''NAKED Stockbroker in Chicago'' sounds like a horror movie - particularly if you're the exposed stockbroker. Arriving back at work today after a long course on share options in Chicago is a broker with a British company, a large-bodied chap usually seen in JK's Restaurant. This lad about town was put up in a serviced apartment by his employer, and about two weeks ago stumbled out of bed still drunk at 2 am to go to the toilet. The apartment was unfamiliar; he opened the wrong door; something went clunk behind him. And there he was: alone, naked and in Chicago with not even a rubbish bag or pot plant in sight to hide his blushes. He tried to rouse the apartment opposite, but in Chicago they don't open the door to naked stockbrokers, so he had to go down 33 floors in the lift. When he reached the front desk there was no one to be seen. To attract attention he stood in front of the security camera and waved his, errr . . . arms. Ten minutes later, a security guard turned up and gave him a spare key to let himself in, but wouldn't even give him a pocket handkerchief to hide his body. Back in the lift, he stabbed at the ''Door Close'' button, but not quickly enough. A law-abiding single woman appeared - and screamed. Luckily, she was about the only person in Chicago without a gun, so he didn't get shot for being a sexual deviant. Sunstroke THE generous management of the Sun Sun Fund has got some great news brewing for its investors. An application has been submitted to the Securities and Futures Commission to extend the waiver period of some of the fees, according to one of the managers. It hasn't been Hong Kong's most amazing investment, sinking almost non-stop since autumn 1991. It's chief manager is legendary financial guru Chan Sun-sun, who first decided to waive some fees last March ''to achieve a faster appreciation of the fund for the benefit of the shareholders''. Since then, punters have seen their investment fall 31 per cent. Someone who invested the minimum US$15,000 when it started operating in May 1991 would now be left with just $4,020. Outboxed IT'S got a million square feet of floor space, a computerised sun scoop, 62 escalators and the largest computer-controlled safe in the world. However, when James Jacques, who works in Wyndham Street, tried to drop a letter in at the Hongkong Bank building about a week ago he found its architect Sir Norman Foster had omitted to install a letter-box. In the shade PIONEER Industries International (Holdings) has presumably stayed well away from the Sun Sun Fund. In case you missed it, this company last week announced profits for the six months to September 30 of just $64 million, adding in the small print that its share portfolio now showed an appreciation of $2 billion over book cost. Yes, $2 billion. That's pretty impressive for a company which itself is worth only about $1.5 billion. It owns a 3.77 per cent slab of Bangkok Bank, which was one of the world's hottest stocks last year, as well as a 20 per cent chunk of Wah Kwong Shipping, plus an industrial building in Kwun Tong. Wondering why no one ever buys it? Look at the annual report for an answer. Apart from the financial stuff they're not allowed to miss out, it has so little information it's barely possible to work out what the company does. Head firsts WITTY. Intelligent. Sarcastic. Imaginative. No, not Lai See, but Lai See's readers. The 60 entries to the ''Most Unlikely Headline of 1994'' competition have shown that even if Hong Kong's role as a business centre declines after 1997, we'll all be able to make a living as humorists. A dishonourable mention goes to the three entries who regarded the most unlikely headline of 1994 as being ''Lai See wins Pulitzer Prize'' or something similar. The folks who sent these in seem to have forgotten that this is a Hong Kong-style competition - completely autocratic with only a thin veneer of public consultation. Their entries have been put in the same place that the Government puts complaints from ordinary citizens. Honourable mentions go to Yvette Law, Mr Vora, Diana Cheung, Nigel Reid, Jannie Kwong, Kidai Kwon, John Sanders, Sadak Palayam, Simon Thompson, Cornell A.C. Tsiang, Tony Yuen, Simon Barb and Helen Michelle Lam. Emily Lau enters Trappist monastery was one from Simon Roberts, while Allen Chang offered three good ones including: Localisation policy: Patten and Anson Chan swap jobs. George Adams came ultra-close with New tax on plastic bags shock, while Griff Griffith came up with about 5,000 entries including Hutchison needs Simon Murray back, says Richard Li. Pretty unlikely. A particularly honourable mention goes to Daniel Chun, who entered via electronic mail. He not only provided seven good headlines but also a spoof on the ridiculous disclaimers put on fax cover sheets. Daniel's address, by the way, is ''c=us/a=infonet/ p=notice/o=infonet/s= chun d'' in case you ever happen to be in the area and fancy dropping in on him. Now the winners, in no particular order: Philip Rosenberg wins Free Speech for Me - but not for Thee, a great book donated by the Post's lawyers, for Nigeria honours chain letters - 6,721 Hong Kong residents become instant zillionaires. From among many entries on the same theme, Jacqueline Tiong wins Hongkong Telecom's Monopoly game with the simple but utterly unlikely China in agreement with Chris Patten. And the final prize of Mao memorabilia - watch, condoms etc - plus getting their name printed in capital letters, goes to the sender of the following entry: Hong Kong Club to install karaoke rooms. The winning author is BOB ROSSI, whose name is at this very moment being added to the list of cads and bounders kept by the Hong Kong Club's secretary.