2.29.08 4.15 Settlement

Trade Date:
2/29/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
1	9:44	BE1	1348.25
2	10:41	BE2	1341.25
3	2:03	BE3	1335.25	1341.58
3	4:15				1335.25	close	-$949.50
					-7.03%		-$949.50

Summary:

We had a loss of -$949.50; for a -7.03% return on the day.

Came in flat and bought 3.

We conclude the day long 3.

Working Orders:
	Buy		Sell
Type	Price		Price	Type
			1310.00	SS

BE3 Filled

Filled	1335.25	BE3
Position:	3		1341.583	BA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
			1343.75	SF1

BE2 filled

Filled	1341.25	BE2
Position:	2		1344.750	BA12
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE3	1335.25		1349.75	SF1

BE1 Filled

Filled	1348.25	BE1
Position:	1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE2	1341.25		1359.75	SF1

Good Morning

We enter the day flat; no position.

New working orders.

Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1348.25		1362.75	SE1

2.28.08 4.15 Settlement

Position	Time	Type	Price	Average	Price	Type	P/L
-2	9:30				1380.50	close
-1	11:06	BF1	1366.25				$712.50
0	4:00	Closing	1368.00				$625.00
					9.91%		$1,337.50

Summary:

We had a gain of $1337.50; for a 9.91% return.

We came in short two and bought them in.

We conclude the day flat (no position).

Filled on 4:00 Cash Close Order

Filled	1368.00	4:00 cash close
Position:
Working Orders:
	Buy		Sell
Type	Price		Price	Type

Closing Order

We are short 1.

Buy this back in at 4:00 cash close; if BF2 1358.25 is not filled.

BF1 Filled

Filled	1366.25	BF1
Position:	-1		1380.500	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1358.25

Good Morning

We enter the day short 2.

Position:	-2		1380.250	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1366.25		SE3	1380.75

2.27.08 4.15 Settlement

Trade Date:
2/27/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-3	9:30				1382.25	close
-2	2:06	BF1	1377.25				$250.00
-2	4:15	Close	1380.25				$200.00
					3.33%		$450.00

Summary:

We has a gain of $450.00, for a 3.33% Return.

We came in short 3 contracts. Bought one back in.

We conclude the day short 2.

New BF2 and BF3

Position:	-2		1382.500	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1374.25
BF3	1367.25

BF 1 Filled

Filled	1377.25	BF1
Position:	-2		1382.500	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1370.25		1387.75	SE3

New BF1

Position:	-3		1382.500	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1377.25

Good Morning

We enter the day short 3 with new working orders.

Position:	-3		1382.500	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1370.25

2.26.08 4.15 Settlement

Trade Date:
2/26/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-3	4:15				1371.25	close
-3	4:15	close	1382.5				-$1,650.00
					-12.22%		-$1,650.00

Summary:

We had an unrealized loss of -$1650.00, for a -12.22% return.

We came in short 3 contract and had no trades.

We conclude the day short 3.

New BF1

Position:	-3		1371.250	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1375.25

Good Morning

We enter the day short 3.

Position:	-3		1371.250	Close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1362.25

2.25.08 4.15 Settlement

Trade Date:
2/25/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-1	10:49				1360.75	SE1
-2	2:28				1362.75	SE2
-3	2:31			1364.42	1369.75	SE3
-2	2:41	BF1	1359.25				$258.50
-3	3:38			1367.190	1372.75	SE3
-3	4:15	Close	1371.25				-$609.00
					-2.60%		-$350.50

Summary:

We had a P/L of -$350.50. for a loss of -2.60%

There we for sell entries and one was brought in.

We conclude the day short 3.

New Working Orders into 4:15 Close

Position:	-3		1367.190	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1367.25
BF2	1360.25
BF3	1353.25

SE3 Filled

Filled	1372.75	SE3
Position:	-3		1367.190	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1360.25

New BF2 and SE3

Position:	-2		1364.420	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1359.25		1372.75	SE3

BF1 Filled

Filled	1359.25	BF1
Position:	-2		1364.420	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1350.25

SE3 Filled

Filled	1369.75	SE3
Position:	-3		1364.42	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1359.25

SE2 Filled

Filled	1362.75	SE2
Position:	-2
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1349.25		1369.75	SE3

New BF1 and SE2

Position:	-1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1349.25		1362.75	SE2

SE1 Filled

Filled	1360.75	SE1
Position:	-1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1347.25		1367.75	SE2

Adjusted BE1 and BE2

Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1347.25		1360.75	SE1

New BE1 and SE1

Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1342.25		1362.75	SE1

Good Morning

Today we enter flat with no working orders at this time.

Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type

Feb 2008 Weekly and MTD P/L

2/1/2008	Friday	$700.00	$700.00	5.19%
2/4/2008	Monday	-$287.50
2/5/2008	Tuesday	-$600.00
2/6/2008	Wednesday	-$100.00
2/7/2008	Thursday	$787.00
2/8/2008	Friday	$775.00	$574.50	4.26%
2/11/2008	Monday	$275.00
2/12/2008	Tuesday	$588.00
2/13/2008	Wednesday	$25.00
2/14/2008	Thursday	-$400.00
2/15/2008	Friday	-$25.00	$463.00	3.43%
2/18/2008	Monday	$425.00
2/19/2008	Tuesday	$0.00
2/20/2008	Wednesday	-$487.50
2/21/2008	Thursday	$1,312.50
2/22/2008	Friday	$687.50	$1,937.50	14.35%
		MTD	$3,675.00	27.22%

2.22.08 4.15 Settlement

Trade Date:
2/22/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
1	10:14	BE1	1337.25
2	12:14	BE2	1330.25	1333.75
1	3.34				1337.50	SF1	$187.50
0	3.42				1343.75	SF2	$500.00
					5.09%		$687.50

Summary:

Made a profit of 687.50, for a 5.09% gain.

Bought 2 and sold them out in afternoon. We conclude the day flat.

SF2 Filled

Filled	1343.75	BF2
Position:	0		1333.750	BA12
Working Orders:
	Buy		Sell
Type	Price		Price	Type

There will be no more working orders today.

SF1 Filled

Filled	1337.50	SF1
Position:	1		1333.750	BA12
Working Orders:
	Buy		Sell
Type	Price		Price	Type
			1343.75	SF2

BE2 Filled

Filled	1330.25	BE2
Position:	2		1333.750	BA12
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE3	1323.25		1337.50	SF1