Thursday, January 31, 2008

1.31.08 4.15 Settlement


Filled 1380.00 BS123

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type






Trade Date:






1/31/2008







EST
Buy
Sell

Position Time Type Price Average Price Type P/L








1 9:31 BE1 1335.25




9:58


1341.75 SF1 $325.00





1348.75 SE1





1355.75 SE2




1355.750 1362.75 SE3

3:22 BS 1380.00


-$3,637.50





























-24.54%
-$3,312.50


Summary:

A loss of $3312.5, for a -24.54% return.

One BE1 in the morning for a profit and three SE's that were stopped out in the afternoon.

We ended the day with flat position.

SE3 filled

Filled 1362.75 SE3

Position: -3 Price 1355.750 SA123





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1354.25
SE3 1372.75
BS123 1380.00












































































SE2 Filled

Filled 1355.75 SE2

Position: -2 Price 1352.250 SA12





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1350.25
SE3 1362.75

SE1 Filled

Filled 1348.75 SE1

Position: -1 Price 1348.750





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1341.25
SE2 1355.75

SF1 Filled

Filled 1341.75 SF1

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1334.25
SE1 1348.75

BE1 Filled

Filled 1335.25 BE1

Position: 1 Price 1335.250





Working Orders:



Buy
Sell
Type Price
Price Type
BE2 1328.25
1341.75 SF1

Good Morning

Coming into today flat.

Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1335.25
1349.75 SE1
BE2 1328.25


Wednesday, January 30, 2008

1.30.08 4.15 Settlement

Trade Date:






1/30/2008







EST
Buy
Sell

Position Time Type Price Average Price Type P/L








-2 Open

1362.000


0 overnight BF12 1358.25


$375.00





































2.78%
$375.00

Summary:

A Gain today of $375 at 2.78%.

Our market activity began with a carry over position (SE12: 1362.00). Both were filled overnight at a profit.

We concluded the session Flat.

Position Flat ...No working orders at this Time

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type





New BE1 and SE1

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1351.25
1365.75 SE1

Good Morning

We were filled over night on our BF12; 1358.25.

We begin the day Flat.

Tuesday, January 29, 2008

1.29.08 4.15 Settlement



Trade Date:






1/29/2008







EST
Buy
Sell

Position Time Type Price Average Price Type P/L








-3 Open

1354.500


-2 9:49 BF1 1259.25


-$237.50
-1 1:02 BF2 1252.25


$112.50
-2 3:24

1360.375 1366.25 SE2
-2 Close
1362.00


-$162.50





































-2.13%
-$287.50



Summary:

A Loss today of $287.50 at -2.13%.

Our market activity began with a carry over position (SE123: 1348.25). One was concluded at a loss. An intra-day trade was completed from the SE side for a profit of $112.50. A two lot position (SE12: 1360.375) is being carried overnight.

We concluded the session (SE12 at 1360.375).

BF1 and BF2 1358.25
BS 1387.00

SE2 Fillled

Filled 1366.25 SE2

Position: -2 Price 1360.375





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1360.25
1342.75 SE3

BF3 Raised

Working Orders:



Buy
Sell
Type Price
Price Type
BF3 1352.25
1366.25 SE3

BF2 Filled

Filled 1352.25 BF2

Position: -1 Price 1354.500 previous close





Working Orders:



Buy
Sell
Type Price
Price Type
BF3 1345.25
1366.25 SE2





BF1 Filled New SE3 and BS123 Canceled

Filled 1359.25 BF1

Position: -2 Price 1354.500 previous close





Working Orders:



Buy
Sell
Type Price
Price Type
BF2 1352.25
1366.25 SE3

New BF1 and BS123

Position: -3 Price 1354.500 Previous Close






Working Orders:




Buy
Sell

Type Price
Price Type
BF1 1359.25



BS123 1374.75



Good Morning

No trades were executed overnight. We remain short 3 contracts and all bids and offers are canceled at this time.

Monday, January 28, 2008

1.28.08 4.15 Settlement


Trade Date:






1/28/2008







EST
Buy
Sell

Position Time Type Price Average Price Type P/L








3 Open

1334.000


2 10:22


1334.75 SF1 $37.50
1 10:49


1341.75 SF2 $387.50
0 10:56


1341.75 SF3 $387.50
-1 10:59


1342.75 SE1
-2 1:06

1344.750 1346.75 SE2
-1 3:14 BF1 1341.25


$175.00
-2 3:33

1345.500 1346.75 SE2
-3 3:43

1348.250 1353.75 SE2
-3 4:15 Close 1354.50


-$937.50





























0.37%
$50.00

Summary:

A Gain today of $50.00 at .37%.

Our market activity began with a series (3) of BFs that filled the BE123 that was carried over the weekend, it was concluded profitably. An intra-day trade was completed from the SE side for a profit of $175. A three lot position (SE123: 1348.25) is being carried overnight.

We concluded the session (SE123 at 1348.25).

BF1 1345.25,BF2 1335.25, BF3 1325.25
BS123 1380.00

New BF1

Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1348.00


BS123 1360.00


BE3 Filled

Filled 1353.75 SE3

Position: -3 Price 1348.250 SA123





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1345.25


BS123 1360.00


SE2 Filled

Filled 1346.75 SE2

Position: -2 Price 1345.500 SA12





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1340.25
1353.75 SE3

BF1 Filled

Filled 1341.25 BF1

Position: -1 Price 1344.250





Working Orders:



Buy
Sell
Type Price
Price Type
BF2 1337.00
1346.75 SE2

SE2 Filled

Filled 134675 SE2

Position: -2 Price 1344.750





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1441.25
1353.75 SE3

New SE2

Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1336.25
1346.75 SE2

SE1 Filled

Filled 1342.75 SE1

Position: -1 Price 1342.750





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1336.25
1349.75 SE2

SF3 Filled

Filled 1341.75 SF3

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1328.25
1342.75 SE1

SF2 Filled

Filled 1341.75 SF2

Position: 1 Price 1334.000 close





Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1328.25
1341.75 SF3

SF2 Lowered

Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1328.25
1341.75 SF2

SF1 Filled

Filled 1334.75 SF1

Position: 2 Price 1334.000 close





Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1328.25
1342.75 SF2

New SF1

Working Orders:



Buy
Sell
Type Price
Price Type



1334.75 SF1

New SF1

Working Orders:



Buy
Sell
Type Price
Price Type



1336.75 SF1

Good Morning

Overnight trades were not filled and are now canceled.

We remain long three contracts.

Friday, January 25, 2008

1.25.08 4.15 Settlement

Trade Date:






1/25/2008







EST
Buy
Sell

Position Time Type Price Average Price Type P/L








-1 Open


1352.00 SE1
-2 9:33

1360.750 1368.75 SE2
-1 10:02 BF1 1362.25


-$75.00
0 10:31 BF2 1357.25


$175.00
1 10:32 BE1 1357.00



2 10:59 BE2 1350.25



3 12:59 BE3 1343.25 1350.166


2 2:37


1338.00 SF1 -$608.30
3 2:48 BE3 1331.25 1343.861


3 4:15


1334.00 Close -$1,479.15





























-14.72%
-$1,987.45


Summary:

Loss today of $1987.45, for a Loss of 14.72%.

Our market activity was initiated from the BE side (four times) and the SE side (one time): two trades were filled, one was filled from the previous overnight position; three are being carried over the weekend.

We concluded the session (BE1 at 1343.86).

SF1 1347.25, SF2 1360.50, SF3 1373.75
SS123 1307.50

bE3 Filled

Filled 1331.25 BE3

Position: 3 Price 1343.861 BA123





Working Orders:



Buy
Sell
Type Price
Price Type
BE3 1331.25
1346.50 SF1



1316.25 SS

SF1 filled SS3 canceled

Filled 1338.00 SF1

Position: 2 Price 1350.166 BA12





Working Orders:



Buy
Sell
Type Price
Price Type
BE3 1331.25
1346.50 SF2

SF1lowered

Working Orders:



Buy
Sell
Type Price
Price Type



1338.00 SF1



1327.00 SS3