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 CK6 Short 3 OK6	Closed	1/3	228.50 192.00	-119.00	2/14	229.00 188.50	-107.50	575	1212	-825
2	Long CN6 Short 2 ON6	Closed	1/3	236.00 185.50	-135.00	2/17	246.25 184.50	-122.75	612	1338	-138
3	Long CK6 Short 2 OK6	Closed	1/6	223.50 185.00	-146.50	4/11	242.00 171.25	-100.50	2300	2300	-1075
4	Long LEG6 Short PBG6	Closed	1/6	64.475 87.600	-23.125	2/1	56.225 74.625	-18.400	1890	1890	-760
5	Long JYH6 Short SFH6	Closed	1/6	88.10 79.30	8.80	2/3	84.43 77.52	6.91	-2362	1425	-2650
6	Long WZ6 Short WK6	Closed	1/9	366.00 337.00	29.00	2/28	416.50 381.00	35.50	325	325
7	Long 2 CH6 Short 3 OH6	Closed	1/9	211.00 185.25	-133.75	1/25	216.50 195.75	-154.25	-1025	112	-1425
8	Long WN6 Short WH6	Closed	1/9	346.25 326.50	19.75	2/8	378.00 356.75	21.25	75	88	-38
9	Long CLJ6 Short HOJ6	Closed	1/9	64.91 180.74	-11001	2/16	60.13 165.35	-9317	1684	3288	-184
10	Long CH6 Short 2 OH6	Closed	1/10	213.25 186.00	-158.75	1/25	216.50 195.75	-175.00	-812		-888
11	Long LCJ6 Short FCH6	Closed	1/10	95.475 113.625	-18622	3/15	83.000 103.875	-18738	-115	1215	-232
12	Long MWH6 Short WH6	Closed	1/11	386.50 330.50	56.00	2/22	413.25 365.50	47.75	-412	375	-662
13	Long KWH6 Short WH6	Closed	1/11	375.00 330.50	44.50	2/22	431.50 365.50	66.00	1075	1512
14	Long USH6 Short TUH6	Closed	1/12	113~27 102~085	-91484	1/31	112~27 102~053	-91984	-500	828	-859
15	Long HON6 Short HOH6	Closed	1/17	186.65 182.20	4.45	2/17	174.32 165.74	8.58	1735	3154	-273
16	Long CDH6 Short SFH6	Closed	1/23	87.09 79.92	-12810	3/13	86.41 76.01	-8602	4208	5875	-60
17	Long ADH6 Short SFH6	Closed	1/24	75.06 79.76	-24640	2/2	75.35 78.13	-22312	2328	2545
18	Long MWN6 Short SN6	Closed	1/27	405.00 609.50	-204.50	2/8	422.00 602.50	-180.50	1200	1200	-488
19	Long 2 PLJ6 Short GCJ6	Closed	1/30	1079.1 570.6	50850	2/16	1007.6 548.8	45880	-4970	400	-4970
20	Long LCJ6 Short LEJ6	Closed	1/30	91.150 61.825	29.325	2/24	87.000 61.425	25.575	-1500	400	-1920
21	Long RRU6 Short RRH6	Closed	1/31	9.10 8.49	0.61	2/24	8.90 8.28	0.62	30	210	-210
22	Long LCJ6 Short FCJ6	Closed	1/31	91.575 110.850	-18795	3/3	86.025 107.050	-19115	-320	335	-478
January 2006 Subtotal									6018.41
23	Long SIK6 Short GCJ6	Closed	2/2	995.8 576.8	-7890	2/14	939.7 548.9	-7905	-15	125	-340
24	Long HGK6 Short HGZ6	Closed	2/6	230.80 216.85	13.95	3/16	226.55 215.90	10.65	-825		-1013
25	Long HUM6 Short HOM6	Closed	2/8	180.66 176.12	4.54	3/29	190.40 185.69	4.71	71	71	-6392
26	Long SN6 Short SMN6	Closed	2/9	610.25 186.60	11852	5/1	606.75 179.00	12438	585	1000	-580
27	Long CH6 Short CK6	Closed	2/10	221.25 231.75	-10.50	2/17	226.50 237.25	-10.75	-12	12	-12
28	Long SU6 Short CU6	Closed	2/13	612.00 247.00	365.00	5/1	616.50 258.75	357.75	-362	362	-2412
29	Long SU6 Short 2 CU6	Closed	2/13	612.00 247.00	118.00	5/1	616.50 258.75	99.00	-950	100	-3162
30	Long HUM6 Short CLM6	Closed	2/13	166.49 63.88	6046	3/30	190.50 68.33	11680	5634	6452	-1881
31	Long SK6 Short WK6	Closed	2/14	596.00 358.50	237.50	3/22	577.00 349.25	227.75	-488		-1900
32	Long LEN6 Short LEZ6	Closed	2/15	67.175 53.300	13.875	5/11	67.275 55.775	11.500	-950	240	-1050
33	Long LEM6 Short LEV6	Closed	2/17	70.650 56.600	14.050	3/10	68.125 56.875	11.250	-1120	40	-1170
34	Long TUM6 Short USM6	Closed	2/17	102~021 113~02	91266	4/20	101~108 107~01	96656	5391	5453	-234
35	Long ADM6 Short SFM6	Closed	2/22	73.49 77.11	-22898	4/13	72.61 77.56	-24340	-1442	900	-3007
36	Long CDM6 Short SFM6	Closed	2/22	87.31 77.11	-9078	3/24	85.81 76.95	-10377	-1300	1433	-2305
37	Long SN6 Short KWN6	Closed	2/23	595.75 441.50	154.25	3/21	587.25 420.25	167.00	638	925	-662
38	Long HUN6 Short HON6	Closed	2/23	167.86 173.77	-5.91	5/4	199.47 196.31	3.16	3809	5716	-1273
39	Long SN6 Short WN6	Closed	2/24	601.50 389.75	211.75	3/21	587.25 364.75	222.50	538	662	-575
40	Long HUN6 Short HON6	Closed	2/24	172.47 179.66	-7.19	3/29	190.70 187.39	3.31	4410	4465	-735
41	Long 2 PLN6 Short GCM6	Closed	2/24	1041.7 566.3	47540	4/19	1130.9 636.0	49490	1950	3790	-690
42	Long HUN6 Short CLN6	Closed	2/24	172.47 65.73	6707	4/27	204.75 72.47	13525	6818	10211	-876
43	Long SN6 Short CN6	Closed	2/24	601.50 248.00	353.50	5/1	606.75 248.00	358.75	262	750	-1862
44	Long ADH6 Short SFH6	Closed	2/27	73.70 75.74	-20975	3/3	74.40 77.08	-21950	-975	58	-975
45	Long CDH6 Short SFH6	Closed	2/27	87.74 75.74	-6935	3/3	88.09 77.08	-8260	-1325		-1325
46	Long SBK6 Short SBK7	Closed	2/27	16.74 15.69	1.05	3/10	16.68 16.06	0.62	-482		-549
47	Long PBK6 Short LEJ6	Closed	2/27	89.575 62.125	27.450	3/24	88.125 58.725	29.400	780	800	-1000
48	Long LEM6 Short LCM6	Closed	2/27	70.075 82.275	-12.200	4/19	65.450 76.275	-10.825	550	1440	-190
49	Long LEM6 Short LCM6	Closed	2/27	70.075 82.275	-12.200	5/18	67.925 77.800	-9.875	930	2280	-190
50	Long HUM6 Short HOM6	Closed	2/27	163.45 173.34	-9.89	5/26	213.68 198.05	15.63	10718	10718
51	Long ADH6 Short JYH6	Closed	2/27	73.70 86.24	-34100	3/6	73.99 85.17	-32472	1628	1628
52	Long SN6 Short 2 CN6	Closed	2/28	604.75 248.25	108.25	4/27	590.50 242.75	105.00	-162	988	-2250
53	Long HUN6 Short HUX6	Closed	2/28	170.58 165.83	4.75	5/9	203.87 188.66	15.21	4393	6699	-168
February 2006 Subtotal									38695.72
54	Long EDM6 Short EDZ7	Closed	3/1	94.910 95.045	-0.135	5/9	94.755 94.690	0.065	500	500	-88
55	Long SK6 Short KWK6	Closed	3/23	574.75 407.50	167.25	3/23	574.75 407.50	167.25	0
56	Long HUM6 Short CLM6	Closed	3/3	181.00 66.26	9760	3/30	190.50 68.33	11680	1920	2738	-2171
57	Long SIZ6 Short GCZ6	Closed	3/3	1037.8 588.8	-6990	3/31	1165.6 603.2	-2040	4950	5020
58	Long NGN6 Short NGZ6	Closed	3/3	7.375 9.777	-2.402	4/12	7.243 10.313	-3.070	-6680	110	-6680
59	Long LEQ6 Short LCQ6	Closed	3/3	66.800 82.250	-15.450	4/19	65.500 78.125	-12.625	1130	1690	-150
60	Long SK6 Short SX6	Closed	3/8	584.00 609.75	-25.75	3/27	579.50 608.00	-28.50	-138	12	-188
61	Long SN6 Short SX6	Closed	3/8	596.00 609.75	-13.75	6/9	585.75 615.50	-29.75	-800		-800
62	Long LEM6 Short LCM6	Closed	3/10	68.125 79.100	-10.975	3/21	66.375 78.200	-11.825	-340	190	-520
63	Long OU6 Short OK6	Closed	3/13	171.50 184.50	-13.00	4/18	173.50 171.50	2.00	750	762
64	Long HUM6 Short HUV6	Closed	3/13	175.61 171.21	4.40	5/9	204.66 192.01	12.65	3465	6930	-168
65	Long TUM6 Short USM6	Closed	3/20	102~036 111~09	93281	3/30	101~114 109~06	94594	1312	1312	-219
66	Long ADM6 Short SFM6	Closed	3/20	71.90 78.17	-25812	4/12	73.13 77.52	-23770	2042	2155	-92
67	Long SBH7 Short SBK6	Closed	3/20	16.39 16.62	-0.23	4/13	17.19 16.49	0.70	1042	1042	-146
68	Long BPM6 Short SFM6	Closed	3/20	175.79 78.17	12156	4/12	175.18 77.52	12588	431	881	-612
69	Long FCJ6 Short FCK6	Closed	3/23	105.950 105.950	0.000	4/18	103.725 104.100	-0.375	-188		-363
70	Long SMN6 Short SMU6	Closed	3/27	181.10 183.00	-1.90	6/26	171.90 173.90	-2.00	-10	120	-100
71	Long LEQ6 Short LEZ6	Closed	4/3	65.250 52.500	12.750	7/26	67.100 57.600	9.500	-1300	950	-1460
72	Long SMQ6 Short SMH7	Closed	4/4	175.20 181.30	-6.10	7/11	174.30 182.20	-7.90	-180	180	-250
73	Long LEM6 Short LCM6	Closed	4/5	64.500 74.050	-9.550	4/24	65.600 73.225	-7.625	770	770	-1140
74	Long 3 OZ6 Short 2 CZ6	Closed	4/6	168.50 272.75	-40.00	4/24	174.00 267.00	-12.00	1400	1400	-325
75	Long LEQ6 Short LEV6	Closed	4/6	63.475 54.150	9.325	5/23	63.800 55.450	8.350	-390	40	-390
76	Long LCZ6 Short LCM6	Closed	4/10	82.050 74.850	7.200	5/19	84.175 77.225	6.950	-100	490	-290
77	Long HUK6 Short HUU6	Closed	4/12	209.11 200.96	8.15	4/27	207.19 201.90	5.29	-1201	2608	-1201
78	Long HUM6 Short HOM6	Closed	4/12	205.91 198.47	7.44	4/27	205.55 199.36	6.19	-525	2545	-689
79	Long SN6 Short CN6	Closed	4/17	585.50 248.25	337.25	5/3	605.50 242.50	363.00	1288	1288	-100
80	Long NGU6 Short NGM6	Closed	4/18	8.830 8.225	0.605	4/28	7.298 6.555	0.743	1380	1380
81	Long NGZ6 Short NGM6	Closed	4/24	11.298 7.786	3.512	5/22	10.041 6.276	3.765	2530	7150
82	Long SMN6 Short SMZ6	Closed	4/24	174.20 178.40	-4.20	6/26	171.90 175.90	-4.00	20	80	-230
83	Long FCK6 Short LCM6	Closed	4/24	99.950 73.225	20685	5/19	103.050 77.225	20635	-50	507	-473
84	Long FCQ6 Short LCQ6	Closed	4/24	101.225 75.250	20512	7/12	113.725 83.900	23302	2790	3473
85	Long SMQ6 Short BOQ6	Closed	4/24	175.40 25.12	2468	7/14	172.20 27.39	786	-1682	788	-1682
86	Long SN6 Short BON6	Closed	4/27	590.50 25.65	14135	5/10	606.00 25.28	15132	997	1042
87	Long OK6 Short ON6	Closed	5/1	190.25 193.75	-3.50	5/11	190.75 191.75	-1.00	125	150	-12
88	Long SMN6 Short BON6	Closed	5/1	179.00 25.88	2372	6/23	176.50 24.62	2878	506	910	-450
89	Long ADM6 Short JYM6	Closed	5/2	76.17 88.92	-34980	5/10	77.55 91.21	-36462	-1482	1325	-1482
90	Long LEM6 Short PBN6	Closed	5/2	65.700 84.500	-18.800	5/19	68.150 84.900	-16.750	820	1840	-190
91	Long LEN6 Short PBN6	Closed	5/2	66.675 84.500	-17.825	6/9	70.700 87.100	-16.400	570	1470	-370
92	Long BOZ6 Short BOQ6	Closed	5/4	26.27 25.50	0.77	7/26	26.82 26.08	0.74	-18	132	-18
93	Long CZ6 Short CU6	Closed	5/8	261.25 248.00	13.25	8/7	257.00 239.75	17.25	200	200	-25
94	Long USU6 Short FVU6	Closed	5/11	106~00 103~195	2~125	8/2	108~17 104~095	4~075	1844	1844	-516
95	Long CN6 Short WN6	Closed	5/12	258.25 401.50	-143.25	6/1	254.50 392.00	-137.50	288	288	-1425
96	Long CU6 Short WU6	Closed	5/12	268.50 413.50	-145.00	6/16	247.00 376.75	-129.75	762	812	-1475
97	Long USM6 Short TUM6	Closed	5/15	105~28 101~086	-97469	5/25	106~28 101~092	-96562	906	1219	-31
98	Long USU6 Short TUU6	Closed	5/15	105~21 101~088	-97719	6/2	107~18 101~109	-96141	1578	1578
99	Long TYU6 Short TUU6	Closed	5/15	104~245 101~088	-98609	6/6	105~230 101~089	-97672	938	938
100	Long NGZ6 Short NGN6	Closed	5/15	10.350 6.415	3.935	6/28	9.670 5.887	3.783	-1520	50	-7630
101	Long BOF7 Short BOU6	Closed	5/16	26.82 26.02	0.80	8/17	25.73 24.86	0.87	42	114	-12
102	Long FCQ6 Short LCZ6	Closed	5/16	106.825 84.725	19522	8/22	115.975 90.475	21798	2275	2943	-178
103	Long CCH7 Short CCN6	Closed	5/19	1613 1529	84	6/14	1576 1498	78	-60	160	-60
104	Long FCQ6 Short LCZ6	Closed	5/22	106.700 84.575	19520	6/9	108.600 84.350	20560	1040	1040	-48
105	Long CZ6 Short CN6	Closed	5/22	278.75 254.50	24.25	6/29	254.50 228.50	26.00	88	138
106	Long KCK7 Short KCU6	Closed	5/22	111.80 102.50	9.30	6/9	108.55 98.70	9.85	206	225
107	Long SMQ6 Short SMH7	Closed	5/23	173.40 181.20	-7.80	7/11	174.30 182.20	-7.90	-10	240	-80
108	Long NGF7 Short NGU6	Closed	5/23	10.732 7.047	3.685	7/21	10.293 6.248	4.045	3600	4950	-4650
109	Long USU6 Short FVU6	Closed	5/23	106~27 103~295	2~295	7/21	107~23 103~280	3~270	922	1281	-359
110	Long HUZ6 Short HUQ6	Closed	5/24	180.90 199.45	-18.55	6/28	190.10 217.80	-27.70	-3843		-4074
111	Long SQ6 Short SH7	Closed	5/26	589.00 623.50	-34.50	7/10	608.25 647.00	-38.75	-212	88	-325
112	Long HON6 Short HUN6	Closed	5/30	202.49 211.89	-9.40	6/21	193.71 206.60	-12.89	-1466		-3738
113	Long FCU6 Short LCZ6	Closed	5/30	108.750 86.450	19795	7/11	113.450 89.150	21065	1270	2462	-5
114	Long KCZ6 Short KCN6	Closed	5/30	105.50 98.75	6.75	6/20	101.30 95.45	5.85	-337	19	-337
115	Long CLQ6 Short HUQ6	Closed	5/30	72.87 209.04	-14927	6/29	73.52 223.16	-20207	-5280	401	-5280
116	Long CDM6 Short BPM6	Closed	5/30	91.10 188.43	-26669	5/30	91.10 188.43	-26669	0
117	Long CDM6 Short JYM6	Closed	5/30	91.10 89.43	-20688	6/5	90.63 89.43	-21158	-470	282	-623
118	Long FCQ6 Short LCQ6	Closed	6/1	109.975 80.700	22708	7/7	115.900 85.325	23820	1113	1278	-228
119	Long MWU6 Short KWU6	Closed	6/2	477.00 504.50	-27.50	7/3	507.00 517.75	-10.75	838	838	-212
120	Long FCQ6 Short FCV6	Closed	6/5	109.575 107.900	1.675	8/22	115.975 117.275	-1.300	-1487	150	-1662
121	Long SN6 Short WN6	Closed	6/5	603.25 398.50	204.75	6/21	586.25 372.00	214.25	475	1825	-25
122	Long EDH7 Short EDU6	Closed	6/5	94.680 94.610	0.070	9/15	94.670 94.607	0.062	-19	312	-212
123	Long NGG7 Short NGX6	Closed	6/6	10.548 8.653	1.895	7/21	10.321 7.998	2.323	4280	5370	-1150
124	Long LCZ6 Short LEZ6	Closed	6/6	86.000 56.575	29.425	8/15	90.425 61.225	29.200	-90	1550	-730
125	Long BOF7 Short BOU6	Closed	6/6	26.27 25.42	0.85	8/25	25.89 24.95	0.94	54	84	-36
126	Long CTZ6 Short CTN6	Closed	6/7	57.59 52.12	5.47	6/20	57.02 51.10	5.92	225	305	-115
127	Long BPU6 Short JYU6	Closed	6/8	184.51 88.77	4356	7/6	184.03 87.72	5369	1012	1587	-269
128	Long SMV6 Short BOV6	Closed	6/8	182.30 25.26	3074	9/6	159.20 24.45	1250	-1824	102	-3032
129	Long BPU6 Short SFU6	Closed	6/12	184.87 82.01	13031	7/12	183.57 81.65	12669	-362	431	-769
130	Long EDH7 Short EDU6	Closed	6/12	94.625 94.565	0.060	7/18	94.400 94.400	0.000	-150	63	-187
131	Long CTK7 Short CTV6	Closed	6/12	61.98 56.75	5.23	8/30	59.37 52.50	6.87	820	820	-15
132	Long ON6 Short OZ6	Closed	6/13	195.25 194.00	1.25	7/13	228.00 203.00	25.00	1188	1188	-125
133	Long FCX6 Short FCH7	Closed	6/19	110.500 104.500	6.000	9/8	118.250 110.300	7.950	975	1350	-100
134	Long NGZ6 Short NGU6	Closed	6/19	10.243 7.458	2.785	7/21	9.553 6.248	3.305	5200	6250
135	Long FCX6 Short LCJ7	Closed	6/19	110.500 87.500	20250	9/15	115.625 90.425	21643	1393	2788	-388
136	Long LEV6 Short PBG7	Closed	6/21	60.925 85.650	-24.725	7/7	60.550 86.050	-25.500	-310	990	-310
137	Long SMZ6 Short SX6	Closed	6/21	182.70 612.75	-12368	8/7	164.60 582.00	-12640	-272	232	-1268
138	Long 3 OU6 Short 2 CU6	Closed	6/22	199.25 241.75	114.25	7/31	189.50 239.00	90.50	-1188	225	-1888
139	Long LCV6 Short LCJ7	Closed	6/22	87.875 88.300	-0.425	9/12	92.100 91.550	0.550	390	1450	-640
140	Long LCV6 Short LCJ7	Closed	6/22	87.875 88.300	-0.425	8/4	89.500 89.575	-0.075	140	810	-640
141	Long FCQ6 Short LCZ6	Closed	6/23	115.150 88.975	21985	7/11	113.650 89.150	21165	-820	410	-820
142	Long BOU6 Short SU6	Closed	6/23	25.05 593.50	-14645	7/28	26.61 584.00	-13234	1411	1411	-200
143	Long FCQ6 Short LCZ6	Closed	6/23	115.150 88.975	21985	8/21	116.375 90.875	21838	-148	480	-820
144	Long OU6 Short CZ6	Closed	6/26	194.50 249.00	-54.50	7/25	195.00 256.00	-61.00	-325	25	-1175
145	Long CK7 Short CZ6	Closed	6/26	269.50 249.00	20.50	9/27	275.25 253.75	21.50	50	200	-88
146	Long CN7 Short CU6	Closed	6/26	278.25 234.50	43.75	8/7	289.50 239.75	49.75	300	300	-112
147	Long EDM7 Short EDU6	Closed	6/27	94.395 94.340	0.055	9/15	94.775 94.607	0.168	281	712	-75
148	Long WZ6 Short CZ6	Closed	6/30	414.50 260.25	154.25	7/21	426.25 253.50	172.75	925	925	-700
149	Long FCQ6 Short LCQ6	Closed	7/3	116.375 86.350	23648	7/11	113.650 84.050	23205	-442	238	-442
150	Long SMZ6 Short BOZ6	Closed	7/3	182.70 27.27	1908	9/14	159.80 25.26	824	-1084		-1876
151	Long CTZ6 Short CTV6	Closed	7/5	53.46 51.25	2.21	9/1	53.90 52.06	1.84	-185		-220
152	Long WU6 Short CU6	Closed	7/7	398.25 251.00	147.25	7/21	407.25 237.25	170.00	1138	1138	-600
153	Long WU6 Short CU6	Closed	7/7	398.25 251.00	147.25	8/25	378.50 225.00	153.50	312	1138	-600
154	Long PBG7 Short LEV6	Closed	7/10	86.025 60.100	25.925	8/3	92.950 60.800	32.150	2490	3020
155	Long CLX6 Short CLJ7	Closed	7/10	75.89 76.90	-1.01	10/13	58.57 64.08	-5.51	-4500	380	-5170
156	Long WK7 Short WU6	Closed	7/12	458.50 414.50	44.00	8/18	411.00 364.50	46.50	125	312
157	Long WZ6 Short SX6	Closed	7/12	434.00 629.50	-195.50	7/28	408.00 598.00	-190.00	275	1162	-600
158	Long MWZ6 Short SX6	Closed	7/13	509.75 622.00	-112.25	7/21	512.25 598.50	-86.25	1300	1300
159	Long WU6 Short SU6	Closed	7/13	395.50 607.75	-212.25	7/28	388.50 584.00	-195.50	838	1750	-50
160	Long CU6 Short SU6	Closed	7/13	260.25 607.75	-347.50	7/31	239.00 585.50	-346.50	50	225	-312
161	Long KWH7 Short SH7	Closed	7/13	509.00 642.50	-133.50	8/8	493.50 599.00	-105.50	1400	1875
162	Long KWU6 Short SU6	Closed	7/14	495.50 610.75	-115.25	7/21	506.00 584.50	-78.50	1838	1838
163	Long SFU6 Short JYU6	Closed	7/14	81.63 86.90	-5.27	7/28	81.49 87.78	-6.29	-1275		-1275
164	Long LEQ6 Short LEV6	Closed	7/14	67.950 60.550	7.400	8/7	71.425 63.300	8.125	290	430	-240
165	Long CLV6 Short CLJ7	Closed	7/14	79.32 80.34	-1.02	9/15	63.33 67.89	-4.56	-3540		-3790
166	Long SMZ6 Short SX6	Closed	7/17	172.80 611.25	-13282	7/28	169.40 598.00	-12960	322	602
167	Long KWZ6 Short CZ6	Closed	7/17	505.00 268.00	237.00	9/29	496.00 262.50	233.50	-175	1550	-1038
168	Long SN7 Short SX6	Closed	7/17	647.75 611.25	36.50	10/3	588.25 542.50	45.75	462	488	-38
169	Long BOU6 Short SU6	Closed	7/17	27.03 597.25	-13644	8/7	26.31 567.25	-12576	1068	1068	-238
170	Buy SN6 Sell SX6	Unk	7/17	27.03 597.25	0.00	7/14	26.31 567.25	0.00	0
171	Long SK7 Short SU6	Closed	7/17	638.50 597.25	41.25	7/31	631.75 585.50	46.25	250	250	-25
172	Long KWZ6 Short MWZ6	Closed	7/17	505.00 507.75	-2.75	8/14	461.75 459.00	2.75	275	988
173	Long WZ6 Short MWZ6	Closed	7/19	412.75 499.50	-86.75	8/4	417.25 494.00	-76.75	500	1150
174	Buy HUX6 Sell HUG7	Unk	2/-28	412.75 499.50	499.50	2/-28	417.25 494.00	494.00	0
175	Long LCZ6 Short LCM7	Closed	7/24	86.875 83.100	3.775	10/13	87.925 86.050	1.875	-760	1070	-760
176	Buy HUZ6 Sell HUG7	Unk	2/-28	86.88 83.10	83.10	2/-28	87.92 86.05	86.05	0
177	Buy HUV6 Sell HUG7	Unk	2/-28	86.88 83.10	83.10	2/-28	87.92 86.05	86.05	0
178	Long HOZ6 Short CLZ6	Closed	7/24	220.00 77.12	15280	8/21	217.06 74.95	16215	935	2245	-95
179	Long HOZ6 Short HOK7	Closed	7/31	220.86 217.51	3.35	7/31	220.86 217.51	3.35	0
180	Long CLZ6 Short CLM7	Closed	8/7	79.67 80.90	-1.23	10/12	59.68 64.64	-4.96	-3730	250	-3730
181	Long GCZ6 Short SIZ6	Closed	8/7	659.5 1242.6	3820	10/18	592.6 1182.0	160	-3660	365	-5910
182	Long EDM7 Short EDZ6	Closed	8/7	94.760 94.550	0.210	11/13	94.885 94.620	0.265	138	575	-138
183	Long HOF7 Short HUF7	Closed	8/7	231.68 201.42	30.26	9/12	191.18 162.06	29.12	-479	3238	-882
184	Long SMZ6 Short BOZ6	Closed	8/7	164.60 26.94	296	10/13	179.70 24.93	3012	2716	2716	-264
185	Long HOX6 Short HOJ7	Closed	8/8	222.90 226.30	-3.40	9/15	177.17 189.32	-12.15	-3675	210	-4074
186	Long HOX6 Short CLX6	Closed	8/9	222.57 78.24	15239	9/8	190.78 67.38	12748	-2492	151	-2492
187	Long SH7 Short BOH7	Closed	8/14	592.50 26.36	13809	9/1	576.25 26.06	13176	-632		-667
188	Long SX6 Short CZ6	Closed	8/14	569.25 238.25	331.00	9/12	538.50 237.75	300.75	-1512		-1512
189	Long USZ6 Short FVZ6	Closed	8/14	108~06 104~030	4~030	11/16	112~10 105~035	7~065	3109	3594
190	Long CZ7 Short CZ6	Closed	8/16	288.75 238.00	50.75	9/20	289.50 249.00	40.50	-512	62	-512
191	Long TYZ6 Short FVZ6	Closed	8/16	106~225 104~205	2~020	11/13	108~050 105~150	2~220	625	688	-31
192	Long SFZ6 Short ADZ6	Closed	8/17	82.14 75.89	26785	9/29	80.60 74.44	26310	-475	490	-1462
193	Long FCF7 Short FCH7	Closed	8/17	112.450 108.650	3.800	11/10	95.700 94.775	0.925	-1437	225	-1437
194	Long SH7 Short 2 CH7	Closed	8/18	582.75 250.00	82.75	9/5	578.50 259.00	60.50	-1112	175	-1412
195	Long BPZ6 Short ADZ6	Closed	8/18	188.38 75.63	42108	9/29	187.30 74.44	42622	515	1927	-671
196	Long NGX6 Short NGV6	Closed	8/29	8.800 6.876	1.924	8/31	8.228 6.048	2.180	2560	2560
197	Long LCZ6 Short LCM7	Closed	8/29	92.425 86.725	5.700	11/10	85.700 85.975	-0.275	-2390	300	-2620
198	Long KCN7 Short KCZ6	Closed	8/29	115.55 107.30	8.25	11/21	125.50 115.40	10.10	694	694
199	Long SFZ6 Short CDZ6	Closed	8/31	82.15 90.84	11848	10/2	81.05 89.83	11483	-365	445	-1053
200	Long ADU6 Short CDU6	Closed	9/5	77.13 90.03	-12.90	9/8	75.35 89.28	-13.93	-1030		-1370
201	Long KWZ6 Short WZ6	Closed	9/5	483.50 422.00	61.50	11/24	521.00 500.00	21.00	-2025	512	-3100
202	Long GCZ6 Short 2 PLF7	Closed	9/7	624.9 1265.9	-64100	10/2	603.3 1159.2	-55590	8510	9730
203	Long MWZ6 Short SX6	Closed	9/11	459.25 544.50	-85.25	9/29	468.75 547.50	-78.75	325	325	-1212
204	Long SX7 Short SX6	Closed	9/11	605.50 544.50	61.00	10/20	658.00 606.50	51.50	-475	75	-488
205	Long WZ6 Short SX6	Closed	9/11	413.00 544.50	-131.50	10/20	505.00 606.50	-101.50	1500	5012	-1300
206	Long SFZ6 Short ADZ6	Closed	9/12	80.78 74.88	26095	9/25	81.52 75.23	26670	575	1078	-772
207	Long KWH7 Short SH7	Closed	9/18	474.00 577.00	-103.00	10/20	543.25 628.00	-84.75	912	3275
208	Long TYZ6 Short TUZ6	Closed	9/18	106~270 101~117	-96984	9/29	108~020 102~032	-96438	547	859
209	Long CZ6 Short SX6	Closed	9/18	247.75 553.00	-305.25	10/4	274.25 555.25	-281.00	1212	1388
210	Long WZ6 Short SX6	Closed	9/18	395.50 553.00	-157.50	10/20	505.00 606.50	-101.50	2800	6312
211	Long MWZ6 Short SX6	Closed	9/18	443.50 553.00	-109.50	9/29	468.75 547.50	-78.75	1538	1538
212	Long BPZ6 Short ADZ6	Closed	9/20	189.06 75.09	43073	9/29	187.30 74.44	42622	-450	962	-450
213	Long BPZ6 Short CDZ6	Closed	9/20	189.06 88.89	29272	9/29	187.30 89.67	27393	-1880	33	-2228
214	Long WZ6 Short SX6	Closed	9/21	421.50 558.00	-136.50	9/29	443.00 547.50	-104.50	1600	1600
215	Long WZ6 Short WN7	Closed	9/25	413.75 444.00	-30.25	10/20	505.00 466.00	39.00	3462	5862
216	Long SFZ6 Short JYZ6	Closed	9/25	81.52 86.88	-5.36	10/2	81.05 85.90	-4.85	638	638
217	Long SMF7 Short SF7	Closed	9/27	162.80 556.50	-11545	10/5	170.60 580.00	-11940	-395	43	-395
218	Long SMZ6 Short SMN7	Closed	10/2	163.50 171.50	-8.00	11/2	195.30 200.10	-4.80	320	320	-10
219	Long LCZ6 Short LEZ6	Closed	10/3	89.450 60.750	28.700	11/3	85.900 64.175	21.725	-2790	410	-2790
220	Long BPZ6 Short SFZ6	Closed	10/4	188.73 80.64	17156	11/13	190.15 80.62	18069	912	1588	-250
221	Long LCG7 Short LCQ7	Closed	10/5	91.350 85.600	5.750	11/7	88.925 84.475	4.450	-520	430	-690
222	Long JYZ6 Short BPZ6	Closed	10/6	84.93 187.28	-10887	10/19	85.32 187.91	-10794	94	394	-100
223	Long HUZ6 Short HOZ6	Closed	10/6	153.32 175.29	-21.97	11/3	150.69 167.75	-17.06	2062	2062	-2654
224	Long HUZ6 Short CLZ6	Closed	10/9	152.19 61.49	2430	10/24	152.95 59.35	4889	2459	2459	-455
225	Long NGX6 Short NGZ6	Closed	10/11	6.150 7.675	-1.525	10/26	7.497 8.067	-0.570	9550	9550	-1660
226	Long HUF7 Short HOF7	Closed	10/12	150.39 177.88	-27.49	10/31	146.73 172.55	-25.82	701	2877	-672
227	Long LEG7 Short LEZ6	Closed	10/16	63.225 60.800	2.425	11/7	67.600 64.625	2.975	220	330
228	Long BPZ6 Short JYZ6	Closed	10/17	187.14 84.78	10988	10/20	188.53 84.95	11644	656	656	-200
229	Long BPZ6 Short JYZ6	Closed	10/17	187.14 84.78	10988	12/12	196.96 85.61	16088	5100	5100	-200
230	Long USZ6 Short TYZ6	Closed	10/18	110~25 107~050	3~200	11/14	113~09 108~125	4~285	1266	1266	-266
231	Long USZ6 Short FVZ6	Closed	10/23	110~04 104~205	5~155	10/31	112~21 105~180	7~030	1609	1609
232	Long SH7 Short 2 CH7	Closed	10/31	654.50 334.75	-15.00	12/8	672.25 368.50	-64.75	-2488		-3350
233	Long USZ6 Short TUZ6	Closed	11/2	112~26 102~032	-91688	11/14	113~09 102~013	-90922	766	766	-625
234	Long ADZ6 Short JYZ6	Closed	11/3	76.92 85.25	-29643	12/1	78.85 86.87	-29738	-95	445	-748
235	Long ADZ6 Short CDZ6	Closed	11/6	77.09 88.67	-11.58	11/15	76.42 87.82	-11.40	180	280	-420
236	Long TYH7 Short FVH7	Closed	11/6	107~190 105~050	2~140	12/22	108~050 105~170	2~200	188	594
237	Long USH7 Short FVH7	Closed	11/6	111~22 105~050	6~170	12/22	112~06 105~170	6~210	125	1688
238	Long USH7 Short TYH7	Closed	11/6	111~22 107~190	4~030	12/27	111~29 107~275	4~015	-47	1094	-62
239	Long LEM7 Short LEG7	Closed	11/7	74.300 67.600	6.700	1/10	72.350 60.550	11.800	2040	2420	-70
240	Long ADZ6 Short JYZ6	Closed	11/10	76.63 85.44	-30170	11/28	78.30 86.36	-29650	520	828	-220
241	Long BPH7 Short JYH7	Closed	11/10	191.25 86.49	11419	1/5	193.08 85.11	14288	2869	5100	-938
242	Long WN7 Short WH7	Closed	11/17	470.00 494.00	-24.00	2/16	491.50 468.00	23.50	2375	2450	-162
243	Long NGH7 Short NGF7	Closed	11/22	8.049 8.099	-0.050	11/30	8.744 8.844	-0.100	-500		-910
244	Long USH7 Short FVH7	Closed	11/27	113~19 105~265	7~245	12/12	113~31 106~050	7~260	47	453	-266
245	Long USH7 Short TUH7	Closed	11/27	113~19 102~044	-91094	12/12	113~31 102~060	-90969	125	469	-297
246	Long NGJ7 Short NGK7	Closed	11/29	8.276 8.241	0.035	12/15	7.456 7.504	-0.048	-830		-830
247	Buy HUK7 Sell CLK7	Unk	2/-28	8.28 8.24	8.24	2/-28	7.46 7.50	7.50	0
248	Buy HUK7 Sell HOK7	Unk	2/-28	8.28 8.24	8.24	2/-28	7.46 7.50	7.50	0
249	Long LEJ7 Short LEG7	Closed	12/6	66.425 63.850	2.575	1/8	63.950 60.300	3.650	430	590
250	Long SFH7 Short JYH7	Closed	12/7	84.38 87.90	-3.52	12/28	82.40 84.95	-2.55	1213	1300
251	Long LEM7 Short LEJ7	Open	12/7	73.550 67.350	6.200	3/9	78.100 68.500	9.600	1360	1510
252	Buy HUF7 Sell HUK7	Unk	2/-28	73.55 67.35	67.35	2/-28	78.10 68.50	68.50	0
253	Buy HUF7 Sell HUK7	Unk	2/-28	73.55 67.35	67.35	2/-28	78.10 68.50	68.50	0
254	Long SX7 Short SK7	Closed	12/11	720.00 692.75	27.25	2/2	789.75 752.50	37.25	500	550
255	Long LCJ7 Short FCJ7	Open	12/11	90.925 99.500	-13380	3/5	96.550 101.650	-12205	1175	3850
256	Buy HUG7 Sell HUM7	Unk	2/-28	90.92 99.50	99.50	2/-28	96.55 101.65	101.65	0
257	Long CLH7 Short CLU7	Closed	12/11	63.29 66.37	-3.08	1/16	51.96 55.01	-3.05	30	460	-1510
258	Buy HUJ7 Sell CLJ7	Unk	2/-28	63.29 66.37	66.37	2/-28	51.96 55.01	55.01	0
259	Buy HUJ7 Sell HOJ7	Unk	2/-28	63.29 66.37	66.37	2/-28	51.96 55.01	55.01	0
260	Buy HUH7 Sell CLH7	Unk	2/-28	63.29 66.37	66.37	2/-28	51.96 55.01	55.01	0
261	Long CLG7 Short HOG7	Closed	12/12	61.99 176.55	-12161	1/12	52.99 150.36	-10161	2000	3987	-596
262	Long WN7 Short WK7	Open	12/18	484.00 494.75	-10.75	2/28	491.50 481.00	10.50	1062	1062	-338
263	Buy HUH7 Sell HOH7	Unk	2/-28	484.00 494.75	494.75	2/-28	491.50 481.00	481.00	0
264	Long TUH7 Short FVH7	Closed	12/20	102~032 105~205	98859	1/26	101~090 104~105	99078	219	219	-47
265	Long KWN7 Short KWH7	Closed	12/20	499.00 504.25	-5.25	2/8	495.00 483.75	11.25	825	938	-112
266	Long NGM7 Short NGH7	Closed	12/20	7.194 7.014	0.180	2/16	7.670 7.503	0.167	-130	1400	-1800
267	Long 2 PLJ7 Short GCG7	Closed	12/21	1134.3 621.6	51270	1/17	1154.6 633.3	52130	860	3070	-2490
268	Long NGM7 Short NGG7	Closed	12/21	7.261 6.980	0.281	1/23	7.562 7.597	-0.035	-3160	2330	-3160
269	Long CLH7 Short HOH7	Closed	12/21	63.78 177.35	-10707	1/31	58.14 168.38	-12580	-1873	2288	-1873
270	Long CLJ7 Short HOJ7	Closed	12/21	64.65 178.45	-10299	2/16	59.86 166.65	-10133	166	1731	-1490
271	Long NGK7 Short NGJ7	Open	12/21	7.161 7.096	0.065	3/12	7.598 7.533	0.065	0	450	-450
272	Long WN7 Short WH7	Closed	12/22	503.75 514.00	-10.25	2/12	478.75 455.75	23.00	1662	1688	-100
273	Long WN7 Short WK7	Open	12/26	504.50 522.00	-17.50	2/28	491.50 481.00	10.50	1400	1400
274	Long 2 CH7 Short SH7	Closed	12/26	388.00 686.50	89.50	2/9	406.25 749.25	63.25	-1312	938	-2300
275	Long WN7 Short SN7	Closed	12/26	504.50 711.00	-206.50	2/2	483.25 765.50	-282.25	-3788		-3788
276	Long KWN7 Short SN7	Closed	12/26	512.75 711.00	-198.25	2/8	495.00 773.50	-278.50	-4012		-4138
277	Long 2 PLJ7 Short GCJ7	Closed	12/28	1124.7 643.2	48150	2/16	1210.4 672.8	53760	5610	6420
278	Long LCJ7 Short LCQ7	Open	12/27	93.625 88.475	5.150	3/5	96.550 89.975	6.575	570	760	-60
279	Long CDH7 Short JYH7	Closed	12/28	86.36 84.95	-19827	1/9	85.21 84.56	-20490	-663		-1185
280	Long TUH7 Short TYH7	Closed	12/29	102~001 107~150	96547	1/9	102~006 107~260	96281	-266		-266
281	Long 2 PLJ7 Short GCJ7	Open	1/3	1133.0 636.0	49700	3/16	1210.4 672.8	53760	4060	4870
282	Long LEN7 Short LEZ7	Open	1/3	70.500 61.750	8.750	3/13	77.825 67.775	10.050	520	1150	-180
2006 YTD Total									119729.45
Open+Closed Equity Total									119729.45

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.