HOUSE_OVERSIGHT_029469.tif

Theme/Trade Trade Expression Entry Date Expiry Entry Level Current Level Hit Ratio Buy Dec18 Eurodollar Futures (EDZ8) vs Sell Dec19 Eurodollar Futures (EDZ9) 07/02/2018 97.63/97 .31 97,.455/97.125 v Buy Deci9 Short Sterling futures (L Z9} gae5 Saks Futures (EDH8) vs Sell vs Sell Dec18 Short 07/02/2018 98.76/99.09 — 98.67/98.98 Va Sterling Futures (L 28) Long SPX Mar18 3640/2606 put presd 28/02/2018 16/03/2018 10 0.00 Long EURGBP 3m ° 5 0.91/0.94 call spread 02/03/2018 0.62% 0.45% MEGA Closed Trades (Hit Ratio Closed Trades = 77%) Theme/Trade Trade Expression Entry Date Close Date EntryLevel CloseLevel Hit Ratio i 7550/7700 call spread oO sh hike de for 42 offer (7476 ref) 02/11/2017 11/01/2018 42 100 ” a . ENE co (rolled from Dec, 7460 i. | Long SX7E Feb18 140 o 0 - — — bot, calls (rolled from Jan, 24/10/2017 25/01/2018 0.9 3.3 ve PR << 134 fut ref) | cetale on the low side with ust _ Buy Maris Eurodollar 41/01/2018 07/02/2018 98.18/97.535 98.12/97.31 v SOK PHTRSS eS SER EES eRe — RES ame eae s HOUSE_OVERSIGHT_029469