Hello - I noticed in the rules that one can only have 5 positions at any time. Therefore I have to resubmit my trades, same stuff at same prices but dropping a few things so I don't run afoul of the 5 positions limit. My apologies.
This does make it harder to do what I said I will namely no trades except for rebalance, but ... I will try to do that anyway ;)
initial positions = $100000 cash
Bought 3x YFZMT BIDU 2010 Jan PUT @ 200 33.30 = $9990 (http://finance.yahoo.com/q/op?s=BIDU&m=2010-01)
Bought 140x VKPMT XLF 2009 Jan PUT @ 20 1.08 = $15120 (http://finance.yahoo.com/q/op?s=XLF&m=2010-01)
Bought 40x FYSXV SPY 2009 Dec PUT @ 100 4.55 = $18200 (http://finance.yahoo.com/q/op?s=SPY&m=2009-12)
Bought 7x CLZ08 NYMEX CL 2008 Dec CALL @ 100 5.87 = $41900 (http://www.mfglobalfutures.com/resources/getquotes.cfm?page=optqte&sym=CL&mode=i&contract=Dec%202008)
Bought 56x U.S. Treas Strips 15 Feb 2037 (CUSIP 912803CZ4) $1000 face, $260.80 price = $14604.8 (http://reports.finance.yahoo.com/z2?ce=4915552143581545817552)
commissions = 5*15 = $75
ending positions = 3x YFZMT, 140x VKPMT, 40x FYSXV, 7x CLZ08 call @ 100, 56x strips 2037, $110.20 cash