chol error in Finmetric's SUR

["Stahel, Christof" <stahel_2@cob.osu.edu>]

Dear all,
I receive the following error
 
Problem in chol(xpx[X.idx[[i]], X.idx[[i]]]): Matrix must be symmetric 
Use traceback() to see the call stack
when I call SUR in Finmetrics using the sample code straight from the help 
file. Any idea what causes the problem?
 
# simulate a multivariate data set.
set.seed(10)
x1 <- abs(rnorm(100))
x2 <- x1^2
sim.dat <- data.frame(x1=x1,
                      x2=x2, 
                      y1=1+2*x1+rnorm(100),
                      y2=4+5*x2+rnorm(100))
# estimate an SUR model
SUR(list(y1~x1, y2~x2), data=sim.dat)

I am using  release 6.0.2 for windows on a 3.06 Pentium 4 HT running XP.

Thanks VERY much for your help & input!
C