Futures Trading
| Date | -/+ | Future | Open | Close | P/L | Commision | P/L | Total P/L |
| 1/12/2012 | - | /ES | 1293 | 1292 | 50 | 7.00 | 43 | 43.00 |
| 1/12/2012 | + | /ES | 1282 | 1281.25 | -37.50 | 7.00 | -44.50 | -1.50 |
| 1/17/2012 | - | /ES | 1300 | 1298.25 | +87.50 | 7.00 | +81.50 | +81.00 |
| 1/18/2012 | + | /ES | 1287.25 | 1288.00 | +.75 | 7.00 | +30.50 | +111.50 |
| 1/18/2012 | + | /ES | 1297.50 | 1297.25 | -.25 | 7.00 | -19.50 | +92.00 |
| 1/18/2012 | - | /ES | 1297.50 | 1295.50 | +2 | 7.00 | +93.00 | +185.00 |
| 1/19/2012 | - | /ES | 1307.50 | 1307.25 | +.25 | 7.00 | +5.50 | +190.50 |
| 1/19/2012 | - | /ES | 1309.00 | 1307.00 | +2 | 7.00 | +93.00 | +283.50 |
| 1/20/2012 | - | /ES | 1308.50 | 1307.50 | +.5 | 7.00 | +50.00 | +326.50 |
| 1/20/2012 | - | /ES | 1309.00 | 1307.00 | +2 | 7.00 | +100 | +423.50 |
| 1/23/2012 | - | /ES | 1306.50 | 1307.00 | -.5 | 7.00 | -25 | +391.50 |
| 1/23/2012 | - | /ES | 1313.50 | 1312.25 | +.75 | 7.00 | +62.50 | +447.00 |
| 1/23/2012 | - | /ES | 1314.25 | 1317.00 | -2.75 | 7.00 | -137.50 | +309.50 |
| 1/23/2012 | - | /ES | 1317.00 | 1315.00 | +2 | 7.00 | +100 | 402.50 |
| 1/23/2012 | + | /ES | 1314.00 | 1312.00 | -2 | 7.00 | -100 | +295.50 |
| 1/23/2012 | - | /ES | 1310.00 | 1311.00 | -1 | 7.00 | -50 | +238.50 |
| 1/24/2012 | - | /ES | 1306.25 | 1308.00 | -1.75 | 7.00 | -87.50 | +144.00 |
| 1/24/2012 | - | /ES | 1307.50 | 1310.25 | -2.75 | 7.00 | -137.50 | -50.00 |
| 1/25/2012 | - | /ES | 1308.00 | 1308.75 | -.75 | 7.00 | -37.50 | -94.50 |
| 1/25/2012 | + | /ES | 1308.25 | 1308.00 | -.25 | 7.00 | -12.50 | -114.00 |
| 1/25/2012 | - | /ES | 1308 | 1308.50 | -.5 | 7.00 | -25.00 | -146.00 |
| 1/25/2012 | + | /ES | 1308.50 | 1315.25 | +6.75 | 7.00 | +337.50 | +184.50 |
| 1/25/2012 | + | /ES | 1316.00 | 1317.00 | +1.00 | 7.00 | +50.00 | +227.50 |
| 1/26/2012 | - | /ES | 1317.25 | 1317.50 | -.25 | 7.00 | -12.50 | +208.00 |
| 1/26/2012 | - | /ES | 1326.75 | 1329.25 | -2.5 | 7.00 | -125.00 | +76.00 |
| 1/26/2012 | + | /ES | 1326.25 | 1324.50 | -1.75 | 7.00 | -87.50 | -18.50 |
| 1/26/2012 | - | /ES | 1320.25 | 1320.25 | 0 | 7.00 | 0 | -25.50 |
| 1/26/2012 | + | 1321.25 | 1318.75 | -2.5 | 7.00 | -125 | -157.50 | |
| 1/26/2012 | - | 1318.75 | 1318.25 | +.5 | 7 | 25.00 | -139.50 | |
| 1/26/2012 | - | 1311.25 | 1312.75 | -1.5 | 7 | -75.00 | -221.50 | |
| 1/30/2012 | + | 1303.00 | 1303.75 | +.75 | 7 | +37.50 | -191.00 | |
| 1/30/2012 | + | 1300.00 | 1301.00 | +1 | 7 | +50.00 | -148.00 | |
| 1/30/2012 | - | 1301.75 | 1301.00 | +.75 | 7 | +37.50 | -117.50 | |
| 1/29/2012 | - | 1305.25 | 1304.25 | +1 | 7 | +50.00 | -74.50 | |
| 1/30/2012 | + | 1298.25 | 1298.50 | +.25 | 7 | +12.50 | -69.00 | |
| 1/30/2012 | + | 1298.00 | 1300.00 | +2 | 7 | +100.00 | +24.00 | |
| + | 1311.75 | 1310.75 | -1 | 7 | -50.00 | -33.00 | ||
| 1/31/2012 | - | 1315.75 | 1315.25 | +.5 | 7 | +25.00 | -15.00 | |
| + | 1314.75 | 1315.25 | +.5 | 7 | +25.00 | +3.00 | ||
| - | 1315.00 | 1315.25 | +.25 | 7 | +12.50 | +8.50 | ||
| - | 1315.25 | 1314.25 | +1 | 7 | +50.00 | +51.50 | ||
| + | 1313.75 | 1314.75 | +1 | 7 | +50.00 | +94.50 | ||
| - | 1315.00 | 1315.75 | -.75 | 7 | -37.50 | +50 | ||
| - | 1317.00 | 1313.75 | +3.25 | 7 | +162.50 | +205.50 | ||
| + | 1307.50 | 1309.50 | +2 | 7 | +100.00 | +298.50 | ||
| - | 1310.00 | 1309.50 | +.5 | 7 | +25.00 | +316.50 | ||
| + | 1306.75 | 1307.25 | +.5 | 7 | +25.00 | +334.50 | ||
| + | 1304.75 | 1305.25 | +.5 | 7 | +25.00 | +352.50 | ||
| - | 1304.00 | 1305.25 | -1.25 | 7 | -62.50 | +284.00 | ||
| 2/1/2012 | - | 1317.00 | 1316.00 | +1 | 7 | -50 | +227.00 | |
| - | 1317.00 | 1317.00 | 0 | 7 | 0 | +234.00 | ||
| - | 1317.75 | 1320.50 | -2.75 | 7 | -137.50 | +89.50 | ||
| + | 1318.00 | 1318.00 | 0 | 7 | 0 | +82.50 | ||
| - | 1318.75 | 1322.75 | -4 | 7 | -200.00 | -124.50 | ||
| + | 1321.75 | 1322.00 | +.25 | 7 | +12.50 | -119.00 | ||
| - | 1325.25 | 1324.25 | +1 | 7 | +50.00 | -76.00 | ||
| - | 1324.25 | 1325.25 | -1 | 7 | -50.00 | -133.00 | ||
| + | 1321.75 | 1323.75 | +2 | 7 | +100.00 | -40.00 | ||
| 2/2/2012 | - | 1319.50 | 1319.50 | +0 | 7 | 0 | -47.00 | |
| - | 1319.50 | 1319.50 | 0 | 7 | 0 | -54.00 | ||
| - | 1320.00 | 1321.75 | -1.75 | 7 | -87.50 | -148.50 | ||
| - | 1318.50 | 1318.75 | -.25 | 7 | -12.50 | -168.00 | ||
| 1318.25 | 1318.25 | 0 | 7 | 0 | -175.00 | |||
| 1318.75 | 1320.75 | +2 | 7 | +100 | -82.00 | |||
