MRCI's Encylopedia of Spreads Hypo Portfolio(No Stops)

MRCI encourages all traders to employ appropriate money-management techniques at all times.

Encylopedia of Spreads Hypo Portfolio(No Stops) - February 16, 2007
	Sprd	Status	Entry Date	Entry Prices	Entry Spread	Exit Date	Last Prices	Last Spread	Last Equity	Best Equity	Worst Equity
1	Long 2 CK5 Short 3 OK5	Closed	1/3	209.75 154.75	-44.75	2/14	208.50 157.50	-55.50	-538	462	-1400
2	Long CN5 Short 2 ON5	Closed	1/3	217.25 154.25	-91.25	2/18	214.75 148.75	-82.75	425	738	-225
3	Long CK5 Short 2 OK5	Closed	1/5	209.25 155.00	-100.75	4/11	205.75 158.00	-110.25	-475	1412	-2112
4	Long LEG5 Short PBG5	Closed	1/6	75.800 95.100	-19.300	2/1	73.625 93.800	-20.175	-350	600	-1050
5	Long JYH5 Short SFH5	Closed	1/6	95.60 85.40	10.20	2/4	96.34 82.75	13.59	4237	4237
6	Long WZ5 Short WK5	Closed	1/7	338.75 317.00	21.75	2/28	363.25 345.25	18.00	-188	25	-212
7	Long 2 CH5 Short 3 OH5	Closed	1/10	206.75 161.50	-71.00	1/25	199.00 168.00	-106.00	-1750		-2650
8	Long WN5 Short WH5	Closed	1/10	321.25 307.75	13.50	2/8	305.25 291.75	13.50	0	100
9	Long CLJ5 Short HOJ5	Closed	1/10	45.34 121.79	-5812	2/16	48.86 132.35	-6727	-915	532	-1713
10	Long CH5 Short 2 OH5	Closed	1/10	206.75 161.50	-116.25	1/25	199.00 168.00	-137.00	-1038		-1588
11	Long LCJ5 Short FCH5	Closed	1/10	88.975 101.350	-15085	3/15	89.750 106.075	-17137	-2052	718	-2052
12	Long MWH5 Short WH5	Closed	1/11	344.25 306.50	37.75	2/22	353.00 312.50	40.50	138	650	-62
13	Long KWH5 Short WH5	Closed	1/11	337.75 306.50	31.25	2/22	348.00 312.50	35.50	212	438
14	Long USH5 Short TUH5	Closed	1/12	113~00 104~070	-96094	1/31	114~27 104~068	-94219	1875	1875
15	Long HON5 Short HOH5	Closed	1/18	122.08 133.83	-11.75	2/18	127.14 134.93	-7.79	1663	3419	-378
16	Long CDH5 Short SFH5	Closed	1/24	81.67 84.66	-24155	3/14	82.91 86.32	-24990	-835	1735	-2780
17	Long ADH5 Short SFH5	Closed	1/24	76.78 84.66	-29045	2/2	77.64 84.09	-27472	1573	1573
18	Long MWN5 Short SN5	Closed	1/27	328.75 518.50	-189.75	2/8	327.00 510.75	-183.75	300	588
19	Long 2 PLJ5 Short GCJ5	Closed	1/31	873.8 424.1	44970	2/16	856.0 426.9	42910	-2060	630	-2410
20	Long LCJ5 Short LEJ5	Closed	1/31	88.325 75.550	12.775	2/25	86.100 74.150	11.950	-330	960	-840
21	Long RRU5 Short RRH5	Closed	1/31	7.00 6.67	0.33	2/25	6.76 6.27	0.49	320	410	-220
22	Long LCJ5 Short FCJ5	Closed	1/31	88.325 100.275	-14807	3/4	89.025 101.675	-15228	-420	590	-463
January 2005 Subtotal									-206.98
23	Long SIK5 Short GCJ5	Closed	2/2	678.9 423.0	-8355	2/14	738.1 427.3	-5825	2530	2530	-220
24	Long HGK5 Short HGZ5	Closed	2/4	136.00 126.35	9.65	3/16	150.60 140.20	10.40	188	712	-100
25	Long HUM5 Short HOM5	Closed	2/8	132.80 120.52	12.28	3/29	160.76 149.98	10.78	-630	1205	-2062
26	Long SN5 Short SMN5	Closed	2/9	513.50 154.40	10235	4/29	626.25 193.50	11962	1727	3610
27	Long CH5 Short CK5	Closed	2/10	198.25 206.00	-7.75	2/18	200.00 207.75	-7.75	0	25	-12
28	Long SU5 Short CU5	Closed	2/11	531.50 220.50	311.00	4/29	623.25 221.50	401.75	4538	5438
29	Long SU5 Short 2 CU5	Closed	2/11	531.50 220.50	90.50	4/29	623.25 221.50	180.25	4488	4662
30	Long HUM5 Short CLM5	Closed	2/14	138.50 48.17	10000	3/30	163.05 54.79	13691	3691	3691	-1356
31	Long SK5 Short WK5	Closed	2/14	536.25 309.25	227.00	3/22	627.25 344.50	282.75	2788	4300
32	Long LEN5 Short LEZ5	Closed	2/15	74.125 59.900	14.225	5/11	76.425 61.025	15.400	470	1480	0
33	Long LEM5 Short LEV5	Closed	2/17	78.100 62.850	15.250	3/10	78.925 63.250	15.675	170	710	-240
34	Long TUM5 Short USM5	Closed	2/17	104~008 114~02	94062	4/20	104~006 114~09	93812	-250	2938	-297
35	Long ADM5 Short SFM5	Closed	2/22	78.88 86.91	-29758	4/15	76.58 83.52	-27820	1938	3143	-840
36	Long CDM5 Short SFM5	Closed	2/22	81.75 86.91	-26888	3/24	82.23 83.77	-22482	4405	4405	-545
37	Long SN5 Short KWN5	Closed	2/23	586.25 329.25	257.00	3/21	631.00 344.50	286.50	1475	3038	-312
38	Long HUN5 Short HON5	Closed	2/23	145.17 134.86	10.31	5/4	148.43 146.46	1.97	-3503	819	-3503
39	Long SN5 Short WN5	Closed	2/24	576.50 327.75	248.75	3/21	631.00 351.25	279.75	1550	3100
40	Long HUN5 Short HON5	Closed	2/24	145.44 135.26	10.18	3/29	160.76 150.08	10.68	210	874	-970
41	Long 2 PLN5 Short GCM5	Closed	2/24	861.6 438.2	42340	4/19	870.2 434.4	43580	1240	1540	-700
42	Long HUN5 Short CLN5	Closed	2/24	145.44 51.69	9395	4/27	155.85 53.19	12267	2872	5050	-862
43	Long SN5 Short CN5	Closed	2/24	576.50 220.75	355.75	4/29	626.25 213.50	412.75	2850	4688
44	Long ADH5 Short SFH5	Closed	2/25	78.58 86.03	-28957	3/4	79.01 85.59	-27977	980	1312
45	Long CDH5 Short SFH5	Closed	2/25	80.65 86.03	-26887	3/4	81.25 85.59	-25737	1150	1422
46	Long SBK5 Short SBK6	Closed	2/25	9.03 8.88	0.15	3/11	9.17 9.13	0.04	-123	90	-280
47	Long PBK5 Short LEJ5	Closed	2/25	88.600 74.150	14.450	3/24	94.500 70.300	24.200	3900	3930	-330
48	Long LEM5 Short LCM5	Closed	2/25	78.950 81.900	-2.950	4/19	77.675 85.400	-7.725	-1910	350	-1960
49	Long LEM5 Short LCM5	Closed	2/25	78.950 81.900	-2.950	5/18	73.950 86.075	-12.125	-3670	350	-3670
50	Long HUM5 Short HOM5	Closed	2/25	145.52 135.76	9.76	5/26	144.78 144.83	-0.05	-4120	1029	-4120
51	Long ADH5 Short JYH5	Closed	2/28	79.14 95.77	-40572	3/4	79.01 95.59	-40477	95	95	-803
52	Long SN5 Short 2 CN5	Closed	2/28	625.00 229.75	165.50	4/27	633.75 217.00	199.75	1712	2438	-75
53	Long HUN5 Short HUX5	Closed	2/28	145.03 133.68	11.35	5/9	150.56 142.91	7.65	-1554	756	-2016
February 2005 Subtotal									29205.51
54	Long EDM5 Short EDZ6	Closed	3/1	96.545 95.590	0.955	5/9	96.550 95.575	0.975	50	750	-350
55	Long SK5 Short KWK5	Closed	3/23	623.25 345.00	278.25	3/23	623.25 345.00	278.25	0
56	Long HUM5 Short CLM5	Closed	3/3	153.65 54.06	10473	3/30	163.05 54.79	13691	3218	3218	-886
57	Long SIZ5 Short GCZ5	Closed	3/3	740.7 441.4	-7105	4/1	715.3 436.8	-7915	-810	585	-1285
58	Long NGN5 Short NGZ5	Closed	3/3	6.934 7.748	-0.814	4/12	7.307 8.198	-0.891	-770	1790	-770
59	Long LEQ5 Short LCQ5	Closed	3/3	74.700 81.225	-6.525	4/19	75.575 84.625	-9.050	-1010	40	-1630
60	Long SK5 Short SX5	Closed	3/8	625.50 612.50	13.00	3/24	628.75 604.00	24.75	588	1250
61	Long SN5 Short SX5	Closed	3/8	629.25 612.50	16.75	6/9	673.25 684.25	-11.00	-1388	1325	-1388
62	Long LEM5 Short LCM5	Closed	3/10	78.925 86.725	-7.800	3/21	80.300 84.575	-4.275	1410	1410
63	Long OU5 Short OK5	Closed	3/14	148.25 156.50	-8.25	4/18	150.00 152.75	-2.75	275	338	-750
64	Long HUM5 Short HUV5	Closed	3/14	156.04 147.04	9.00	5/9	148.73 145.11	3.62	-2260	462	-2642
65	Long TUM5 Short USM5	Closed	3/18	103~072 110~24	96375	3/30	103~038 110~22	95906	-469	625	-469
66	Long ADM5 Short SFM5	Closed	3/18	78.99 86.29	-28873	4/12	77.16 83.81	-27602	1270	1445
67	Long SBH6 Short SBK5	Closed	3/18	9.28 9.03	0.25	4/15	8.41 8.08	0.33	90	157
68	Long BPM5 Short SFM5	Closed	3/21	189.01 85.39	11394	4/12	188.56 83.81	13088	1694	1694	-112
69	Long FCJ5 Short FCK5	Closed	3/23	104.125 102.475	1.650	4/18	111.400 107.325	4.075	1213	1213	-212
70	Long SMN5 Short SMU5	Closed	3/28	187.60 186.20	1.40	6/24	231.20 234.00	-2.80	-420	100	-420
March 2005 Subtotal									2680.53
71	Long LEQ5 Short LEZ5	Closed	4/4	76.775 61.700	15.075	7/26	67.550 55.075	12.475	-1040	60	-2010
72	Long SMQ5 Short SMH6	Closed	4/4	185.80 185.00	0.80	7/11	214.90 215.00	-0.10	-90	320	-380
73	Long LEM5 Short LCM5	Closed	4/5	78.225 84.475	-6.250	4/22	75.900 85.725	-9.825	-1430	200	-1430
74	Long 3 OZ5 Short 2 CZ5	Closed	4/6	151.00 231.50	-10.00	4/22	151.00 234.00	-15.00	-250	650	-250
75	Long LEQ5 Short LEV5	Closed	4/6	73.750 63.300	10.450	5/23	69.800 60.475	9.325	-450	550	-460
76	Long LCZ5 Short LCM5	Closed	4/11	85.300 83.675	1.625	5/20	87.725 85.625	2.100	190	270	-650
77	Long HUK5 Short HUU5	Closed	4/12	153.38 154.90	-1.52	4/27	154.19 153.70	0.49	844	2722	-630
78	Long HUM5 Short HOM5	Closed	4/12	155.64 147.04	8.60	4/27	154.95 147.51	7.44	-487	1193	-1894
79	Long SN5 Short CN5	Closed	4/15	622.00 214.25	407.75	5/3	625.50 205.00	420.50	638	900	-200
80	Long NGU5 Short NGM5	Closed	4/18	7.248 7.049	0.199	4/29	6.808 6.585	0.223	240	240	-320
81	Long NGZ5 Short NGM5	Closed	4/22	8.348 7.269	1.079	5/20	7.589 6.343	1.246	1670	1670	-90
82	Long SMN5 Short SMZ5	Closed	4/25	199.60 197.30	2.30	6/24	231.20 239.10	-7.90	-1020	90	-1020
83	Long FCK5 Short LCM5	Closed	4/25	108.650 87.125	19475	5/20	111.475 85.625	21488	2012	2070
84	Long FCQ5 Short LCQ5	Closed	4/25	109.250 86.025	20215	7/12	109.650 78.525	23415	3200	4032	-565
85	Long SMQ5 Short BOQ5	Closed	4/25	199.40 22.91	6194	7/14	223.30 25.50	7030	836	1992	-1016
86	Long SN5 Short BON5	Closed	4/27	633.75 22.67	18086	5/10	634.00 23.26	17744	-342		-528
87	Long OK5 Short ON5	Closed	4/29	138.75 142.75	-4.00	5/11	127.00 132.25	-5.25	-62	88	-62
88	Long SMN5 Short BON5	Closed	4/29	193.50 22.66	5754	6/24	231.20 26.15	7430	1676	2386	-600
April 2005 Subtotal									6135.00
89	Long ADM5 Short JYM5	Closed	5/2	77.76 95.58	-41715	5/10	77.42 95.13	-41492	222	222	-518
90	Long LEM5 Short PBN5	Closed	5/2	77.425 82.875	-5.450	5/19	73.475 82.075	-8.600	-1260		-1260
91	Long LEN5 Short PBN5	Closed	5/2	78.900 82.875	-3.975	6/9	68.850 70.600	-1.750	890	1850	-2030
92	Long BOZ5 Short BOQ5	Closed	5/4	22.74 22.81	-0.07	7/26	24.69 24.43	0.26	198	402	-6
93	Long CZ5 Short CU5	Closed	5/9	225.75 215.75	10.00	8/5	234.50 220.50	14.00	200	200	-88
94	Long USU5 Short FVU5	Closed	5/11	114~21 108~030	6~180	8/2	114~21 107~025	7~185	1016	3562
95	Long CN5 Short WN5	Closed	5/12	204.25 308.75	-104.50	6/1	224.50 331.50	-107.00	-125	262	-462
96	Long CU5 Short WU5	Closed	5/12	212.25 317.75	-105.50	6/17	238.50 337.50	-99.00	325	375	-462
97	Long USM5 Short TUM5	Closed	5/16	115~20 104~001	-92391	5/25	116~14 104~004	-91625	766	1312
98	Long USU5 Short TUU5	Closed	5/16	115~14 103~104	-92188	6/3	117~27 103~120	-90031	2156	2875
99	Long TYU5 Short TUU5	Closed	5/16	112~075 103~104	-95391	6/6	113~180 103~116	-94250	1141	1312
100	Long NGZ5 Short NGN5	Closed	5/16	7.603 6.515	1.088	6/28	8.275 6.976	1.299	2110	2390	-940
101	Long BOF6 Short BOU5	Closed	5/16	22.35 22.30	0.05	8/17	23.02 22.60	0.42	222	222	-36
102	Long FCQ5 Short LCZ5	Closed	5/16	112.825 88.425	21042	8/22	110.675 84.650	21477	435	895	-1247
103	Long CCH6 Short CCN5	Closed	5/19	1511 1446	65	6/14	1551 1484	67	20	140
104	Long FCQ5 Short LCZ5	Closed	5/23	110.425 87.325	20282	6/10	111.250 86.350	21085	803	1570	-5
105	Long CZ5 Short CN5	Closed	5/23	240.50 224.50	16.00	6/29	237.00 216.50	20.50	225	225
106	Long KCK6 Short KCU5	Closed	5/23	129.35 121.15	8.20	6/10	124.40 116.35	8.05	-56	150	-75
107	Long SMQ5 Short SMH6	Closed	5/23	197.40 195.70	1.70	7/11	214.90 215.00	-0.10	-180	190	-470
108	Long NGF6 Short NGU5	Closed	5/23	7.970 6.569	1.401	7/21	8.872 7.347	1.525	1240	2410	-2390
109	Long USU5 Short FVU5	Closed	5/23	116~16 108~160	8~000	7/21	115~05 107~120	7~250	-219	2125	-266
110	Long HUZ5 Short HUQ5	Closed	5/24	134.50 143.02	-8.52	6/28	154.25 162.36	-8.11	172	1100	-244
111	Long SQ5 Short SH6	Closed	5/26	676.75 671.50	5.25	7/8	678.00 680.00	-2.00	-362	88	-912
112	Long HON5 Short HUN5	Closed	5/31	144.95 146.70	-1.75	6/21	162.97 162.74	0.23	832	5309
113	Long FCU5 Short LCZ5	Closed	5/31	111.425 88.275	20402	7/11	109.000 84.175	20830	428	1122	-937
114	Long KCZ5 Short KCN5	Closed	5/31	125.30 118.35	6.95	6/20	116.20 109.00	7.20	94	94	-75
115	Long CLQ5 Short HUQ5	Closed	5/31	52.75 146.87	-8935	6/29	57.26 158.50	-9310	-375	118	-1813
116	Long CDM5 Short BPM5	Closed	5/31	79.76 181.66	-33778	5/27	79.75 182.23	-34144	-366
117	Long CDM5 Short JYM5	Closed	5/31	79.76 92.27	-35577	6/3	80.29 92.83	-35748	-170	537	-170
May 2005 Subtotal									10379.81
118	Long FCQ5 Short LCQ5	Closed	6/1	111.800 83.550	22480	7/8	111.975 79.350	24248	1768	1768	-653
119	Long MWU5 Short KWU5	Closed	6/2	346.50 334.25	12.25	7/1	350.50 337.25	13.25	50	275	-62
120	Long FCQ5 Short FCV5	Closed	6/3	111.700 109.550	2.150	8/22	110.675 107.850	2.825	338	888	-237
121	Long SN5 Short WN5	Closed	6/6	677.75 322.50	355.25	6/21	735.25 335.00	400.25	2250	2250	-125
122	Long EDH6 Short EDU5	Closed	6/6	96.115 96.295	-0.180	9/15	95.810 96.105	-0.295	-288	175	-775
123	Long NGG6 Short NGX5	Closed	6/6	8.510 7.760	0.750	7/22	8.971 8.090	0.881	1310	2200	-630
124	Long LCZ5 Short LEZ5	Closed	6/6	87.425 56.550	30.875	8/15	82.750 58.600	24.150	-2690	440	-2690
125	Long BOF6 Short BOU5	Closed	6/6	23.66 23.37	0.29	8/25	22.47 22.06	0.41	72	96	-120
126	Long CTZ5 Short CTN5	Closed	6/7	50.95 46.94	4.01	6/20	52.49 48.16	4.33	160	205	-245
127	Long BPU5 Short JYU5	Closed	6/8	181.84 94.18	-4075	7/6	175.16 89.76	-2725	1350	2675	-19
128	Long SMV5 Short BOV5	Closed	6/8	211.00 23.29	7126	9/6	188.20 22.98	5032	-2094	1034	-2380
129	Long BPU5 Short SFU5	Closed	6/13	180.03 79.20	13519	7/12	177.33 79.08	11981	-1538	1394	-1931
130	Long EDH6 Short EDU5	Closed	6/13	95.965 96.195	-0.230	7/18	95.765 96.045	-0.280	-125	300	-125
131	Long CTK6 Short CTV5	Closed	6/13	54.35 50.47	3.88	8/30	52.95 48.75	4.20	160	595
132	Long ON5 Short OZ5	Closed	6/13	147.25 156.50	-9.25	7/13	174.00 179.25	-5.25	200	400	-188
133	Long FCX5 Short FCH6	Closed	6/20	105.725 100.200	5.525	9/9	112.425 103.650	8.775	1625	1625	-388
134	Long NGZ5 Short NGU5	Closed	6/20	8.748 7.793	0.955	7/22	8.604 7.421	1.183	2280	3120	-70
135	Long FCX5 Short LCJ6	Closed	6/20	105.725 85.350	18722	9/16	112.350 87.275	21265	2543	2700	-1587
136	Long LEV5 Short PBG6	Closed	6/21	55.725 79.900	-24.175	7/8	58.900 79.400	-20.500	1470	2230
137	Long SMZ5 Short SX5	Closed	6/21	237.40 753.00	-13910	8/5	208.80 669.00	-12570	1340	1340	-467
138	Long 3 OU5 Short 2 CU5	Closed	6/22	154.75 238.75	-13.25	7/29	162.75 236.50	15.25	1425	3688
139	Long LCV5 Short LCJ6	Closed	6/22	82.325 84.975	-2.650	9/12	85.625 87.650	-2.025	250	520	-660
140	Long LCV5 Short LCJ6	Closed	6/22	82.325 84.975	-2.650	8/5	81.925 85.000	-3.075	-170	520	-300
141	Long FCQ5 Short LCZ5	Closed	6/23	108.900 84.175	20780	7/11	110.125 84.175	21393	612	1157	-195
142	Long BOU5 Short SU5	Closed	6/23	25.45 734.50	-21455	7/28	24.58 689.00	-19702	1753	2924	-535
143	Long FCQ5 Short LCZ5	Closed	6/23	108.900 84.175	20780	8/19	110.600 84.825	21370	590	1157	-985
144	Long OU5 Short CZ5	Closed	6/24	160.75 252.75	-92.00	7/25	168.50 241.25	-72.75	962	1112
145	Long CK6 Short CZ5	Closed	6/27	250.75 241.50	9.25	9/27	223.50 203.25	20.25	550	550	-238
146	Long CN6 Short CU5	Closed	6/27	254.25 231.25	23.00	8/5	252.75 220.50	32.25	462	462	-312
147	Long EDM6 Short EDU5	Closed	6/27	96.090 96.225	-0.135	9/15	95.750 96.105	-0.355	-550		-1100
148	Long WZ5 Short CZ5	Closed	6/30	344.00 231.75	112.25	7/22	344.50 244.75	99.75	-625	12	-962
June 2005 Subtotal									15440.99
149	Long FCQ5 Short LCQ5	Closed	7/1	110.300 79.325	23420	7/11	110.125 78.075	23833	412	827	-118
150	Long SMZ5 Short BOZ5	Closed	7/1	211.70 24.57	6428	9/14	179.70 22.41	4524	-1904	912	-1904
151	Long CTZ5 Short CTV5	Closed	7/5	57.07 55.33	1.74	9/2	49.85 48.47	1.38	-180	125	-200
152	Long WU5 Short CU5	Closed	7/7	344.00 241.75	102.25	7/22	330.50 233.50	97.00	-262	12	-612
153	Long WU5 Short CU5	Closed	7/7	344.00 241.75	102.25	8/26	312.25 203.75	108.50	312	638	-612
154	Long PBG6 Short LEV5	Closed	7/8	79.400 58.900	20.500	8/3	84.050 60.075	23.975	1390	2060
155	Long CLX5 Short CLJ6	Closed	7/8	61.69 61.86	-0.17	10/14	62.63 62.53	0.10	270	310	-1670
156	Long WK6 Short WU5	Closed	7/12	363.00 332.50	30.50	8/19	357.50 325.25	32.25	88	238	-38
157	Long WZ5 Short SX5	Closed	7/12	345.50 712.50	-367.00	7/28	347.00 698.25	-351.25	788	1600	-225
158	Long MWZ5 Short SX5	Closed	7/13	365.50 725.00	-359.50	7/21	354.50 679.50	-325.00	1725	1725	-75
159	Long WU5 Short SU5	Closed	7/13	339.75 716.75	-377.00	7/28	333.00 689.00	-356.00	1050	1712	-38
160	Long CU5 Short SU5	Closed	7/13	244.75 716.75	-472.00	7/29	236.50 677.00	-440.50	1575	1750
161	Long KWH6 Short SH6	Closed	7/13	364.00 717.50	-353.50	8/8	353.00 671.25	-318.25	1762	1762	-125
162	Long KWU5 Short SU5	Closed	7/14	348.50 722.25	-373.75	7/21	334.75 674.50	-339.75	1700	1700
163	Long SFU5 Short JYU5	Closed	7/14	77.95 89.64	-11.69	7/29	77.93 89.40	-11.47	275	763	-1525
164	Long LEQ5 Short LEV5	Closed	7/14	66.050 58.925	7.125	8/5	70.100 60.775	9.325	880	1500
165	Long CLV5 Short CLJ6	Closed	7/14	59.33 59.96	-0.63	9/16	63.00 65.12	-2.12	-1490	590	-1980
166	Long SMZ5 Short SX5	Closed	7/15	228.20 731.50	-13755	7/29	212.40 686.75	-13098	657	940	-43
167	Long KWZ5 Short CZ5	Closed	7/15	363.75 268.00	95.75	9/30	380.25 205.50	174.75	3950	3950	-25
168	Long SN6 Short SX5	Closed	7/15	702.50 731.50	-29.00	10/3	611.00 581.00	30.00	2950	2962	-38
169	Long BOU5 Short SU5	Closed	7/18	25.63 720.75	-20660	8/5	23.69 661.75	-18874	1786	1786
170	Long SN6 Short SX5	Closed	7/18	698.00 727.75	-29.75	9/28	590.50 562.75	27.75	2875	2875
171	Long SK6 Short SU5	Closed	7/18	703.50 720.75	-17.25	7/29	681.50 677.00	4.50	1088	1088
172	Long KWZ5 Short MWZ5	Closed	7/18	366.50 373.25	-6.75	8/12	351.25 348.00	3.25	500	638	-150
173	Long WZ5 Short MWZ5	Closed	7/19	352.00 364.00	-12.00	8/5	336.00 352.75	-16.75	-238	88	-300
174	Long HUX5 Short HUG6	Closed	7/25	156.72 160.32	-3.60	9/9	190.98 184.53	6.45	4221	8568	-21
175	Long LCZ5 Short LCM6	Closed	7/25	83.600 78.950	4.650	10/14	89.575 84.300	5.275	250	780	-460
176	Long HUZ5 Short HUG6	Closed	7/25	157.27 160.32	-3.05	10/28	166.56 171.21	-4.65	-672	4389	-945
177	Long HUV5 Short HUG6	Closed	7/25	158.12 160.32	-2.20	8/19	181.30 176.90	4.40	2772	4641	-63
178	Long HOZ5 Short CLZ5	Closed	7/25	172.93 60.67	11961	8/19	190.46 66.63	13363	1403	3373	-556
179	Long HOZ5 Short HOK6	Closed	8/1	181.35 177.25	4.10	7/29	176.82 173.12	3.70	-168
July 2005 Subtotal									29765.11
180	Long CLZ5 Short CLM6	Closed	8/5	64.44 64.78	-0.34	10/12	63.61 64.56	-0.95	-610	1010	-1150
181	Long GCZ5 Short SIZ5	Closed	8/5	442.8 723.2	8120	10/18	474.6 783.5	8285	165	2420	-250
182	Long EDM6 Short EDZ5	Closed	8/8	95.425 95.650	-0.225	11/10	95.090 95.500	-0.410	-463	413	-563
183	Long HOF6 Short HUF6	Closed	8/8	190.11 173.91	16.20	9/12	191.83 179.51	12.32	-1630	3541	-1630
184	Long SMZ5 Short BOZ5	Closed	8/8	209.60 23.73	6722	10/13	177.60 23.89	3426	-3296	172	-4608
185	Long HOX5 Short HOJ6	Closed	8/8	185.91 186.11	-0.20	9/16	187.80 190.10	-2.30	-882	4116	-882
186	Long HOX5 Short CLX5	Closed	8/9	184.25 64.91	12475	9/9	193.98 64.90	16572	4097	10508	-75
187	Long SH6 Short BOH6	Closed	8/12	654.25 23.25	18762	9/2	614.00 23.20	16780	-1982		-1982
188	Long SX5 Short CZ5	Closed	8/15	619.75 223.25	396.50	9/12	585.00 211.50	373.50	-1150	312	-1150
189	Long USZ5 Short FVZ5	Closed	8/15	115~09 107~015	8~075	11/16	112~23 106~025	6~205	-1594	1422	-3062
190	Long CZ6 Short CZ5	Closed	8/16	251.00 222.25	28.75	9/20	248.50 206.75	41.75	650	650	-75
191	Long TYZ5 Short FVZ5	Closed	8/16	110~190 107~090	3~100	11/10	108~110 105~260	2~170	-781	406	-1094
192	Long SFZ5 Short ADZ5	Closed	8/17	79.94 75.58	24345	9/30	77.72 76.01	21140	-3205	2243	-3205
193	Long FCF6 Short FCH6	Closed	8/17	102.000 98.750	3.250	11/10	113.750 112.100	1.650	-800	1037	-800
194	Long SH6 Short 2 CH6	Closed	8/18	633.00 234.50	164.00	9/2	614.00 228.50	157.00	-350	188	-612
195	Long BPZ5 Short ADZ5	Closed	8/18	179.11 74.79	37154	9/29	175.96 75.79	34185	-2969	1709	-2969
196	Long NGX5 Short NGV5	Closed	8/29	11.409 11.139	0.270	8/31	11.657 11.472	0.185	-850		-850
197	Long LCZ5 Short LCM6	Closed	8/29	86.325 81.325	5.000	11/11	90.425 84.900	5.525	210	640	-600
198	Long KCN6 Short KCZ5	Closed	8/29	103.70 95.75	7.95	11/21	106.85 99.05	7.80	-56		-937
199	Long SFZ5 Short CDZ5	Closed	8/31	80.47 84.53	16058	9/30	77.72 86.24	10910	-5147	2230	-5147
August 2005 Subtotal									-20643.52
200	Long ADU5 Short CDU5	Closed	9/6	76.81 84.12	-7.31	9/8	77.22 84.64	-7.42	-110		-150
201	Long KWZ5 Short WZ5	Closed	9/6	346.00 321.00	25.00	11/25	347.75 297.00	50.75	1288	1762	-38
202	Long GCZ5 Short 2 PLF6	Closed	9/7	449.0 907.4	-45840	9/30	472.3 935.3	-46300	-460	1040	-460
203	Long MWZ5 Short SX5	Closed	9/12	342.75 585.00	-242.25	9/30	383.00 573.25	-190.25	2600	2800
204	Long SX6 Short SX5	Closed	9/12	605.75 585.00	20.75	10/20	618.50 585.00	33.50	638	700
205	Long WZ5 Short SX5	Closed	9/12	326.50 585.00	-258.50	10/21	330.00 572.25	-242.25	812	2162	-150
206	Long SFZ5 Short ADZ5	Closed	9/12	80.10 76.67	23455	9/23	78.00 75.43	22070	-1385		-1532
207	Long KWH6 Short SH6	Closed	9/16	363.50 587.25	-223.75	10/21	375.50 592.00	-216.50	362	1600	-562
208	Long TYZ5 Short TUZ5	Closed	9/16	110~195 103~044	-96078	9/30	109~295 102~120	-95953	125	547
209	Long CZ5 Short SX5	Closed	9/16	206.25 571.25	-365.00	10/4	205.75 562.50	-356.75	412	538	-362
210	Long WZ5 Short SX5	Closed	9/16	324.25 571.25	-247.00	10/21	330.00 572.25	-242.25	238	1588	-725
211	Long MWZ5 Short SX5	Closed	9/19	356.75 576.00	-219.25	9/30	383.00 573.25	-190.25	1450	1650
212	Long BPZ5 Short ADZ5	Closed	9/20	179.67 76.49	35804	9/29	175.96 75.79	34185	-1619	440	-1619
213	Long BPZ5 Short CDZ5	Closed	9/20	179.67 85.72	26574	9/29	175.96 85.55	24425	-2149	650	-2149
214	Long WZ5 Short SX5	Closed	9/21	325.25 577.75	-252.50	9/30	346.25 573.25	-227.00	1275	1275
215	Long WZ5 Short WN6	Closed	9/23	333.50 360.75	-27.25	10/21	330.00 358.75	-28.75	-75	88	-75
216	Long SFZ5 Short JYZ5	Closed	9/23	78.00 89.81	-11.81	9/30	77.72 88.77	-11.05	950	950
217	Long SMF6 Short SF6	Closed	9/27	172.50 566.75	-11088	10/5	168.10 575.00	-11940	-852		-1298
September 2005 Subtotal									3500.02
218	Long SMZ5 Short SMN6	Closed	10/3	170.80 180.10	-9.30	11/2	173.90 182.80	-8.90	40	70	-160
219	Long LCZ5 Short LEZ5	Closed	10/3	90.225 65.000	25.225	11/3	90.900 61.875	29.025	1520	2270
220	Long BPZ5 Short SFZ5	Closed	10/4	175.86 77.34	13238	11/10	174.06 76.29	13425	187	312	-1706
221	Long LCG6 Short LCQ6	Closed	10/5	92.525 83.975	8.550	11/7	94.650 85.725	8.925	150	370	-240
222	Long JYZ5 Short BPZ5	Closed	10/6	89.05 177.85	156	10/19	87.29 176.21	-1019	-1175	812	-1175
223	Long HUZ5 Short HOZ5	Closed	10/6	180.67 198.64	-17.97	11/4	160.80 179.62	-18.82	-357		-4108
224	Long HUZ5 Short CLZ5	Closed	10/7	181.66 61.62	14677	10/24	163.28 60.32	8258	-6420		-6420
225	Long NGX5 Short NGZ5	Closed	10/11	13.519 13.984	-0.465	10/26	14.040 14.060	-0.020	4450	4450	-950
226	Long HUF6 Short HOF6	Closed	10/12	184.07 208.77	-24.70	10/31	162.61 186.99	-24.38	134	1100	-1386
227	Long LEG6 Short LEZ5	Closed	10/17	63.425 60.325	3.100	11/7	67.750 63.750	4.000	360	480	-90
228	Long BPZ5 Short JYZ5	Closed	10/17	175.28 87.68	-50	10/20	177.06 87.18	1687	1737	1737
229	Long BPZ5 Short JYZ5	Closed	10/17	175.28 87.68	-50	12/12	177.57 83.55	6544	6594	6594
230	Long USZ5 Short TYZ5	Closed	10/18	112~22 108~315	3~225	11/14	111~10 108~005	3~095	-406	453	-750
231	Long USZ5 Short FVZ5	Closed	10/24	113~03 106~135	6~215	10/31	111~31 105~285	6~025	-594		-1031
232	Long SH6 Short 2 CH6	Closed	10/31	584.25 210.25	163.75	12/9	578.50 203.75	171.00	362	1238	-350
October 2005 Subtotal									6584.04
233	Long USZ5 Short TUZ5	Closed	11/2	111~12 102~068	-93688	11/14	111~10 102~057	-93578	109	562	-594
234	Long ADZ5 Short JYZ5	Closed	11/3	73.74 85.73	-33423	12/2	74.85 83.09	-29012	4410	4410	-282
235	Long ADZ5 Short CDZ5	Closed	11/4	73.24 84.56	-11.32	11/15	73.24 83.90	-10.66	660	660
236	Long TYH6 Short FVH6	Closed	11/7	107~195 105~090	2~105	12/23	109~190 106~140	3~050	828	828
237	Long USH6 Short FVH6	Closed	11/7	110~19 105~090	5~100	12/23	114~06 106~140	7~240	2438	2438
238	Long USH6 Short TYH6	Closed	11/7	110~19 107~195	2~315	12/27	114~22 109~265	4~275	1875	1875
239	Long LEM6 Short LEG6	Closed	11/7	72.200 67.750	4.450	1/10	71.700 62.675	9.025	1830	1830	-230
240	Long ADZ5 Short JYZ5	Closed	11/10	72.89 84.96	-33310	11/28	74.25 84.52	-31400	1910	2040
241	Long BPH6 Short JYH6	Closed	11/10	173.97 85.84	1431	1/6	177.07 88.10	544	-887	4006	-1744
242	Long WN6 Short WH6	Closed	11/17	338.25 321.00	17.25	2/16	379.75 359.00	20.75	175	238
243	Long NGH6 Short NGF6	Closed	11/22	11.999 12.059	-0.060	11/30	12.481 12.587	-0.106	-460		-460
244	Long USH6 Short FVH6	Closed	11/28	113~04 106~135	6~225	12/12	111~25 105~245	6~005	-688		-875
245	Long USH6 Short TUH6	Closed	11/28	113~04 102~092	-92312	12/12	111~25 102~061	-93172	-859		-1094
246	Long NGJ6 Short NGK6	Closed	11/29	10.017 9.902	0.115	12/15	10.985 10.645	0.340	2250	3350
November 2005 Subtotal									13590.64
247	Long HUK6 Short CLK6	Closed	12/5	175.48 62.06	11642	1/27	196.65 69.02	13573	1931	3732	-66
248	Long HUK6 Short HOK6	Closed	12/5	175.48 175.88	-0.40	2/3	189.08 183.45	5.63	2533	5435	-458
249	Long LEJ6 Short LEG6	Closed	12/6	68.550 65.800	2.750	1/6	68.050 64.475	3.575	330	330	-310
250	Long SFH6 Short JYH6	Closed	12/7	76.85 83.63	-6.78	12/28	76.48 85.64	-9.16	-2975	600	-4250
251	Long LEM6 Short LEJ6	Closed	12/7	72.475 68.925	3.550	3/9	67.850 58.650	9.200	2260	2280	-30
252	Long HUF6 Short HUK6	Closed	12/12	164.68 181.84	-17.16	12/16	156.89 173.07	-16.18	412	424	-139
253	Long HUF6 Short HUK6	Closed	12/12	164.68 181.84	-17.16	12/28	159.11 175.80	-16.69	197	424	-529
254	Long SX6 Short SK6	Closed	12/12	611.00 598.75	12.25	2/3	630.50 607.50	23.00	538	612	-550
255	Long LCJ6 Short FCJ6	Closed	12/12	93.650 111.750	-18415	3/3	86.025 107.050	-19115	-700	113	-1065
256	Long HUG6 Short HUM6	Closed	12/12	169.69 182.64	-12.95	1/6	181.55 193.50	-11.95	420	420	-1113
257	Long CLH6 Short CLU6	Closed	12/12	62.86 64.23	-1.37	1/13	64.58 66.46	-1.88	-510	120	-540
258	Long HUJ6 Short CLJ6	Closed	12/12	180.54 63.20	12627	1/13	187.50 65.14	13610	983	2499	-1417
259	Long HUJ6 Short HOJ6	Closed	12/12	180.54 182.17	-1.63	1/31	193.98 187.44	6.54	3431	5489	-2272
260	Long HUH6 Short CLH6	Closed	12/12	172.89 62.86	9754	2/3	168.17 65.37	5261	-4492	2911	-4492
261	Long CLG6 Short HOG6	Closed	12/12	62.26 182.32	-14314	1/13	63.92 171.50	-8110	6204	6380	-2763
262	Long WN6 Short WK6	Closed	12/19	341.75 332.00	9.75	2/28	393.50 381.00	12.50	138	138	-62
263	Long HUH6 Short HOH6	Closed	12/19	159.97 174.67	-14.70	2/3	168.17 178.16	-9.99	1978	7606	-1508
264	Long TUH6 Short FVH6	Closed	12/20	102~072 106~020	99062	1/26	102~064 105~280	99125	62	62	-266
265	Long KWN6 Short KWH6	Closed	12/20	363.25 374.50	-11.25	2/8	424.25 426.75	-2.50	438	838	-12
266	Long NGM6 Short NGH6	Closed	12/20	10.823 14.093	-3.270	2/16	7.585 7.134	0.451	37210	37880	-380
267	Long 2 PLJ6 Short GCG6	Closed	12/21	962.6 495.3	46730	1/17	1049.1 554.3	49480	2750	2750	-1800
268	Long NGM6 Short NGG6	Closed	12/21	10.970 14.345	-3.375	1/23	9.042 8.574	0.468	38430	38430
269	Long CLH6 Short HOH6	Closed	12/21	59.14 178.70	-15914	1/31	67.92 184.79	-9692	6222	7227
270	Long CLJ6 Short HOJ6	Closed	12/21	59.57 175.95	-14329	2/17	61.29 168.32	-9404	4925	6616
271	Long NGK6 Short NGJ6	Closed	12/21	10.948 11.278	-0.330	3/10	6.849 6.646	0.203	5330	5500
272	Long WN6 Short WH6	Closed	12/22	349.75 330.75	19.00	2/10	376.00 355.25	20.75	88	125	-50
273	Long WN6 Short WK6	Closed	12/23	353.25 343.00	10.25	2/28	393.50 381.00	12.50	112	112	-88
274	Long 2 CH6 Short SH6	Closed	12/27	215.50 623.75	-192.75	2/9	225.50 587.75	-136.75	2800	2938	-150
275	Long WN6 Short SN6	Closed	12/27	358.50 637.75	-279.25	2/3	378.00 617.50	-239.50	1988	2662	-250
276	Long KWN6 Short SN6	Closed	12/27	374.25 637.75	-263.50	2/8	424.25 602.50	-178.25	4262	4262	-50
277	Long 2 PLJ6 Short GCJ6	Closed	12/28	980.1 520.7	45940	2/16	1007.6 548.8	45880	-60	5310	-1460
278	Long LCJ6 Short LCQ6	Closed	12/27	93.900 85.700	8.200	3/3	86.025 82.250	3.775	-1770	340	-1770
279	Long CDH6 Short JYH6	Closed	12/28	85.94 85.64	-21110	1/9	85.81 88.07	-24278	-3168	422	-3168
280	Long TUH6 Short TYH6	Closed	12/29	102~080 109~185	95672	1/9	102~089 109~190	95797	125	125
281	Long 2 PLJ6 Short GCJ6	Closed	12/30	979.0 523.4	45560	3/16	1030.6 555.4	47520	1960	5690	-1080
282	Long LEN6 Short LEZ6	Closed	1/3	68.975 55.400	13.575	3/13	68.125 54.625	13.500	-30	740	-500
December 2005 Subtotal									114352.11
2005 YTD Total									210783.26
Open+Closed Equity Total									210783.26

SEASONAL TENDENCIES ARE A COMPOSITE OF SOME OF THE MORE CONSISTENT COMMODITY FUTURES SEASONALS THAT HAVE OCCURRED OVER THE PAST 15 YEARS. THERE ARE USUALLY UNDERLYING FUNDAMENTAL CIRCUMSTANCES THAT OCCUR ANNUALLY THAT TEND TO CAUSE THE FUTURES MARKETS TO REACT IN A SIMILAR DIRECTIONAL MANNER DURING A CERTAIN CALENDAR PERIOD OF THE YEAR. EVEN IF A SEASONAL TENDENCY OCCURS IN THE FUTURE, IT MAY NOT RESULT IN A PROFITABLE TRANSACTION AS FEES, AND THE TIMING OF THE ENTRY AND LIQUIDATION MAY IMPACT ON THE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT HAS IN THE PAST OR WILL IN THE FUTURE ACHIEVE PROFITS UTILIZING THESE STRATEGIES. NO REPRESENTATION IS BEING MADE THAT PRICE PATTERNS WILL RECUR IN THE FUTURE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.