| CUMULATIVE PROFIT$ PERFORMANCE – THRU 12/31/2010 | |||||||||
| market | symbol | position | # of units | entry date | exit date | entry price | exit price | P/L | Cumulative year to date |
|---|---|---|---|---|---|---|---|---|---|
| FOREX | EURUSD | SELL | 100000 | 1/5/10 | 1/08/10 | 1.43651 | 1.44094 | -443 | |
| forex | GBPCHF | long | 100000 | 1/8/10 | 1/8/10 | 165614 | 163997 | -1617 | $405.44 |
| FOREX | AUDUSD | BUY | 100000 | 1/4/10 | 1/8/10 | .90789 | .92446 | +1659 | |
| FUTURES | ES | SELL | 1 | 1/20/10 | 1/21/10 | 1098.00 | 1109.00 | -550 | |
| FUTURES | ES | SELL | 1 | 1/21/10 | 1/22/10 | 1099.00 | 1061.75 | +1850 | |
| FOREX | EURAUD | BUY | 100000 | 1/29/10 | 1/29/10 | 1.56538 | 1.56815 | +277 | |
| FOREX | AUDCHF | SELL | 100000 | 1/29/10 | 1/29/10 | .92524 | .93715 | -191 | |
| FUTURES | US (BONDS) | BUY | 1 | 2/4/10 | 2/5/10 | 110.26 | 111'27 | +1031 | |
| FOREX | USDJPY | SELL | 100000 | 2/4/10 | 2/5/10 | .89778 | .89235 | +543 | |
| FUTURES | US (BONDS) | BUY | 1 | 3/16/10 | 3/19/10 | 111.04 | 111.23 | +593 | |
| FOREX | EURAUD | SELL | 100000 | 3/23/10 | 3/26/10 | 1.46898 | 1.48313 | -1415 | |
| FOREX | AUDUSD | BUY | 100000 | 3/24/10 | 3/26/10 | .90.831 | .92488 | +1657 | |
| forex | GBPCHF | long | 100000 | 4/20/10 | 4/23/10 | 163473 | 164908 | +1435 | $405.44 |
| FOREX | GBPUSD | BUY | 100000 | 4/20/10 | 4/20/01 | 1.54291 | 1.53357 | -934 | |
| forex | EURJPY | short | 100000 | 4/27/10 | 4/30/10 | 124591 | 124747 | -156 | |
| FOREX | GBPUSD | BUY | 100000 | 4/29/10 | 4/30/10 | 1.53315 | 1.52722 | -593 | |
| FOREX | USDJPY | BUY | 100000 | 5/3/10 | 5/5/10 | .94323 | .93700 | -623 | |
| FOREX | USDJPY | SELL | 100000 | 5/5/10 | 5/7/10 | .93700 | .91597 | +2103 | |
| FOREX | EURGBP | BUY | 100000 | 5/7/10 | 5/7/10 | .86671 | .86020 | -651 | |
| FOREX | USDJPY | SELL | 100000 | 5/19/10 | 5/21/10 | .91667 | .89995 | +1672 | |
| forex | GBPCHF | long | 100000 | 6/28/10 | 6/29/10 | 165379 | 163950 | -1429 | $405.44 |
| FOREX | EURAUD | BUY | 100000 | 6/29/10 | 7/2/10 | 1.42575 | 1.49239 | +6664 | |
| FOREX | AUDUSD | BUY | 100000 | 7/20/10 | 7/23/10 | .87753 | .89540 | +1787 | |
| forex | GBPCHF | short | 100000 | 8/11/10 | 8/13/10 | 109790 | 108920 | +870 | |
| forex | GBPCHF | short | 100000 | 8/16/10 | 8/20/10 | 162918 | 160668 | +2250 | $405.44 |
| FOREX | EURNZD | SELL | 50000 | 8/17/10 | 8/20/10 | 1.80237 | 1.79763 | +237 | |
| FOREX | EURCAD | BUY | 100000 | 6/4/10 | 6/4/10 | 1083.00 | 1048.00 | -1750 | |
| FOREX | EURGBP | SELL | 100000 | 8/9/10 | 8/10/10 | .82948 | .83364 | -415 | |
| FOREX | EURGBP | BUY | 100000 | 8/10/10 | 8/10/10 | .83580 | .83014 | -566 | |
| FOREX | EURGBP | SELL | 100000 | 8/19/10 | 8/20/10 | .85025 | .85608 | -583 | |
| FOREX | EURCAD | BUY | 100000 | 8/24/10 | 8/27/10 | 1.34233 | 1.34033 | -200 | |
| forex | EURJPY | short | 100000 | 8/30/10 | 9/3/10 | 107149 | 108879 | -1730 | |
| FOREX | EURGBP | BUY | 100000 | 8/31/10 | 9/3/10 | .82263 | .83426 | +1163 | |
| FOREX | AUDUSD | SELL | 100000 | 8/31/10 | 9/1/10 | .88837 | .89981 | -1144 | |
| FOREX | AUDUSD | BUY | 100000 | 9/1/10 | 9/3/10 | .89981 | .91643 | +1662 | |
| FUTURES | US (BONDS) | SELL | 1 | 9/3/10 | 9/3/10 | 127.28 | 127.06 | +687 | |
| FOREX | EURUSD | LONG | 100000 | 9/6/10 | 9/7/10 | 1.28960 | 1.27604 | -1355 | |
| FOREX | USDJPY | SELL | 100000 | 9/13/10 | 9/15/10 | .83666 | .83919 | -253 | |
| FOREX | USDJPY | BUY | 100000 | 9/15/10 | 9/17/10 | .83919 | .85846 | +1927 | |
| forex | GBPCHF | long | 100000 | 9/17/10 | 9/17/10 | 159215 | 157805 | -1410 | $405.44 |
| FUTURES | US (BONDS) | BUY | 1 | 9/21/10 | 9/24/10 | 127.08 | 127.14 | +187 | |
| FOREX | EURAUD | BUY | 100000 | 9/22/10 | 9/24/10 | 1.40085 | 1.40605 | +520 | |
| forex | EURJPY | long | 100000 | 10/13/10 | 10/15/10 | 114655 | 113655 | -1000 | $405.44 |
| FOREX | AUDCHF | BUY | 100000 | 10/14/10 | 10/15/10 | .95250 | .94960 | -290 | |
| FOREX | EURGBP | SELL | 100000 | 10/26/10 | 10/29/10 | .88054 | .86928 | +1126 | |
| $405.44 | |||||||||
| FOREX | EURCAD | SELL | 100000 | 11/1/10 | 11/3/10 | 1.41231 | 1.42345 | -1114 | $405.44 |
| FUTURES | US (BONDS) | SELL | 1 | 11/3/10 | 11/5/10 | 126.26 | 126.12 | +437 | |
| FOREX | EURAUD | long | 100000 | 11/19/10 | 11/19/10 | 1.39074 | 1.38555 | -519 | |
| FOREX | EURGBP | SELL | 10000 | 11/23/10 | 11/26/10 | .85103 | .84874 | +229 | $405.44 |
| FUTURES | US (BONDS) | SELL | 1 | 11/24/10 | 11/26/10 | 122.11 | 123.07 | -875 | |
| FUTURES | US (BONDS) | SELL | 1 | 12/1/10 | 12/3/10 | 123.13 | 121.09 | +2125 | |
| FOREX | EURGBP | BUY | 100000 | 12/13/10 | 12/17/10 | .84326 | .84883 | +557 | $405.44 |
| $405.44 | |||||||||
| $405.44 | |||||||||