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| Put on the new position in short Aus$ and Long CHF/Yen. Position size in Yen was adjusted again by taking off the Call Option and adding 1 more short position in the future. Took off the Coffee position purely for profit protection. The intra-day move set off 2 risk management signal so I am going to take the money to sit on the side line for the next few days. Might re-enter if the move backup does not break the long term down trend. I was looking to do the same thing in sugar. But the mover back up broke above the trend line and showed more strength than I thought. So, I will wait and see if it comes back down again. |
| Close of | Trade date | 05-May-98 | Closing | |||||||||||||
| COMMODITY | TRADE DATE | SIZE | PRICE | LAST | CHANGE | Dail OTE | OTE | STOPS | ||||||||
| USM8 | $ - | $ - | N/A | |||||||||||||
| TYM8 | $ - | $ - | N/A | |||||||||||||
| FVM8 | $ - | $ - | N/A | |||||||||||||
| EDU8 | $ - | $ - | N/A | |||||||||||||
| ADM8 | 6-May | -3 | 6385 | 6376 | -9 | $ 270.00 | $ 270.00 | 6421 | ||||||||
| CDM8 | $ - | $ - | N/A | |||||||||||||
| BPM8 | $ - | $ - | N/A | |||||||||||||
| DMM8 | 24-Apr | 3 | 5583 | 5674 | 2 | $ 75.00 | $ 3,412.50 | 5588 | ||||||||
| SFM8 | 5-May | 2 | 6800 | 6814 | 14 | $ 350.00 | $ 350.00 | 6758 | ||||||||
| JYM8 | 24-Apr | -1 | 7761 | 7552 | -98 | $ 1,225.00 | $ 2,612.50 | 7593 | ||||||||
| JYM8 | 5-May | -1 | 7650 | 7552 | -98 | $ 1,225.00 | $ 1,225.00 | 7593 | ||||||||
| JYM8 | 6-May | -1 | 7600 | 7552 | -48 | $ 600.00 | $ 600.00 | 7593 | ||||||||
| JYM8 775 C | 5-May | 1 | 770 | 500 | -270 | $ (337.50) | $ (337.50) | N/A | ||||||||
| SPM8 | $ - | $ - | N/A | |||||||||||||
| GCM8 | $ - | $ - | N/A | |||||||||||||
| SIN8 | $ - | $ - | N/A | |||||||||||||
| HGN8 | $ - | $ - | N/A | |||||||||||||
| CLM8 | $ - | $ - | N/A | |||||||||||||
| HOM8 | $ - | $ - | N/A | |||||||||||||
| HUM8 | $ - | $ - | N/A | |||||||||||||
| NGM8 | $ - | $ - | N/A | |||||||||||||
| SBN8 | $ - | $ - | N/A | |||||||||||||
| KCN8 | 5-May | -1 | 13255 | 12600 | -655 | $ 2,456.25 | $ 2,456.25 | 13393 | ||||||||
| CON8 | $ - | $ - | N/A | |||||||||||||
| SN8 | $ - | $ - | N/A | |||||||||||||
| CN8 | $ - | $ - | N/A | |||||||||||||
| WN8 | $ - | $ - | N/A | |||||||||||||
| SMN8 | $ - | $ - | N/A | |||||||||||||
| BON8 | $ - | $ - | N/A | |||||||||||||
| Total | $ 5,863.75 | $ 10,588.75 |
| MTD Realized P&L | ||||||||||||||
| COMM | EXIT DATE | SIZE | EXIT PRICE | ENTER-DATE | ENTRY SIZE | EXTRY-PRICE | P&L | |||||||
| JYM8 | 5-May | 1 | 7650 | 5-May | -1 | 7761 | $ 1,387.50 | |||||||
| KCN8 | 5-May | 1 | 12995 | 1-May | -1 | 13145 | $562.50 |
| MTD Change in OTE | $ 5,813.75 | |||||
| MTD Realized P&L | $ 1,950.00 | |||||
| MTD Total P&L | $7,763.75 |
| The position size listed in the Daily P&L Tracker are designed for a hypothetical portfolio of $100,000.00. When the position is established, the average trade seeks to risk no more than 2% of the total equity on a daily basis based on market volatility. The exceptions here are in the cases of S&P 500 and Coffee. Because of the value of the actual contract as well as the volitility we have seen in recent days, a 1 contract position is being used and the actual capital at risk is being list below. Because market volatility changes, the capital at risk for each market is list here also. Please remember these number are not absolute. It is merely an estimate for each market's daily lose if you are forced to cut the position during that day. Also, please do not confuse this as margins for the position. Margins are set by the exchanges and you FCM. They are two completely different things. This report is updated weekly, usually on Monday morning. | ||||||
| COMMODITY | RISK CAPITAL | COMMODITY | RISK CAPITAL | |||
| USDM8 | N/A | CLM8 | N/A | |||
| TYDM8 | N/A | HOM8 | N/A | |||
| FVM8 | N/A | HUM8 | N/A | |||
| EDU8 | N/A | NGM8 | N/A | |||
| ADM8 | $ 2,160.00 | SBN8 | ||||
| CDM8 | N/A | KCN8 | $ 3,127.50 | |||
| BPM8 | N/A | CON8 | N/A | |||
| DMM8 | $ 2,400.00 | |||||
| SFM8 | $ 2,250.00 | SK8 | N/A | |||
| JYM8 | $ 3,900.00 | CK8 | N/A | |||
| WK8 | N/A | |||||
| SPM8 | N/A | |||||
| SMN8 | N/A | |||||
| GCM8 | N/A | BON8 | N/A | |||
| SIK8 | N/A | |||||
| HGN8 | N/A | |||||
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