Incredible. Seems to legitimize what was the underlying plan for making money. More study is needed.
http://www.scribd.com/doc/8976754/Madoff-Trading-Statement-November-2008#document_metadata
And now the readers' comments, not very informative until toward the end.
http://dealbook.blogs.nytimes.com/2008/12/15/a-look-at-madoffs-trading-records/#more-29158