| 7/21/98 Closing Update |
| Get back into Bean and Corn again. Hope mother nature like me this time. The move back up in HO and HU indicated a lack of strength. MOC to go short again. Same story for CL but not for NG. It is still in the way over sold stage. On the exit side, got stopped out of S&P in the afternoon. |
| Close of | Trade date | 21-Jul-98 | Closing | |||||||||||||
| COMMODITY | TRADE DATE | SIZE | PRICE | LAST | CHANGE | Dail OTE | OTE | STOPS | ||||||||
| USU8 | $ - | $ - | N/A | |||||||||||||
| TYU8 | $ - | $ - | N/A | |||||||||||||
| FVU8 | $ - | $ - | N/A | |||||||||||||
| EDU8 | $ - | $ - | N/A | |||||||||||||
| ADU8 | $ - | $ - | N/A | |||||||||||||
| CDU8 | 8-Jul | -3 | 6804 | 6710 | -14 | $ 420.00 | $ 2,820.00 | 6798 | ||||||||
| BPU8 | $ - | $ - | N/A | |||||||||||||
| DMU8 | $ - | $ - | N/A | |||||||||||||
| SFU8 | $ - | $ - | N/A | |||||||||||||
| JYU8 | $ - | $ - | N/A | |||||||||||||
| SPU8 | 30-Jun | 1 | 114300 | 117900 | -1460 | $ (3,650.00) | $ 9,000.00 | 117960 | ||||||||
| GCQ8 | $ - | $ - | N/A | |||||||||||||
| SIU8 | $ - | $ - | N/A | |||||||||||||
| HGU8 | $ - | $ - | N/A | |||||||||||||
| CLV8 | 21-Jul | -2 | 1430 | 1430 | 0 | $ - | $ - | N/A | ||||||||
| HOV8 | 21-Jul | -2 | 3956 | 3956 | 0 | $ - | $ - | N/A | ||||||||
| HUV8 | 21-Jul | -2 | 4397 | 4397 | 0 | $ - | $ - | N/A | ||||||||
| NGV8 | $ - | $ - | N/A | |||||||||||||
| SBV8 | $ - | $ - | N/A | |||||||||||||
| KCU8 | 30-Jun | -1 | 11020 | 10825 | 0 | $ - | $ 731.25 | 11056 | ||||||||
| COU8 | $ - | $ - | N/A | |||||||||||||
| SX8 | 21-Jul | -1 | 581 | 575 6/8 | -5 2/8 | $ 262.50 | $ 262.50 | 587 | ||||||||
| CZ8 | 21-Jul | -2 | 235 4/8 | 234 | -1 4/8 | $150.00 | $150.00 | 238 6/8 | ||||||||
| WZ8 | 30-Jun | -2 | 303 2/8 | 286 6/8 | -3 6/8 | $ 375.00 | $ 1,650.00 | 291 3/8 | ||||||||
| SMZ8 | $ - | $ - | N/A | |||||||||||||
| BOZ8 | 16-Jul | -3 | 2520 | 2462 | -6 | $ 108.00 | $ 1,044.00 | 2542 | ||||||||
| Total | $ (2,409.50) | $ 15,657.75 |
| MTD Realized P&L | ||||||||||||||
| COMM | EXIT DATE | SIZE | EXIT PRICE | ENTER-DATE | ENTRY SIZE | EXTRY-PRICE | P&L | |||||||
| USU8 | 13-Jul | -2 | 123 10/32 | 30-Jun | 2 | 123 19/32 | $ (562.50) | |||||||
| DMU8 | 13-Jul | 2 | 5559 | 30-Jun | -2 | 5554 | ($125.00) | |||||||
| SFU8 | 13-Jul | 2 | 6595 | 30-Jun | -2 | 6628 | $ 825.00 | |||||||
| HUG8 | 13-Jul | 2 | 7350 | 1-Jul | -2 | 7330 | ($100.00) | |||||||
| TYU8 | 14-Jul | -2 | 113 24/32 | 30-Jun | 2 | 113 27/32 | ($187.50) | |||||||
| HOQ8 | 14-Jul | 2 | 3850 | 8-Jul | -2 | 3782 | ($571.20) | |||||||
| SX8 | 17-Jul | 2 | 593 | 15-Jul | -2 | 581 | ($1,200.00) | |||||||
| CZ8 | 17-Jul | 2 | 242 | 15-Jul | -2 | 235 | ($700.00) | |||||||
| HOV8 | 20-Jul | 3 | 3898 | 16-Jul | -3 | 4109 | $2,658.60 | |||||||
| HUV8 | 20-Jul | 4 | 4335 | 16-Jul | -4 | 4625 | $4,872.00 | |||||||
| MTD Change in OTE | $ 15,657.75 | |||||
| MTD Realized P&L | $ 4,909.40 | |||||
| MTD Total P&L | $20,567.15 |
| 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 | |||
| USDU8 | N/A | CLV8 | N/A | |||
| TYDU8 | N/A | HOV8 | $ 1,814.40 | |||
| FVU8 | N/A | HUV8 | $ 2,049.60 | |||
| EDU8 | N/A | NGV8 | N/A | |||
| ADU8 | N/A | SBV8 | N/A | |||
| CDU8 | $ 1,740.00 | KCU8 | $ 2,362.50 | |||
| BPU8 | N/A | COU8 | N/A | |||
| DMU8 | N/A | |||||
| SFU8 | N/A | SX8 | N/A | |||
| JYU8 | N/A | CZ8 | N/A | |||
| WZ8 | $ 1,295.00 | |||||
| SPU8 | $ 5,705.00 | |||||
| SMZ8 | N/A | |||||
| GCQ8 | N/A | BOZ8 | $ 1,800.00 | |||
| SIU8 | N/A | |||||
| HGU8 | N/A | |||||
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