uk portfolios books setup risktrac naveen matthew started looking systematically uk positions corresponding var numbers risckrac found inconsistencies far 1 portfolio elsb 1 nbp book elsb 1 sum delta positions book 239 021 655 sum gamma positions 211 031 450 var portfolio elsb 1 nbp zero refers portfolios example elsb 2 nbp elsb 3 nbp e 2 xxl nbp 2 portfolio elsbp 1 ppp also book elsb 1 book contains positions pppwdl pppwd 6 pppwel pppwe 4 refers books example elsb 2 looks messy someone rac go portfolios corresponding books curves risktrac make sure set properly thank tanya