|
|
Contract
|
Pos.
|
Date
|
Enter
|
Date
|
Exit
|
P/L
|
D.V.*
|
Risk*
|
| Sep03 Cocoa |
Long |
7/30/03 |
1470 |
8/21/03 |
1620 |
1,500.00 |
481 |
-530 |
| Dec03 Swiss Franc |
Long |
9/5/03 |
0.7106 |
9/19/03 |
0.7314 |
2,600.00 |
898 |
-850 |
| Dec03 Cocoa |
Short |
9/10/03 |
1642 |
9/16/03 |
1475 |
1,670.00 |
555 |
-1,310 |
| Nov03 Crude Oil |
Long |
9/30/03 |
28.38 |
10/6/03 |
30.57 |
2,190.00 |
731 |
-1,690 |
| Dec03 Natural Gas |
Long |
10/6/03 |
4.970 |
10/7/03 |
5.404 |
4,340.00 |
1,715 |
-1,103 |
| Dec03 Unleaded Gas |
Short |
10/17/03 |
0.8300 |
10/24/03 |
0.8283 |
71.40 |
1,011 |
-2,197 |
| Mar04 Wheat |
Short |
12/10/03 |
399.00 |
12/23/03 |
369.50 |
1,475.00 |
489 |
-1,133 |
| Mar04 Bonds |
Short |
12/30/03 |
109-17 |
1/2/04 |
107-14 |
2,093.75 |
1,084 |
-2,669 |
| Mar04 KC Wheat |
Long |
12/31/03 |
378.50 |
1/2/04 |
408.00 |
1,475.00 |
488 |
-632 |
| Mar04 Corn |
Long |
1/9/04 |
252.00 |
1/12/04 |
268.00 |
800.00 |
248 |
-1,152 |
| Jun04 Canadian Dollar |
Short |
1/14/04 |
0.7784 |
1/23/04 |
0.7593 |
1,910.00 |
768 |
-690 |
| May04 Bean Oil |
Short |
1/16/04 |
29.51 |
1/26/04 |
29.66 |
-90.00 |
381 |
-426 |
| May04 Coffee |
Short |
2/4/04 |
74.05 |
2/24/04 |
73.85 |
75.00 |
998 |
-2,513 |
| Jun04 Australian Dollar |
Short |
2/26/04 |
0.7592 |
3/11/04 |
0.7280 |
3,120.00 |
1,072 |
-2,860 |
| Jul04 KC Wheat |
Short |
3/31/04 |
404.50 |
4/30/04 |
403.00 |
75.00 |
620 |
-1,263 |
| Jul04 Corn |
Short |
4/12/04 |
331.00 |
4/15/04 |
309.50 |
1,075.00 |
355 |
-588 |
| Jul04 Soybean Meal |
Short |
4/8/04 |
317.20 |
4/21/04 |
288.50 |
2,870.00 |
957 |
-2,260 |
| Jun04 Live Cattle |
Short |
4/23/04 |
76.05 |
4/29/04 |
80.50 |
-1,780.00 |
645 |
-1,470 |
| Aug04 Gold |
Long |
5/4/04 |
392.6 |
5/10/04 |
374.5 |
-1,810.00 |
609 |
-1,430 |
| Aug04 Gold |
Long |
5/18/04 |
378.50 |
6/1/04 |
397.70 |
1,920.00 |
638 |
-780 |
| Sep04 Feeder Catttle |
Short |
7/1/04 |
108.45 |
7/23/04 |
113.00 |
-2,275.00 |
839 |
-2,038 |
| Sep04 Wheat |
Long |
7/13/04 |
345.00 |
7/16/04 |
332.00 |
-650.00 |
365 |
-454 |
| Dec04 Bean Oil |
Long |
8/12/04 |
21.59 |
8/25/04 |
23.85 |
1,356.00 |
416 |
-792 |
| Dec04 Cotton |
Short |
9/10/04 |
50.70 |
10/12/04 |
43.77 |
3,465.00 |
1,279 |
-2,725 |
| Dec04 Dow Jones |
Short |
9/15/04 |
10229 |
9/27/04 |
9991 |
2,380.00 |
792 |
-1,320 |
| Dec04 Canadian Dollar |
Short |
9/17/04 |
.7661 |
9/24/04 |
.7805 |
-1,440.00 |
553 |
-1,170 |
| Dec04 Australian Dollar |
Long |
9/17/04 |
.6942 |
9/30/04 |
.7178 |
2,360.00 |
788 |
-1,510 |
| Dec04 Cocoa |
Long |
9/21/04 |
1469 |
10/5/04 |
1411 |
-580.00 |
393 |
-300 |
| Dec04 Lean Hogs |
Short |
10/4/04 |
67.10 |
10/18/04 |
66.90 |
80.00 |
619 |
-1,910 |
| Mar05 Feeder Cattle |
Long |
11/18/04 |
95.70 |
11/19/04 |
95.90 |
100.00 |
735 |
-963 |
| Mar05 Heating Oil |
Long |
12/15/04 |
1.2770 |
12/27/04 |
1.2400 |
-1,554.00 |
2,155 |
-3,738 |
| Mar05 KC Wheat |
Long |
12/8/04 |
337.00 |
12/28/04 |
337.00 |
0.00 |
300 |
-688 |
| Mar05 Australian Dollar |
Short |
12/8/04 |
0.7508 |
2/11/05 |
0.7810 |
-3,020.00 |
690 |
-1,520 |
| Mar05 Swiss Franc |
Short |
12/10/04 |
0.8629 |
2/3/05 |
0.8357 |
3,400.00 |
1113 |
-3,263 |
| Mar05 Unleaded Gas |
Long |
12/15/04 |
1.1821 |
12/22/04 |
1.1838 |
71.40 |
1646 |
--2,743 |
| Mar05 British Pound |
Short |
12/17/04 |
1.9230 |
12/27/04 |
1.9218 |
75.00 |
982 |
-1,275 |
| Mar05 US Bond |
Short |
12/23/04 |
112-12 |
12/28/04 |
110-29 |
1,468.75 |
756 |
-1,844 |
| May05 Cotton |
Short |
1/27/05 |
46.80 |
1/28/05 |
44.05 |
1,375.00 |
460 |
-1,240 |
| May05 Sugar |
Short |
2/7/05 |
9.35 |
3/4/05 |
8.87 |
537.60 |
179 |
-258 |
| Jun05 Japanese Yen |
Long |
2/22/05 |
0.9690 |
3/24/05 |
0.9457 |
-2912.50 |
938 |
-2288 |
| Jun05 Australian Dollar |
Short |
3/2/05 |
0.7748 |
3/9/05 |
0.7869 |
-1,210.00 |
590 |
-1,430 |
| May05 Coffee |
Short |
3/21/05 |
133.50 |
4/8/05 |
119.70 |
5,175.00 |
1,838 |
-2,344 |
| Jun05 Heating Oil |
Short |
3/29/05 |
1.4910 |
3/31/05 |
1.5822 |
-3,830.40 |
1,180 |
-2,617 |
| Jul05 Natural Gas |
Short |
4/7/05 |
7.679 |
4/14/05 |
7.112 |
5,670.00 |
1,890 |
-3,640 |
| Jun05 Dow Jones |
Long |
4/14/05 |
10415 |
4/14/05 |
10270 |
-1,450.00 |
1,000 |
-390 |
|
|