 |
|
|
|
|
|
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
EXIT PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
1995 |
|
|
|
|
|
|
|
| HOJ95 |
Apr95 Heating Oil |
SHORT |
1/9/95 |
0.4899 |
1/16/95 |
0.4663 |
0.0236 |
991.20 |
| LCJ95 |
Apr95 Cattle |
LONG |
12/8/94 |
69.60 |
12/22/94 |
71.20 |
1.60 |
640.00 |
| HUN95 |
Our Template Affiliate Program is by far the best affiliate program goingJul95 Unleaded Gas |
LONG |
3/16/95 |
0.5471 |
3/22/95 |
0.5712 |
0.0241 |
1,012.20 |
| HOK95 |
May95 Heating Oil |
LONG |
3/27/95 |
0.4751 |
4/12/95 |
0.5054 |
0.0303 |
1,272.60 |
| LHM95 |
Jun95 Lean Hogs |
LONG |
4/5/95 |
44.75 |
4/21/95 |
42.75 |
-2.00 |
-800.00 |
| HGU95 |
Sep95 Copper |
LONG |
5/16/95 |
123.30 |
5/24/95 |
127.60 |
4.30 |
1,075.00 |
| CTV95 |
Oct95 Cotton |
SHORT |
6/30/95 |
86.65 |
7/6/95 |
81.90 |
4.75 |
2,375.00 |
| HOX95 |
Nov95 Heating Oil |
LONG |
7/19/95 |
0.4870 |
7/20/95 |
0.4832 |
-0.0038 |
-159.60 |
| CLX95 |
Nov95 Crude Oil |
LONG |
7/19/95 |
17.02 |
8/15/95 |
17.08 |
0.06 |
60.00 |
| PBG96 |
Feb96 Pork Bellies |
LONG |
7/20/95 |
49.95 |
7/24/95 |
53.40 |
3.45 |
1,380.00 |
| SX95 |
Nov95 Soybeans |
SHORT |
7/27/95 |
635.25 |
8/11/95 |
588.00 |
47.25 |
2,362.50 |
| CZ95 |
Dec95 Corn |
SHORT |
7/28/95 |
288.00 |
8/7/95 |
271.50 |
16.50 |
825.00 |
| USZ95 |
Dec95 T-Bond |
LONG |
8/24/95 |
110-11 |
8/25/95 |
111-30 |
1-19 |
1,593.75 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
EXIT PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
1996 |
|
|
|
|
|
|
|
| CTH96 |
Mar96 Cotton |
LONG |
12/27/95 |
81.16 |
1/9/96 |
85.22 |
4.06 |
2,030.00 |
| USM96 |
Jun96 T-Bond |
SHORT |
1/10/96 |
119-02 |
2/20/96 |
116-11 |
2-23 |
2,718.75 |
| GCM96 |
Jun96 Gold |
SHORT |
2/9/96 |
410.20 |
3/7/96 |
395.90 |
14.30 |
1,430.00 |
| JYM96 |
Jun96 Japanese Yen |
LONG |
2/14/96 |
0.9538 |
2/20/96 |
0.9741 |
0.0203 |
2,537.50 |
| HGU96 |
Sep96 Copper |
SHORT |
5/15/96 |
118.90 |
5/17/96 |
114.10 |
4.80 |
1,200.00 |
| PBQ96 |
Aug96 Pork Bellies |
SHORT |
5/16/96 |
82.65 |
6/13/96 |
74.40 |
8.25 |
3,300.00 |
| CZ96 |
Dec96 Corn |
SHORT |
5/29/96 |
351.50 |
6/6/96 |
350.25 |
1.25 |
62.50 |
| USU96 |
Sep96 T-Bond |
LONG |
6/21/96 |
107-00 |
6/28/96 |
108-17 |
1-17 |
1,531.25 |
| TYU96 |
Sep96 10yr Note |
LONG |
6/21/96 |
105-24 |
6/27/96 |
106-23 |
0-31 |
968.75 |
| PBG97 |
Feb97 Pork Bellies |
LONG |
6/27/96 |
76.70 |
7/8/96 |
82.45 |
5.75 |
2,300.00 |
| KCZ96 |
Dec96 Coffee |
LONG |
7/30/96 |
99.00 |
8/13/96 |
110.05 |
11.05 |
4,143.75 |
| USZ96 |
Dec96 T-Bond |
LONG |
9/12/96 |
107-14 |
9/26/96 |
109-17 |
2-03 |
2,093.75 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
EXIT PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
1997 |
|
|
|
|
|
|
|
| LCJ97 |
Apr97 Cattle |
LONG |
12/5/96 |
65.17 |
1/2/97 |
65.30 |
0.13 |
52.00 |
| HOJ97 |
Apr97 Heating Oil |
SHORT |
1/15/97 |
0.6520 |
2/6/97 |
0.6060 |
0.0460 |
1,932.00 |
| USM97 |
Jun97 T-Bond |
LONG |
1/30/97 |
110-02 |
2/13/97 |
112-27 |
2-25 |
2,781.25 |
| HOK97 |
May97 Heating Oil |
LONG |
3/7/97 |
0.5453 |
3/26/97 |
0.5468 |
0.0015 |
63.00 |
| CLM97 |
Jun97 Crude Oil |
LONG |
3/12/97 |
20.68 |
3/26/97 |
20.63 |
-0.05 |
-50.00 |
| HUN97 |
Jul97 Unleaded Gas |
LONG |
3/12/97 |
0.6280 |
3/26/97 |
0.6295 |
0.0015 |
63.00 |
| LHM97 |
Jun97 Lean Hogs |
LONG |
3/13/97 |
76.78 |
3/25/97 |
81.00 |
4.22 |
1,690.00 |
| HUN97 |
Jul97 Unleaded Gas |
LONG |
4/18/97 |
0.5994 |
5/12/97 |
0.6301 |
0.0307 |
1,289.40 |
| PBQ97 |
Aug97 Pork Bellies |
SHORT |
6/6/97 |
85.25 |
6/13/97 |
77.50 |
7.75 |
3,100.00 |
| CLX97 |
Nov97 Crude Oil |
LONG |
6/30/97 |
19.76 |
8/4/97 |
20.71 |
0.95 |
950.00 |
| USZ97 |
Dec97 T-Bond |
LONG |
9/5/97 |
113-17 |
9/16/97 |
115-11 |
1-26 |
1,812.50 |
| KCZ97 |
Dec97 Coffee |
SHORT |
9/12/97 |
181.00 |
10/17/97 |
156.65 |
24.35 |
9,131.25 |
| HON97 |
Nov97 Heating Oil |
LONG |
9/22/97 |
0.5546 |
9/26/97 |
0.5815 |
0.0269 |
1,129.80 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
EXIT PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
1998 |
|
|
|
|
|
|
|
| CTH98 |
Mar98 Cotton |
LONG |
12/22/97 |
67.88 |
1/12/98 |
65.58 |
-2.30 |
-1,150.00 |
| LCJ98 |
Apr98 Cattle |
LONG |
1/13/98 |
67.67 |
1/28/98 |
67.80 |
0.13 |
52.00 |
| JYM98 |
Jun98 Japanese Yen |
SHORT |
2/12/98 |
0.8153 |
2/23/98 |
0.7882 |
0.0271 |
3,387.50 |
| LHM98 |
Jun98 Lean Hogs |
LONG |
3/5/98 |
57.80 |
3/9/98 |
55.95 |
-1.85 |
-740.00 |
| LHM98 |
Jun98 Lean Hogs |
LONG |
3/18/98 |
56.50 |
3/31/98 |
59.85 |
3.35 |
1,340.00 |
| CLM98 |
Jun98 Crude Oil |
LONG |
3/23/98 |
15.51 |
4/7/98 |
15.57 |
0.06 |
60.00 |
| HOK98 |
May98 Heating Oil |
LONG |
3/23/98 |
0.4285 |
4/1/98 |
0.4300 |
0.0015 |
63.00 |
| PBQ98 |
Aug98 Pork Bellies |
SHORT |
4/24/98 |
53.53 |
5/20/98 |
53.38 |
0.15 |
60.00 |
| HGU98 |
Sep98 Copper |
SHORT |
4/29/98 |
83.80 |
5/7/98 |
79.55 |
4.25 |
1,062.50 |
| USU98 |
Sep98 T-Bond |
LONG |
5/6/98 |
120-03 |
5/29/98 |
121-26 |
1-23 |
1,718.75 |
| TYU98 |
Sep98 10yr Note |
LONG |
5/6/98 |
112-19 |
6/1/98 |
113-11 |
0-24 |
750.00 |
| CTV98 |
Oct98 Cotton |
SHORT |
6/18/98 |
74.85 |
6/23/98 |
76.50 |
-1.65 |
-825.00 |
| CZ98 |
Dec98 Corn |
SHORT |
7/1/98 |
252.50 |
7/7/98 |
251.25 |
1.25 |
62.50 |
| SX98 |
Nov98 Soybeans |
SHORT |
7/6/98 |
598.00 |
8/5/98 |
540.25 |
57.75 |
2,887.50 |
| CTV98 |
Oct98 Cotton |
SHORT |
7/10/98 |
79.65 |
7/22/98 |
74.75 |
4.90 |
2,450.00 |
| KCZ98 |
Dec98 Coffee |
LONG |
7/21/98 |
108.00 |
7/29/98 |
115.30 |
7.30 |
2,737.50 |
| PBG99 |
Feb99 Pork Bellies |
LONG |
7/22/98 |
52.00 |
8/5/98 |
56.90 |
4.90 |
1,960.00 |
| CLX98 |
Nov98 Crude Oil |
LONG |
8/21/98 |
13.94 |
9/18/98 |
15.18 |
1.24 |
1,240.00 |
| USZ98 |
Dec98 T-Bond |
LONG |
11/18/98 |
128-09 |
12/2/98 |
130-28 |
2-19 |
2,593.75 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
EXIT PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
1999 |
|
|
|
|
|
|
|
| CTH99 |
Mar99 Cotton |
LONG |
12/2/98 |
64.75 |
12/10/98 |
62.54 |
-2.21 |
-1,105.00 |
| LCJ99 |
Apr99 Cattle |
LONG |
12/17/98 |
61.70 |
1/11/99 |
65.75 |
4.05 |
1,620.00 |
| HGH99 |
Mar99 Copper |
LONG |
12/22/98 |
66.80 |
1/4/99 |
65.40 |
-1.40 |
-350.00 |
| CLM99 |
Jun99 Crude Oil |
LONG |
2/23/99 |
12.51 |
3/4/99 |
13.43 |
0.92 |
920.00 |
| LBN99 |
Jul99 Lumber |
SHORT |
2/24/99 |
321.70 |
2/26/99 |
321.40 |
0.30 |
48.00 |
| JYM99 |
Jun99 Japanese Yen |
LONG |
2/25/99 |
0.8462 |
3/4/99 |
0.8220 |
-0.02 |
-3,025.00 |
| HUN99 |
Jul99 Unleaded Gas |
LONG |
2/26/99 |
0.4145 |
3/8/99 |
0.4440 |
0.0295 |
1,239.00 |
| LBN99 |
Jul99 Lumber |
SHORT |
3/12/99 |
325.10 |
3/22/99 |
324.70 |
0.40 |
64.00 |
| LHM99 |
Jun99 Lean Hogs |
LONG |
3/16/99 |
52.50 |
3/22/99 |
56.20 |
3.70 |
1,480.00 |
| LBN99 |
Jul99 Lumber |
SHORT |
4/6/99 |
322.20 |
4/19/99 |
321.80 |
0.40 |
64.00 |
| BOU99 |
Sep99 Bean Oil |
SHORT |
4/28/99 |
19.89 |
5/13/99 |
18.60 |
1.29 |
774.00 |
| CTV99 |
Oct99 Cotton |
SHORT |
5/12/99 |
58.65 |
5/28/99 |
55.70 |
2.95 |
1,475.00 |
| PBQ99 |
Aug99 Pork Bellies |
SHORT |
5/14/99 |
57.33 |
6/8/99 |
51.45 |
5.88 |
2,350.00 |
| HGU99 |
Sep99 Copper |
SHORT |
5/18/99 |
70.95 |
5/26/99 |
67.20 |
3.75 |
937.50 |
| HOX99 |
Nov99 Heating Oil |
LONG |
6/4/99 |
0.4356 |
6/10/99 |
0.4597 |
0.0241 |
1,012.20 |
| KCU99 |
Sep99 Coffee |
SHORT |
6/7/99 |
117.00 |
6/25/99 |
103.25 |
13.75 |
5,156.25 |
| HGU99 |
Sep99 Copper |
LONG |
6/8/99 |
64.85 |
6/25/99 |
69.40 |
4.55 |
1,137.50 |
| KCZ99 |
Dec99 Coffee |
LONG |
7/15/99 |
97.40 |
7/23/99 |
97.55 |
0.15 |
56.25 |
| CZ99 |
Dec99 Corn |
SHORT |
8/19/99 |
228.25 |
9/20/99 |
209.75 |
18.50 |
925.00 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
EXIT PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
2000 |
|
|
|
|
|
|
|
| HGH00 |
Mar00 Copper |
LONG |
11/22/99 |
78.80 |
12/15/99 |
83.20 |
4.40 |
1,100.00 |
| CTH00 |
Mar00 Cotton |
LONG |
12/15/99 |
50.15 |
12/17/99 |
49.00 |
-1.15 |
-575.00 |
| CTH00 |
Mar00 Cotton |
LONG |
12/30/99 |
49.80 |
1/7/00 |
52.15 |
2.35 |
1,175.00 |
| USM00 |
Jun00 T-Bond |
LONG |
12/30/99 |
90-31 |
1/3/00 |
89-18 |
-1-13 |
-1,406.25 |
| USM00 |
Jun00 T-Bond |
LONG |
1/24/00 |
89-26 |
1/27/00 |
91-13 |
1-13 |
1,593.75 |
| TYM00 |
Jun00 10yr Note |
LONG |
1/31/00 |
94-07 |
2/3/00 |
95-29 |
-1-22 |
-1,687.50 |
| USM00 |
Jun00 T-Bond |
SHORT |
2/10/00 |
93-17 |
2/22/00 |
94-27 |
-1-10 |
-1,364.50 |
| GCM00 |
Jun00 Gold |
SHORT |
2/15/00 |
313.60 |
3/29/00 |
279.50 |
34.10 |
3,410.00 |
| LBN00 |
Jul00 Lumber |
SHORT |
2/18/00 |
338.70 |
2/24/00 |
338.30 |
0.40 |
64.00 |
| LHM00 |
Jun00 Lean Hogs |
LONG |
2/28/00 |
65.90 |
3/6/00 |
69.45 |
3.55 |
1,420.00 |
| JYM00 |
Jun00 Japanese Yen |
LONG |
3/1/00 |
0.9370 |
3/13/00 |
0.9694 |
0.0324 |
4,050.00 |
| LBN00 |
Jul00 Lumber |
SHORT |
3/23/00 |
335.00 |
4/12/00 |
321.00 |
13.10 |
2,096.00 |
| PBQ00 |
Aug00 Pork Bellies |
SHORT |
4/10/00 |
88.45 |
4/19/00 |
93.72 |
-5.27 |
-2,108.00 |
| HOK00 |
May00 Heating Oil |
LONG |
4/17/00 |
0.6926 |
4/20/00 |
0.7758 |
0.0832 |
3,494.40 |
| HUN00 |
Jul00 Unleaded Gas |
LONG |
4/18/00 |
0.7701 |
5/2/00 |
0.8350 |
0.0649 |
2,725.80 |
| CLM00 |
Jun00 Crude Oil |
LONG |
4/19/00 |
25.00 |
5/8/00 |
27.81 |
2.81 |
2,810.00 |
| HGU00 |
Sep00 Copper |
LONG |
4/25/00 |
79.00 |
5/2/00 |
82.55 |
3.55 |
887.50 |
| PBQ00 |
Aug00 Pork Bellies |
SHORT |
5/3/00 |
91.00 |
5/10/00 |
85.90 |
5.10 |
2,040.00 |
| SX00 |
Nov00 Soybeans |
SHORT |
5/15/00 |
565.00 |
5/30/00 |
524.00 |
41.00 |
2,050.00 |
| CZ00 |
Dec00 Corn |
SHORT |
5/15/00 |
254.00 |
6/12/00 |
230.00 |
24.00 |
1,200.00 |
| TYU00 |
Sep00 10yr Note |
LONG |
5/17/00 |
95-11 |
5/26/00 |
96-15 |
1-04 |
1,125.00 |
| USU00 |
Sep00 T-Bond |
LONG |
5/18/00 |
94-18 |
6/1/00 |
96-18 |
2-00 |
2,000.00 |
| HGU00 |
Sep00 Copper |
SHORT |
5/26/00 |
83.50 |
5/31/00 |
80.80 |
2.70 |
675.00 |
| CTV00 |
Oct00 Cotton |
SHORT |
5/31/00 |
62.65 |
6/26/00 |
58.50 |
4.15 |
2,075.00 |
| USZ00 |
Dec00 T-Bond |
LONG |
9/21/00 |
98-09 |
10/12/00 |
99-24 |
1-15 |
1,468.75 |
| USZ00 |
Dec00 T-Bond |
LONG |
11/14/00 |
99-15 |
11/22/00 |
101-05 |
1-22 |
1,687.50 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
LAST PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
2001 |
|
|
|
|
|
|
|
| HGH01 |
Mar01 Copper |
LONG |
11/22/00 |
82.80 |
11/29/00 |
86.25 |
3.45 |
862.50 |
| HOJ01 |
Apr01 Heating Oil |
SHORT |
12/1/00 |
0.8459 |
12/5/00 |
0.7987 |
0.0472 |
1,982.40 |
| CTH01 |
Mar01 Cotton |
SHORT |
12/4/00 |
67.50 |
12/22/00 |
64.55 |
2.95 |
1,475.00 |
| USM01 |
Jun01 T-Bond |
SHORT |
1/10/01 |
104-09 |
1/23/01 |
102-09 |
2-00 |
2,000.00 |
| LBN01 |
Jul01 Lumber |
SHORT |
2/9/01 |
237.40 |
2/28/01 |
237.00 |
0.40 |
64.00 |
| CCN01 |
Jul01 Cocoa |
SHORT |
3/2/01 |
1150 |
3/15/01 |
1030 |
120 |
1,200.00 |
| HOK01 |
May01 Heating Oil |
LONG |
3/7/01 |
0.7290 |
3/15/01 |
0.6860 |
-0.0430 |
-1,806.00 |
| PBQ01 |
Aug01 Pork Bellies |
SHORT |
4/12/01 |
86.00 |
5/9/01 |
77.90 |
8.10 |
3,240.00 |
| TYU01 |
Sep01 10yr Note |
Long |
6/1/01 |
103-01 |
6/7/01 |
104-00 |
0-31 |
968.75 |
| HGU01 |
Sep01 Copper |
Long |
6/27/01 |
72.60 |
7/2/01 |
71.10 |
-1.50 |
-375.00 |
| HOX01 |
Nov01 Heating Oil |
Long |
7/6/01 |
0.7490 |
7/13/01 |
0.7100 |
-0.0390 |
-1,638.00 |
| HOX01 |
Nov01 Heating Oil |
Long |
7/25/01 |
0.7163 |
8/15/01 |
0.7665 |
0.0502 |
2,108.40 |
| SX01 |
Nov01 Soybeans |
Short |
7/31/01 |
498.00 |
8/7/01 |
500.00 |
-2.00 |
-100.00 |
| CZ01 |
Decv01 Corn |
Short |
7/23/01 |
217.00 |
10/9/01 |
215.50 |
1.50 |
75.00 |
Trade Summary
|
| SYM |
CONTRACT NAME |
LONG / SHORT |
ENTRY DATE |
ENTRY PRICE |
EXIT DATE |
LAST PRICE |
NET CHANGE |
PROFIT / (LOSS) |
|
2002 |
|
|
|
|
|
|
|
| CTH02 |
Mar02 Cotton |
Short |
12/10/01 |
36.35 |
12/14/01 |
36.15 |
.20 |
100.00 |
| LCJ02 |
Apr02 Cattle |
Long |
12/21/01 |
72.55 |
1/29/02 |
75.05 |
2.50 |
1000.00 |
| GCM02 |
Jun02 Gold |
Short |
12/28/01 |
277.50 |
1/9/02 |
284.80 |
-7.30 |
-730.00 |
| GCM02 |
Jun02 Gold |
Short |
1/18/02 |
284.30 |
1/29/02 |
283.60 |
.70 |
70.00 |
Trade Summary
|
|
|
