444192 | -14257464
Gamma | 2348210 | 2118626 | 1961900 | 1909584 | 1857845 | 1806963 | 1757172 | 1615950 | 1411884 | 1245187
Vega | 37894 | 41992 | 43841 | 44373 | 44867 | 45326 | 45751 | 46846 | 48141 | 48843
Theta | -769 | -811 | -817 | -816 | -814 | -811 | -807 | -790 | -748 | -693
Rho | -16110 | -17996 | -19364 | -19859 | -20372 | -20904 | -21454 | -23210 | -26477 | -30137
[NAME]. P/L | 4285704 | 2118124 | 842538 | 420511 | 0 | -419038 | -836642 | -2081238 | -4130348 | -6151384
2001-12-01 00:00:00
Delta | 6294834 | 6291072 | 6391349 | 6422562 | 6452745 | 6481952 | 6510235 | 6590078 | 6709466 | 6816155
Gamma | 1409388 | 1202262 | 1085254 | 1049220 | 1014917 | 982419 | 951762 | 870708 | 767990 | 694810
Vega | 18794 | 21992 | 23680 | 24217 | 24742 | 25256 | 25761 | 27218 | 29434 | 31306
Theta | -414 | -424 | -423 | -421 | -420 | -418 | -416 | -410 | -396 | -377
Rho | -7895 | -9834 | -11126 | -11578 | -12041 | -12513 | -12996 | -14506 | -17220 | -20171
[NAME]. P/L | -1890463 | -928878 | -374193 | -187516 | 0 | 188325 | 377432 | 949180 | 1915513 | 2896670
2002-01-01 00:00:00
Delta | 559209 | 257920 | 105440 | 52636 | -1072 | -55633 | -110995 | -281388 | -576737 | -881103
Gamma | -1460909 | -1669228 | -1774065 | -1805571 | -1835348 | -1863396 | -1889720 | -1958413 | -2039498 | -2081233
Vega | -47569 | -60574 | -68516 | -71166 | -73811 | -76447 | -79072 | -86844 | -99267 | -110724
Theta | 1078 | 1335 | 1489 | 1539 | 1590 | 1639 | 1689 | 1833 | 2055 | 2248
Rho | -6310 | -4579 | -3244 | -2747 | -2222 | -1670 | -1090 | 823 | 4603 | 9149
[NAME]. P/L | -95352 | -19238 | -3094 | -761 | 0 | -835 | -3292 | -20609 | -83747 | -191185
2002-02-01 00:00:00
Delta | 3998874 | 4123346 | 4188983 | 4205989 | 4220609 | 4232883 | 4242851 | 4259365 | 4245317 | 4185448
Gamma | 1349387 | 904174 | 643427 | 558560 | 474948 | 392713 | 311968 | 79656 | -269908 | -567307
Vega | 41849 | 31256 | 23680 | 20984 | 18211 | 15367 | 12459 | 3404 | -12447 | -28653
Theta | -466 | -219 | -46 | 16 | 79 | 144 | 210 | 414 | 771 | 1133
Rho | -34720 | -38315 | -40641 | -41437 | -42241 | -43052 | -43868 | -46341 | -50471 | -54506
[NAME]. P/L | -1173857 | -591053 | -238037 | -119242 | 0 | 119622 | 239558 | 600612 | 1202901 | 1799875
2002-03-01 00:00:00
Delta | -4021089 | -3693157 | -3565422 | -3528286 | -3493874 | -3462178 | -3433185 | -3362220 | -3295424 | -3288185
Gamma | 2217023 | 1731961 | 1429572 | 1328371 | 1227342 | 1126693 | 1026622 | 731701 | 267118 | -150871
Vega | 59309 | 51630 | 45356 | 43012 | 40550 | 37976 | 35295 | 26668 | 10712 | -6540
Theta | -589 | -466 | -361 | -321 | -279 | -235 | -189 | -39 | 239 | 541
Rho | -44021 | -42924 | -42562 | -42483 | -42421 | -42377 | -42349 | -42342 | -42515 | -42782
[NAME]. P/L | 1014186 | 483100 | 190057 | 94547 | 0 | -93657 | -186496 | -460835 | -908363 | -1350971
2002-04-01 00:00:00
Delta | -1399865 | -1580116 | -1711257 | -1758926 | -1808485 | -1859881 | -1913059 | -2082705 | -2395586 | -2739509
Gamma | -1143403 | -1565809 | -1799116 | -1872991 | -1944806 | -2014501 | -2082028 | -2271176 | -2539971 | -2749394
Vega | -26179 | -39968 | -48881 | -51935 | -55024 | -58144 | -61291 | -70858 | -86983 | -102918
Theta | 278 | 506 | 650 | 698 | 747 | 797 | 846 | 994 | 1238 | 1471
Rho | 11376 | 8916 | 7680 | 7315 | 6974 | 6660 | 6372 | 5677 | 5132 | 5430
[NAME]. P/L | 411413 | 219390 | 91340 | 46301 | 0 | -47611 | -96580 | -252077 | -542339 | -875314
2002-05-01 00:00:00
Delta | -6540307 | -6650183 | -6775370 | -6821167 | -6868915 | -6918562 | -6970053 | -7135029 | -7441465 | -7780633
Gamma | -1065478 | -1500127 | -1742001 | -1818866 | -1893718 | -1966492 | -2037127 | -2235703 | -2520139 | -2744568
Vega | -24622 | -38651 | -47774 | -50908 | -54083 | -57293 | -60534 | -70409 | -87118 | -103707
Theta | 238 | 456 | 595 | 643 | 690 | 738 | 786 | 930 | 1169 | 1398
Rho | 11596 | 9148 | 7914 | 7549 | 7208 | 6894 | 6606 | 5911 | 5373 | 5690
[NAME]. P/L | 1726982 | 868738 | 350898 | 176050 | 0 | -177303 | -355906 | -899980 | -1836854 | -2815327
2002-06-01 00:00:00
Delta | 18064573 | 17828761 | 17662038 | 17602727 | 17541652 | 17478876 | 17414464 | 17212065 | 16848162 | 16458176
Gamma | -1625095 | -2039967 | -2262966 | -2332557 | -2399696 | -2464348 | -2526485 | -2697600 | -2931458 | -3102165
Vega | -39322 | -55014 | -64951 | -68324 | -71720 | -75135 | -78564 | -88899 | -106035 | -122651
Theta | 318 | 562 | 713 | 763 | 814 | 864 | 914 | 1064 | 1305 | 1530
Rho | 23360 | 19384 | 17339 | 16720 | 16135 | 15584 | 15069 | 13743 | 12313 | 11929
[NAME]. P/L | -4599135 | -2282774 | -908638 | -453542 | 0 | 451944 | 902246 | 2242899 | 4440962 | 6590289
2002-07-01 00:00:00
Delta | -6612448 | -6816033 | -6982493 | -7041635 | -7102501 | -7165025 | -7229144 | -7430405 | -7791543 | -8177681
Gamma | -1623927 | -2030176 | -2247658 | -2315374 | -2380627 | -2443384 | -2503618 | -2669018 | -2893476 | -3055222
Vega | -40849 | -56917 | -67065 | -70505 | -73966 | -77444 | -80934 | -91437 | -108802 | -125574
Theta | 325 | 564 | 711 | 760 | 809 | 858 | 907 | 1052 | 1285 | 1501
Rho | 23210 | 19344 | 17378 | 16789 | 16234 | 15714 | 15231 | 14010 | 12782 | 12633
[NAME]. P/L | 1777587 | 901431 | 365053 | 183304 | 0 | -184903 | -371448 | -941326 | -1927393 | -2961974
2002-08-01 00:00:00
Delta | 2026085 | 1883752 | 1771608 | 1729605 | 1685401 | 1639067 | 1590672 | 1433857 | 1138216 | 807901
Gamma | -801799 | -1299052 | -1571715 | -1657623 | -1740899 | -1821475 | -1899295 | -2115778 | -2418654 | -2649296
Vega | -20877 | -37789 | -48692 | -52417 | -56178 | -59969 | -63784 | -75320 | -94534 | -113206
Theta | 131 | 357 | 499 | 548 | 596 | 645 | 693 | 839 | 1076 | 1299
Rho | 15290 | 13132 | 12067 | 11759 | 11477 | 11222 | 10996 | 10499 | 10343 | 11129
[NAME]. P/L | -488665 | -232707 | -89955 | -44417 | 0 | 43239 | 85247 | 203360 | 371037 | 497906
2002-09-01 00:00:00
Delta | 3841493 | 3689465 | 3571140 | 3527297 | 3481364 | 3433410 | 3383505 | 3222802 | 2922748 | 2590406
Gamma | -905411 | -1380909 | -1640154 | -1721598 | -1800432 | -1876596 | -1950041 | -2153697 | -2436533 | -2649267
Vega | -24593 | -41820 | -52869 | -56635 | -60434 | -64259 | -68106 | -79716 | -98989 | -117648
Theta | 156 | 377 | 515 | 562 | 609 | 656 | 703 | 843 | 1070 | 1282
Rho | 16766 | 14579 | 13524 | 13225 | 12953 | 12710 | 12498 | 12057 | 12037 | 13008
[NAME]. P/L | -960304 | -468133 | -183966 | -91398 | 0 | 90173 | 179070 | 437614 | 838705 | 1198462
2002-10-01 00:00:00
Delta | 4573672 | 4416352 | 4291935 | 4246289 | 4198669 | 4149147 | 4097795 | 3933486 | 3629889 | 3297025
Gamma | -997381 | -1450027 | -1694009 | -1770211 | -1843750 | -1914581 | -1982668 | -2170230 | -2426826 | -2615009
Vega | -28716 | -46541 | -57871 | -61718 | -65590 | -69481 | -73386 | -85131 | -104489 | -123068
Theta | 203 | 422 | 558 | 604 | 649 | 695 | 741 | 877 | 1094 | 1295
Rho | 16333 | 14471 | 13641 | 13420 | 13230 | 13072 | 12946 | 12779 | 13258 | 14777
[NAME]. P/L | -1160074 | -568085 | -223763 | -111267 | 0 | 109987 | 218644 | 536180 | 1034788 | 1491368
2002-11-01 00:00:00
Delta | -867618 | -1058364 | -1197776 | -1248047 | -1300087 | -1353819 | -1409164 | -1584078 | -1900506 | -2239875
Gamma | -1161730 | -1568663 | -1781281 | -1846578 | -1909040 | -1968651 | -2025403 | -2178529 | -2377707 | -2510572
Vega | -38449 | -57865 | -69933 | -73986 | -78044 | -82101 | -86150 | -98201 | -117638 | -135768
Theta | 359 | 567 | 693 | 735 | 777 | 819 | 860 | 980 | 1167 | 1331
Rho | 8965 | 9963 | 10919 | 11306 | 11730 | 12191 | 12691 | 14435 | 18209 | 23153
[NAME]. P/L | 295422 | 162835 | 69182 | 35300 | 0 | -36766 | -75044 | -199371 | -440450 | -727064
2002-12-01 00:00:00
Delta | 855507 | 457696 | 233226 | 155966 | 77642 | -1657 | -81842 | -326855 | -745238 | -1168268
Gamma | -2222972 | -2513193 | -2647477 | -2685795 | -2720973 | -2753068 | -2782141 | -2851885 | -2914242 | -2917701
Vega | -83861 | -105648 | -118438 | -122618 | -126748 | -130822 | -134836 | -146470 | -164273 | -179765
Theta | 721 | 940 | 1064 | 1103 | 1141 | 1179 | 1215 | 1317 | 1460 | 1566
Rho | 26492 | 29018 | 31193 | 32034 | 32935 | 33896 | 34918 | 38357 | 45357 | 53971
[NAME]. P/L | -146437 | -39134 | -9025 | -3386 | 0 | 1102 | -106 | -17825 | -95365 | -233945
2003-01-01 00:00:00
Delta | -10911553 | -10984083 | -11056328 | -11081023 | -11105968 | -11131127 | -11156470 | -11233288 | -11362279 | -11489884
Gamma | -720064 | -803700 | -838218 | -847290 | -855202 | -861990 | -867691 | -878661 | -878833 | -860531
Vega | -29078 | -36170 | -40147 | -41415 | -42652 | -43855 | -45025 | -48319 | -53044 | -56772
Theta | 127 | 238 | 300 | 319 | 339 | 358 | 376 | 428 | 503 | 563
Rho | 26306 | 21311 | 18536 | 17651 | 16784 | 15938 | 15113 | 12758 | 9244 | 6244
[NAME]. P/L | 3230393 | 1618006 | 649351 | 325039 | 0 | -325773 | -652286 | -1636309 | -3291435 | -4965387
2003-02-01 00:00:00
Delta | 4188932 | 4229214 | 4259379 | 4267850 | 4275556 | 4282514 | 4288742 | 4303232 | 4314591 | 4312185
Gamma | 551087 | 400129 | 314505 | 287044 | 260178 | 233935 | 208337 | 135617 | 28722 | -59852
Vega | 20994 | 16987 | 14211 | 13237 | 12243 | 11231 | 10202 | 7042 | 1649 | -3704
Theta | -145 | -107 | -79 | -69 | -59 | -49 | -38 | -6 | 49 | 105
Rho | -10195 | -9824 | -9715 | -9693 | -9678 | -9668 | -9664 | -9678 | -9755 | -9849
[NAME]. P/L | -1197900 | -599179 | -240443 | -120335 | 0 | 120542 | 241269 | 604365 | 1211451 | 1819139
2003-03-01 00:00:00
Delta | 8283032 | 8341449 | 8388924 | 8402949 | 8416092 | 8428367 | 8439786 | 8469070 | 8502357 | 8518379
Gamma | 807501 | 636270 | 535534 | 502678 | 470271 | 438360 | 406989 | 316481 | 179326 | 61122
Vega | 27683 | 24306 | 21772 | 20856 | 19908 | 18931 | 17927 | 14775 | 9194 | 3435
Theta | -185 | -158 | -136 | -128 | -119 | -110 | -101 | -72 | -19 | 35
Rho | -11674 | -10887 | -10583 | -10505 | -10438 | -10380 | -10332 | -10238 | -10206 | -10270
[NAME]. P/L | -2263393 | -1132225 | -454087 | -227227 | 0 | 227571 | 455461 | 1140826 | 2287452 | 3437382
2003-04-01 00:00:00
Delta | 2228590 | 2295395 | 2332097 | 2342931 | 2353072 | 2362526 | 2371298 | 2393614 | 2418101 | 2428104
Gamma | 644203 | 510662 | 429775 | 403034 | 376487 | 350180 | 324156 | 248162 | 130309 | 25871
Vega | 20733 | 18314 | 16403 | 15699 | 14964 | 14199 | 13406 | 10879 | 6277 | 1375
Theta | -135 | -115 | -98 | -92 | -85 | -78 | -70 | -47 | -3 | 44
Rho | -8154 | -7896 | -7869 | -7878 | -7895 | -7920 | -7952 | -8085 | -8400 | -8782
[NAME]. P/L | -598681 | -302573 | -121920 | -61097 | 0 | 61351 | 122940 | 308953 | 622120 | 937511
2003-05-01 00:00:00
Delta | 4476417 | 4527142 | 4565550 | 4576920 | 4587581 | 4597539 | 4606800 | 4630492 | 4656990 | 4668686
Gamma | 670231 | 533465 | 450683 | 423324 | 396168 | 369262 | 342648 | 264949 | 144491 | 37767
Vega | 21879 | 19409 | 17454 | 16733 | 15980 | 15196 | 14384 | 11795 | 7080 | 2059
Theta | -135 | -116 | -99 | -93 | -86 | -79 | -72 | -49 | -6 | 39
Rho | -8720 | -8377 | -8308 | -8305 | -8311 | -8324 | -8346 | -8451 | -8729 | -9083
[NAME]. P/L | -1184374 | -593107 | -238177 | -119232 | 0 | 119500 | 239250 | 599821 | 1204140 | 1810924
2003-06-01 00:00:00
Delta | 4308471 | 4355241 | 4389974 | 4400191 | 4409736 | 4418615 | 4426836 | 4447633 | 4470066 | 4478617
Gamma | 613086 | 482718 | 404271 | 378409 | 352770 | 327394 | 302321 | 229272 | 116447 | 16921
Vega | 20681 | 18145 | 16173 | 15450 | 14696 | 13914 | 13105 | 10535 | 5880 | 948
Theta | -122 | -102 | -86 | -80 | -73 | -66 | -59 | -37 | 4 | 48
Rho | -8646 | -8376 | -8343 | -8350 | -8365 | -8388 | -8418 | -8544 | -8846 | -9212
[NAME]. P/L | -1142885 | -572319 | -229772 | -115015 | 0 | 115256 | 230734 | 578340 | 1160602 | 1744867
2003-07-01 00:00:00
Delta | 4513614 | 4560231 | 4594916 | 4605111 | 4614632 | 4623486 | 4631681 | 4652417 | 4674833 | 4683533
Gamma | 612124 | 480383 | 401744 | 375910 | 350338 | 325070 | 300140 | 227708 | 116395 | 18732
Vega | 21349 | 18670 | 16617 | 15868 | 15090 | 14284 | 13452 | 10818 | 6076 | 1083
Theta | -120 | -100 | -84 | -78 | -71 | -65 | -58 | -36 | 5 | 48
Rho | -9341 | -8987 | -8906 | -8898 | -8899 | -8907 | -8922 | -9005 | -9239 | -9538
[NAME]. P/L | -1201499 | -601599 | -241486 | -120872 | 0 | 121113 | 242450 | 607630 | 1219190 | 1832769
2003-08-01 00:00:00
Delta | 3503244 | 3549347 | 3582247 | 3591884 | 3600866 | 3609203 | 3616902 | 3636277 | 3656871 | 3664302
Gamma | 583790 | 455118 | 378799 | 353796 | 329079 | 304684 | 280644 | 210951 | 104265 | 11065
Vega | 21075 | 18309 | 16218 | 15459 | 14672 | 13858 | 13020 | 10374 | 5635 | 668
Theta | -113 | -93 | -76 | -70 | -64 | -58 | -51 | -29 | 10 | 51
Rho | -9698 | -9329 | -9238 | -9226 | -9222 | -9226 | -9237 | -9305 | -9510 | -9775
[NAME]. P/L | -938946 | -470487 | -188999 | -94622 | 0 | 94850 | 189910 | 476193 | 956052 | 1437735
2003-09-01 00:00:00
Delta | 3889876 | 3930823 | 3960601 | 3969266 | 3977310 | 3984742 | 3991572 | 4008544 | 4025800 | 4030681
Gamma | 534967 | 412570 | 340278 | 316638 | 293288 | 270260 | 247586 | 181951 | 81754 | -5494
Vega | 19881 | 17086 | 14998 | 14243 | 13462 | 12655 | 11825 | 9213 | 4551 | -317
Theta | -101 | -81 | -65 | -59 | -53 | -47 | -40 | -19 | 19 | 58
Rho | -9591 | -9291 | -9233 | -9231 | -9236 | -9248 | -9266 | -9354 | -9581 | -9857
[NAME]. P/L | -1041930 | -521715 | -209413 | -104817 | 0 | 105021 | 210230 | 526828 | 1056837 | 1588287
2003-10-01 00:00:00
Delta | 3316574 | 3358640 | 3387523 | 3395879 | 3403613 | 3410735 | 3417254 | 3433311 | 3449164 | 3452881
Gamma | 521349 | 397596 | 325328 | 301815 | 278647 | 255852 | 233459 | 168915 | 71187 | -13096
Vega | 20252 | 17211 | 14989 | 14192 | 13369 | 12523 | 11656 | 8941 | 4144 | -813
Theta | -98 | -77 | -60 | -54 | -48 | -42 | -35 | -14 | 24 | 63
Rho | -10263 | -9900 | -9806 | -9791 | -9784 | -9783 | -9789 | -9840 | -10001 | -10207
[NAME]. P/L | -899456 | -450711 | -180995 | -90605 | 0 | 90802 | 181787 | 455672 | 914359 | 1374332
2003-11-01 00:00:00
Delta | 4748012 | 4762396 | 4780938 | 4785898 | 4790270 | 4794067 | 4797304 | 4803808 | 4804898 | 4795548
Gamma | 372453 | 254243 | 187746 | 166493 | 145733 | 125483 | 105760 | 49873 | -31890 | -99259
Vega | 16401 | 12478 | 9809 | 8879 | 7931 | 6968 | 5992 | 3002 | -2080 | -7113
Theta | -69 | -40 | -20 | -13 | -6 | 2 | 9 | 32 | 71 | 110
Rho | -9910 | -9813 | -9846 | -9869 | -9896 | -9927 | -9961 | -10081 | -10302 | -10502
[NAME]. P/L | -1341440 | -669102 | -268100 | -134115 | 0 | 134230 | 268558 | 671980 | 1344963 | 2017345
2003-12-01 00:00:00
Delta | 11376723 | 11353436 | 11366028 | 11369031 | 11371465 | 11373347 | 11374697 | 11375728 | 11368482 | 11351962
Gamma | 290068 | 175168 | 112494 | 92763 | 73632 | 55110 | 37204 | -12781 | -83686 | -139667
Vega | 14240 | 9586 | 6557 | 5520 | 4474 | 3420 | 2359 | -837 | -6114 | -11165
Theta | -46 | -11 | 12 | 19 | 27 | 36 | 44 | 68 | 109 | 147
Rho | -10906 | -11084 | -11263 | -11330 | -11401 | -11473 | -11548 | -11776 | -12142 | -12445
[NAME]. P/L | -3339111 | -1663074 | -665537 | -332808 | 0 | 332871 | 665790 | 1664679 | 3329114 | 4991784
2004-01-01 00:00:00
Delta | -6439403 | -6229867 | -6136992 | -6107482 | -6078686 | -6050598 | -6023210 | -5945163 | -5828227 | -5726542
Gamma | 1207276 | 1083063 | 1009290 | 985038 | 961003 | 937211 | 913685 | 844894 | 737105 | 638908
Vega | 62339 | 62307 | 61786 | 61537 | 61254 | 60937 | 60589 | 59370 | 56843 | 53848
Theta | -262 | -262 | -256 | -253 | -250 | -247 | -243 | -229 | -199 | -163
Rho | -35899 | -35800 | -36172 | -36364 | -36587 | -36842 | -37127 | -38159 | -40423 | -43289
[NAME]. P/L | 1856493 | 910457 | 361509 | 180323 | 0 | -179482 | -358142 | -889403 | -1760289 | -2615018
2004-02-01 00:00:00
Delta | -770524 | -599189 | -505978 | -476193 | -447049 | -418543 | -390671 | -310822 | -189932 | -83461
Gamma | 1234527 | 1123805 | 1056167 | 1033657 | 1011219 | 988884 | 966680 | 901094 | 796398 | 698999
Vega | 60177 | 61034 | 61040 | 60964 | 60851 | 60703 | 60521 | 59781 | 57986 | 55626
Theta | -235 | -244 | -243 | -243 | -241 | -239 | -237 | -228 | -207 | -179
Rho | -36625 | -36032 | -36099 | -36188 | -36309 | -36462 | -36645 | -37371 | -39132 | -41512
[NAME]. P/L | 172477 | 74367 | 27154 | 13157 | 0 | -12335 | -23867 | -53822 | -89329 | -108647
2004-03-01 00:00:00
Delta | 2614387 | 2775763 | 2874716 | 2906469 | 2937604 | 2968119 | 2998016 | 3084010 | 3215221 | 3331889
Gamma | 1345081 | 1237910 | 1170800 | 1148228 | 1125620 | 1103010 | 1080432 | 1013180 | 904182 | 801062
Vega | 61096 | 62648 | 63052 | 63105 | 63118 | 63093 | 63031 | 62635 | 61346 | 59402
Theta | -220 | -238 | -242 | -243 | -243 | -243 | -243 | -238 | -225 | -203
Rho | -39051 | -37641 | -37235 | -37168 | -37136 | -37136 | -37168 | -37452 | -38508 | -40224
[NAME]. P/L | -763712 | -391326 | -159181 | -80021 | 0 | 80865 | 162558 | 412430 | 843861 | 1292254
2004-04-01 00:00:00
Delta | -1617530 | -1433126 | -1332984 | -1300691 | -1268952 | -1237770 | -1207151 | -1118680 | -982522 | -860212
Gamma | 1387658 | 1293986 | 1232946 | 1212083 | 1191031 | 1169832 | 1148522 | 1084275 | 977912 | 874990
Vega | 58716 | 61001 | 61850 | 62050 | 62209 | 62329 | 62411 | 62434 | 61797 | 60431
Theta | -186 | -210 | -219 | -221 | -223 | -224 | -225 | -226 | -219 | -204
Rho | -40149 | -38214 | -37489 | -37317 | -37178 | -37073 | -36999 | -36969 | -37513 | -38736
[NAME]. P/L | 381032 | 178288 | 68720 | 33937 | 0 | -33106 | -65397 | -157519 | -296122 | -417663
2004-05-01 00:00:00
Delta | -3050859 | -2858953 | -2758846 | -2726579 | -2694871 | -2663727 | -2633148 | -2544824 | -2408951 | -2286934
Gamma | 1389277 | 1293525 | 1231625 | 1210532 | 1189277 | 1167900 | 1146436 | 1081856 | 975299 | 872514
Vega | 60083 | 62329 | 63153 | 63345 | 63496 | 63608 | 63681 | 63680 | 63004 | 61604
Theta | -183 | -207 | -216 | -218 | -220 | -221 | -222 | -222 | -216 | -201
Rho | -41747 | -39720 | -38950 | -38763 | -38612 | -38493 | -38409 | -38347 | -38850 | -40046
[NAME]. P/L | 759908 | 366747 | 144105 | 71630 | 0 | -70799 | -140783 | -345992 | -673095 | -983168
2004-06-01 00:00:00
Delta | -2951185 | -2765660 | -2668678 | -2637419 | -2606702 | -2576531 | -2546907 | -2461336 | -2329671 | -2211386
Gamma | 1341288 | 1248463 | 1188644 | 1168282 | 1147775 | 1127158 | 1106466 | 1044250 | 941697 | 842851
Vega | 59550 | 61757 | 62570 | 62759 | 62909 | 63020 | 63094 | 63100 | 62451 | 61091
Theta | -175 | -198 | -206 | -208 | -209 | -210 | -211 | -211 | -204 | -190
Rho | -42029 | -40142 | -39450 | -39290 | -39164 | -39071 | -39011 | -39023 | -39643 | -40949
[NAME]. P/L | 737789 | 356107 | 139920 | 69549 | 0 | -68742 | -136690 | -335923 | -653476 | -954461
2004-07-01 00:00:00
Delta | -1733136 | -1552178 | -1455027 | -1423740 | -1393008 | -1362834 | -1333219 | -1247736 | -1116386 | -998566
Gamma | 1342180 | 1246300 | 1185041 | 1164262 | 1143365 | 1122388 | 1101363 | 1038302 | 934797 | 835469
Vega | 61031 | 63139 | 63885 | 64051 | 64178 | 64266 | 64316 | 64251 | 63483 | 62010
Theta | -173 | -194 | -202 | -204 | -205 | -206 | -207 | -206 | -199 | -184
Rho | -43238 | -41304 | -40597 | -40434 | -40305 | -40211 | -40150 | -40164 | -40802 | -42142
[NAME]. P/L | 416275 | 195960 | 75848 | 37511 | 0 | -36700 | -72603 | -175686 | -332954 | -473637
2004-08-01 00:00:00
Delta | -1697895 | -1520587 | -1425133 | -1394404 | -1364226 | -1334599 | -1305526 | -1221628 | -1092762 | -977200
Gamma | 1316346 | 1220772 | 1160080 | 1139541 | 1118909 | 1098217 | 1077496 | 1015447 | 913875 | 816646
Vega | 61470 | 63515 | 64229 | 64386 | 64504 | 64583 | 64625 | 64538 | 63745 | 62258
Theta | -168 | -188 | -195 | -197 | -198 | -199 | -200 | -199 | -191 | -176
Rho | -44171 | -42285 | -41609 | -41457 | -41339 | -41256 | -41207 | -41256 | -41955 | -43359
[NAME]. P/L | 409025 | 192590 | 74536 | 36861 | 0 | -36062 | -71340 | -172614 | -327093 | -465248
2004-09-01 00:00:00
Delta | -1936007 | -1762398 | -1669909 | -1640129 | -1610880 | -1582163 | -1553979 | -1472626 | -1347600 | -1235388
Gamma | 1272177 | 1180075 | 1121673 | 1101918 | 1082078 | 1062183 | 1042263 | 982626 | 885016 | 791570
Vega | 60810 | 62848 | 63569 | 63731 | 63854 | 63939 | 63988 | 63927 | 63190 | 61772
Theta | -159 | -178 | -185 | -187 | -188 | -189 | -189 | -188 | -180 | -165
Rho | -44554 | -42789 | -42182 | -42051 | -41955 | -41893 | -41865 | -41975 | -42769 | -44263
[NAME]. P/L | 475122 | 225736 | 87867 | 43538 | 0 | -42762 | -84761 | -206331 | -395035 | -567859
2004-10-01 00:00:00
Delta | -329046 | -165583 | -73728 | -44194 | -15207 | 13234 | 41129 | 121548 | 244858 | 355246
Gamma | 1257763 | 1162002 | 1102083 | 1081925 | 1061728 | 1041522 | 1021336 | 961140 | 863294 | 770289
Vega | 62516 | 64350 | 64947 | 65067 | 65148 | 65193 | 65201 | 65020 | 64094 | 62506
Theta | -160 | -177 | -183 | -184 | -185 | -186 | -186 | -184 | -175 | -159
Rho | -45820 | -44115 | -43554 | -43440 | -43362 | -43319 | -43309 | -43480 | -44387 | -46002
[NAME]. P/L | 45323 | 12071 | 2396 | 802 | 0 | -26 | 711 | 7343 | 32266 | 72982
2004-11-01 00:00:00
Delta | -787548 | -629569 | -543727 | -516264 | -489373 | -463053 | -437299 | -363391 | -251064 | -151569
Gamma | 1140242 | 1039637 | 978667 | 958431 | 938282 | 918244 | 898338 | 839610 | 745953 | 658764
Vega | 63400 | 64406 | 64518 | 64480 | 64406 | 64297 | 64155 | 63539 | 61955 | 59800
Theta | -166 | -175 | -176 | -175 | -174 | -173 | -172 | -165 | -149 | -126
Rho | -44781 | -43973 | -43952 | -44018 | -44119 | -44254 | -44423 | -45126 | -46904 | -49367
[NAME]. P/L | 180164 | 79149 | 29283 | 14256 | 0 | -13502 | -26265 | -60285 | -103686 | -132081
2004-12-01 00:00:00
Delta | 9258274 | 9351126 | 9433193 | 9459318 | 9484836 | 9509754 | 9534079 | 9603566 | 9708249 | 9800006
Gamma | 1062662 | 956159 | 893355 | 872756 | 852359 | 832183 | 812242 | 753974 | 662661 | 579283
Vega | 65460 | 65623 | 65245 | 65048 | 64817 | 64555 | 64261 | 63211 | 60971 | 58253
Theta | -171 | -172 | -169 | -167 | -164 | -162 | -159 | -148 | -126 | -97
Rho | -45487 | -45372 | -45777 | -45986 | -46230 | -46509 | -46821 | -47954 | -50446 | -53612
[NAME]. P/L | -2782462 | -1393344 | -559702 | -280233 | 0 | 280979 | 562686 | 1412005 | 2840522 | 4283554
2005-01-01 00:00:00
Delta | -4063637 | -3967803 | -3929992 | -3918097 | -3906543 | -3895325 | -3884433 | -3853648 | -3808192 | -3769275
Gamma | 502999 | 438457 | 402430 | 390902 | 379619 | 368584 | 357797 | 326924 | 280360 | 239640
Vega | 32719 | 31777 | 31037 | 30766 | 30484 | 30193 | 29893 | 28943 | 27241 | 25449
Theta | -109 | -107 | -104 | -103 | -101 | -99 | -98 | -92 | -80 | -67
Rho | -16803 | -16112 | -15926 | -15898 | -15888 | -15894 | -15915 | -16069 | -16598 | -17427
[NAME]. P/L | 1198000 | 590269 | 235011 | 117330 | 0 | -116988 | -233645 | -581722 | -1156081 | -1724125
2005-02-01 00:00:00
Delta | -3691155 | -3602680 | -3566403 | -3554931 | -3543760 | -3532885 | -3522301 | -3492236 | -3447415 | -3408588
Gamma | 491495 | 434236 | 401684 | 391180 | 380858 | 370722 | 360775 | 332095 | 288227 | 249226
Vega | 30207 | 29735 | 29271 | 29090 | 28897 | 28693 | 28479 | 27780 | 26461 | 25007
Theta | -95 | -96 | -94 | -94 | -93 | -92 | -90 | -86 | -78 | -67
Rho | -16381 | -15626 | -15387 | -15341 | -15310 | -15295 | -15294 | -15379 | -15783 | -16478
[NAME]. P/L | 1049236 | 516952 | 205762 | 102717 | 0 | -102398 | -204486 | -508970 | -1010977 | -1506941
2005-03-01 00:00:00
Delta | -880177 | -799725 | -757882 | -744612 | -731675 | -719063 | -706773 | -671777 | -619359 | -573697
Gamma | 583542 | 519401 | 482461 | 470472 | 458659 | 447028 | 435587 | 402440 | 351301 | 305397
Vega | 33384 | 33107 | 32725 | 32567 | 32394 | 32207 | 32007 | 31336 | 30021 | 28524
Theta | -98 | -102 | -102 | -102 | -102 | -101 | -101 | -98 | -91 | -82
Rho | -18971 | -17629 | -17065 | -16914 | -16781 | -16666 | -16567 | -16369 | -16339 | -16643
[NAME]. P/L | 224156 | 106526 | 41478 | 20557 | 0 | -20201 | -40055 | -97625 | -187438 | -270430
2005-04-01 00:00:00
Delta | -3580692 | -3481643 | -3439365 | -3425906 | -3412758 | -3399918 | -3387383 | -3351559 | -3297530 | -3250076
Gamma | 602194 | 541548 | 505983 | 494347 | 482838 | 471466 | 460238 | 427495 | 376352 | 329805
Vega | 32319 | 32383 | 32197 | 32101 | 31991 | 31865 | 31725 | 31226 | 30171 | 28897
Theta | -87 | -93 | -95 | -95 | -95 | -95 | -95 | -94 | -89 | -82
Rho | -19510 | -17969 | -17282 | -17091 | -16917 | -16760 | -16621 | -16301 | -16071 | -16181
[NAME]. P/L | 943222 | 463732 | 184385 | 92014 | 0 | -91664 | -182986 | -454986 | -902227 | -1342647
2005-05-01 00:00:00
Delta | -3480589 | -3383068 | -3339877 | -3326131 | -3312707 | -3299599 | -3286803 | -3250250 | -3195156 | -3146803
Gamma | 615539 | 553003 | 516398 | 504432 | 492601 | 480915 | 469382 | 435769 | 383334 | 335677
Vega | 33428 | 33461 | 33250 | 33146 | 33026 | 32890 | 32740 | 32210 | 31096 | 29762
Theta | -86 | -93 | -95 | -95 | -95 | -95 | -95 | -94 | -89 | -83
Rho | -20393 | -18741 | -17997 | -17788 | -17597 | -17424 | -17269 | -16906 | -16616 | -16678
[NAME]. P/L | 916512 | 450702 | 179148 | 89391 | 0 | -89034 | -177719 | -441765 | -875624 | -1302524
2005-06-01 00:00:00
Delta | -4774821 | -4672836 | -4631612 | -4618491 | -4605676 | -4593162 | -4580946 | -4546040 | -4493409 | -4447189
Gamma | 585021 | 525631 | 490908 | 479562 | 468346 | 457269 | 446339 | 414490 | 364817 | 319673
Vega | 32480 | 32515 | 32315 | 32215 | 32100 | 31971 | 31828 | 31321 | 30255 | 28975
Theta | -82 | -88 | -89 | -89 | -90 | -89 | -89 | -88 | -84 | -77
Rho | -19987 | -18456 | -17778 | -17590 | -17419 | -17267 | -17131 | -16823 | -16618 | -16755
[NAME]. P/L | 1271170 | 627140 | 249771 | 124710 | 0 | -124368 | -248401 | -618574 | -1229566 | -1833882
2005-07-01 00:00:00
Delta | -3771786 | -3673310 | -3631548 | -3618264 | -3605292 | -3592629 | -3580270 | -3544973 | -3491800 | -3445149
Gamma | 591474 | 530563 | 495085 | 483510 | 472077 | 460793 | 449667 | 417285 | 366893 | 321202
Vega | 33632 | 33613 | 33377 | 33266 | 33138 | 32996 | 32840 | 32294 | 31163 | 29818
Theta | -82 | -88 | -89 | -90 | -90 | -90 | -89 | -88 | -84 | -77
Rho | -20945 | -19328 | -18607 | -18406 | -18223 | -18059 | -17912 | -17574 | -17328 | -17436
[NAME]. P/L | 1003735 | 493945 | 196475 | 98059 | 0 | -97711 | -195083 | -485240 | -962784 | -1433560
2005-08-01 00:00:00
Delta | -4064258 | -3968050 | -3926897 | -3913809 | -3901030 | -3888555 | -3876380 | -3841615 | -3789249 | -3743310
Gamma | 581325 | 521160 | 486185 | 474783 | 463525 | 452418 | 441469 | 409621 | 360108 | 315255
Vega | 33724 | 33685 | 33441 | 33326 | 33196 | 33052 | 32894 | 32342 | 31205 | 29858
Theta | -80 | -85 | -87 | -87 | -87 | -87 | -87 | -85 | -81 | -74
Rho | -21218 | -19614 | -18902 | -18704 | -18524 | -18363 | -18219 | -17891 | -17663 | -17790
[NAME]. P/L | 1087023 | 535795 | 213227 | 106437 | 0 | -106093 | -211851 | -527191 | -1046777 | -1559675
2005-09-01 00:00:00
Delta | -5135125 | -5100330 | -5097264 | -5096155 | -5095007 | -5093823 | -5092607 | -5088787 | -5082003 | -5074928
Gamma | 23869 | 34811 | 39905 | 41374 | 42735 | 43989 | 45142 | 48019 | 51085 | 52352
Vega | 1409 | 2289 | 2793 | 2955 | 3114 | 3270 | 3423 | 3858 | 4505 | 5045
Theta | -3 | -2 | 0 | 0 | 1 | 1 | 2 | 3 | 7 | 11
Rho | -852 | -2464 | -3447 | -3778 | -4111 | -4445 | -4781 | -5800 | -7538 | -9327
[NAME]. P/L | 1400215 | 695589 | 278148 | 139058 | 0 | -139027 | -278020 | -694797 | -1388704 | -2081663
2005-10-01 00:00:00
Delta | -5239097 | -5201402 | -5198244 | -5197110 | -5195940 | -5194738 | -5193505 | -5189653 | -5182861 | -5175827
Gamma | 25558 | 35787 | 40493 | 41841 | 43084 | 44226 | 45269 | 47843 | 50487 | 51429
Vega | 1559 | 2432 | 2928 | 3088 | 3244 | 3397 | 3546 | 3972 | 4600 | 5121
Theta | -3 | -1 | 0 | 1 | 1 | 2 | 2 | 4 | 8 | 12
Rho | -1136 | -2790 | -3799 | -4139 | -4481 | -4824 | -5169 | -6216 | -8001 | -9838
[NAME]. P/L | 1441619 | 715868 | 286256 | 143112 | 0 | -143080 | -286126 | -715056 | -1429207 | -2142404
2005-11-01 00:00:00
Delta | -4329652 | -4298881 | -4295145 | -4293840 | -4292510 | -4291158 | -4289786 | -4285575 | -4278370 | -4271126
Gamma | 33624 | 41478 | 44840 | 45758 | 46581 | 47313 | 47957 | 49402 | 50402 | 50000
Vega | 2275 | 3127 | 3598 | 3746 | 3891 | 4032 | 4168 | 4550 | 5095 | 5524
Theta | -1 | 1 | 3 | 4 | 4 | 5 | 6 | 8 | 12 | 18
Rho | -2534 | -4317 | -5409 | -5777 | -6147 | -6519 | -6894 | -8031 | -9972 | -11971
[NAME]. P/L | 1245328 | 618589 | 247325 | 123644 | 0 | -123605 | -247171 | -617627 | -1234233 | -1849796
2005-12-01 00:00:00
Delta | -5790445 | -5747852 | -5742521 | -5740690 | -5738837 | -5736968 | -5735085 | -5729389 | -5719907 | -5710687
Gamma | 49233 | 57566 | 60668 | 61424 | 62052 | 62558 | 62947 | 63484 | 62613 | 60101
Vega | 3232 | 4211 | 4723 | 4880 | 5030 | 5173 | 5308 | 5673 | 6141 | 6443
Theta | 0 | 2 | 4 | 5 | 6 | 6 | 7 | 10 | 15 | 21
Rho | -3550 | -5360 | -6479 | -6859 | -7241 | -7627 | -8016 | -9202 | -11243 | -13363
[NAME]. P/L | 1734667 | 861510 | 344441 | 172193 | 0 | -172137 | -344218 | -860120 | -1718815 | -2576105
2006-01-01 00:00:00
Delta | -1907672 | -1907672 | -1907672 | -1907672 | -1907672 | -1907672 | -1907672 | -1907672 | -1907672 | -1907672
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 581077 | 290538 | 116215 | 58108 | 0 | -58108 | -116215 | -290538 | -581077 | -871615
2006-02-01 00:00:00
Delta | -2951576 | -2951576 | -2951576 | -2951576 | -2951576 | -2951576 | -2951576 | -2951576 | -2951576 | -2951576
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 869239 | 434620 | 173848 | 86924 | 0 | -86924 | -173848 | -434620 | -869239 | -1303859
2006-03-01 00:00:00
Delta | -3299771 | -3299771 | -3299771 | -3299771 | -3299771 | -3299771 | -3299771 | -3299771 | -3299771 | -3299771
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 936805 | 468402 | 187361 | 93680 | 0 | -93680 | -187361 | -468402 | -936805 | -1405207
2006-04-01 00:00:00
Delta | -2622167 | -2622167 | -2622167 | -2622167 | -2622167 | -2622167 | -2622167 | -2622167 | -2622167 | -2622167
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 720572 | 360286 | 144114 | 72057 | 0 | -72057 | -144114 | -360286 | -720572 | -1080857
2006-05-01 00:00:00
Delta | -2717196 | -2717196 | -2717196 | -2717196 | -2717196 | -2717196 | -2717196 | -2717196 | -2717196 | -2717196
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 747501 | 373750 | 149500 | 74750 | 0 | -74750 | -149500 | -373750 | -747501 | -1121251
2006-06-01 00:00:00
Delta | -2631947 | -2631947 | -2631947 | -2631947 | -2631947 | -2631947 | -2631947 | -2631947 | -2631947 | -2631947
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 727207 | 363604 | 145441 | 72721 | 0 | -72721 | -145441 | -363604 | -727207 | -1090811
2006-07-01 00:00:00
Delta | -2713796 | -2713796 | -2713796 | -2713796 | -2713796 | -2713796 | -2713796 | -2713796 | -2713796 | -2713796
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 752807 | 376403 | 150561 | 75281 | 0 | -75281 | -150561 | -376403 | -752807 | -1129210
2006-08-01 00:00:00
Delta | -2713833 | -2713833 | -2713833 | -2713833 | -2713833 | -2713833 | -2713833 | -2713833 | -2713833 | -2713833
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 755260 | 377630 | 151052 | 75526 | 0 | -75526 | -151052 | -377630 | -755260 | -1132890
2006-09-01 00:00:00
Delta | -2615601 | -2615601 | -2615601 | -2615601 | -2615601 | -2615601 | -2615601 | -2615601 | -2615601 | -2615601
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 728968 | 364484 | 145794 | 72897 | 0 | -72897 | -145794 | -364484 | -728968 | -1093452
2006-10-01 00:00:00
Delta | -2387315 | -2387315 | -2387315 | -2387315 | -2387315 | -2387315 | -2387315 | -2387315 | -2387315 | -2387315
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 671074 | 335537 | 134215 | 67107 | 0 | -67107 | -134215 | -335537 | -671074 | -1006611
2006-11-01 00:00:00
Delta | -2380061 | -2380061 | -2380061 | -2380061 | -2380061 | -2380061 | -2380061 | -2380061 | -2380061 | -2380061
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 697834 | 348917 | 139567 | 69783 | 0 | -69783 | -139567 | -348917 | -697834 | -1046751
2006-12-01 00:00:00
Delta | -3785270 | -3785270 | -3785270 | -3785270 | -3785270 | -3785270 | -3785270 | -3785270 | -3785270 | -3785270
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 1154129 | 577064 | 230826 | 115413 | 0 | -115413 | -230826 | -577064 | -1154129 | -1731193
2007-01-01 00:00:00
Delta | 235102 | 235102 | 235102 | 235102 | 235102 | 235102 | 235102 | 235102 | 235102 | 235102
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -72835 | -36417 | -14567 | -7283 | 0 | 7283 | 14567 | 36417 | 72835 | 109252
2007-02-01 00:00:00
Delta | -1014261 | -1014261 | -1014261 | -1014261 | -1014261 | -1014261 | -1014261 | -1014261 | -1014261 | -1014261
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 304380 | 152190 | 60876 | 30438 | 0 | -30438 | -60876 | -152190 | -304380 | -456570
2007-03-01 00:00:00
Delta | -1158631 | -1158631 | -1158631 | -1158631 | -1158631 | -1158631 | -1158631 | -1158631 | -1158631 | -1158631
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 335771 | 167886 | 67154 | 33577 | 0 | -33577 | -67154 | -167886 | -335771 | -503657
2007-04-01 00:00:00
Delta | -1130464 | -1130464 | -1130464 | -1130464 | -1130464 | -1130464 | -1130464 | -1130464 | -1130464 | -1130464
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 317660 | 158830 | 63532 | 31766 | 0 | -31766 | -63532 | -158830 | -317660 | -476491
2007-05-01 00:00:00
Delta | -1174463 | -1174463 | -1174463 | -1174463 | -1174463 | -1174463 | -1174463 | -1174463 | -1174463 | -1174463
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 330494 | 165247 | 66099 | 33049 | 0 | -33049 | -66099 | -165247 | -330494 | -495741
2007-06-01 00:00:00
Delta | -1138564 | -1138564 | -1138564 | -1138564 | -1138564 | -1138564 | -1138564 | -1138564 | -1138564 | -1138564
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 321872 | 160936 | 64374 | 32187 | 0 | -32187 | -64374 | -160936 | -321872 | -482808
2007-07-01 00:00:00
Delta | -1171077 | -1171077 | -1171077 | -1171077 | -1171077 | -1171077 | -1171077 | -1171077 | -1171077 | -1171077
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 332352 | 166176 | 66470 | 33235 | 0 | -33235 | -66470 | -166176 | -332352 | -498528
2007-08-01 00:00:00
Delta | -1172054 | -1172054 | -1172054 | -1172054 | -1172054 | -1172054 | -1172054 | -1172054 | -1172054 | -1172054
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 333684 | 166842 | 66737 | 33368 | 0 | -33368 | -66737 | -166842 | -333684 | -500526
2007-09-01 00:00:00
Delta | -1002258 | -1002258 | -1002258 | -1002258 | -1002258 | -1002258 | -1002258 | -1002258 | -1002258 | -1002258
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 285643 | 142822 | 57129 | 28564 | 0 | -28564 | -57129 | -142822 | -285643 | -428465
2007-10-01 00:00:00
Delta | -1032700 | -1032700 | -1032700 | -1032700 | -1032700 | -1032700 | -1032700 | -1032700 | -1032700 | -1032700
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 296695 | 148347 | 59339 | 29669 | 0 | -29669 | -59339 | -148347 | -296695 | -445042
2007-11-01 00:00:00
Delta | -747600 | -747600 | -747600 | -747600 | -747600 | -747600 | -747600 | -747600 | -747600 | -747600
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 223458 | 111729 | 44692 | 22346 | 0 | -22346 | -44692 | -111729 | -223458 | -335186
2007-12-01 00:00:00
Delta | -7507025 | -7507025 | -7507025 | -7507025 | -7507025 | -7507025 | -7507025 | -7507025 | -7507025 | -7507025
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 2329430 | 1164715 | 465886 | 232943 | 0 | -232943 | -465886 | -1164715 | -2329430 | -3494145
2008-01-01 00:00:00
Delta | 7059874 | 7059874 | 7059874 | 7059874 | 7059874 | 7059874 | 7059874 | 7059874 | 7059874 | 7059874
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -2227390 | -1113695 | -445478 | -222739 | 0 | 222739 | 445478 | 1113695 | 2227390 | 3341086
2008-02-01 00:00:00
Delta | 268109 | 268109 | 268109 | 268109 | 268109 | 268109 | 268109 | 268109 | 268109 | 268109
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -82095 | -41047 | -16419 | -8209 | 0 | 8209 | 16419 | 41047 | 82095 | 123142
2008-03-01 00:00:00
Delta | 282021 | 282021 | 282021 | 282021 | 282021 | 282021 | 282021 | 282021 | 282021 | 282021
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -83535 | -41767 | -16707 | -8353 | 0 | 8353 | 16707 | 41767 | 83535 | 125302
2008-04-01 00:00:00
Delta | 272010 | 272010 | 272010 | 272010 | 272010 | 272010 | 272010 | 272010 | 272010 | 272010
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -78257 | -39129 | -15651 | -7826 | 0 | 7826 | 15651 | 39129 | 78257 | 117386
2008-05-01 00:00:00
Delta | 273772 | 273772 | 273772 | 273772 | 273772 | 273772 | 273772 | 273772 | 273772 | 273772
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -78901 | -39451 | -15780 | -7890 | 0 | 7890 | 15780 | 39451 | 78901 | 118352
2008-06-01 00:00:00
Delta | 262934 | 262934 | 262934 | 262934 | 262934 | 262934 | 262934 | 262934 | 262934 | 262934
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -76146 | -38073 | -15229 | -7615 | 0 | 7615 | 15229 | 38073 | 76146 | 114218
2008-07-01 00:00:00
Delta | 273751 | 273751 | 273751 | 273751 | 273751 | 273751 | 273751 | 273751 | 273751 | 273751
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -79580 | -39790 | -15916 | -7958 | 0 | 7958 | 15916 | 39790 | 79580 | 119369
2008-08-01 00:00:00
Delta | 272795 | 272795 | 272795 | 272795 | 272795 | 272795 | 272795 | 272795 | 272795 | 272795
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -79547 | -39774 | -15909 | -7955 | 0 | 7955 | 15909 | 39774 | 79547 | 119321
2008-09-01 00:00:00
Delta | 273965 | 273965 | 273965 | 273965 | 273965 | 273965 | 273965 | 273965 | 273965 | 273965
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -79943 | -39971 | -15989 | -7994 | 0 | 7994 | 15989 | 39971 | 79943 | 119914
2008-10-01 00:00:00
Delta | 286219 | 286219 | 286219 | 286219 | 286219 | 286219 | 286219 | 286219 | 286219 | 286219
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -84148 | -42074 | -16830 | -8415 | 0 | 8415 | 16830 | 42074 | 84148 | 126222
2008-11-01 00:00:00
Delta | 281539 | 281539 | 281539 | 281539 | 281539 | 281539 | 281539 | 281539 | 281539 | 281539
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -85898 | -42949 | -17180 | -8590 | 0 | 8590 | 17180 | 42949 | 85898 | 128846
2008-12-01 00:00:00
Delta | -6475989 | -6475989 | -6475989 | -6475989 | -6475989 | -6475989 | -6475989 | -6475989 | -6475989 | -6475989
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | 2047708 | 1023854 | 409542 | 204771 | 0 | -204771 | -409542 | -1023854 | -2047708 | -3071562
2009-01-01 00:00:00
Delta | 7798674 | 7798674 | 7798674 | 7798674 | 7798674 | 7798674 | 7798674 | 7798674 | 7798674 | 7798674
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -2506884 | -1253442 | -501377 | -250688 | 0 | 250688 | 501377 | 1253442 | 2506884 | 3760325
2009-02-01 00:00:00
Delta | 925087 | 925087 | 925087 | 925087 | 925087 | 925087 | 925087 | 925087 | 925087 | 925087
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -289136 | -144568 | -57827 | -28914 | 0 | 28914 | 57827 | 144568 | 289136 | 433704
2009-03-01 00:00:00
Delta | 1020820 | 1020820 | 1020820 | 1020820 | 1020820 | 1020820 | 1020820 | 1020820 | 1020820 | 1020820
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -309155 | -154578 | -61831 | -30916 | 0 | 30916 | 61831 | 154578 | 309155 | 463733
2009-04-01 00:00:00
Delta | 474190 | 474190 | 474190 | 474190 | 474190 | 474190 | 474190 | 474190 | 474190 | 474190
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -139720 | -69860 | -27944 | -13972 | 0 | 13972 | 27944 | 69860 | 139720 | 209580
2009-05-01 00:00:00
Delta | 483658 | 483658 | 483658 | 483658 | 483658 | 483658 | 483658 | 483658 | 483658 | 483658
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -142800 | -71400 | -28560 | -14280 | 0 | 14280 | 28560 | 71400 | 142800 | 214200
2009-06-01 00:00:00
Delta | 466070 | 466070 | 466070 | 466070 | 466070 | 466070 | 466070 | 466070 | 466070 | 466070
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -138306 | -69153 | -27661 | -13831 | 0 | 13831 | 27661 | 69153 | 138306 | 207459
2009-07-01 00:00:00
Delta | 483679 | 483679 | 483679 | 483679 | 483679 | 483679 | 483679 | 483679 | 483679 | 483679
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -144064 | -72032 | -28813 | -14406 | 0 | 14406 | 28813 | 72032 | 144064 | 216096
2009-08-01 00:00:00
Delta | 482681 | 482681 | 482681 | 482681 | 482681 | 482681 | 482681 | 482681 | 482681 | 482681
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -144201 | -72101 | -28840 | -14420 | 0 | 14420 | 28840 | 72101 | 144201 | 216302
2009-09-01 00:00:00
Delta | 477121 | 477121 | 477121 | 477121 | 477121 | 477121 | 477121 | 477121 | 477121 | 477121
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -142588 | -71294 | -28518 | -14259 | 0 | 14259 | 28518 | 71294 | 142588 | 213882
2009-10-01 00:00:00
Delta | 496105 | 496105 | 496105 | 496105 | 496105 | 496105 | 496105 | 496105 | 496105 | 496105
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -149303 | -74651 | -29861 | -14930 | 0 | 14930 | 29861 | 74651 | 149303 | 223954
2009-11-01 00:00:00
Delta | 484655 | 484655 | 484655 | 484655 | 484655 | 484655 | 484655 | 484655 | 484655 | 484655
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -150994 | -75497 | -30199 | -15099 | 0 | 15099 | 30199 | 75497 | 150994 | 226491
2009-12-01 00:00:00
Delta | 504416 | 504416 | 504416 | 504416 | 504416 | 504416 | 504416 | 504416 | 504416 | 504416
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -162599 | -81299 | -32520 | -16260 | 0 | 16260 | 32520 | 81299 | 162599 | 243898
2010-01-01 00:00:00
Delta | 398425 | 398425 | 398425 | 398425 | 398425 | 398425 | 398425 | 398425 | 398425 | 398425
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -130544 | -65272 | -26109 | -13054 | 0 | 13054 | 26109 | 65272 | 130544 | 195816
2010-02-01 00:00:00
Delta | 356318 | 356318 | 356318 | 356318 | 356318 | 356318 | 356318 | 356318 | 356318 | 356318
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -113719 | -56859 | -22744 | -11372 | 0 | 11372 | 22744 | 56859 | 113719 | 170578
2010-03-01 00:00:00
Delta | 391090 | 391090 | 391090 | 391090 | 391090 | 391090 | 391090 | 391090 | 391090 | 391090
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -121140 | -60570 | -24228 | -12114 | 0 | 12114 | 24228 | 60570 | 121140 | 181710
2010-04-01 00:00:00
Delta | 372542 | 372542 | 372542 | 372542 | 372542 | 372542 | 372542 | 372542 | 372542 | 372542
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -112452 | -56226 | -22490 | -11245 | 0 | 11245 | 22490 | 56226 | 112452 | 168678
2010-05-01 00:00:00
Delta | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -146309 | -73155 | -29262 | -14631 | 0 | 14631 | 29262 | 73155 | 146309 | 219464
2010-06-01 00:00:00
Delta | 466001 | 466001 | 466001 | 466001 | 466001 | 466001 | 466001 | 466001 | 466001 | 466001
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -141734 | -70867 | -28347 | -14173 | 0 | 14173 | 28347 | 70867 | 141734 | 212601
2010-07-01 00:00:00
Delta | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587 | 483587
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -147615 | -73807 | -29523 | -14761 | 0 | 14761 | 29523 | 73807 | 147615 | 221422
2010-08-01 00:00:00
Delta | 399798 | 399798 | 399798 | 399798 | 399798 | 399798 | 399798 | 399798 | 399798 | 399798
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -122398 | -61199 | -24480 | -12240 | 0 | 12240 | 24480 | 61199 | 122398 | 183597
2010-09-01 00:00:00
Delta | 393243 | 393243 | 393243 | 393243 | 393243 | 393243 | 393243 | 393243 | 393243 | 393243
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -120391 | -60196 | -24078 | -12039 | 0 | 12039 | 24078 | 60196 | 120391 | 180587
2010-10-01 00:00:00
Delta | 412244 | 412244 | 412244 | 412244 | 412244 | 412244 | 412244 | 412244 | 412244 | 412244
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -127033 | -63517 | -25407 | -12703 | 0 | 12703 | 25407 | 63517 | 127033 | 190550
2010-11-01 00:00:00
Delta | 516872 | 516872 | 516872 | 516872 | 516872 | 516872 | 516872 | 516872 | 516872 | 516872
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -164495 | -82247 | -32899 | -16449 | 0 | 16449 | 32899 | 82247 | 164495 | 246742
2010-12-01 00:00:00
Delta | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -176096 | -88048 | -35219 | -17610 | 0 | 17610 | 35219 | 88048 | 176096 | 264145
2011-01-01 00:00:00
Delta | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654 | 535654
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -178962 | -89481 | -35792 | -17896 | 0 | 17896 | 35792 | 89481 | 178962 | 268443
2011-02-01 00:00:00
Delta | 482414 | 482414 | 482414 | 482414 | 482414 | 482414 | 482414 | 482414 | 482414 | 482414
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -157267 | -78634 | -31453 | -15727 | 0 | 15727 | 31453 | 78634 | 157267 | 235901
2011-03-01 00:00:00
Delta | 527343 | 527343 | 527343 | 527343 | 527343 | 527343 | 527343 | 527343 | 527343 | 527343
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -167115 | -83557 | -33423 | -16711 | 0 | 16711 | 33423 | 83557 | 167115 | 250672
2011-04-01 00:00:00
Delta | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -157230 | -78615 | -31446 | -15723 | 0 | 15723 | 31446 | 78615 | 157230 | 235845
2011-05-01 00:00:00
Delta | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -159669 | -79835 | -31934 | -15967 | 0 | 15967 | 31934 | 79835 | 159669 | 239504
2011-06-01 00:00:00
Delta | 498287 | 498287 | 498287 | 498287 | 498287 | 498287 | 498287 | 498287 | 498287 | 498287
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -155366 | -77683 | -31073 | -15537 | 0 | 15537 | 31073 | 77683 | 155366 | 233049
2011-07-01 00:00:00
Delta | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -161111 | -80556 | -32222 | -16111 | 0 | 16111 | 32222 | 80556 | 161111 | 241667
2011-08-01 00:00:00
Delta | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897 | 514897
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -161575 | -80787 | -32315 | -16157 | 0 | 16157 | 32315 | 80787 | 161575 | 242362
2011-09-01 00:00:00
Delta | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341 | 508341
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -159467 | -79733 | -31893 | -15947 | 0 | 15947 | 31893 | 79733 | 159467 | 239200
2011-10-01 00:00:00
Delta | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -173053 | -86527 | -34611 | -17305 | 0 | 17305 | 34611 | 86527 | 173053 | 259580
2011-11-01 00:00:00
Delta | 537184 | 537184 | 537184 | 537184 | 537184 | 537184 | 537184 | 537184 | 537184 | 537184
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -174692 | -87346 | -34938 | -17469 | 0 | 17469 | 34938 | 87346 | 174692 | 262038
2011-12-01 00:00:00
Delta | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -186698 | -93349 | -37340 | -18670 | 0 | 18670 | 37340 | 93349 | 186698 | 280047
2012-01-01 00:00:00
Delta | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643 | 556643
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -189704 | -94852 | -37941 | -18970 | 0 | 18970 | 37941 | 94852 | 189704 | 284556
2012-02-01 00:00:00
Delta | 519278 | 519278 | 519278 | 519278 | 519278 | 519278 | 519278 | 519278 | 519278 | 519278
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -172971 | -86486 | -34594 | -17297 | 0 | 17297 | 34594 | 86486 | 172971 | 259457
2012-03-01 00:00:00
Delta | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331 | 548331
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -177824 | -88912 | -35565 | -17782 | 0 | 17782 | 35565 | 88912 | 177824 | 266736
2012-04-01 00:00:00
Delta | 528653 | 528653 | 528653 | 528653 | 528653 | 528653 | 528653 | 528653 | 528653 | 528653
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -167583 | -83791 | -33517 | -16758 | 0 | 16758 | 33517 | 83791 | 167583 | 251374
2012-05-01 00:00:00
Delta | 535885 | 535885 | 535885 | 535885 | 535885 | 535885 | 535885 | 535885 | 535885 | 535885
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -170358 | -85179 | -34072 | -17036 | 0 | 17036 | 34072 | 85179 | 170358 | 255537
2012-06-01 00:00:00
Delta | 518599 | 518599 | 518599 | 518599 | 518599 | 518599 | 518599 | 518599 | 518599 | 518599
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -165796 | -82898 | -33159 | -16580 | 0 | 16580 | 33159 | 82898 | 165796 | 248694
2012-07-01 00:00:00
Delta | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -256413 | -128206 | -51283 | -25641 | 0 | 25641 | 51283 | 128206 | 256413 | 384619
2012-08-01 00:00:00
Delta | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -257132 | -128566 | -51426 | -25713 | 0 | 25713 | 51426 | 128566 | 257132 | 385698
2012-09-01 00:00:00
Delta | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -251916 | -125958 | -50383 | -25192 | 0 | 25192 | 50383 | 125958 | 251916 | 377873
2012-10-01 00:00:00
Delta | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -262435 | -131218 | -52487 | -26244 | 0 | 26244 | 52487 | 131218 | 262435 | 393653
2012-11-01 00:00:00
Delta | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -263292 | -131646 | -52658 | -26329 | 0 | 26329 | 52658 | 131646 | 263292 | 394938
2012-12-01 00:00:00
Delta | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -280703 | -140352 | -56141 | -28070 | 0 | 28070 | 56141 | 140352 | 280703 | 421055
2013-01-01 00:00:00
Delta | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -285172 | -142586 | -57034 | -28517 | 0 | 28517 | 57034 | 142586 | 285172 | 427759
2013-02-01 00:00:00
Delta | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -251691 | -125845 | -50338 | -25169 | 0 | 25169 | 50338 | 125845 | 251691 | 377536
2013-03-01 00:00:00
Delta | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -269457 | -134728 | -53891 | -26946 | 0 | 26946 | 53891 | 134728 | 269457 | 404185
2013-04-01 00:00:00
Delta | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -254619 | -127309 | -50924 | -25462 | 0 | 25462 | 50924 | 127309 | 254619 | 381928
2013-05-01 00:00:00
Delta | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -260529 | -130265 | -52106 | -26053 | 0 | 26053 | 52106 | 130265 | 260529 | 390794
2013-06-01 00:00:00
Delta | 773509 | 773509 | 773509 | 773509 | 773509 | 773509 | 773509 | 773509 | 773509 | 773509
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -253595 | -126797 | -50719 | -25359 | 0 | 25359 | 50719 | 126797 | 253595 | 380392
2013-07-01 00:00:00
Delta | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -262927 | -131464 | -52585 | -26293 | 0 | 26293 | 52585 | 131464 | 262927 | 394391
2013-08-01 00:00:00
Delta | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292 | 799292
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -263647 | -131823 | -52729 | -26365 | 0 | 26365 | 52729 | 131823 | 263647 | 395470
2013-09-01 00:00:00
Delta | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -258223 | -129112 | -51645 | -25822 | 0 | 25822 | 51645 | 129112 | 258223 | 387335
2013-10-01 00:00:00
Delta | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -268888 | -134444 | -53778 | -26889 | 0 | 26889 | 53778 | 134444 | 268888 | 403333
2013-11-01 00:00:00
Delta | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094 | 792094
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -269193 | -134597 | -53839 | -26919 | 0 | 26919 | 53839 | 134597 | 269193 | 403790
2013-12-01 00:00:00
Delta | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -286566 | -143283 | -57313 | -28657 | 0 | 28657 | 57313 | 143283 | 286566 | 429850
2014-01-01 00:00:00
Delta | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050 | 820050
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -291077 | -145538 | -58215 | -29108 | 0 | 29108 | 58215 | 145538 | 291077 | 436615
2014-02-01 00:00:00
Delta | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288 | 739288
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -257309 | -128655 | -51462 | -25731 | 0 | 25731 | 51462 | 128655 | 257309 | 385964
2014-03-01 00:00:00
Delta | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739 | 811739
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -275869 | -137935 | -55174 | -27587 | 0 | 27587 | 55174 | 137935 | 275869 | 413804
2014-04-01 00:00:00
Delta | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563 | 783563
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -261044 | -130522 | -52209 | -26104 | 0 | 26104 | 52209 | 130522 | 261044 | 391566
2014-05-01 00:00:00
Delta | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -245835 | -122918 | -49167 | -24584 | 0 | 24584 | 49167 | 122918 | 245835 | 368753
2014-06-01 00:00:00
Delta | 711758 | 711758 | 711758 | 711758 | 711758 | 711758 | 711758 | 711758 | 711758 | 711758
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -239328 | -119664 | -47866 | -23933 | 0 | 23933 | 47866 | 119664 | 239328 | 358993
2014-07-01 00:00:00
Delta | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -248115 | -124058 | -49623 | -24812 | 0 | 24812 | 49623 | 124058 | 248115 | 372173
2014-08-01 00:00:00
Delta | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483 | 735483
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -248777 | -124389 | -49755 | -24878 | 0 | 24878 | 49755 | 124389 | 248777 | 373166
2014-09-01 00:00:00
Delta | 721812 | 721812 | 721812 | 721812 | 721812 | 721812 | 721812 | 721812 | 721812 | 721812
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -243864 | -121932 | -48773 | -24386 | 0 | 24386 | 48773 | 121932 | 243864 | 365796
2014-10-01 00:00:00
Delta | 747929 | 747929 | 747929 | 747929 | 747929 | 747929 | 747929 | 747929 | 747929 | 747929
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -253885 | -126942 | -50777 | -25388 | 0 | 25388 | 50777 | 126942 | 253885 | 380827
2014-11-01 00:00:00
Delta | 80738 | 80738 | 80738 | 80738 | 80738 | 80738 | 80738 | 80738 | 80738 | 80738
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -28061 | -14030 | -5612 | -2806 | 0 | 2806 | 5612 | 14030 | 28061 | 42091
2014-12-01 00:00:00
Delta | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -30326 | -15163 | -6065 | -3033 | 0 | 3033 | 6065 | 15163 | 30326 | 45489
2015-01-01 00:00:00
Delta | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983 | 84983
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -30777 | -15388 | -6155 | -3078 | 0 | 3078 | 6155 | 15388 | 30777 | 46165
2015-02-01 00:00:00
Delta | 75356 | 75356 | 75356 | 75356 | 75356 | 75356 | 75356 | 75356 | 75356 | 75356
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -26800 | -13400 | -5360 | -2680 | 0 | 2680 | 5360 | 13400 | 26800 | 40200
2015-03-01 00:00:00
Delta | 76671 | 76671 | 76671 | 76671 | 76671 | 76671 | 76671 | 76671 | 76671 | 76671
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -26662 | -13331 | -5332 | -2666 | 0 | 2666 | 5332 | 13331 | 26662 | 39994
2015-04-01 00:00:00
Delta | 72208 | 72208 | 72208 | 72208 | 72208 | 72208 | 72208 | 72208 | 72208 | 72208
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -24648 | -12324 | -4930 | -2465 | 0 | 2465 | 4930 | 12324 | 24648 | 36972
2015-05-01 00:00:00
Delta | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -22000 | -11000 | -4400 | -2200 | 0 | 2200 | 4400 | 11000 | 22000 | 33000
2015-06-01 00:00:00
Delta | 62153 | 62153 | 62153 | 62153 | 62153 | 62153 | 62153 | 62153 | 62153 | 62153
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -21421 | -10711 | -4284 | -2142 | 0 | 2142 | 4284 | 10711 | 21421 | 32132
2015-07-01 00:00:00
Delta | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225 | 64225
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -22206 | -11103 | -4441 | -2221 | 0 | 2221 | 4441 | 11103 | 22206 | 33309
2015-08-01 00:00:00
Delta | 47686 | 47686 | 47686 | 47686 | 47686 | 47686 | 47686 | 47686 | 47686 | 47686
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -16530 | -8265 | -3306 | -1653 | 0 | 1653 | 3306 | 8265 | 16530 | 24796
2015-09-01 00:00:00
Delta | 40115 | 40115 | 40115 | 40115 | 40115 | 40115 | 40115 | 40115 | 40115 | 40115
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -13886 | -6943 | -2777 | -1389 | 0 | 1389 | 2777 | 6943 | 13886 | 20829
2015-10-01 00:00:00
Delta | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -9376 | -4688 | -1875 | -938 | 0 | 938 | 1875 | 4688 | 9376 | 14064
2015-11-01 00:00:00
Delta | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -11596 | -5798 | -2319 | -1160 | 0 | 1160 | 2319 | 5798 | 11596 | 17393
2015-12-01 00:00:00
Delta | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -12851 | -6426 | -2570 | -1285 | 0 | 1285 | 2570 | 6426 | 12851 | 19277
2016-01-01 00:00:00
Delta | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -13031 | -6516 | -2606 | -1303 | 0 | 1303 | 2606 | 6516 | 13031 | 19547
2016-02-01 00:00:00
Delta | 31553 | 31553 | 31553 | 31553 | 31553 | 31553 | 31553 | 31553 | 31553 | 31553
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -11462 | -5731 | -2292 | -1146 | 0 | 1146 | 2292 | 5731 | 11462 | 17193
2016-03-01 00:00:00
Delta | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -9592 | -4796 | -1918 | -959 | 0 | 959 | 1918 | 4796 | 9592 | 14388
2016-04-01 00:00:00
Delta | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 0 | 24110 | 24110 | 24110
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -8428 | -4214 | -1686 | -843 | 0 | 843 | 0 | 4214 | 8428 | 12641
2016-05-01 00:00:00
Delta | 14524 | 14524 | 14524 | 14524 | 0 | 14524 | 14524 | 14524 | 14524 | 14524
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5096 | -2548 | -1019 | -510 | 0 | 510 | 1019 | 2548 | 5096 | 7644
2016-06-01 00:00:00
Delta | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -4962 | -2481 | -992 | -496 | 0 | 496 | 992 | 2481 | 4962 | 7443
2016-07-01 00:00:00
Delta | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5144 | -2572 | -1029 | -514 | 0 | 514 | 1029 | 2572 | 5144 | 7716
2016-08-01 00:00:00
Delta | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5157 | -2578 | -1031 | -516 | 0 | 516 | 1031 | 2578 | 5157 | 7735
2016-09-01 00:00:00
Delta | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -8546 | -4273 | -1709 | -855 | 0 | 855 | 1709 | 4273 | 8546 | 12819
2016-10-01 00:00:00
Delta | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -9597 | -4799 | -1919 | -960 | 0 | 960 | 1919 | 4799 | 9597 | 14396
2016-11-01 00:00:00
Delta | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641 | 32641
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -11847 | -5923 | -2369 | -1185 | 0 | 1185 | 2369 | 5923 | 11847 | 17770
2016-12-01 00:00:00
Delta | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -13113 | -6556 | -2623 | -1311 | 0 | 1311 | 2623 | 6556 | 13113 | 19669
2017-01-01 00:00:00
Delta | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282 | 35282
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -13285 | -6643 | -2657 | -1329 | 0 | 1329 | 2657 | 6643 | 13285 | 19928
2017-02-01 00:00:00
Delta | 30465 | 30465 | 30465 | 30465 | 30465 | 30465 | 30465 | 30465 | 30465 | 30465
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -11298 | -5649 | -2260 | -1130 | 0 | 1130 | 2260 | 5649 | 11298 | 16947
2017-03-01 00:00:00
Delta | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -9805 | -4903 | -1961 | -981 | 0 | 981 | 1961 | 4903 | 9805 | 14708
2017-04-01 00:00:00
Delta | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -8625 | -4313 | -1725 | -863 | 0 | 863 | 1725 | 4313 | 8625 | 12938
2017-05-01 00:00:00
Delta | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5216 | -2608 | -1043 | -522 | 0 | 522 | 1043 | 2608 | 5216 | 7825
2017-06-01 00:00:00
Delta | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056 | 14056
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5080 | -2540 | -1016 | -508 | 0 | 508 | 1016 | 2540 | 5080 | 7621
2017-07-01 00:00:00
Delta | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5266 | -2633 | -1053 | -527 | 0 | 527 | 1053 | 2633 | 5266 | 7899
2017-08-01 00:00:00
Delta | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524 | 14524
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -5279 | -2639 | -1056 | -528 | 0 | 528 | 1056 | 2639 | 5279 | 7918
2017-09-01 00:00:00
Delta | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110 | 24110
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -8746 | -4373 | -1749 | -875 | 0 | 875 | 1749 | 4373 | 8746 | 13119
2017-10-01 00:00:00
Delta | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970 | 26970
Gamma | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Vega | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Theta | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
Rho | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
[NAME]. P/L | -9819 | -4909 | -1964 | -982 | 0 | 982 | 1964 | 4909 | 9819 | 14728