Jeff:
To explain the P&L of -349,000 :
We executed the trade when you gave the order (the delta anyway), first thing
in the morning. The market rallied 8 cents from the morning, with the back
rallying about 2.5 cents. On 904 PV contracts, curve shift was -226,000.
The balance, $123,000, is almost exactly $.01 bid/mid, which I think is
pretty fair considering the tenor of the deal and that it included price and
vol. Cal 3 straddles, for instance, are $1.39 / $1.45.

Looking out for you bubbeh:
John