Asset: 60,855,000

Portfolio: Offensive Overlay

Date:17/07/2014
P&L: -0.22%
P&L D-1: 0.96%
P&L Mtd: -0.28%
P&L Mtd D-1: -0.06%
Delta: 0.00%
Vega: 0.00%
Theta: 0.00%
Inv. Prem.: 0.00%
Date Qt1 Nav Nav fnd% Qt2 Instrument Type Maturity Strike Vol Vol D-1 P&L% P&L Mtd% P&L Px Px D-1
SB2 0.00%
  SB2 Short Call
  SB2 Long Put
Benchmark 0 0.00% -0.17% -0.19% -103,369
  Eurostoxx 0 0.00% -0.11% -0.54% -67,294
     POS 622 26,539,632 43.61 Eurostoxx FUT 2014/09/19 -0.64% -386,948 3,155.00 3,201.00
     2014/07/17 -622 -26,539,632 -43.61 Eurostoxx FUT 2014/09/19 0.53% 319,653 3,155.00 3,201.00
  S&P 500
     POS
     2014/07/17
DDT
  S&P 500
     POS
     2014/07/17
TAIL
  TAIL Short Call
  TAIL Long Put
Volatility
  S&P 500
     POS
     2014/07/17
Macro
  Eurostoxx
     POS
     POS
     2014/07/17
     2014/07/17
     2014/07/17
Carry Vol
Market Neutral
Resume Balance
Hedge
Cash
  Cash EUR
     POS