The Saxon Institute

Friday, March 14, 2008

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

Thursday, March 13, 2008

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.

Wednesday, March 12, 2008

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.