MRCI's Wheat(KCBT) Seasonal Spread Update

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

HELPFUL HINTS......
1. CLICK the 4 digit strategy number to see detailed analysis including daily, weekly and monthly charts.
2. CLICK the individual market position under the Spread column to view an interactive daily chart for that contract.
3. CLICK the last price value each contract for a daily chart with volume for that contract.
4. MRCI neither receives nor provides GLOBEX/electronic Live Cattle(CME) prices. The symbol LE refers to Lean Hogs(CME).

Wheat(KCBT) Seasonal Spread Update - as of February 3, 2012
	Sprd	Status	Entry Date	Entry Prices	Entry Spread	Exit Date	Last Prices	Last Spread	Last Equity	Best Equity	Worst Equity	Win Pct	Win Yrs	Tot Yrs	Hist Avg
0001	Long SN1 Short KWN1	Closed	5/23	1373.75 931.00	442.75	6/17	1333.00 804.50	528.50	4288	5488	-300	80	12	15	1348
0002	Long SN1 Short KWN1	Closed	5/27	1379.75 943.00	436.75	6/7	1394.00 874.50	519.50	4138	4138		93	14	15	888
0003	Long OU1 Short KWU1	Closed	5/31	395.50 927.50	-532.00	7/7	345.00 724.00	-379.00	7650	8288	-725	87	13	15	888
0004	Long KWU1 Short CU1	Closed	6/3	933.50 731.00	202.50	8/30	867.50 763.50	104.00	-4925		-7162	80	12	15	1763
0005	Long MWN1 Short KWN1	Closed	6/8	1021.50 885.00	136.50	6/27	805.75 728.50	77.25	-2962	650	-2962	93	14	15	775
0006	Long KWK2 Short KWU1	Closed	6/14	901.50 858.75	42.75	7/15	810.00 764.50	45.50	138	488	-262	87	13	15	375
0007	Long MWN1 Short KWN1	Closed	6/16	900.25 798.00	102.25	6/23	844.00 760.00	84.00	-912		-912	87	13	15	534
0008	Long KWZ1 Short CZ1	Closed	6/20	843.75 660.50	183.25	7/25	796.25 674.50	121.75	-3075		-4075	87	13	15	1240
0009	Long KWH2 Short CH2	Closed	6/30	749.75 632.75	117.00	7/22	816.75 698.25	118.50	75	1750	-575	87	13	15	1175
0010	Long KWZ1 Short CZ1	Closed	7/11	738.25 632.75	105.50	7/22	804.25 685.50	118.75	662	1688	-188	87	13	15	928
0011	Long KWZ1 Short SX1	Closed	7/12	759.75 1358.25	-598.50	7/28	809.50 1371.50	-562.00	1825	1825	-162	93	14	15	1582
0012	Long KWU1 Short SU1	Closed	7/12	733.00 1355.00	-622.00	8/5	780.25 1328.00	-547.75	3712	3712		87	13	15	2138
0013	Long KWU1 Short CU1	Closed	7/14	765.25 690.75	74.50	7/22	780.00 690.00	90.00	775	1575	-562	87	13	15	908
0014	Long 2 KWU1 Short SU1	Closed	7/14	765.25 1379.75	150.75	7/22	780.00 1381.00	179.00	1412	2912	-550	87	13	15	1582
0015	Long KWZ1 Short MWZ1	Closed	7/18	784.50 823.50	-39.00	8/19	842.75 920.75	-78.00	-1950	862	-1950	93	14	15	417
0016	Long KWZ1 Short KWN2	Closed	7/26	806.50 825.50	-19.00	10/21	723.00 751.00	-28.00	-450	800	-812	80	12	15	739
0017	Long KWZ1 Short WZ1	Closed	8/9	786.75 703.75	83.00	10/31	725.00 628.25	96.75	688	1400	-700	80	12	15	544
0018	Long SK2 Short KWK2	Closed	8/22	1393.50 860.50	533.00	9/2	1454.75 891.75	563.00	1500	1500	-700	80	12	15	693
0019	Long MWZ1 Short KWZ1	Closed	8/24	912.50 859.00	53.50	11/11	934.25 704.00	230.25	8838	9750	-675	87	13	15	506
0020	Long KWZ1 Short WZ1	Closed	9/6	865.50 760.00	105.50	9/16	784.00 688.25	95.75	-488	125	-900	93	14	15	314
0021	Long OZ1 Short KWZ1	Closed	9/12	345.00 826.00	-481.00	11/2	334.50 713.00	-378.50	5125	6088		80	12	15	1002
0022	Long KWZ1 Short CZ1	Closed	9/15	795.25 701.00	94.25	9/28	726.75 630.75	96.00	88	325	-1162	87	13	15	364
0023	Long KWZ1 Short SX1	Closed	9/15	795.25 1358.75	-563.50	9/30	704.00 1179.00	-475.00	4425	4425	-475	87	13	15	808
0024	Long MWZ1 Short KWZ1	Closed	9/16	856.25 784.00	72.25	10/6	895.00 697.75	197.25	6250	6250		93	14	15	314
0025	Long KWH2 Short SH2	Closed	9/20	779.75 1356.25	-576.50	9/28	741.50 1243.75	-502.25	3712	3712		87	13	15	488
0026	Long CZ1 Short KWZ1	Closed	9/30	592.50 704.00	-111.50	10/7	600.00 684.50	-84.50	1350	1350		87	13	15	393
0027	Long SH2 Short 2 KWH2	Closed	9/30	1198.25 718.75	-239.25	11/23	1131.50 659.50	-187.50	2588	3900	-2125	87	13	15	2916
0028	Long CH2 Short KWH2	Closed	10/3	606.00 717.50	-111.50	12/16	583.00 639.50	-56.50	2750	3188		87	13	15	917
0029	Long SH2 Short 2 KWH2	Stopped	10/3	1198.00 717.50	-237.00	10/5	1185.25 715.25	-245.25	-412	738	-412	93	14	15	2401
0030	Long SH2 Short KWH2	Closed	10/4	1181.25 701.75	479.50	12/23	1172.50 675.00	497.50	900	4138	-1225	87	13	15	2815
0031	Long SK2 Short 2 KWK2	Closed	10/5	1193.75 723.50	-253.25	12/2	1156.25 689.00	-221.75	1575	3838	-1788	100	15	15	1741
0032	Long SH2 Short KWH2	Closed	10/13	1274.00 718.25	555.75	11/18	1178.25 679.25	499.00	-2838	325	-4475	93	14	15	1439
0033	Long SH2 Short KWH2	Closed	10/24	1244.75 748.25	496.50	11/17	1178.50 677.25	501.25	238	275	-1512	93	14	15	1482
0034	Long SK2 Short 2 KWK2	Closed	10/24	1251.75 755.75	-259.75	11/23	1140.25 666.75	-193.25	3325	3788	-1462	93	14	15	1886
0035	Long SK2 Short KWK2	Closed	10/24	1251.75 755.75	496.00	1/9	1242.00 706.75	535.25	1962	1962	-1962	93	14	15	2234
0036	Long KWN2 Short KWK2	Closed	10/24	762.75 755.75	7.00	2/3	729.50 721.25	8.25	62	150	-25	93	14	15	883
0037	Long KWN2 Short KWH2	Closed	10/31	758.00 741.50	16.50	1/31	731.50 715.50	16.00	-25	125	-138	87	13	15	1056
0038	Long KWU2 Short KWH2	Closed	11/7	769.00 735.50	33.50	2/3	740.75 712.75	28.00	-275	25	-350	93	14	15	925
0039	Long SN2 Short 2 KWN2	Closed	11/8	1234.25 766.25	-298.25	11/18	1197.00 693.50	-190.00	5412	5412		93	14	15	868
0040	Long KWU2 Short KWK2	Closed	11/22	698.75 678.00	20.75	1/10	727.75 706.25	21.50	38	125	-38	100	15	15	456
0041	Long KWN2 Short KWH2	Closed	11/23	673.25 659.50	13.75	1/31	731.50 715.50	16.00	112	262		93	14	15	776
0042	Long KWH2 Short WH2	Open	11/23	659.50 594.25	65.25	2/22	712.75 660.75	52.00	-662	150	-912	87	13	15	788
0043	Long MWH2 Short KWH2	Closed	11/29	833.50 670.00	163.50	12/13	830.00 656.00	174.00	525	525	-375	93	14	15	397
0044	Long KWN2 Short KWH2	Closed	12/6	692.75 676.00	16.75	1/18	671.75 653.00	18.75	100	112	-88	93	14	15	606
0045	Long CN2 Short KWN2	Closed	12/7	606.75 678.00	-71.25	12/13	609.25 672.50	-63.25	400	575		87	13	15	437
0046	Long KWU2 Short KWH2	Closed	12/9	691.50 661.50	30.00	1/30	726.00 697.50	28.50	-75	200	-125	93	14	15	707
0047	Long KWN2 Short ON2	Open	12/12	668.50 312.00	356.50	2/10	729.50 308.00	421.50	3250	3938	-675	87	13	15	1766
0048	Long KWH2 Short WH2	Open	12/12	652.25 594.25	58.00	2/24	712.75 660.75	52.00	-300	512	-500	93	14	15	601
0049	Long KWN2 Short KWK2	Closed	12/19	674.50 667.00	7.50	1/25	714.25 705.75	8.50	50	125	-38	87	13	15	676
0050	Long KWN2 Short MWN2	Closed	12/19	674.50 796.00	-121.50	1/13	688.75 777.75	-89.00	1625	2075	-112	93	14	15	446
0051	Long KWN2 Short ON2	Closed	12/19	674.50 313.50	361.00	1/18	671.75 285.00	386.75	1288	3275		87	13	15	958
0052	Long KWZ2 Short KWK2	Open	12/19	710.00 667.00	43.00	3/29	758.75 721.25	37.50	-275	238	-388	87	13	15	1038
0053	Long KWN2 Short KWH2	Closed	12/27	712.25 695.75	16.50	1/18	671.75 653.00	18.75	112	125	-75	87	13	15	538
0054	Long KWN2 Short CN2	Closed	12/28	715.25 656.00	59.25	1/4	729.75 673.00	56.75	-125	575	-212	87	13	15	300
0055	Long KWN2 Short ON2	Closed	1/4	729.75 303.25	426.50	1/17	692.00 290.50	401.50	-1250		-1275	87	13	15	495
0056	Long KWK2 Short WK2	Closed	1/6	688.50 643.75	44.75	2/2	726.00 678.00	48.00	162	525	-75	100	15	15	413
0057	Long KWU2 Short KWH2	Closed	1/6	709.75 680.00	29.75	2/3	740.75 712.75	28.00	-88	212	-162	93	14	15	336
0058	Long KWH2 Short WH2	Open	1/9	698.00 641.75	56.25	2/27	712.75 660.75	52.00	-212	600	-400	93	14	15	719
0059	Long KWH2 Short WH2	Closed	1/9	698.00 641.75	56.25	1/27	700.00 647.25	52.75	-175	600	-200	100	15	15	472
0060	Long KWK2 Short WK2	Open	1/9	706.75 660.75	46.00	4/23	721.25 674.00	47.25	62	462	-138	93	14	15	986
0061	Long KWN2 Short SN2	Closed	1/13	688.75 1177.75	-489.00	1/27	716.25 1238.25	-522.00	-1650		-2650	80	12	15	732
0062	Long CK2 Short KWK2	Open	1/13	606.50 679.25	-72.75	3/30	650.75 721.25	-70.50	112	900	-488	87	13	15	1046
0063	Long MWH2 Short KWH2	Open	1/17	808.50 673.00	135.50	2/10	838.50 712.75	125.75	-488	612	-1162	80	12	15	1055
0064	Long MWH2 Short KWH2	Closed	1/17	808.50 673.00	135.50	1/31	827.75 715.50	112.25	-1162	612	-1162	87	13	15	912
0065	Long SN2 Short KWN2	Open	2/1	1232.75 738.25	494.50	5/3	1250.25 729.50	520.75	1312	1312		80	12	15	2273
0066	Buy CK2 Sell KWK2		2/10			2/17						93	14	15	579
0067	Buy OK2 Sell KWK2		2/10			3/30						87	13	15	1079
0068	Buy KWZ2 Sell KWK2		2/13			3/30						100	15	15	418
0069	Buy SK2 Sell KWK2		2/27			3/27						100	15	15	1535
0070	Buy SN2 Sell KWN2		2/27			4/9						87	13	15	1410
0071	Buy SK2 Sell 2 KWK2		2/27			3/30						93	14	15	3236
0072	Buy KWU2 Sell KWK2		3/7			4/9						100	15	15	342
0073	Buy SK2 Sell 2 KWK2		3/12			3/23						100	15	15	2301
0074	Buy CK2 Sell KWK2		3/14			3/23						87	13	15	690
0075	Buy SN2 Sell KWN2		3/19			3/27						93	14	15	912
0076	Buy KWN2 Sell WN2		3/28			4/12						93	14	15	423
0077	Buy KWK2 Sell WK2		3/28			4/18						93	14	15	565
0078	Buy KWN2 Sell WN2		3/28			5/22						87	13	15	677
0079	Buy KWK2 Sell WK2		3/29			4/6						100	15	15	330
0080	Buy KWN2 Sell ON2		4/2			5/10						80	12	15	818
0081	Buy KWK2 Sell MWK2		4/5			4/20						87	13	15	559
0082	Buy KWK2 Sell CK2		4/9			4/20						80	12	15	638
0083	Buy MWN2 Sell KWN2		4/19			6/27						93	14	15	1272
0084	Buy CN2 Sell KWN2		4/20			4/27						87	13	15	537
Equity Total									59837.50

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.

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