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

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

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

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

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).

BF1 Filled

Filled	1385.25	BF1		June Emini
Position:	-2		1379.920	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF2	1378.25

New Working Orders

Position:	-3		1379.920	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1385.25

New Working Orders

Position:	-3		1379.920	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1371.25

SE3 Filled

Filled	1382.75	SE3		June Emini
Position:	-3		1379.920	SA123
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1367.25

Good Morning

We enter the day short (-2). Working order for after the opening below:

Position:	-2		1378.500	close
Working Orders:
	Buy		Sell
Type	Price		Price	Type
BF1	1367.25		1382.75	SE3

4.23.08 4.15 Settlement

Trade Date:
4/23/2008
	EST		Buy		Sell
Position	Time	Type	Price	Average	Price	Type	P/L
-2	9:30				1381.25	Close
-3	10:49			1383.420	1387.75	SE3
-2	12:14	BF1	1381.25				$108.50
-1	12:38	BF2	1375.25				$408.50
-2				1382.58	1381.75	SE2
-2	4:15	Close	1378.50				$408.00
						6.85%	$925.00

Summary:

Today's P/L is $925.00; for a 6.85% gain.

We entered the day short (-2).

We bought 2 and sold 2 intra-day.

We conclude the day short (-2)