| Direction | Position | Quantity | Entry Price | Entry Date/Time | Exit Price | Exit Date/Time | Profit/Loss | Sum |
| Short | /ES | 3 | 1068.75 | 10/26/2009 | 1052.75 | 10/28/2009 | $2,400.00 | $2,400.00 |
| Short | /YG | 1 | 1043.50 | 10/26/2009 | 1035.20 | 10/28/2009 | $275.56 | $2,675.56 |
| Short | /CL | 2 | 78.44 | 10/26/2009 | 78.31 | 10/28/2009 | $260.00 | $2,935.56 |
| Long | /ES | 2 | 1053.00 | 10/28/2009 | 1055.00 | 10/28/2009 | $200.00 | $3,135.56 |
| Short | /ES | 3 | 1055.00 | 10/28/2009 | 1051.75 | 10/28/2009 | $487.50 | $3,623.06 |
| Long | /CL | 2 | 77.63 | 10/28/2009 | 77.81 | 10/28/2009 | $350.00 | $3,973.06 |
| Long | /CL | 2 | 77.81 | 10/28/2009 | 77.53 | 10/28/2009 | ($560.00) | $3,413.06 |
| Long | /ES | 4 | 1049.00 | 10/28/2009 | 1046.75 | 10/28/2009 | ($450.00) | $2,963.06 |
| Long | /CL | 2 | 77.52 | 10/28/2009 | 77.35 | 10/28/2009 | ($340.00) | $2,623.06 |
| Short | /CL | 1 | 77.29 | 10/28/2009 | 77.25 | 10/28/2009 | $40.00 | $2,663.06 |
| Long | /ES | 1 | 1047.75 | 10/28/2009 | 1046.75 | 10/28/2009 | ($50.00) | $2,613.06 |
| Short | /ES | 3 | 1,046.75 | 10/28/2009 | 1046.75 | 10/28/2009 | $0.00 | $2,613.06 |
| Short | /ES | 4 | 1,047.25 | 10/28/2009 | 1047.00 | 10/28/2009 | $50.00 | $2,663.06 |
| Long | /CL | 1 | 77.6 | 10/28/2009 | 77.67 | 10/29/2009 | $70.00 | $2,733.06 |
| Long | /CL | 2 | 77.65 | 10/28/2009 | 77.67 | 10/29/2009 | $40.00 | $2,773.06 |
| Long | /ES | 2 | 1,048.25 | 10/28/2009 | 1048.25 | 10/29/2009 | $0.00 | $2,773.06 |
| Long | /CL | 2 | 78.04 | 10/29/2009 | 78.45 | 10/29/2009 | $820.00 | $3,593.06 |
| Short | /CL | 3 | 78.69 | 10/29/2009 | 78.53 | 10/29/2009 | $480.00 | $4,073.06 |
| Long | /CL | 2 | 78.59 | 10/29/2009 | 79.12 | 10/29/2009 | $1,060.00 | $5,133.06 |
| Long | /ES | 4 | 1050.50 | 10/29/2009 | 1051.50 | 10/29/2009 | $200.00 | $5,333.06 |
| Short | /ES | 6 | 1052.50 | 10/29/2009 | 1054.75 | 10/29/2009 | ($675.00) | $4,658.06 |
| Short | /ES | 6 | 1054.25 | 10/29/2009 | 1056.50 | 10/29/2009 | ($675.00) | $3,983.06 |
| Long | /CL | 3 | 80.33 | 10/29/2009 | 79.96 | 10/29/2009 | ($1,110.00) | $2,873.06 |
| Short | /ES | 2 | 1056.75 | 10/29/2009 | 1056.50 | 10/29/2009 | $25.00 | $2,898.06 |
| Short | /ES | 5 | 1058.50 | 10/29/2009 | 1061.50 | 10/29/2009 | ($750.00) | $2,148.06 |
| Short | /QM | 1 | 79.97 | 10/29/2009 | 79.90 | 10/29/2009 | $35.00 | $2,183.06 |
| Short | /YG | 1 | 1046.90 | 10/29/2009 | 1046.60 | 10/29/2009 | $9.96 | $2,193.02 |
| Short | /ES | 5 | 1062.50 | 10/29/2009 | 1032.75 | 10/30/2009 | $7,437.50 | $9,630.52 |
| Long | /ES | 4 | 1031.25 | 10/30/2009 | 1046.00 | 11/2/2009 | $2,950.00 | $12,580.52 |
| Long | /ES | 1 | 1031.25 | 10/30/2009 | 1036.50 | 11/2/2009 | $262.50 | $12,843.02 |
| Long | /CL | 1 | 77.16 | 11/2/2009 | 77.90 | 11/2/2009 | $740.00 | $13,583.02 |
| Long | /CL | 2 | 76.95 | 11/2/2009 | 78.29 | 11/2/2009 | $2,680.00 | $16,263.02 |
| Long | /CL | 2 | 78.41 | 11/2/2009 | 78.23 | 11/2/2009 | ($360.00) | $15,903.02 |
| Short | /ES | 4 | 1043.25 | 11/2/2009 | 1035.50 | 11/2/2009 | $1,550.00 | $17,453.02 |
| Short | /CL | 2 | 78.26 | 11/2/2009 | 77.84 | 11/2/2009 | $840.00 | $18,293.02 |
| Long | /ES | 4 | 1035.50 | 11/2/2009 | 1029.00 | 11/2/2009 | ($1,300.00) | $16,993.02 |
| Short | /CL | 2 | 77.49 | 11/2/2009 | 77.48 | 11/2/2009 | $20.00 | $17,013.02 |
| Long | /ES | 4 | 1032.75 | 11/2/2009 | 1040.25 | 11/3/2009 | $1,500.00 | $18,513.02 |
| Long | /CL | 2 | 77.60 | 11/2/2009 | 77.05 | 11/2/2009 | ($1,100.00) | $17,413.02 |
| Long | /CL | 2 | 77.04 | 11/2/2009 | 79.37 | 11/3/2009 | $4,660.00 | $22,073.02 |
| Long | /ES | 1 | 1029.75 | 11/2/2009 | 1040.25 | 11/3/2009 | $525.00 | $22,598.02 |
| Long | /YG | 5 | 1065.50 | 11/3/2009 | 1075.20 | 11/3/2009 | $1,610.20 | $24,208.22 |
| Long | /GC | 2 | 1078.60 | 11/3/2009 | 1085.80 | 11/3/2009 | $1,440.00 | $25,648.22 |
Wednesday, October 28, 2009
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