DAYTRADING (March 27th)

Description: The DAYTRADING program trades U.S. big cap stocks and Equity Index futures through long and short positions with no overall bias. No trade shall be carried overnight. This is not a capital guaranteed portfolio.

Today's profit and loss: +0,1% (Short Mini S&P's).

Monthly balance (March 2009): -0,2% - 0,3% (FX adjustments) = -0,5%

Portfolio's gross return year to date (2009): -3,9%.

Portfolio's gross return since inception (March 2008): +4,3%.

I'll be out of office until April 8th.