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.