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