| CUMULATIVE PERFORMANCE – THRU 12/31/11 | |||||||||
| Market | symbol | Position | Number of unit | Entry date | Exit date | Entry Price | Exit price | P/L | Cumulative Year to Date |
|---|---|---|---|---|---|---|---|---|---|
| FOREX | EURGBP | BUY | 100000 | 1/14/11 | 1/14/11 | .84714 | .84339 | -375 | |
| forex | EURJPY | short | 100000 | 1/17/11 | 1/21/11 | 110.10 | 12260 | -1250 | |
| forex | EURNZD | BUY | 50000 | 1/19/11 | 1/21/11 | 1.75040 | 1.79143 | +2051 | |
| FUTURES | US (BONDS) | SELL | 1 | 1/26/11 | 1/28/11 | 117.23 | 118.19 | -875 | |
| FOREX | EURAUD | SELL | 100000 | 2/1/11 | 2/4/11 | 1.36390 | 1.33932 | +2458 | |
| FOREX | USDJPY | SELL | 100000 | 2/8/11 | 2/9/11 | .81973 | .82593 | -620 | |
| FOREX | USDJPY | BUY | 100000 | 2/9/11 | 2/11/11 | .82593 | .83418 | +825 | |
| FOREX | EURCAD | LONG | 100000 | 2/23/11 | 2/25/11 | 1.35261 | 1.34779 | -482 | |
| forex | GBPCHF | short | 100000 | 3/15/11 | 3/18/11 | 148451 | 146214 | +2237 | $405.44 |
| forex | EURJPY | long | 100000 | 3/31/11 | 4/1/11 | 117731 | 119635 | +1904 | $405.44 |
| $405.44 | |||||||||
| $405.44 | |||||||||
| $405.44 | |||||||||
| $405.44 | |||||||||
| $405.44 | |||||||||
| $405.44 | |||||||||
| FOREX | GBPUSD | BUY | 100000 | 5/24/11 | 5/27/11 | 1.62044 | 1.65078 | +3034 | |
| $405.44 | |||||||||
| Futures | GF (feeder cattle) | Long | 1 | 6/12/2011 | 6/15/2011 | 125.00 | 132.00 | $3975 | 25,000 |
| FUTURES | US (BONDS) | BUY | 1 | 6/15/11 | 6/17/11 | 125.11 | 125.28 | +531 | |
| futures | es | long | 1 | 6/21/2011 | 6/23/2011 | 127725 | 126150 | -787 | |
| forex | eurgbp | long | 100000 | 6/22/2011 | 6/24/2011 | 89017 | 88892 | -125 | |
| forex | gbpusd | short | 100000 | 6/22/2011 | 6/24/2011 | 160780 | 159561 | +1219 | |
| forex | usdjpy | long | 100000 | 6/23/2011 | 6/24/2011 | 80460 | 80394 | -66 | |
| forex | usdchf | long | 100000 | 6/30/2011 | 7/1/2011 | 84123 | 84723 | +600 | |
| forex | usdjpy | short | 100000 | 6/30/2011 | 7/1/2011 | 80399 | 80791 | -392 | |
| futures | DJ | Long | 1 | 6/27/2011 | 7/1/2011 | 11977 | 12514 | $2680 | |
| forex | EURAUD | short | 100000 | 7/6/11 | 7/8/2011 | 134481 | 132576 | +1905 | |
| Stocks | dri | long | 500 | 7/19/11 | 7/22/11 | 53.07 | 53.28 | +105 | |
| futures | CL (crude oil) | long | 1 (mini) | 7/19/11 | 7/22/11 | 97.10 | 99.87 | +1385 | |
| futures | US (bonds) | long | 1 | 7/19/11 | 7/21/11 | 126.04 | 125.13 | -719 | |
| futures | es(e-mini) | long | 1 | 7/19/11 | 7/19/11 | 1315.00 | 1321.25 | +312 | |
| stocks | aapl | short | 100 | 7/20/11 | 7/20/11 | 394.76 | 386.90 | +786 | |
| stocks | dte | long | 500 | 7/19/11 | 7/22/11 | 49.99 | 51.23 | +620 | |
| futures | es (e-mini) | long | 1 | 7/19/11 | 7/19/11 | 1315.00 | 1322.00 | +350 | |
| FUTURES | US (BONDS) | BUY | 1 | 7/19/11 | 7/21/11 | 126.03 | 125.13 | -687 | |
| Futures | dx (dollar index | short | 1 | 7/20/11 | 7/22/11 | 7507 | 7441 | +660 | |
| futures | ec (euro) | long | 1 | 7/21/11 | 7/22/11 | 14320 | 14344 | +79 | |
| forex | euraud | long | 100000 | 7/21/11 | 7/22/11 | 13398 | 132073 | -1186 | |
| FOREX | EURGBP | SELL | 100000 | 7/27/11 | 7/29/11 | 87790 | 87645 | +145 | |
| FOREX | EURCAD | BUY | 100000 | 7/27/11 | 7/29/11 | 1.36866 | 1.37530 | +664 | |
| STOCK | TER | BUY | 500 | 7/28/11 | 7/29/11 | 13.97 | 13.20 | -385 | |
| FOREX | EURJPY | SELL | 50000 | 8/1/11 | 8/3/11 | 110.339 | 111.940 | -800 | |
| FUTURES | NQ (NASDAQ) | SELL | 1 | 8/1/11 | 8/5/11 | 2338.75 | 2227.00 | +2235 | |
| FUTURES | CL (CRUDE OIL) | SELL | 1 (MINI) | 8/1/11 | 8/1/11 | 94.87 | 95.12 | -125 | |
| FUTURES | ES(E-MINI) | SELL | 1(MINI) | 8/1/11 | 8/1/11 | 1300.25 | 1282.00 | +912 | |
| forex | USDJPY | SELL | 50000 | 8/1/11 | 8/2/11 | 76.725 | 77.794 | -494 | |
| STOCKS | APPL | SELL | 100 | 8/1/11 | 8/1/11 | 395.06 | 396.31 | -125 | |
| FUTURES | NQ (NASDAQ | SELL | 1 (MINI) | 8/1/11 | 8/1/11 | 2361.00 | 2331.00 | +600 | |
| FUTURES | GC (GOLD ) | BUY | 1 | 8/2/11 | 8/5/11 | 1634.60 | 1664 | +2940 | |
| FUTURES | GF (FEEDER CATTLE) | SELL | 1 | 8/2/11 | 8/5/11 | 137.525 | 135.375 | +1069 | |
| FOREX | EURNZD | BUY | 50000 | 8/3/11 | 8/4/11 | 165.12 | 167.00 | +940 | |
| FUTURES | CL(MINI) | SELL | 1 | 8/4/11 | 8/4/11 | 91.175 | 86.45 | +2360 | |
| FOREX | EURUSD | SELL | 50000 | 8/8/11 | 8/8/11 | 143.075 | 143.787 | -356 | |
| FOREX | GBPUSD | SELL | 50000 | 8/8/11 | 8/8/11 | 163.871 | 164.405 | -267 | |
| FOREX | GBPUSD | SELL | 50000 | 8/8/11 | 8/8/11 | 163.54 | 163.212 | +164 | |
| FUTURES | YM | BUY | 1 | 8/8/11 | 8/8/11 | 11318 | 11163 | -775 | |
| FUTURES | US (BONDS) | BUY | 1 | 8/8/11 | 8/8/11 | 133.15 | 135.13 | +1935 | |
| FOREX | EURCAD | SELL | 50000 | 8/8/11 | 8/8/11 | 141.312 | 141.154 | -79 | |
| FUTURES | YM (MINI DOW) | SELL | 1 | 8/8/11 | 8/8/11 | 113.18 | 111.63 | -775 | |
| FOREX | GBPUSD | SELL | 10000 | 8/9/11 | 8/12/11 | 163.059 | +162.706 | +353 | |
| FUTURES | QM (MINI CRUDE) | SELL | 1 | 8/9/11 | 8/9/11 | 80.125 | 82.15 | -1015 | |
| FUTURES | WHEAT | BUY | 1 | 8/11/11 | 8/12/11 | 694 1/4 | 703 | +437 | |
| FOREX | USDCHF | SELL | 100000 | 8/15/11 | 8/15/11 | .78316 | .79219 | -903 | |
| FOREX | GBPUSD | BUY | 50000 | 8/16/11 | 8/17/11 | 1.64601 | 1.65152 | +275 | |
| FOREX | USDCHF | SELL | 100000 | 8/17/11 | 8/17/11 | .78925 | .79034 | -109 | |
| FOREX | GBPCHF | BUY | 100000 | 8/17/11 | 8/17/11 | 1.30932 | 1.30514 | -418 | |
| FUTURES | GC (GOLD) | BUY | 1 | 8/18/11 | 8/18/11 | 1797.80 | 1825.00 | +2720 | |
| STOCKS | MAR | SELL | 500 | 8/18/11 | 8/18/11 | 27.62 | 26.23 | +695 | |
| FUTURES | ES (MINI) | SELL | 1 | 8/18/11 | 1122.00 | 1142.00 | 1122.00 | +1000 | |
| FOREX | EURUSD | SELL | 500000 | 8/19/11 | 8/19/11 | 1.42670 | 1.44310 | -820 | |
| FUTURES | AD (AUSTRALIAN DOLLAR ) | BUY | 1 | 8/22/11 | 8/25/11 | 1.0426 | 1.0382 | -440 | |
| FUTURES | DJ (DOW) | BUY | 1 | 8/23/11 | 8/26/11 | 11115 | 11278 | +815 | |
| FUTURES | CL (MINI) | BUY | 1 | 8/24/11 | 8/24/11 | 86.40 | 84.90 | -750 | |
| STOCKS | KO | SELL | 500 | 8/25/11 | 8/26/11 | 68.10 | 68.50 | -197 | |
| FUTURES | TY (T-NOTE) | BUY | 1 | 8/26/11 | 8/26/11 | 130'15 | 130'08 | -219 | |
| STOCKS | VFC | SELL | 500 | 8/26/11 | 8/26/11 | 108.90 | 112.08 | -1590 | |
| STOCKS | T | SELL | 500 | 8/26/11 | 8/26/11 | 28.64 | 29.04 | -197 | |
| FUTURES | YG (MINI GOLD) | BUY | 1 | 8/26/11 | 8/26/11 | 1806.10 | 1829.90 | +785 | |
| FUTURES | ES | BUY | 1 | 8/26/11 | 8/26/11 | 1153.25 | 1135.25 | -950 | |
| FUTURES | CL (MINI) | BUY | 1 | 8/26/11 | 8/26/11 | 84.80 | 85.35 | +275 | |
| FOREX | EURUSD | SELL | 50000 | 8/30/11 | 9/2/11 | 1.4414 | 1.4202 | +1060 | |
| FOREX | USDJPY | BUY | 100000 | 8/31/11 | 9/2/11 | .77095 | .76515 | -580 | |
| FOREX | USDJPY | SELL | 100000 | 9/2/11 | 9/2/11 | .76515 | .76786 | -271 | |
| FOREX | EURGBP | BUY | 100000 | 9/6/11 | .88152 | ||||
| FOREX | CADJPY | BUY | 100000 | 9/6/11 | .78505 | ||||
| FOREX | AUDNZD | BUY | 100000 | 9/6/11 | 1.26463 | ||||
| FUTURES | YG (MINI GOLD) | BUY | 1 | 9/6/11 | 1908.10 | 1892.40 | -520 | ||
| STOCKS | AAPL | BUY | 100 | 9/6/11 | 9/6/11 | 374.88 | 380.29 | +538 | |
| FUTURES | QM (MINI CRUDE OIL) | SELL | 1 | 9/6/11 | 83.45 | 85.00 | -775 | ||
| STOCKS | IP | BUY | 500 | 9/6/11 | 26.46 | ||||