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

 | -0.2 | -0.15 | -0.1 | -0.05 | 0 | 0.05 | 0.1 | 0.15 | 0.2 | 0.25
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 | -73750797 | -73376191 | -72815875 | -72190606 | -71512885 | -70793950 | -70043728 | -69270857 | -68482757 | -67685729
Gamma | 44480009 | 37658062 | 31574595 | 26134351 | 21262152 | 16897280 | 12989144 | 9494207 | 6373936 | 3593516
Vega | 60107 | 54088 | 48041 | 41998 | 35998 | 30074 | 24263 | 18594 | 13094 | 7786
Theta | -44516 | -42641 | -40218 | -37271 | -33833 | -29942 | -25640 | -20975 | -15991 | -10735
Rho | 9120 | 9059 | 9005 | 8957 | 8916 | 8880 | 8851 | 8828 | 8811 | 8800
[NAME]. P/L | -364998 | -256994 | -160065 | -74236 | 0 | 62800 | 114404 | 155135 | 185353 | 205442
2000-06-01 00:00:00
Delta | -53039998 | -53324043 | -53478677 | -53617845 | -53740822 | -53847535 | -53938381 | -54014074 | -54075523 | -54123734
Gamma | 63008876 | 61332731 | 59659057 | 58007632 | 56392401 | 54822709 | 53304402 | 51840721 | 50433017 | 49081291
Vega | 216600 | 224019 | 230728 | 236809 | 242337 | 247377 | 251985 | 256211 | 260097 | 263679
Theta | -61795 | -68103 | -74448 | -80818 | -87206 | -93607 | -100017 | -106434 | -112854 | -119276
Rho | -22956 | -23542 | -24147 | -24768 | -25405 | -26056 | -26719 | -27395 | -28081 | -28777
[NAME]. P/L | -1750799 | -1332295 | -899968 | -455470 | 0 | 465441 | 939997 | 1422909 | 1913498 | 2411157
2000-07-01 00:00:00
Delta | -8420740 | -8606853 | -8523662 | -8429707 | -8327352 | -8218504 | -8104689 | -7987127 | -7866787 | -7744443
Gamma | 26052747 | 25040226 | 24116340 | 23266103 | 22477590 | 21741439 | 21050338 | 20398571 | 19781644 | 19195986
Vega | 155220 | 158513 | 161643 | 164605 | 167391 | 169996 | 172421 | 174667 | 176737 | 178639
Theta | -27390 | -29815 | -32282 | -34782 | -37310 | -39858 | -42419 | -44987 | -47557 | -50126
Rho | -23722 | -24436 | -25164 | -25906 | -26662 | -27429 | -28208 | -28998 | -29797 | -30606
[NAME]. P/L | -1277109 | -966903 | -650439 | -328028 | 0 | 333302 | 671526 | 1014321 | 1361340 | 1712245
2000-08-01 00:00:00
Delta | 14856513 | 14834228 | 14978347 | 15135904 | 15302650 | 15475303 | 15651341 | 15828845 | 16006356 | 16182776
Gamma | 12672840 | 11850005 | 11116918 | 10460374 | 9869343 | 9334663 | 8848733 | 8405238 | 7998912 | 7625342
Vega | 103313 | 102641 | 101949 | 101247 | 100540 | 99830 | 99119 | 98408 | 97697 | 96988
Theta | -13003 | -13773 | -14527 | -15268 | -15996 | -16710 | -17413 | -18102 | -18780 | -19445
Rho | -26908 | -27543 | -28174 | -28800 | -29422 | -30040 | -30653 | -31262 | -31866 | -32466
[NAME]. P/L | -808730 | -604414 | -401507 | -200031 | 0 | 198583 | 395715 | 591398 | 785633 | 978422
2000-09-01 00:00:00
Delta | 26253891 | 26446779 | 26803517 | 27141834 | 27462327 | 27765836 | 28053317 | 28325767 | 28584172 | 28829479
Gamma | 5240320 | 4886182 | 4579958 | 4311150 | 4072113 | 3857231 | 3662337 | 3484293 | 3320700 | 3169687
Vega | 56161 | 55614 | 55161 | 54766 | 54404 | 54055 | 53708 | 53358 | 52999 | 52630
Theta | -5404 | -5704 | -6008 | -6313 | -6616 | -6917 | -7213 | -7503 | -7788 | -8065
Rho | -17395 | -17845 | -18291 | -18733 | -19173 | -19609 | -20042 | -20472 | -20900 | -21324
[NAME]. P/L | -443670 | -331335 | -220031 | -109614 | 0 | 108853 | 216958 | 324312 | 430901 | 536707
2000-10-01 00:00:00
Delta | 64676433 | 64653121 | 64885765 | 65102326 | 65302378 | 65485978 | 65653494 | 65805484 | 65942615 | 66065611
Gamma | -27657606 | -26470297 | -25358118 | -24318407 | -23347209 | -22439965 | -21591936 | -20798460 | -20055095 | -19357693
Vega | -356802 | -362884 | -368153 | -372746 | -376776 | -380329 | -383474 | -386267 | -388753 | -390967
Theta | 31277 | 33798 | 36302 | 38791 | 41267 | 43731 | 46183 | 48623 | 51052 | 53470
Rho | 42483 | 45951 | 49475 | 53046 | 56658 | 60308 | 63990 | 67701 | 71438 | 75198
[NAME]. P/L | 2969890 | 2243214 | 1505051 | 756898 | 0 | -764595 | -1535996 | -2313440 | -3096261 | -3883879
2000-11-01 00:00:00
Delta | 33196311 | 33981347 | 34634622 | 35246692 | 35820735 | 36359819 | 36866827 | 37344424 | 37795049 | 38220917
Gamma | 7838018 | 7681797 | 7507417 | 7321678 | 7129633 | 6935034 | 6740653 | 6548514 | 6360070 | 6176333
Vega | 125466 | 129687 | 133217 | 136157 | 138595 | 140606 | 142254 | 143596 | 144677 | 145538
Theta | -9139 | -10192 | -11237 | -12272 | -13295 | -14305 | -15302 | -16284 | -17253 | -18208
Rho | -37290 | -38751 | -40257 | -41798 | -43370 | -44966 | -46582 | -48214 | -49860 | -51515
[NAME]. P/L | -1069661 | -812757 | -548009 | -276720 | 0 | 281210 | 566107 | 854011 | 1144345 | 1436622
2000-12-01 00:00:00
Delta | 31773155 | 32451689 | 33258737 | 34031827 | 34771870 | 35480048 | 36157710 | 36806301 | 37427300 | 38022187
Gamma | 11246270 | 11075977 | 10879997 | 10665425 | 10437997 | 10202339 | 9962153 | 9720371 | 9479283 | 9240647
Vega | 233237 | 244070 | 253858 | 262675 | 270598 | 277701 | 284059 | 289740 | 294810 | 299329
Theta | -14117 | -15845 | -17582 | -19320 | -21054 | -22779 | -24493 | -26192 | -27874 | -29539
Rho | -76436 | -79638 | -82979 | -86445 | -90022 | -93701 | -97469 | -101318 | -105239 | -109225
[NAME]. P/L | -2085101 | -1593816 | -1081164 | -549245 | 0 | 564791 | 1143503 | 1734661 | 2336931 | 2949107
2001-01-01 00:00:00
Delta | 3436382 | 3301584 | 3229531 | 3141877 | 3040568 | 2927157 | 2802922 | 2668937 | 2526129 | 2375307
Gamma | -31241170 | -29858447 | -28550963 | -27319131 | -26161312 | -25074557 | -24055157 | -23099024 | -22201947 | -21359766
Vega | -738585 | -750429 | -760229 | -768320 | -774982 | -780444 | -784896 | -788492 | -791358 | -793600
Theta | 42352 | 45757 | 49110 | 52410 | 55662 | 58867 | 62028 | 65147 | 68226 | 71266
Rho | 154489 | 165759 | 177195 | 188769 | 200458 | 212241 | 224103 | 236029 | 248007 | 260028
[NAME]. P/L | 6311245 | 4763919 | 3193803 | 1604754 | 0 | -1617753 | -3246226 | -4883489 | -6527901 | -8178055
2001-02-01 00:00:00
Delta | 161365 | 456245 | 789292 | 1107389 | 1411058 | 1700818 | 1977208 | 2240788 | 2492139 | 2731851
Gamma | -4103526 | -3347682 | -2705672 | -2159893 | -1695463 | -1299836 | -962453 | -674441 | -428344 | -217895
Vega | -98848 | -86714 | -75376 | -64837 | -55080 | -46071 | -37769 | -30128 | -23100 | -16638
Theta | 4775 | 4392 | 3979 | 3547 | 3100 | 2644 | 2184 | 1722 | 1262 | 804
Rho | 34422 | 35978 | 37345 | 38534 | 39560 | 40434 | 41169 | 41776 | 42265 | 42646
[NAME]. P/L | 639434 | 446081 | 276138 | 127980 | 0 | -109352 | -201545 | -277958 | -339871 | -388468
2001-03-01 00:00:00
Delta | 7895814 | 8055874 | 8187490 | 8306249 | 8413636 | 8510922 | 8599201 | 8679420 | 8752404 | 8818871
Gamma | -5657975 | -5025576 | -4489120 | -4031407 | -3638638 | -3299717 | -3005687 | -2749284 | -2524586 | -2326741
Vega | -119996 | -114353 | -109277 | -104714 | -100611 | -96917 | -93584 | -90572 | -87842 | -85361
Theta | 4742 | 4785 | 4826 | 4868 | 4912 | 4958 | 5007 | 5059 | 5114 | 5172
Rho | 32576 | 34482 | 36307 | 38060 | 39749 | 41379 | 42957 | 44488 | 45977 | 47428
[NAME]. P/L | 798033 | 585699 | 382533 | 187584 | 0 | -180977 | -356018 | -525713 | -690583 | -851083
2001-04-01 00:00:00
Delta | 4647614 | 4582611 | 4499955 | 4427741 | 4364031 | 4307271 | 4256211 | 4209842 | 4167347 | 4128062
Gamma | -6243408 | -5744374 | -5309307 | -4928119 | -4592478 | -4295493 | -4031449 | -3795593 | -3583961 | -3393236
Vega | -109821 | -108113 | -106539 | -105096 | -103778 | -102574 | -101474 | -100470 | -99549 | -98704
Theta | 3281 | 3418 | 3552 | 3686 | 3819 | 3951 | 4084 | 4217 | 4349 | 4482
Rho | 16988 | 18573 | 20139 | 21687 | 23217 | 24733 | 26235 | 27725 | 29203 | 30671
[NAME]. P/L | 630199 | 469614 | 311170 | 154689 | 0 | -153055 | -304621 | -454829 | -603796 | -751626
2001-05-01 00:00:00
Delta | -19783241 | -19773767 | -19811790 | -19847353 | -19881194 | -19913915 | -19945999 | -19977827 | -20009696 | -20041832
Gamma | -17281502 | -16197363 | -15229184 | -14361240 | -13580134 | -12874458 | -12234504 | -11652001 | -11119896 | -10632157
Vega | -274251 | -273680 | -273006 | -272275 | -271517 | -270750 | -269988 | -269239 | -268505 | -267791
Theta | 6408 | 6781 | 7150 | 7514 | 7875 | 8233 | 8588 | 8942 | 9294 | 9644
Rho | 53428 | 57216 | 60998 | 64772 | 68539 | 72298 | 76049 | 79792 | 83526 | 87252
[NAME]. P/L | 1419444 | 1063496 | 708206 | 353687 | 0 | -352822 | -704770 | -1055845 | -1406058 | -1755424
2001-06-01 00:00:00
Delta | -160057 | -150328 | -198477 | -238526 | -272073 | -300411 | -324586 | -345440 | -363653 | -379773
Gamma | -5133716 | -4749851 | -4408760 | -4105397 | -3835107 | -3593700 | -3377477 | -3183204 | -3008078 | -2849679
Vega | -92803 | -91951 | -91075 | -90208 | -89366 | -88561 | -87799 | -87082 | -86409 | -85779
Theta | 2044 | 2137 | 2226 | 2313 | 2399 | 2482 | 2565 | 2647 | 2729 | 2810
Rho | 13367 | 14754 | 16132 | 17500 | 18858 | 20207 | 21547 | 22879 | 24202 | 25518
[NAME]. P/L | 469559 | 350722 | 232844 | 115941 | 0 | -115010 | -229132 | -342413 | -454903 | -566649
2001-07-01 00:00:00
Delta | 10240173 | 10217650 | 10169068 | 10128079 | 10093127 | 10062963 | 10036589 | 10013202 | 9992163 | 9972957
Gamma | -6166947 | -5722477 | -5329351 | -4980631 | -4670260 | -4393010 | -4144396 | -3920593 | -3718340 | -3534862
Vega | -117553 | -116548 | -115549 | -114581 | -113657 | -112783 | -111963 | -111195 | -110478 | -109807
Theta | 2300 | 2409 | 2516 | 2620 | 2724 | 2826 | 2928 | 3029 | 3130 | 3231
Rho | 20972 | 22835 | 24686 | 26524 | 28351 | 30167 | 31972 | 33768 | 35554 | 37331
[NAME]. P/L | 589725 | 440630 | 292658 | 145794 | 0 | -144776 | -288590 | -431502 | -573569 | -714844
2001-08-01 00:00:00
Delta | -12009171 | -12017126 | -12059157 | -12094564 | -12124781 | -12150945 | -12173955 | -12194525 | -12213218 | -12230484
Gamma | -5880102 | -5448520 | -5068222 | -4731921 | -4433364 | -4167225 | -3928988 | -3714832 | -3521526 | -3346336
Vega | -120985 | -119863 | -118776 | -117740 | -116764 | -115851 | -115000 | -114209 | -113473 | -112787
Theta | 2176 | 2276 | 2374 | 2471 | 2567 | 2662 | 2756 | 2850 | 2944 | 3038
Rho | 23968 | 26013 | 28044 | 30060 | 32063 | 34054 | 36033 | 38001 | 39959 | 41908
[NAME]. P/L | 605730 | 452475 | 300468 | 149663 | 0 | -148591 | -296179 | -442834 | -588620 | -733596
2001-09-01 00:00:00
Delta | -11212188 | -11221492 | -11250008 | -11273138 | -11292151 | -11308039 | -11321574 | -11333358 | -11343862 | -11353450
Gamma | -4328618 | -3988586 | -3690793 | -3429019 | -3197961 | -2993131 | -2810750 | -2647636 | -2501117 | -2368940
Vega | -101417 | -100261 | -99162 | -98130 | -97170 | -96281 | -95459 | -94699 | -93997 | -93346
Theta | 1689 | 1759 | 1828 | 1896 | 1962 | 2029 | 2095 | 2161 | 2227 | 2293
Rho | 21260 | 23129 | 24982 | 26821 | 28646 | 30457 | 32257 | 34046 | 35824 | 37593
[NAME]. P/L | 513345 | 383154 | 254247 | 126555 | 0 | -125500 | -250024 | -373645 | -496432 | -618447
2001-10-01 00:00:00
Delta | -11746184 | -11757045 | -11780000 | -11799261 | -11815844 | -11830519 | -11843874 | -11856352 | -11868291 | -11879945
Gamma | -5036617 | -4647599 | -4308014 | -4010005 | -3747096 | -3513942 | -3306124 | -3119978 | -2952458 | -2801020
Vega | -126594 | -125231 | -123973 | -122817 | -121758 | -120788 | -119899 | -119081 | -118326 | -117626
Theta | 1974 | 2059 | 2143 | 2227 | 2311 | 2394 | 2477 | 2560 | 2643 | 2727
Rho | 32761 | 35248 | 37715 | 40164 | 42597 | 45015 | 47419 | 49810 | 52190 | 54558
[NAME]. P/L | 651589 | 486525 | 322987 | 160852 | 0 | -159678 | -318281 | -475899 | -632609 | -788480
2001-11-01 00:00:00
Delta | -15053097 | -14992555 | -14960473 | -14930086 | -14901211 | -14873690 | -14847391 | -14822201 | -14798018 | -14774757
Gamma | 2116609 | 2048863 | 1982933 | 1919193 | 1857845 | 1798972 | 1742589 | 1688660 | 1637121 | 1587893
Vega | 43386 | 43916 | 44325 | 44636 | 44867 | 45034 | 45149 | 45222 | 45260 | 45269
Theta | -592 | -649 | -705 | -760 | -814 | -867 | -919 | -971 | -1021 | -1072
Rho | -17103 | -17918 | -18735 | -19554 | -20372 | -21189 | -22004 | -22815 | -23624 | -24428
[NAME]. P/L | -220159 | -165621 | -110664 | -55422 | 0 | 55518 | 111066 | 166593 | 222056 | 277424
2001-12-01 00:00:00
Delta | 6505606 | 6351293 | 6388109 | 6421788 | 6452745 | 6481325 | 6507813 | 6532454 | 6555455 | 6576992
Gamma | 1115885 | 1089148 | 1063494 | 1038786 | 1014917 | 991806 | 969388 | 947614 | 926448 | 905865
Vega | 24714 | 24776 | 24796 | 24782 | 24742 | 24683 | 24609 | 24525 | 24434 | 24338
Theta | -302 | -332 | -361 | -391 | -420 | -449 | -478 | -506 | -535 | -564
Rho | -10151 | -10634 | -11110 | -11579 | -12041 | -12494 | -12939 | -13377 | -13806 | -14228
[NAME]. P/L | -118623 | -88644 | -58856 | -29299 | 0 | 29020 | 57750 | 86185 | 114321 | 142162
2002-01-01 00:00:00
Delta | 574304 | 374286 | 246000 | 120646 | -1072 | -118755 | -232213 | -341400 | -446368 | -547228
Gamma | -1766470 | -1813894 | -1837198 | -1842767 | -1835348 | -1818476 | -1794793 | -1766276 | -1734409 | -1700307
Vega | -56828 | -62002 | -66495 | -70403 | -73811 | -76789 | -79399 | -81690 | -83704 | -85478
Theta | 1055 | 1194 | 1329 | 1461 | 1590 | 1715 | 1838 | 1958 | 2075 | 2189
Rho | -8332 | -6957 | -5472 | -3889 | -2222 | -481 | 1324 | 3185 | 5097 | 7052
[NAME]. P/L | 353658 | 274108 | 188105 | 96494 | 0 | -100758 | -205247 | -313008 | -423644 | -536809
2002-02-01 00:00:00
Delta | 4821946 | 4637844 | 4493177 | 4353935 | 4220609 | 4093402 | 3972322 | 3857250 | 3747988 | 3644284
Gamma | 1155908 | 936219 | 753636 | 601671 | 474948 | 369046 | 280348 | 205898 | 143280 | 90517
Vega | 35407 | 30477 | 25984 | 21906 | 18211 | 14867 | 11842 | 9105 | 6625 | 4377
Theta | -147 | -91 | -34 | 23 | 79 | 135 | 189 | 242 | 294 | 345
Rho | -39729 | -40515 | -41190 | -41762 | -42241 | -42636 | -42956 | -43206 | -43395 | -43527
[NAME]. P/L | -137867 | -94678 | -57671 | -26286 | 0 | 21670 | 39165 | 52880 | 63175 | 70371
2002-03-01 00:00:00
Delta | -3101438 | -3151974 | -3266239 | -3380667 | -3493874 | -3604878 | -3713004 | -3817810 | -3919027 | -4016515
Gamma | 2229248 | 1924343 | 1658476 | 1427529 | 1227342 | 1053976 | 903845 | 773761 | 660936 | 562957
Vega | 58893 | 54021 | 49302 | 44799 | 40550 | 36569 | 32859 | 29415 | 26225 | 23274
Theta | -438 | -405 | -366 | -324 | -279 | -233 | -186 | -139 | -92 | -45
Rho | -37918 | -39203 | -40379 | -41450 | -42421 | -43299 | -44090 | -44799 | -45433 | -45996
[NAME]. P/L | -237335 | -169597 | -107622 | -51184 | 0 | 46245 | 87876 | 125215 | 158575 | 188251
2002-04-01 00:00:00
Delta | -1311239 | -1433235 | -1555860 | -1681425 | -1808485 | -1935864 | -2062625 | -2188044 | -2311573 | -2432809
Gamma | -1703303 | -1766567 | -1831043 | -1891440 | -1944806 | -1989742 | -2025847 | -2053327 | -2072735 | -2084803
Vega | -38544 | -42477 | -46620 | -50836 | -55024 | -59112 | -63053 | -66815 | -70381 | -73742
Theta | 427 | 497 | 574 | 658 | 747 | 840 | 936 | 1033 | 1132 | 1232
Rho | 3056 | 3906 | 4841 | 5863 | 6974 | 8173 | 9455 | 10819 | 12259 | 13772
[NAME]. P/L | 198819 | 155700 | 108268 | 56375 | 0 | -60787 | -125854 | -195024 | -268098 | -344861
2002-05-01 00:00:00
Delta | -6418139 | -6484256 | -6610182 | -6738860 | -6868915 | -6999212 | -7128838 | -7257079 | -7383393 | -7507378
Gamma | -1618589 | -1690671 | -1763806 | -1832515 | -1893718 | -1945942 | -1988751 | -2022343 | -2047289 | -2064346
Vega | -36971 | -41034 | -45330 | -49715 | -54083 | -58355 | -62482 | -66427 | -70173 | -73707
Theta | 383 | 450 | 524 | 605 | 690 | 779 | 872 | 966 | 1062 | 1158
Rho | 3290 | 4131 | 5062 | 6088 | 7208 | 8422 | 9727 | 11119 | 12593 | 14147
[NAME]. P/L | 190646 | 149721 | 104394 | 54498 | 0 | -59040 | -122493 | -190185 | -261917 | -337472
2002-06-01 00:00:00
Delta | 18083102 | 17952416 | 17816995 | 17679632 | 17541652 | 17404126 | 17267898 | 17133610 | 17001738 | 16872623
Gamma | -2243359 | -2284422 | -2327184 | -2366545 | -2399696 | -2425331 | -2443098 | -2453217 | -2456232 | -2452846
Vega | -53632 | -58029 | -62594 | -67191 | -71720 | -76112 | -80322 | -84323 | -88099 | -91644
Theta | 479 | 554 | 635 | 722 | 814 | 908 | 1005 | 1104 | 1203 | 1303
Rho | 10517 | 11769 | 13121 | 14577 | 16135 | 17794 | 19549 | 21396 | 23330 | 25347
[NAME]. P/L | 261741 | 203420 | 140403 | 72589 | 0 | -77255 | -159009 | -245054 | -335163 | -429097
2002-07-01 00:00:00
Delta | -6585106 | -6685952 | -6823704 | -6962995 | -7102501 | -7241169 | -7378191 | -7512962 | -7645042 | -7774132
Gamma | -2231640 | -2272880 | -2314089 | -2350785 | -2380627 | -2402652 | -2416743 | -2423283 | -2422914 | -2416400
Vega | -55463 | -60020 | -64705 | -69385 | -73966 | -78384 | -82600 | -86590 | -90342 | -93855
Theta | 481 | 555 | 635 | 720 | 809 | 901 | 994 | 1089 | 1185 | 1281
Rho | 10249 | 11584 | 13026 | 14576 | 16234 | 17995 | 19857 | 21814 | 23860 | 25990
[NAME]. P/L | 269170 | 209136 | 144284 | 74553 | 0 | -79237 | -162966 | -250964 | -342989 | -438791
2002-08-01 00:00:00
Delta | 2301198 | 2143360 | 1989830 | 1836803 | 1685401 | 1536478 | 1390661 | 1248391 | 1109955 | 975526
Gamma | -1498782 | -1566284 | -1631565 | -1690454 | -1740899 | -1782180 | -1814379 | -1838034 | -1853912 | -1862872
Vega | -38666 | -42941 | -47371 | -51815 | -56178 | -60393 | -64418 | -68230 | -71817 | -75176
Theta | 323 | 383 | 450 | 521 | 596 | 674 | 753 | 833 | 914 | 995
Rho | 6958 | 7930 | 9007 | 10189 | 11477 | 12868 | 14357 | 15939 | 17610 | 19364
[NAME]. P/L | 196167 | 153956 | 107227 | 55896 | 0 | -60339 | -124945 | -193608 | -266101 | -342189
2002-09-01 00:00:00
Delta | 4097790 | 3941468 | 3786941 | 3633203 | 3481364 | 3332254 | 3186469 | 3044418 | 2906359 | 2772433
Gamma | -1576373 | -1640973 | -1701900 | -1755591 | -1800432 | -1836008 | -1862604 | -1880884 | -1891693 | -1895927
Vega | -42323 | -46813 | -51410 | -55980 | -60434 | -64712 | -68777 | -72611 | -76205 | -79559
Theta | 336 | 397 | 464 | 535 | 609 | 685 | 763 | 841 | 920 | 999
Rho | 7880 | 8980 | 10191 | 11516 | 12953 | 14497 | 16145 | 17889 | 19726 | 21649
[NAME]. P/L | 211746 | 165858 | 115277 | 59965 | 0 | -64466 | -133231 | -206065 | -282725 | -362963
2002-10-01 00:00:00
Delta | 4821589 | 4667728 | 4509474 | 4352761 | 4198669 | 4047968 | 3901183 | 3758642 | 3620530 | 3486922
Gamma | -1659730 | -1716357 | -1767309 | -1810070 | -1843750 | -1868410 | -1884634 | -1893256 | -1895200 | -1891389
Vega | -47228 | -51894 | -56580 | -61170 | -65590 | -69792 | -73752 | -77459 | -80911 | -84114
Theta | 375 | 438 | 505 | 576 | 649 | 724 | 800 | 876 | 952 | 1028
Rho | 7439 | 8708 | 10098 | 11606 | 13230 | 14965 | 16804 | 18741 | 20771 | 22885
[NAME]. P/L | 233984 | 182698 | 126560 | 65614 | 0 | -70079 | -144383 | -222656 | -304633 | -390054
2002-11-01 00:00:00
Delta | -661245 | -825590 | -987314 | -1145805 | -1300087 | -1449559 | -1593888 | -1732934 | -1866691 | -1995243
Gamma | -1842557 | -1874265 | -1895391 | -1906610 | -1909040 | -1903944 | -1892564 | -1876044 | -1855395 | -1831489
Vega | -60257 | -65126 | -69735 | -74046 | -78044 | -81728 | -85109 | -88202 | -91024 | -93596
Theta | 502 | 569 | 637 | 707 | 777 | 847 | 917 | 987 | 1055 | 1123
Rho | 4326 | 5995 | 7790 | 9705 | 11730 | 13857 | 16079 | 18386 | 20772 | 23230
[NAME]. P/L | 288579 | 223518 | 153535 | 78923 | 0 | -82908 | -169480 | -259409 | -352405 | -448198
2002-12-01 00:00:00
Delta | 762831 | 545688 | 385241 | 228973 | 77642 | -68351 | -208843 | -343836 | -473438 | -597826
Gamma | -2978708 | -2920469 | -2856959 | -2789976 | -2720973 | -2651090 | -2581201 | -2511961 | -2443851 | -2377216
Vega | -111004 | -115635 | -119775 | -123464 | -126748 | -129667 | -132261 | -134564 | -136607 | -138419
Theta | 824 | 905 | 985 | 1064 | 1141 | 1218 | 1293 | 1368 | 1440 | 1512
Rho | 19672 | 22818 | 26086 | 29462 | 32935 | 36494 | 40129 | 43832 | 47595 | 51412
[NAME]. P/L | 501793 | 382764 | 259133 | 131395 | 0 | -134648 | -272188 | -412295 | -554681 | -699089
2003-01-01 00:00:00
Delta | -10950295 | -10962842 | -11012784 | -11060499 | -11105968 | -11149237 | -11190389 | -11229532 | -11266780 | -11302253
Gamma | -1048835 | -994197 | -943935 | -897721 | -855202 | -816032 | -779884 | -746461 | -715490 | -686730
Vega | -41851 | -42149 | -42371 | -42535 | -42652 | -42732 | -42783 | -42811 | -42818 | -42809
Theta | 275 | 292 | 308 | 323 | 339 | 354 | 369 | 383 | 397 | 411
Rho | 11866 | 13086 | 14314 | 15547 | 16784 | 18025 | 19267 | 20510 | 21753 | 22997
[NAME]. P/L | 180335 | 135597 | 90583 | 45366 | 0 | -45470 | -91010 | -136590 | -182189 | -227786
2003-02-01 00:00:00
Delta | 4471747 | 4398993 | 4355326 | 4314191 | 4275556 | 4239335 | 4205410 | 4173648 | 4143910 | 4116058
Gamma | 393806 | 351976 | 316474 | 286178 | 260178 | 237739 | 218263 | 201265 | 186352 | 173199
Vega | 14817 | 14073 | 13400 | 12792 | 12243 | 11748 | 11301 | 10895 | 10528 | 10194
Theta | -66 | -64 | -62 | -61 | -59 | -58 | -56 | -55 | -54 | -53
Rho | -8084 | -8512 | -8919 | -9307 | -9678 | -10033 | -10375 | -10704 | -11022 | -11329
[NAME]. P/L | -56462 | -41301 | -26883 | -13138 | 0 | 12591 | 24687 | 36336 | 47580 | 58456
2003-03-01 00:00:00
Delta | 8612792 | 8531678 | 8491276 | 8452712 | 8416092 | 8381444 | 8348739 | 8317920 | 8288905 | 8261605
Gamma | 681459 | 618029 | 562255 | 513285 | 470271 | 432426 | 399051 | 369530 | 343334 | 320010
Vega | 23072 | 22234 | 21419 | 20641 | 19908 | 19223 | 18585 | 17994 | 17446 | 16939
Theta | -122 | -122 | -121 | -120 | -119 | -118 | -117 | -116 | -115 | -114
Rho | -7951 | -8608 | -9240 | -9850 | -10438 | -11005 | -11553 | -12083 | -12597 | -13095
[NAME]. P/L | -85774 | -63122 | -41298 | -20271 | 0 | 19562 | 38461 | 56747 | 74463 | 91652
2003-04-01 00:00:00
Delta | 2480873 | 2441992 | 2411685 | 2381961 | 2353072 | 2325180 | 2298378 | 2272713 | 2248199 | 2224824
Gamma | 601131 | 533998 | 474574 | 422306 | 376487 | 336377 | 301268 | 270510 | 243523 | 219800
Vega | 19105 | 18034 | 16972 | 15943 | 14964 | 14040 | 13175 | 12369 | 11621 | 10928
Theta | -101 | -97 | -94 | -89 | -85 | -80 | -75 | -70 | -66 | -61
Rho | -5901 | -6445 | -6959 | -7442 | -7895 | -8321 | -8720 | -9095 | -9447 | -9778
[NAME]. P/L | -66956 | -48664 | -31425 | -15218 | 0 | 14280 | 27678 | 40254 | 52064 | 63165
2003-05-01 00:00:00
Delta | 4735964 | 4677419 | 4646759 | 4616731 | 4587581 | 4559465 | 4532473 | 4506647 | 4481999 | 4458513
Gamma | 622564 | 555100 | 495253 | 442503 | 396168 | 355526 | 319878 | 288584 | 261070 | 236832
Vega | 20064 | 19014 | 17967 | 16951 | 15980 | 15063 | 14203 | 13401 | 12655 | 11963
Theta | -101 | -98 | -94 | -91 | -86 | -82 | -78 | -73 | -69 | -64
Rho | -6169 | -6750 | -7301 | -7820 | -8311 | -8773 | -9209 | -9620 | -10009 | -10376
[NAME]. P/L | -69789 | -50834 | -32900 | -15967 | 0 | 15051 | 29240 | 42623 | 55256 | 67191
2003-06-01 00:00:00
Delta | 4555445 | 4499546 | 4468813 | 4438800 | 4409736 | 4381761 | 4354950 | 4329336 | 4304918 | 4281676
Gamma | 567464 | 502914 | 446068 | 396272 | 352770 | 314796 | 281637 | 252646 | 227255 | 204970
Vega | 18904 | 17802 | 16721 | 15681 | 14696 | 13772 | 12910 | 12109 | 11367 | 10681
Theta | -89 | -86 | -82 | -78 | -73 | -68 | -64 | -59 | -54 | -50
Rho | -6319 | -6879 | -7406 | -7901 | -8365 | -8800 | -9207 | -9590 | -9948 | -10285
[NAME]. P/L | -64984 | -47182 | -30440 | -14729 | 0 | 13802 | 26738 | 38867 | 50248 | 60937
2003-07-01 00:00:00
Delta | 4765252 | 4707617 | 4675619 | 4644559 | 4614632 | 4585949 | 4558564 | 4532487 | 4507701 | 4484171
Gamma | 557957 | 495307 | 440317 | 392259 | 350338 | 313779 | 281868 | 253969 | 229525 | 208055
Vega | 19217 | 18128 | 17065 | 16049 | 15090 | 14193 | 13358 | 12585 | 11869 | 11209
Theta | -86 | -83 | -80 | -76 | -71 | -67 | -63 | -59 | -54 | -50
Rho | -6757 | -7342 | -7893 | -8411 | -8899 | -9357 | -9789 | -10195 | -10578 | -10939
[NAME]. P/L | -66331 | -48220 | -31154 | -15098 | 0 | 14197 | 27554 | 40131 | 51987 | 63176
2003-08-01 00:00:00
Delta | 3750526 | 3694986 | 3662478 | 3631048 | 3600866 | 3572023 | 3544553 | 3518451 | 3493689 | 3470220
Gamma | 527509 | 467285 | 414682 | 368892 | 329079 | 294451 | 264295 | 237979 | 214960 | 194771
Vega | 18807 | 17703 | 16636 | 15623 | 14672 | 13786 | 12965 | 12206 | 11507 | 10862
Theta | -80 | -76 | -72 | -68 | -64 | -60 | -56 | -52 | -48 | -44
Rho | -7075 | -7663 | -8216 | -8735 | -9222 | -9681 | -10111 | -10516 | -10898 | -11259
[NAME]. P/L | -64685 | -46980 | -30329 | -14688 | 0 | 13797 | 26766 | 38970 | 50466 | 61310
2003-09-01 00:00:00
Delta | 4125349 | 4070651 | 4038358 | 4007192 | 3977310 | 3948788 | 3921651 | 3895886 | 3871459 | 3848321
Gamma | 481933 | 424252 | 374173 | 330810 | 293288 | 260795 | 232613 | 208117 | 186771 | 168116
Vega | 17688 | 16546 | 15453 | 14423 | 13462 | 12571 | 11748 | 10990 | 10293 | 9653
Theta | -70 | -66 | -62 | -58 | -53 | -49 | -44 | -40 | -36 | -32
Rho | -7192 | -7757 | -8284 | -8776 | -9236 | -9665 | -10066 | -10441 | -10792 | -11121
[NAME]. P/L | -60118 | -43518 | -28003 | -13518 | 0 | 12620 | 24409 | 35432 | 45749 | 55418
2003-10-01 00:00:00
Delta | 3556065 | 3501590 | 3467466 | 3434771 | 3403613 | 3374031 | 3346015 | 3319524 | 3294499 | 3270872
Gamma | 453185 | 399501 | 353141 | 313154 | 278647 | 248820 | 222980 | 200529 | 180963 | 163857
Vega | 17386 | 16286 | 15245 | 14272 | 13369 | 12537 | 11771 | 11069 | 10425 | 9834
Theta | -64 | -60 | -56 | -52 | -48 | -44 | -40 | -36 | -33 | -29
Rho | -7719 | -8287 | -8819 | -9317 | -9784 | -10221 | -10632 | -11017 | -11380 | -11723
[NAME]. P/L | -59325 | -42998 | -27710 | -13400 | 0 | 12559 | 24343 | 35415 | 45835 | 55656
2003-11-01 00:00:00
Delta | 4969240 | 4899212 | 4860722 | 4824417 | 4790270 | 4758208 | 4728129 | 4699919 | 4673458 | 4648628
Gamma | 254458 | 219603 | 190553 | 166220 | 145733 | 128392 | 113638 | 101021 | 90179 | 80818
Vega | 11068 | 10151 | 9329 | 8592 | 7931 | 7339 | 6806 | 6327 | 5896 | 5505
Theta | -20 | -16 | -12 | -9 | -6 | -3 | 0 | 3 | 6 | 8
Rho | -8594 | -8962 | -9299 | -9609 | -9896 | -10160 | -10406 | -10633 | -10845 | -11043
[NAME]. P/L | -36416 | -26132 | -16692 | -8007 | 0 | 7400 | 14256 | 20621 | 26546 | 32072
2003-12-01 00:00:00
Delta | 11589027 | 11487600 | 11446194 | 11407529 | 11371465 | 11337838 | 11306481 | 11277223 | 11249904 | 11224370
Gamma | 128724 | 110128 | 95326 | 83385 | 73632 | 65575 | 58849 | 53179 | 48357 | 44223
Vega | 6246 | 5680 | 5208 | 4811 | 4474 | 4185 | 3936 | 3720 | 3532 | 3366
Theta | 20 | 22 | 24 | 26 | 27 | 29 | 30 | 31 | 32 | 33
Rho | -10656 | -10866 | -11059 | -11236 | -11401 | -11554 | -11698 | -11834 | -11963 | -12085
[NAME]. P/L | -20401 | -14626 | -9352 | -4499 | 0 | 4196 | 8132 | 11843 | 15358 | 18702
2004-01-01 00:00:00
Delta | -6065246 | -6041376 | -6055605 | -6067995 | -6078686 | -6087816 | -6095517 | -6101910 | -6107109 | -6111217
Gamma | 1127057 | 1081986 | 1039361 | 999071 | 961003 | 925045 | 891080 | 858990 | 828660 | 799978
Vega | 57463 | 58615 | 59620 | 60495 | 61254 | 61911 | 62479 | 62968 | 63387 | 63743
Theta | -185 | -202 | -219 | -235 | -250 | -266 | -281 | -295 | -310 | -324
Rho | -27923 | -30035 | -32186 | -34372 | -36587 | -38828 | -41091 | -43374 | -45673 | -47987
[NAME]. P/L | -232179 | -175579 | -117927 | -59361 | 0 | 60051 | 120698 | 181860 | 243464 | 305444
2004-02-01 00:00:00
Delta | -421743 | -427842 | -435626 | -441990 | -447049 | -450916 | -453698 | -455492 | -456389 | -456471
Gamma | 1206922 | 1152675 | 1102176 | 1055117 | 1011219 | 970222 | 931887 | 895994 | 862341 | 830744
Vega | 58100 | 58958 | 59691 | 60318 | 60851 | 61304 | 61686 | 62006 | 62272 | 62490
Theta | -185 | -200 | -214 | -228 | -241 | -254 | -267 | -280 | -292 | -304
Rho | -27478 | -29646 | -31843 | -34066 | -36309 | -38571 | -40849 | -43139 | -45440 | -47750
[NAME]. P/L | -231325 | -174541 | -116987 | -58774 | 0 | 59251 | 118907 | 178902 | 239182 | 299695
2004-03-01 00:00:00
Delta | 2962276 | 2942761 | 2939977 | 2938287 | 2937604 | 2937840 | 2938913 | 2940746 | 2943268 | 2946415
Gamma | 1353061 | 1289657 | 1230865 | 1176307 | 1125620 | 1078468 | 1034538 | 993545 | 955232 | 919362
Vega | 60695 | 61467 | 62117 | 62662 | 63118 | 63498 | 63812 | 64070 | 64277 | 64441
Theta | -191 | -204 | -218 | -231 | -243 | -256 | -268 | -279 | -291 | -302
Rho | -27857 | -30141 | -32451 | -34784 | -37136 | -39503 | -41883 | -44273 | -46673 | -49079
[NAME]. P/L | -238261 | -179612 | -120282 | -60381 | 0 | 60781 | 121895 | 183282 | 244893 | 306681
2004-04-01 00:00:00
Delta | -1291588 | -1281431 | -1277839 | -1273666 | -1268952 | -1263740 | -1258072 | -1251990 | -1245532 | -1238734
Gamma | 1440017 | 1370253 | 1305799 | 1246204 | 1191031 | 1139874 | 1092357 | 1048142 | 1006920 | 968418
Vega | 60168 | 60832 | 61382 | 61836 | 62209 | 62515 | 62762 | 62960 | 63114 | 63230
Theta | -176 | -189 | -200 | -212 | -223 | -234 | -245 | -255 | -265 | -275
Rho | -27998 | -30263 | -32550 | -34857 | -37178 | -39512 | -41857 | -44210 | -46570 | -48934
[NAME]. P/L | -230556 | -173676 | -116226 | -58307 | 0 | 58625 | 117510 | 176602 | 235860 | 295244
2004-05-01 00:00:00
Delta | -2723188 | -2706189 | -2703047 | -2699258 | -2694871 | -2689936 | -2684501 | -2678614 | -2672317 | -2665648
Gamma | 1437731 | 1368144 | 1303833 | 1244355 | 1189277 | 1138198 | 1090746 | 1046584 | 1005407 | 966942
Vega | 61408 | 62088 | 62650 | 63114 | 63496 | 63807 | 64059 | 64260 | 64415 | 64532
Theta | -174 | -186 | -198 | -209 | -220 | -230 | -241 | -251 | -261 | -271
Rho | -29041 | -31402 | -33787 | -36191 | -38612 | -41045 | -43489 | -45942 | -48402 | -50867
[NAME]. P/L | -235318 | -177265 | -118629 | -59513 | 0 | 59838 | 119939 | 180253 | 240733 | 301341
2004-06-01 00:00:00
Delta | -2634065 | -2617944 | -2614818 | -2611054 | -2606702 | -2601812 | -2596431 | -2590606 | -2584379 | -2577788
Gamma | 1389364 | 1321580 | 1259025 | 1201237 | 1147775 | 1098232 | 1052236 | 1009451 | 969577 | 932342
Vega | 60919 | 61569 | 62105 | 62547 | 62909 | 63203 | 63440 | 63627 | 63771 | 63877
Theta | -166 | -177 | -188 | -199 | -209 | -219 | -229 | -239 | -248 | -257
Rho | -29498 | -31884 | -34293 | -36720 | -39164 | -41620 | -44087 | -46562 | -49043 | -51529
[NAME]. P/L | -233278 | -175699 | -117563 | -58970 | 0 | 59278 | 118804 | 178529 | 238410 | 298407
2004-07-01 00:00:00
Delta | -1410939 | -1401234 | -1399216 | -1396454 | -1393008 | -1388938 | -1384302 | -1379153 | -1373540 | -1367508
Gamma | 1382703 | 1315627 | 1253673 | 1196393 | 1143365 | 1094194 | 1048518 | 1006010 | 966376 | 929351
Vega | 62086 | 62768 | 63331 | 63796 | 64178 | 64490 | 64741 | 64940 | 65094 | 65209
Theta | -163 | -174 | -185 | -195 | -205 | -215 | -225 | -234 | -243 | -252
Rho | -30294 | -32764 | -35259 | -37774 | -40305 | -42851 | -45407 | -47972 | -50545 | -53122
[NAME]. P/L | -236612 | -178233 | -119273 | -59834 | 0 | 60157 | 120577 | 181206 | 242000 | 302920
2004-08-01 00:00:00
Delta | -1379756 | -1371310 | -1369712 | -1367329 | -1364226 | -1360467 | -1356114 | -1351224 | -1345849 | -1340036
Gamma | 1353577 | 1287783 | 1227034 | 1170883 | 1118909 | 1070721 | 1025963 | 984313 | 945479 | 909204
Vega | 62424 | 63102 | 63663 | 64125 | 64504 | 64812 | 65060 | 65256 | 65407 | 65519
Theta | -158 | -168 | -179 | -189 | -198 | -208 | -217 | -226 | -234 | -243
Rho | -31073 | -33606 | -36165 | -38743 | -41339 | -43949 | -46570 | -49200 | -51836 | -54478
[NAME]. P/L | -237852 | -179158 | -119887 | -60140 | 0 | 60460 | 121180 | 182107 | 243195 | 304406
2004-09-01 00:00:00
Delta | -1629034 | -1618678 | -1616812 | -1614191 | -1610880 | -1606940 | -1602431 | -1597408 | -1591921 | -1586016
Gamma | 1310940 | 1246656 | 1187388 | 1132673 | 1082078 | 1035208 | 991705 | 951246 | 913543 | 878338
Vega | 61886 | 62530 | 63061 | 63497 | 63854 | 64142 | 64373 | 64554 | 64691 | 64789
Theta | -150 | -160 | -169 | -179 | -188 | -197 | -205 | -213 | -222 | -229
Rho | -31592 | -34151 | -36733 | -39336 | -41955 | -44587 | -47230 | -49881 | -52539 | -55202
[NAME]. P/L | -235610 | -177436 | -118715 | -59542 | 0 | 59843 | 119928 | 180205 | 240630 | 301165
2004-10-01 00:00:00
Delta | -16716 | -17934 | -17923 | -16987 | -15207 | -12663 | -9427 | -5568 | -1147 | 3782
Gamma | 1284169 | 1221803 | 1164224 | 1111000 | 1061728 | 1016035 | 973584 | 934070 | 897220 | 862787
Vega | 63037 | 63724 | 64293 | 64763 | 65148 | 65462 | 65714 | 65913 | 66065 | 66177
Theta | -148 | -157 | -167 | -176 | -185 | -194 | -202 | -210 | -218 | -226
Rho | -32586 | -35245 | -37930 | -40637 | -43362 | -46101 | -48853 | -51614 | -54382 | -57155
[NAME]. P/L | -240208 | -180937 | -121080 | -60740 | 0 | 61066 | 122395 | 183934 | 245638 | 307464
2004-11-01 00:00:00
Delta | -470352 | -474672 | -480908 | -485766 | -489373 | -491845 | -493291 | -493807 | -493485 | -492404
Gamma | 1125304 | 1073283 | 1024976 | 980072 | 938282 | 899338 | 862997 | 829031 | 797238 | 767431
Vega | 61793 | 62621 | 63320 | 63910 | 64406 | 64819 | 65162 | 65443 | 65670 | 65849
Theta | -136 | -146 | -156 | -165 | -174 | -183 | -192 | -200 | -208 | -216
Rho | -33319 | -35975 | -38664 | -41379 | -44119 | -46877 | -49652 | -52439 | -55238 | -58045
[NAME]. P/L | -236544 | -178369 | -119483 | -59995 | 0 | 60419 | 121190 | 182253 | 243553 | 305041
2004-12-01 00:00:00
Delta | 9585897 | 9515547 | 9503586 | 9493401 | 9484836 | 9477746 | 9471994 | 9467458 | 9464024 | 9461590
Gamma | 1007242 | 964929 | 925098 | 887618 | 852359 | 819186 | 787965 | 758565 | 730859 | 704729
Vega | 61272 | 62368 | 63312 | 64123 | 64817 | 65410 | 65914 | 66339 | 66696 | 66991
Theta | -123 | -134 | -144 | -155 | -164 | -174 | -183 | -192 | -201 | -209
Rho | -35244 | -37930 | -40660 | -43429 | -46230 | -49059 | -51911 | -54784 | -57674 | -60578
[NAME]. P/L | -236455 | -178641 | -119874 | -60288 | 0 | 60889 | 122289 | 184123 | 246322 | 308826
2005-01-01 00:00:00
Delta | -3886880 | -3874572 | -3886372 | -3897009 | -3906543 | -3915042 | -3922579 | -3929225 | -3935048 | -3940115
Gamma | 417564 | 409185 | 399844 | 389898 | 379619 | 369209 | 358813 | 348538 | 338458 | 328623
Vega | 26824 | 27929 | 28897 | 29744 | 30484 | 31131 | 31695 | 32187 | 32615 | 32987
Theta | -73 | -80 | -88 | -94 | -101 | -107 | -114 | -119 | -125 | -130
Rho | -10742 | -11965 | -13234 | -14543 | -15888 | -17264 | -18666 | -20092 | -21539 | -23004
[NAME]. P/L | -108637 | -82824 | -56034 | -28391 | 0 | 29043 | 58656 | 88766 | 119309 | 150229
2005-02-01 00:00:00
Delta | -3531523 | -3520043 | -3528976 | -3536856 | -3543760 | -3549766 | -3554950 | -3559383 | -3563131 | -3566255
Gamma | 431400 | 418985 | 406257 | 393485 | 380858 | 368501 | 356496 | 344893 | 333719 | 322988
Vega | 26185 | 27021 | 27742 | 28362 | 28897 | 29358 | 29754 | 30094 | 30385 | 30634
Theta | -70 | -76 | -82 | -87 | -93 | -98 | -102 | -107 | -111 | -116
Rho | -10296 | -11501 | -12742 | -14013 | -15310 | -16630 | -17969 | -19324 | -20694 | -22076
[NAME]. P/L | -104058 | -79041 | -53295 | -26918 | 0 | 27385 | 55173 | 83305 | 111734 | 140416
2005-03-01 00:00:00
Delta | -702363 | -708763 | -717552 | -725153 | -731675 | -737219 | -741880 | -745743 | -748885 | -751376
Gamma | 527827 | 510205 | 492641 | 475402 | 458659 | 442512 | 427016 | 412194 | 398046 | 384560
Vega | 29822 | 30629 | 31314 | 31897 | 32394 | 32816 | 33175 | 33479 | 33736 | 33951
Theta | -80 | -86 | -91 | -97 | -102 | -107 | -111 | -116 | -120 | -124
Rho | -11091 | -12467 | -13878 | -15317 | -16781 | -18266 | -19768 | -21286 | -22816 | -24357
[NAME]. P/L | -116234 | -88114 | -59302 | -29902 | 0 | 30328 | 61018 | 92016 | 123274 | 154752
2005-04-01 00:00:00
Delta | -3410746 | -3396335 | -3402842 | -3408279 | -3412758 | -3416383 | -3419244 | -3421422 | -3422988 | -3424005
Gamma | 565175 | 543451 | 522386 | 502152 | 482838 | 464475 | 447059 | 430565 | 414957 | 400188
Vega | 29956 | 30605 | 31150 | 31607 | 31991 | 32313 | 32582 | 32806 | 32992 | 33143
Theta | -77 | -82 | -86 | -91 | -95 | -99 | -103 | -107 | -110 | -113
Rho | -11228 | -12613 | -14026 | -15462 | -16917 | -18388 | -19872 | -21368 | -22873 | -24386
[NAME]. P/L | -114105 | -86313 | -57976 | -29180 | 0 | 29503 | 59278 | 89278 | 119466 | 149808
2005-05-01 00:00:00
Delta | -3305868 | -3295180 | -3302103 | -3307905 | -3312707 | -3316614 | -3319722 | -3322116 | -3323869 | -3325047
Gamma | 576135 | 554133 | 532769 | 512226 | 492601 | 473929 | 456210 | 439421 | 423527 | 408483
Vega | 30901 | 31578 | 32147 | 32624 | 33026 | 33363 | 33645 | 33880 | 34074 | 34233
Theta | -77 | -82 | -87 | -91 | -95 | -99 | -103 | -107 | -110 | -113
Rho | -11665 | -13109 | -14582 | -16080 | -17597 | -19132 | -20680 | -22241 | -23812 | -25391
[NAME]. P/L | -117114 | -88599 | -59517 | -29958 | 0 | 30294 | 60870 | 91682 | 122689 | 153856
2005-06-01 00:00:00
Delta | -4608166 | -4589022 | -4595604 | -4601118 | -4605676 | -4609380 | -4612320 | -4614576 | -4616219 | -4617311
Gamma | 547775 | 526852 | 506538 | 487006 | 468346 | 450592 | 433743 | 417778 | 402662 | 388354
Vega | 30035 | 30693 | 31246 | 31710 | 32100 | 32428 | 32702 | 32930 | 33118 | 33272
Theta | -73 | -77 | -81 | -86 | -90 | -93 | -97 | -100 | -103 | -106
Rho | -11572 | -12996 | -14448 | -15924 | -17419 | -18932 | -20458 | -21997 | -23545 | -25101
[NAME]. P/L | -113645 | -85975 | -57754 | -29071 | 0 | 29397 | 59067 | 88966 | 119053 | 149297
2005-07-01 00:00:00
Delta | -3601191 | -3587217 | -3594326 | -3600312 | -3605292 | -3609372 | -3612647 | -3615201 | -3617108 | -3618433
Gamma | 551241 | 530457 | 510225 | 490732 | 472077 | 454303 | 437415 | 421397 | 406219 | 391840
Vega | 30956 | 31651 | 32235 | 32725 | 33138 | 33485 | 33776 | 34018 | 34219 | 34383
Theta | -73 | -77 | -82 | -86 | -90 | -93 | -97 | -100 | -103 | -106
Rho | -12096 | -13587 | -15108 | -16655 | -18223 | -19810 | -21411 | -23025 | -24650 | -26284
[NAME]. P/L | -117044 | -88564 | -59504 | -29957 | 0 | 30302 | 60893 | 91726 | 122759 | 153959
2005-08-01 00:00:00
Delta | -3895508 | -3882779 | -3889947 | -3895992 | -3901030 | -3905166 | -3908495 | -3911102 | -3913059 | -3914434
Gamma | 540943 | 520642 | 500861 | 481789 | 463525 | 446114 | 429564 | 413861 | 398975 | 384869
Vega | 30992 | 31694 | 32283 | 32779 | 33196 | 33547 | 33841 | 34086 | 34288 | 34454
Theta | -71 | -75 | -79 | -83 | -87 | -91 | -94 | -97 | -100 | -103
Rho | -12304 | -13817 | -15361 | -16932 | -18524 | -20135 | -21761 | -23400 | -25050 | -26709
[NAME]. P/L | -117025 | -88557 | -59503 | -29958 | 0 | 30306 | 60904 | 91747 | 122791 | 154003
2005-09-01 00:00:00
Delta | -5150547 | -5112790 | -5106364 | -5100454 | -5095007 | -5089973 | -5085311 | -5080983 | -5076956 | -5073201
Gamma | 65212 | 58082 | 52100 | 47043 | 42735 | 39038 | 35844 | 33065 | 30634 | 28493
Vega | 3802 | 3598 | 3417 | 3257 | 3114 | 2987 | 2873 | 2771 | 2679 | 2596
Theta | -2 | -1 | 0 | 0 | 1 | 1 | 1 | 2 | 2 | 2
Rho | -3439 | -3620 | -3792 | -3955 | -4111 | -4260 | -4403 | -4541 | -4674 | -4803
[NAME]. P/L | -12440 | -9088 | -5910 | -2886 | 0 | 2764 | 5420 | 7977 | 10447 | 12837
2005-10-01 00:00:00
Delta | -5253361 | -5213166 | -5206951 | -5201226 | -5195940 | -5191050 | -5186516 | -5182303 | -5178380 | -5174718
Gamma | 66132 | 58814 | 52679 | 47496 | 43084 | 39301 | 36036 | 33198 | 30717 | 28535
Vega | 3984 | 3764 | 3570 | 3398 | 3244 | 3107 | 2985 | 2875 | 2775 | 2686
Theta | -1 | 0 | 0 | 1 | 1 | 2 | 2 | 3 | 3 | 3
Rho | -3769 | -3961 | -4143 | -4316 | -4481 | -4638 | -4789 | -4935 | -5075 | -5210
[NAME]. P/L | -12976 | -9472 | -6155 | -3004 | 0 | 2873 | 5628 | 8279 | 10835 | 13305
2005-11-01 00:00:00
Delta | -4338510 | -4307464 | -4302129 | -4297153 | -4292510 | -4288176 | -4284125 | -4280335 | -4276784 | -4273452
Gamma | 72764 | 64463 | 57492 | 51598 | 46581 | 42283 | 38578 | 35364 | 32560 | 30101
Vega | 4863 | 4577 | 4322 | 4095 | 3891 | 3709 | 3545 | 3397 | 3264 | 3143
Theta | 1 | 2 | 3 | 4 | 4 | 5 | 6 | 6 | 7 | 7
Rho | -5273 | -5510 | -5734 | -5946 | -6147 | -6338 | -6521 | -6696 | -6863 | -7025
[NAME]. P/L | -15713 | -11444 | -7419 | -3612 | 0 | 3438 | 6719 | 9859 | 12872 | 15770
2005-12-01 00:00:00
Delta | -5790261 | -5751283 | -5746971 | -5742818 | -5738837 | -5735034 | -5731407 | -5727955 | -5724672 | -5721551
Gamma | 96424 | 85734 | 76606 | 68784 | 62052 | 56235 | 51186 | 46784 | 42929 | 39539
Vega | 6253 | 5907 | 5589 | 5297 | 5030 | 4786 | 4564 | 4361 | 4176 | 4006
Theta | 2 | 3 | 4 | 5 | 6 | 6 | 7 | 8 | 9 | 9
Rho | -6232 | -6505 | -6764 | -7009 | -7241 | -7462 | -7673 | -7874 | -8066 | -8250
[NAME]. P/L | -17884 | -13037 | -8455 | -4116 | 0 | 3913 | 7640 | 11197 | 14600 | 17861
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
2016-04-01 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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
2016-05-01 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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0