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<Book Positions="&lt;Positions A=&quot;3000&quot; /&gt;" Type="CSAnalytics.Book"><MarkMonth Index="0" DateS="2007-01-01" Realized="75000" AccRealized="75000" AccAtRisk="48000" AccUnrealized="9000" Income="0" AccIncome="0" AccPL="84000" DeltaPL="84000" K="1039000" AccK="1039000" NAV="1123000" InitialNAV="1039000" Return="0.0808469682386910490856592878" TradesCount="3" Positions="&lt;Positions A=&quot;3000&quot; /&gt;"><MarkDay Index="0" DateS="2007-01-01" Realized="0" AccRealized="0" AccAtRisk="100000" AccUnrealized="0" Income="0" AccIncome="0" AccPL="0" DeltaPL="0" K="1039000" AccK="1039000" NAV="1039000" InitialNAV="1039000" Return="0" TradesCount="1" Positions="&lt;Positions A=&quot;10000&quot; /&gt;"><Instrument Name="A" DateS="2007-01-01" Q="10000" AccQ="10000" Realized="0" AccRealized="0" AccUnrealized="0" Mark="10" Mark_Unadj="10" AccAtRisk="100000" AccPL="0" DeltaPL="0" TradesCount="1" AccTradesCount="1" Seq="3"><OpenQS><OpenQ Q="10000" Q_BeforeRollTime="10000" TradeID="1" Settlement="2007-01-01" /></OpenQS><Trade Seq="4" TradeID="1" TimeS="2007-01-01 17:00:00" Settlement="2007-01-01" Instrument="A" Q="10000" P="10" Comment="BOUGHT"><Match Q="-10000" TradeID="4" Type="Open" FirstLeg="1" SecondLeg="4" /></Trade></Instrument><Capital Seq="1" DateS="2007-01-01" Amount="39000" Comment="ADD" /><Capital Seq="2" DateS="2007-01-01" Amount="1000000" Comment="INIT" /></MarkDay><MarkDay Index="1" DateS="2007-01-02" Realized="0" AccRealized="0" AccAtRisk="156000" AccUnrealized="17000" Income="0" AccIncome="0" AccPL="17000" DeltaPL="17000" K="0" AccK="1039000" NAV="1056000" InitialNAV="1039000" Return="0.0163618864292589027911453321" TradesCount="1" Positions="&lt;Positions A=&quot;13000&quot; /&gt;"><Instrument Name="A" DateS="2007-01-02" Q="3000" AccQ="13000" Realized="0" AccRealized="0" AccUnrealized="17000" Mark="12" Mark_Unadj="12" AccAtRisk="156000" AccPL="17000" DeltaPL="17000" TradesCount="1" AccTradesCount="2" Seq="5"><OpenQS><OpenQ Q="10000" Q_BeforeRollTime="10000" TradeID="1" Settlement="2007-01-01" /><OpenQ Q="3000" Q_BeforeRollTime="3000" TradeID="3" Settlement="2007-01-02" /></OpenQS><Trade Seq="6" TradeID="3" TimeS="2007-01-02 13:00:00" Settlement="2007-01-02" Instrument="A" Q="3000" P="13" Comment="ADD 36,000" /></Instrument></MarkDay><MarkDay Index="2" DateS="2007-01-03" Realized="0" AccRealized="0" AccAtRisk="156650" AccUnrealized="17650" Income="0" AccIncome="0" AccPL="17650" DeltaPL="650" K="0" AccK="1039000" NAV="1056650" InitialNAV="1056000" Return="0.0006155303030303030303030303" TradesCount="0" Positions="&lt;Positions A=&quot;13000&quot; /&gt;"><Instrument Name="A" DateS="2007-01-03" Q="0" AccQ="13000" Realized="0" AccRealized="0" AccUnrealized="17650" Mark="12.05" Mark_Unadj="12.05" AccAtRisk="156650" AccPL="17650" DeltaPL="650" TradesCount="0" AccTradesCount="2" Seq="7"><OpenQS><OpenQ Q="10000" Q_BeforeRollTime="10000" TradeID="1" Settlement="2007-01-01" /><OpenQ Q="3000" Q_BeforeRollTime="3000" TradeID="3" Settlement="2007-01-02" /></OpenQS></Instrument></MarkDay><MarkDay Index="3" DateS="2007-01-04" Realized="75000" AccRealized="75000" AccAtRisk="52500" AccUnrealized="13500" Income="0" AccIncome="0" AccPL="88500" DeltaPL="70850" K="0" AccK="1039000" NAV="1127500" InitialNAV="1056650" Return="0.0670515307812426063502578905" TradesCount="1" Positions="&lt;Positions A=&quot;3000&quot; /&gt;"><Instrument Name="A" DateS="2007-01-04" Q="-10000" AccQ="3000" Realized="75000" AccRealized="75000" AccUnrealized="13500" Mark="17.5" Mark_Unadj="17.5" AccAtRisk="52500" AccPL="88500" DeltaPL="70850" TradesCount="1" AccTradesCount="3" Seq="8"><OpenQS><OpenQ Q="3000" Q_BeforeRollTime="3000" TradeID="3" Settlement="2007-01-02" /></OpenQS><Trade Seq="9" TradeID="4" TimeS="2007-01-04 17:00:00" Settlement="2007-01-04" Instrument="A" Q="-10000" P="17.5" Comment="LIQUIDATE"><Match Q="10000" TradeID="1" Type="Close" FirstLeg="4" SecondLeg="1" /></Trade></Instrument></MarkDay><MarkDay Index="4" DateS="2007-01-05" Realized="0" AccRealized="75000" AccAtRisk="48000" AccUnrealized="9000" Income="0" AccIncome="0" AccPL="84000" DeltaPL="-4500" K="0" AccK="1039000" NAV="1123000" InitialNAV="1127500" Return="-0.0039911308203991130820399113" TradesCount="0" Positions="&lt;Positions A=&quot;3000&quot; /&gt;"><Instrument Name="A" DateS="2007-01-05" Q="0" AccQ="3000" Realized="0" AccRealized="75000" AccUnrealized="9000" Mark="16" Mark_Unadj="16" AccAtRisk="48000" AccPL="84000" DeltaPL="-4500" TradesCount="0" AccTradesCount="3" Seq="10"><OpenQS><OpenQ Q="3000" Q_BeforeRollTime="3000" TradeID="3" Settlement="2007-01-02" /></OpenQS></Instrument></MarkDay></MarkMonth></Book>

