3.14 08 4.15 Settlement Emini / SP500

Trade Date:
3/14/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-2	9:30				1313.00	Close
-1	9:55	BF1	1291.50				$1,075.00
0	10:00	BF2	1282.00				$1,550.00
* Switch to June contract
1	12:42	BE1	1390.25
0	12:53				1396.75	SF1	$325.00
1	2:22	BE1	1383.25
0	3:16				1290.75	SF1	$375.00
					24.63%		$3,325.00

Summary:


Today's P/L was $3325.00; for a 24.63% gain.

We entered the day short 2. In the morning we bought them back to get flat.

Contract change to June for new trades -

We bought 2 and sold 2.

We conclude the day flat (0 position)

SF1 Filled

We are flat (0 position). There will be no more working orders for the rest of the day.

Filled	1290.75	SF1		June Contract
Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type

BE2 canceled, SF1 Adjusted

Position:	1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
			1290.75	SF1

BE1 Filled

Filled	1283.25	BE1		June Contract
Position:	1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE2	1275.25		1292.75	SF1

SF1 Filled

Filled	1296.75	SF1		June Contract
Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1283.25		1303.75	SE1

BE1 Filled

Filled	1290.25	BE1		June Contract
Position:	1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE2	1283.25		1296.75	SF1

New Working Orders

Position:	0		JUNE
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1290.25		1303.75	SE1

No Working Orders

Now trading June Contract.

At this time we have no working orders. The next working orders will be posted at 12:00 (Noon) EST.

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

New Contract

From this point on, all orders will be the June (front month) contract.

BF2 Filled

* Fast Market; Filled Better;

We are flat and have no working orders at this time.

Filled	1282.00	BF2
Position:	0		close	1313.000
Working Orders:
	Buy		Sell
Type	Price		Price	Type

BF1 Filled

* Fast market; filled better.

Filled	1291.50	BF1
Position:	-1		close	1313.000
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1285.25

New Working Order

* Keep in mind that we are still Trading the March contract until we are flat today; then we will be using the June contract.

* There was no fill on the opening.

Position:	-2		close	1313.000
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1293.25

Good Morning 3.14.08 FB 2.0 Emini / SP500

Today we enter this morning short 2. On the opening, we have a working order (sell at this level or best bid above this level).

Position:	-2		close	1313.000
Working Orders:
	Buy		Sell
Type	Price		Price	Type
			1228.75	SE3

3.13.08 4.15 Settlement Emini / SP500

Trade Date:
3/13/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-1	11:14				1299.75	SE1
-2	12:01				1307.75	SE3
-3	1:29	BF1	1323.25	1307.08	1313.75	SE3
-2					1313.00	close	-$296.00
						close	-$592.00
					-6.58%		-$888.00

Summary:

Today's P/L was -$888.00; for a -6.58% loss.

We entered the day Flat; no position. We sold 3 and bought 1 in on the close.

We conclude the day short two (-2).

Working Orders into 4:15 Close

We are short -3; working orders below.

IF, we are not filled on our BF1, we will buy 1 on the 4:15 close (to conclude the day short -2)

Position:	-3		SA123	1307.080
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1307.25
BF2	1300.25
BF3	1293.25

BF1 Adjusted

Position:	-3		SA123	1307.080
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1306.25

BE3 Filled

Filled	1313.75	SE3
Position:	-3		SA123	1307.080
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1304.25

SE2 Filled

Filled	1307.75	SE2
Position:	-2		SA12	1303.750
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1294.25		1313.75	SE3

SE1 Filled

Filled	1299.75	SE1
Position:	-1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1285.25		1307.75	SE2

New Working Orders

Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1279.25		1299.75	SE1

Good Morning FB 2.0 Emini / SP500

We enter the day flat; no position. New working orders will be posted shortly after the opening.

3.12.08 Settlement Fb 2.0 Emini / SP500

Trade Date:
3/12/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-2	9:30				1323.75	close
-3	11:09			1325.42	1328.75	SE3
-2	12:50	BF1	1323.25				$166.50
-1	2:01	BF2	1317.25				$408.50
	3:40	BF3	1310.25				$758.50
					9.88%		$1,333.50

Summary:

Today's P/L was $1333.50; for a 9.88% gain.

We entered the day short 2. We sold an additional one midday and bought a total of all three back before the close.

BF3 Filled

We are flat; no position. There will be no further orders into the close.

Filled	1310.25	BF3
Position:	-
Working Orders:
	Buy		Sell
Type	Price		Price	Type

BE2 Filled

Filled	1317.25	BF2
Position:	-1		1325.420	SA
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF3	1310.25		1330.75	SE2

BF1 Filled

Filled	1322.25	BF1
Position:	-2		1325.420	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1317.25		1330.75	SE3

BE3 Filled

Filled	1328.75	SE3
Position:	-3		1325.420	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1322.25

BE3 Filled

Filled	1328.75	SE3
Position:	-3		1325.420	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1322.25

New Working Orders

Position:	-2		1323.750	close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1314.25		1328.75	SE3

Good Morning FB 2.0 Emini / SP500

We enter the day short 2. New working orders below:

Position:	-2		1323.750	close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1315.25

3.11.08 4.15 Settlement

Trade Date:
3/11/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
1	9:30	close	1276.00
0	9:31				1303.75	SF1	$1,387.50
1	11:50	BE1	1289.25
0	2:05				1301.75	SF1	$625.00
-1	2:49				1308.75	SE1
-2				1312.25	1315.75	SE2
-2	3:36	close	1323.75				-$1,150.00
					6.39%		$862.50

Summary:

Today's P/L was $862.50; for a 6.39% gain

We entered the day long and sold 1 after the open. We then bought 1 and sold 3.

We conclude the day short 2.

SE2 Filled

Filled	1315.75	SE2
Position:	-2		1312.250	SA12
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1306.25

SE1 Filled

Filled	1308.75	SE1
Position:	-1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1297.25		1315.75	SE2

SF1 Filled

Filled	1301.75	SF1
Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1282.25		1308.75	SE1

New SF1

Position:	1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1282.25		1201.75	SF1

BE1 Filled

Filled	1289.25	BE1
Position:	1
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1282.25		1302.75	SF1

New Working Orders

Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1289.25		1203.75	SE1

SF1 Filled

Filled	1303.75	SF1
Position:	0
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BE1	1294.25		1309.75	SE1

Good Morning FB 2.0 Emini / SP500

We enter the day long 1. Working orders are below.

*Note: There are two working orders to sell this morning.

Position:	1		1276.000	close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
			1302.75	SF1
			1309.75	SE1

3.10.08 Settlement

Trade Date:
3/10/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
2	9:30	close	1293.00
3	6:57	BE3	1285.25	1289.13
2					1276.00	Close	-$656.50
1					1276.00	Close	-$656.50
1					1276.00	close	-$656.50
					-14.59%		-$1,969.50

Summary:

Today's P/L -$1969.50; for a 14.59% loss


We came in long 2. We bought one in the morning. Sold 2 on the close.

We conclude the day long one.

Filled Closing Orders

Filled	1276.00	Close	2
Position:	1		1289.125	close
Working Orders:
	Buy		Sell
Type	Price		Price	Type