Friday, January 25, 2008

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

BE3 Filled

Filled 1343.25 BE3

Position: 3 Price 1350.166 BA123





Working Orders:



Buy
Sell
Type Price
Price Type



1348.75 SF1



1327.00 SS3

BE2 Filled

Filled 1350.25 BE2

Position: 2 Price 1353.625 BA12





Working Orders:



Buy
Sell
Type Price
Price Type
BE3 1342.25
1358.75 SF1

BF2 and BE1 Filled

Filled 1357.25 BF2 1357.00 BE1
Position: 1 Price 1357.000





Working Orders:



Buy
Sell
Type Price
Price Type
BE2 1350.25
1361.75 SF1

BF1 Filled

Filled 1362.25 BF1

Position: -1 Price 1360.750 SA12





Working Orders:



Buy
Sell
Type Price
Price Type
BF2 1357.25
1370.75 SE2
BE1 1357.00


SE2 Filled

Filled 1368.75 SE2

Position: -2 Price 1360.750 SA12





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1362.25
1376.75 SE3

Good Morning

Our BF or BS levels were not traded overnight. Both are canceled and a new SE2 entered.

Position: -1 Price 1352.750





Working Orders:



Buy
Sell
Type Price
Price Type



1368.75 SE2

Thursday, January 24, 2008

1.24.08 4.15 Settlement


Trade Date:






1/24/2008







EST
Buy
Sell

Position Time Type Price Average Price Type P/L








-2 Open


1342.00 SA2
-3 10:04

1345.250 1352.75 SE3
-2 10:12 BF1 1347.25


-$100.00
-1 10:14 BF2 1340.00


$262.50
0 10:20 BF3 1339.25


$287.50
1 12:40 BE1 1338.25



0 12:56


1345.00 SF $337.50
-1 2:07


1452.25 SE1
0 12:57 BF 1347.25


$250.00
-1 3:40


1452.75 SE1
-1 4:15 Close 1352.00


$37.50





















7.96%
$1,075.00

Summary

Gain today of $1075.00, for a gain of 7.96%.

Our market activity was initiated from the BE side (one time) and the SE side (two times): six trades were filled, two were filled from the overnight position, another one is being carried overnight.

We concluded the session (SE1 at 1352.75).

BF1 1342.25
BS1 1367.25

SE1 Filled

Filled 1352.75 SE1

Position: -1 Price 1352.750





Working Orders:



Buy
Sell
Type Price
Price Type
BF 1348.25
1359.75 SE2

BF Filled

Filled 1347.25 BF

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1339.25
1352.75 SE1

SE1 Filled

Filled 1352.25 SE1

Position: -1 Price 1352.250





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1357.25
1358.75 SE2

SF Filled

Filled 1345.00 SF1

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1338.25
1352.25 SE1

BE1 Filled

Filled 1338.25 BE1

Position: 1 Price 1338.250





Working Orders:



Buy
Sell
Type Price
Price Type
BE2 1331.00
1345.00 SF1

New BE1 and SE1

Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1338.25
1352.25 SE1

BF3 Filled

Filled 1339.25 BF3

Position: 0 Price






Working Orders:



Buy
Sell
Type Price
Price Type
BE1 1335.25
1353.75 SE1

BF2 Filled

Filled 1340.00 BF2

Position: -1 Price 1345.250 SA2





Working Orders:



Buy
Sell
Type Price
Price Type
BF3 1339.25
1353.75 SE3





BF1 Filled

Filled 1347.25 BF1

Position: -2 Price 1345.250 SA2





Working Orders:



Buy
Sell
Type Price
Price Type
BF2 1340.00
1353.75 SE3

SE3 Filled

Filled 1352.75 SE3

Position: -3 Price 1345.250 SA3





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1347.25


BS3 1366.75


Good Morning

We came is today Short 2 contracts. Overnight we were not Filled on the BF2 or BS2, so at this time they are canceled.

For the open:

Position: -2 Price 1341.500 Close





Working Orders:



Buy
Sell
Type Price
Price Type
BF1 1336.25
1352.75 SE3