|
|
| Put on the short KCN8 again after the it runs up in the morning and
comes back down again. Took it off after it went the distance but
faile to stay down. Given the close today, I will keep doing this
since I do not want to keep the position over night to risk a gap open
and fast market going against me.
Put on more positions in the currency sector. Short the GBP/DEM and short the GBP/CHF. The total combine size also makes me long the $ against both DEM(about 1.1 contract) and CHF (no more than 1/2 of a contract). The positions were put on via Globax on their open. I should have been in them 2 days ago already. Missed part of the down move already. Well, what can you say, I am only human. |
| Close of | Trade date | 07-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 | 6379 | 3 | $ (90.00) | $ 180.00 | 6421 | ||||||||
| CDM8 | $ - | $ - | N/A | |||||||||||||
| BPM8 | 7-May | -3 | 16558 | 16460 | -98 | $ 1,837.50 | $ 1,837.50 | 16656 | ||||||||
| DMM8 | 24-Apr | 3 | 5583 | 5671 | -3 | $ (112.50) | $ 3,300.00 | 5588 | ||||||||
| DMM8 | 7-May | 2 | 5676 | 5671 | -5 | $ (125.00) | $ (125.00) | 5588 | ||||||||
| SFM8 | 5-May | 2 | 6800 | 6823 | 9 | $ 225.00 | $ 575.00 | 6758 | ||||||||
| SFM8 | 7-May | 2 | 6815 | 6823 | 8 | $ 200.00 | $ 200.00 | 6758 | ||||||||
| JYM8 | 24-Apr | -1 | 7761 | 7544 | -8 | $ 100.00 | $ 2,712.50 | 7593 | ||||||||
| JYM8 | 5-May | -1 | 7650 | 7544 | -8 | $ 100.00 | $ 1,325.00 | 7593 | ||||||||
| JYM8 | 6-May | -1 | 7600 | 7544 | -8 | $ 100.00 | $ 700.00 | 7593 | ||||||||
| 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 | 7-May | -1 | 12700 | 12515 | -185 | $ 693.75 | $ 693.75 | 12625 | ||||||||
| CON8 | $ - | $ - | N/A | |||||||||||||
| SN8 | $ - | $ - | N/A | |||||||||||||
| CN8 | $ - | $ - | N/A | |||||||||||||
| WN8 | $ - | $ - | N/A | |||||||||||||
| SMN8 | $ - | $ - | N/A | |||||||||||||
| BON8 | $ - | $ - | N/A | |||||||||||||
| Total | $ 2,928.75 | $ 11,398.75 |
| 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 | |||||||
| JYM8 775 C | 6-May | -1 | 50 | 5-May | 1 | 77 | $ (337.50) | |||||||
| KCN8 | 6-May | 1 | 12600 | 5-May | -1 | 13255 | $2,456.25 |
| MTD Change in OTE | $ 6,623.75 | |||||
| MTD Realized P&L | $ 4,068.75 | |||||
| MTD Total P&L | $10,692.50 |
| 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 | N/A | |||
| CDM8 | N/A | KCN8 | $ 3,100.00 | |||
| BPM8 | $ 3,112.50 | CON8 | N/A | |||
| DMM8 | $ 4,000.00 | |||||
| SFM8 | $ 4,500.00 | 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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