The Saxon Institute

Tuesday, May 6, 2008

SE3 Filled

Filled	1407.75	SE3		June Emini

Position:	-3		1408.08	Close

Working Orders:

	Buy		Sell
Type	Price		Price	Type
1395.25	BF1

New Working Orders

Position:	-2	1408.25	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1394.25	BF1	1407.75	SE3

Good Morning

We enter the day short (-2). Working Orders Below:

Position:	-2	1408.25	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1396.25	BF1	1409.75	SE3

Monday, May 5, 2008

5.05.08 4.15 Settlement

Trade Date:
5/5/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-2	9:30				1415.75	Close
-2	4:15	Close					$750.00




						5.56%	$750.00

Summary:

Today's P/L is $750.00; for a 5.56% gain.

We entered the day short (-2).

There were no intra-day trades.

We conclude the day short (-2).

=====

Good Morning

We enter the day short (-2). Working Orders Below:

Position:	-2	1415.75	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1402.25	BF1	1416.75	SE3

Friday, May 2, 2008

5.02.08 4.15 Settlement

Trade Date:
5/2/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-3	9:30				1411.50	Close
-3	12:36	BF1	1411.25				$12.50
-2	4:15	Close	1415.75				-$450.00



						-3.24%	-$437.50

Summary:

Today's P/L is -$437.50; for a 3.24% loss.

We entered the day short (-3).

We bought 1 intra-day.

We conclude the day short (-2).

====

Filled	1411.25	BF1		June Emini

Position:	-2		1411.5	Close

Working Orders:

	Buy		Sell
Type	Price		Price	Type
1403.25	Bf2		1417.75	SE3

Good Morning

We enter the day short (-3). Working Orders Below:

Position:	-3	1411.5	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1411.25	BF1

Thursday, May 1, 2008

5.1.08 4.15 Settlement

Trade Date:
5/1/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-1	9:30				1386.00	Close
-2	11:09			1389.87	1393.75	SE2
-3	1:56			1394.42	1403.75	SE3
-3	4:15	Close	1411.50				-$2,562.00


						-18.98%	-$2,562.00

Today's P/L is -2562.00; for a 18.98% loss.

We entered the day short (-1).

Intra-day we sold 2.

We conclude the day short (-3).

========================

Filled	1403.75	SE3		June Emini

Position:	-3		1394.42	SA12

Working Orders:

	Buy		Sell
Type	Price		Price	Type
1395.25	BF1

SE2 Filled

Filled	1393.75	SE2		June Emini

Position:	-2		1389.87	SA12

Working Orders:

	Buy		Sell
Type	Price		Price	Type
1382.25	BF1		1403.75	SE3

Good Morning

We enter the day short (-1). Working orders are below:

Position:	-1	1386.000	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1378.25	BF1	1393.75	SE2

Wednesday, April 30, 2008

4.30.08 4.15 Settlement

Trade Date:
4/30/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-1	9:30				1391.25	Close
-1	4:15	Close	1386.00				$262.50




						1.94%	$262.50

Today's P/L is $262.50; for a 1.94% gain.

We entered the day short (-1).

There were no intra-day trades.

We conclude the day short (-1).

Working Orders are Canceled

We are short (-1) and all working orders are canceled.

Position:	-1	1391.250	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type

Good Morning

We enter the day short (-1). Working Orders Below:

Position:	-1	1391.250	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1385.25	BF1

Tuesday, April 29, 2008

4.29.08 4.15 Settlement

Trade Date:
4/29/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-2	9:30				1397.25	Close
-1	10:46	BF1	1388.25				$450.00
-1	4:15	Close	1391.00				$312.50



						5.65%	$762.50

Summary:

Today's P/L is $762.50; for a 5.65% gain.

We entered the day short (-2).

We bought 1 intra-day.

We conclude the dat short(-1).

No Working Orders

We are short (-1). We have no working orders at this time.

Position:	-1	1397.250	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type

BF1 Filled

Filled	1388.25	BF1		June Emini

Position:	-1		1397.250	Close

Working Orders:

	Buy		Sell
Type	Price		Price	Type
1380.25	BF2

Good Morning

We enter the day short (-2). Working Orders are below:

Position:	-2	1397.250	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1388.25	BF1	SE3	1407.75
1380.25	BF2

Monday, April 28, 2008

4.28.08 4.15 Settlement

Trade Date:
4/28/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-2	9:30				1397.00	Close
-2	4:15	Close	1397.25				-$25.00




						-0.19%	-$25.00

Summary:

Today's P/L is -$25.00; for a 0.19% loss.

We entered the day short (-2).

There were no intra-day trades.

We conclude the day short (-2).

Good Morning

We enter the day short(-2). Working orders below:

Position:	-2	1397.000	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
1393.25	BF1	SE3	1407.75

Friday, April 25, 2008

4.25.08 4.15 Settlement

Trade Date:
4/25/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-2	9:30				1385.50	Close
-1	11:15	BF1	1386.75				-$62.50
-2	3:10	BF1		1991.62	1397.75	SE2
-2	4:15	Close	1397.00				-$538.00




						-4.45%	-$600.50

Summary:

Today's P/L is -$600.50; for a 4.45% loss.

We entered the day short (-2).

Intra-day we bought 1 and sold 1.

We conclude the day short (-2).

SE2 Filled

Filled	1397.75	SE2		June Emini

Position:	-2		1391.625	SA12

Working Orders:

	Buy		Sell
Type	Price		Price	Type
1391.25	BF1		SE3	1403.75
1383.25	BF2

BE1 Filled

Filled	1386.25	BF1		June Emini

Position:	-1		1385.500	Close

Working Orders:

	Buy		Sell
Type	Price		Price	Type
BF2	1377.25		1397.75	Se2

Good Morning

We enter the day short (-2). Working orders below:

Position:	-2	1385.500	Close

Working Orders:

	Buy	Sell
Type	Price	Price	Type
BF1	1386.25	1399.75	SE3

Thursday, April 24, 2008

4.24.08 4.15 Settlement

Trade Date:
4/24/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L

-2	9:30				1378.50	Close
-3	9:31			1379.920	1382.75	SE3
-2	4:11	BF1	1385.25				-$266.50
-2	4:15	Close	1385.50				-$558.00




						-6.11%	-$824.50

Summary:

Today's P/L is -$824.50; for a 6.11% loss.

We entered the day short (-2).

We sold and bought 1 intra-day.

We conclude the day short (-2).