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To: Raymond Duray who wrote (376)12/4/2000 2:56:13 AM
From: fswep  Read Replies (1) | Respond to of 12411
 
Hi Ray,

Thanks for the definition. Commissions do take the air out of a trades. Still grinding away on this project. The benchmark duration is at 4.67. The project is at 4.508.

Still fighting the twist though, trying to do it with out shorting.

Ward