******************************************************************************** Trades report produced on 16/10/2023 21:38 from 15/10/2023 21:38 to 16/10/2023 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 7772 BOBL caleb_strategy_v3 [20231200] 2023-10-16 07:00:03 [-1] 116.0300 7773 BUXL caleb_strategy_v3 [20231200] 2023-10-16 07:00:04 [1] 123.4600 7791 CAD caleb_strategy_v3 [20231200] 2023-10-16 14:00:10 [-1] 0.7347 7777 COFFEE caleb_strategy_v3 [20240300] 2023-10-16 13:00:01 [1] 153.7500 7779 CRUDE_W caleb_strategy_v3 [20241200] 2023-10-16 13:00:03 [-1] 78.1500 7776 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-10-16 08:01:18 [-1] 97.0100 7775 EUROSTX caleb_strategy_v3 [20231200] 2023-10-16 07:00:07 [-1] 4170.0000 7780 GAS_US_mini caleb_strategy_v3 [20231200] 2023-10-16 13:00:04 [1] 3.5000 7794 GBP caleb_strategy_v3 [20231200] 2023-10-16 14:00:42 [1] 1.2167 7784 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:14 [1] 1931.1000 7787 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:21 [1] 1931.1000 7782 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:09 [1] 1931.2000 7781 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:07 [1] 1931.3000 7783 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:11 [1] 1930.9000 7785 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:16 [1] 1931.2000 7788 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:23 [1] 1931.1000 7789 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:25 [1] 1931.1000 7778 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:02 [1] 1931.2000 7786 GOLD_micro caleb_strategy_v3 [20231200] 2023-10-16 13:00:18 [1] 1931.1000 7769 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-10-16 02:01:08 [1] 145.4700 7795 NASDAQ_micro caleb_strategy_v3 [20231200] 2023-10-16 14:00:42 [-1] 15232.2500 7771 NIKKEI caleb_strategy_v3 [20231200] 2023-10-16 02:01:14 [-1] 31720.0000 7770 NIKKEI caleb_strategy_v3 [20231200] 2023-10-16 02:01:09 [-1] 31725.0000 7768 NIKKEI caleb_strategy_v3 [20231200] 2023-10-16 02:00:40 [-1] 31730.0000 7774 OAT caleb_strategy_v3 [20231200] 2023-10-16 07:00:05 [1] 123.5600 7792 RUSSELL caleb_strategy_v3 [20231200] 2023-10-16 14:00:10 [-1] 1746.0000 7796 RUSSELL caleb_strategy_v3 [20231200] 2023-10-16 14:00:45 [-1] 1744.0000 7797 RUSSELL caleb_strategy_v3 [20231200] 2023-10-16 14:00:48 [-1] 1744.0000 7798 RUSSELL caleb_strategy_v3 [20231200] 2023-10-16 14:00:50 [-1] 1744.2000 7799 RUSSELL caleb_strategy_v3 [20231200] 2023-10-16 14:00:52 [-1] 1744.2000 7790 US30 caleb_strategy_v3 [20231200] 2023-10-16 14:00:06 [-1] 115.3750 7793 VIX caleb_strategy_v3 [20231200] 2023-10-16 14:00:41 [1] 19.0000 ======================================================================================================================================================== Delays ======================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 7769 JGB-SGX-mini caleb_strategy_v3 2023-10-13 2023-10-16 03:00:51.923 2023-10-16 02:01:08 270052 NaN 7768 NIKKEI caleb_strategy_v3 2023-10-13 2023-10-16 03:00:19.100 2023-10-16 02:00:40 270019 NaN 7770 NIKKEI caleb_strategy_v3 2023-10-13 2023-10-16 03:01:09.492 2023-10-16 02:01:09 270069 NaN 7771 NIKKEI caleb_strategy_v3 2023-10-13 2023-10-16 03:01:12.231 2023-10-16 02:01:14 270072 NaN 7772 BOBL caleb_strategy_v3 2023-10-13 2023-10-16 08:00:02.522 2023-10-16 07:00:03 288003 NaN 7773 BUXL caleb_strategy_v3 2023-10-13 2023-10-16 08:00:03.882 2023-10-16 07:00:04 288004 NaN 7774 OAT caleb_strategy_v3 2023-10-13 2023-10-16 08:00:05.335 2023-10-16 07:00:05 288005 NaN 7775 EUROSTX caleb_strategy_v3 2023-10-13 2023-10-16 08:00:06.743 2023-10-16 07:00:07 288007 NaN 7776 EURIBOR-ICE caleb_strategy_v3 2023-10-13 2023-10-16 09:00:03.628 2023-10-16 08:01:18 291604 NaN 7777 COFFEE caleb_strategy_v3 2023-10-13 2023-10-16 14:00:01.147 2023-10-16 13:00:01 309601 NaN 7779 CRUDE_W caleb_strategy_v3 2023-10-13 2023-10-16 14:00:03.498 2023-10-16 13:00:03 309603 NaN 7780 GAS_US_mini caleb_strategy_v3 2023-10-13 2023-10-16 14:00:04.527 2023-10-16 13:00:04 309605 NaN 7778 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:02.610 2023-10-16 13:00:02 309603 NaN 7781 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:06.930 2023-10-16 13:00:07 309607 NaN 7782 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:09.426 2023-10-16 13:00:09 309609 NaN 7783 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:11.622 2023-10-16 13:00:11 309612 NaN 7784 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:13.957 2023-10-16 13:00:14 309614 NaN 7785 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:16.318 2023-10-16 13:00:16 309616 NaN 7786 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:18.508 2023-10-16 13:00:18 309619 NaN 7787 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:20.850 2023-10-16 13:00:21 309621 NaN 7788 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:23.101 2023-10-16 13:00:23 309623 NaN 7789 GOLD_micro caleb_strategy_v3 2023-10-13 2023-10-16 14:00:25.540 2023-10-16 13:00:25 309626 NaN 7790 US30 caleb_strategy_v3 2023-10-13 2023-10-16 15:00:02.263 2023-10-16 14:00:06 313202 NaN 7791 CAD caleb_strategy_v3 2023-10-13 2023-10-16 15:00:07.129 2023-10-16 14:00:10 313207 NaN 7793 VIX caleb_strategy_v3 2023-10-13 2023-10-16 15:00:11.878 2023-10-16 14:00:41 313212 NaN 7794 GBP caleb_strategy_v3 2023-10-13 2023-10-16 15:00:41.940 2023-10-16 14:00:42 313242 NaN 7795 NASDAQ_micro caleb_strategy_v3 2023-10-13 2023-10-16 15:00:42.695 2023-10-16 14:00:42 313243 NaN 7792 RUSSELL caleb_strategy_v3 2023-10-13 2023-10-16 15:00:10.711 2023-10-16 14:00:10 313211 NaN 7796 RUSSELL caleb_strategy_v3 2023-10-13 2023-10-16 15:00:45.517 2023-10-16 14:00:45 313246 NaN 7797 RUSSELL caleb_strategy_v3 2023-10-13 2023-10-16 15:00:48.007 2023-10-16 14:00:48 313248 NaN 7798 RUSSELL caleb_strategy_v3 2023-10-13 2023-10-16 15:00:50.172 2023-10-16 14:00:50 313250 NaN 7799 RUSSELL caleb_strategy_v3 2023-10-13 2023-10-16 15:00:52.579 2023-10-16 14:00:52 313253 NaN =============================================================================================================================================================================================================================== Slippage (ticks per lot) =============================================================================================================================================================================================================================== instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 7769 JGB-SGX-mini caleb_strategy_v3 [1] 145.57 None 145.42 145.44 145.4 145.4 145.47 0.15 -0.02 -0.03 -0.07 NaN -0.05 7768 NIKKEI caleb_strategy_v3 [-1] 31920 None 31727.5 31725 31730 31730 31730 -192.5 -2.5 5 -0 NaN 2.5 7770 NIKKEI caleb_strategy_v3 [-1] 31920 None 31732.5 31730 31735 31735 31725 -187.5 -2.5 -5 -10 NaN -7.5 7771 NIKKEI caleb_strategy_v3 [-1] 31920 None 31727.5 31725 31730 31730 31720 -192.5 -2.5 -5 -10 NaN -7.5 7772 BOBL caleb_strategy_v3 [-1] 116.21 None 116.025 116.02 116.03 116.03 116.03 -0.185 -0.005 0.01 -0 NaN 0.005 7773 BUXL caleb_strategy_v3 [1] 124.62 None 123.43 123.44 123.42 123.42 123.46 1.19 -0.01 -0.02 -0.04 NaN -0.03 7774 OAT caleb_strategy_v3 [1] 123.86 None 123.565 123.57 123.56 123.56 123.56 0.295 -0.005 0.01 0 NaN 0.005 7775 EUROSTX caleb_strategy_v3 [-1] 4149 None 4171.5 4171 4172 4172 4170 22.5 -0.5 -1 -2 NaN -1.5 7776 EURIBOR-ICE caleb_strategy_v3 [-1] 97.04 None 97.0175 97.015 97.02 97.02 97.01 -0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 7777 COFFEE caleb_strategy_v3 [1] 155.2 None 153.7 153.75 153.65 153.65 153.75 1.5 -0.05 0 -0.1 NaN -0.05 7779 CRUDE_W caleb_strategy_v3 [-1] 77.78 None 78.17 78.16 78.18 78.18 78.15 0.39 -0.01 -0.01 -0.03 NaN -0.02 7780 GAS_US_mini caleb_strategy_v3 [1] 3.57 None 3.4975 3.5 3.495 3.495 3.5 0.0725 -0.0025 0 -0.005 NaN -0.0025 7778 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.25 1931.3 1931.2 1931.2 1931.2 10.45 -0.05 0.1 0 NaN 0.05 7781 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.15 1931.2 1931.1 1931.1 1931.3 10.55 -0.05 -0.1 -0.2 NaN -0.15 7782 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.25 1931.3 1931.2 1931.2 1931.2 10.45 -0.05 0.1 0 NaN 0.05 7783 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.2 1931.3 1931.1 1931.1 1930.9 10.5 -0.1 0.4 0.2 NaN 0.3 7784 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1930.8 1930.9 1930.7 1930.7 1931.1 10.9 -0.1 -0.2 -0.4 NaN -0.3 7785 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.05 1931.1 1931 1931 1931.2 10.65 -0.05 -0.1 -0.2 NaN -0.15 7786 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.15 1931.2 1931.1 1931.1 1931.1 10.55 -0.05 0.1 2.27374e-13 NaN 0.05 7787 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1930.95 1931 1930.9 NaN 1931.1 10.75 -0.05 -0.1 NaN NaN -0.15 7788 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.05 1931.1 1931 NaN 1931.1 10.65 -0.05 0 NaN NaN -0.05 7789 GOLD_micro caleb_strategy_v3 [1] 1941.7 None 1931.05 1931.1 1931 1931 1931.1 10.65 -0.05 0 -0.1 NaN -0.05 7790 US30 caleb_strategy_v3 [-1] 117.25 None 115.422 115.406 115.438 115.438 115.375 -1.82812 -0.015625 -0.03125 -0.0625 NaN -0.046875 7791 CAD caleb_strategy_v3 [-1] 0.73285 None 0.7347 0.73465 0.73475 0.73475 0.7347 0.00185 -5e-05 5e-05 -5e-05 NaN 0 7793 VIX caleb_strategy_v3 [1] 19.4 None 18.975 19 18.95 18.95 19 0.425 -0.025 0 -0.05 NaN -0.025 7794 GBP caleb_strategy_v3 [1] 1.2143 None 1.21655 1.2166 1.2165 NaN 1.2167 -0.00225 -5e-05 -0.0001 NaN NaN -0.00015 7795 NASDAQ_micro caleb_strategy_v3 [-1] 15137.8 None 15232.8 15232.5 15233 15233 15232.2 95 -0.25 -0.25 -0.75 NaN -0.5 7792 RUSSELL caleb_strategy_v3 [-1] 1731.7 None 1746.05 1746 1746.1 NaN 1746 14.35 -0.05 -0 NaN NaN -0.05 7796 RUSSELL caleb_strategy_v3 [-1] 1731.7 None 1744.15 1744.1 1744.2 1744.2 1744 12.45 -0.05 -0.1 -0.2 NaN -0.15 7797 RUSSELL caleb_strategy_v3 [-1] 1731.7 None 1743.95 1743.9 1744 1744 1744 12.25 -0.05 0.1 -0 NaN 0.05 7798 RUSSELL caleb_strategy_v3 [-1] 1731.7 None 1744.25 1744.2 1744.3 1744.3 1744.2 12.55 -0.05 -0 -0.1 NaN -0.05 7799 RUSSELL caleb_strategy_v3 [-1] 1731.7 None 1744.15 1744.1 1744.2 1744.2 1744.2 12.45 -0.05 0.1 -0 NaN 0.05 ============================================================================================================================================================ Slippage (normalised by annual vol, BP of annual SR) ============================================================================================================================================================ instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 7769 JGB-SGX-mini caleb_strategy_v3 [1] 3.65286 410.637 -54.7516 -82.1274 -191.631 NaN -136.879 7768 NIKKEI caleb_strategy_v3 [-1] 5988.26 -321.462 -4.17483 8.34967 -0 NaN 4.17483 7770 NIKKEI caleb_strategy_v3 [-1] 5988.26 -313.113 -4.17483 -8.34967 -16.6993 NaN -12.5245 7771 NIKKEI caleb_strategy_v3 [-1] 5988.26 -321.462 -4.17483 -8.34967 -16.6993 NaN -12.5245 7772 BOBL caleb_strategy_v3 [-1] 5.6751 -325.986 -8.81042 17.6208 -0 NaN 8.81042 7773 BUXL caleb_strategy_v3 [1] 27.5578 431.819 -3.62873 -7.25746 -14.5149 NaN -10.8862 7774 OAT caleb_strategy_v3 [1] 11.6835 252.493 -4.27955 8.5591 0 NaN 4.27955 7775 EUROSTX caleb_strategy_v3 [-1] 665.997 337.839 -7.50754 -15.0151 -30.0302 NaN -22.5226 7776 EURIBOR-ICE caleb_strategy_v3 [-1] 1.06873 -210.53 -23.3922 -46.7844 -93.5687 NaN -70.1766 7777 COFFEE caleb_strategy_v3 [1] 46.0419 325.79 -10.8597 0 -21.7193 NaN -10.8597 7779 CRUDE_W caleb_strategy_v3 [-1] 26.3175 148.191 -3.79976 -3.79976 -11.3993 NaN -7.59951 7780 GAS_US_mini caleb_strategy_v3 [1] 1.82258 397.788 -13.7168 0 -27.4337 NaN -13.7168 7778 GOLD_micro caleb_strategy_v3 [1] 298.415 350.184 -1.67552 3.35104 0 NaN 1.67552 7781 GOLD_micro caleb_strategy_v3 [1] 298.415 353.535 -1.67552 -3.35104 -6.70208 NaN -5.02656 7782 GOLD_micro caleb_strategy_v3 [1] 298.415 350.184 -1.67552 3.35104 0 NaN 1.67552 7783 GOLD_micro caleb_strategy_v3 [1] 298.415 351.859 -3.35104 13.4042 6.70208 NaN 10.0531 7784 GOLD_micro caleb_strategy_v3 [1] 298.415 365.264 -3.35104 -6.70208 -13.4042 NaN -10.0531 7785 GOLD_micro caleb_strategy_v3 [1] 298.415 356.886 -1.67552 -3.35104 -6.70208 NaN -5.02656 7786 GOLD_micro caleb_strategy_v3 [1] 298.415 353.535 -1.67552 3.35104 7.61939e-12 NaN 1.67552 7787 GOLD_micro caleb_strategy_v3 [1] 298.415 360.237 -1.67552 -3.35104 NaN NaN -5.02656 7788 GOLD_micro caleb_strategy_v3 [1] 298.415 356.886 -1.67552 0 NaN NaN -1.67552 7789 GOLD_micro caleb_strategy_v3 [1] 298.415 356.886 -1.67552 0 -3.35104 NaN -1.67552 7790 US30 caleb_strategy_v3 [-1] 25.8312 -707.72 -6.04889 -12.0978 -24.1955 NaN -18.1467 7791 CAD caleb_strategy_v3 [-1] 0.0459672 402.461 -10.8773 10.8773 -10.8773 NaN 0 7793 VIX caleb_strategy_v3 [1] 10.6416 399.377 -23.4928 0 -46.9855 NaN -23.4928 7794 GBP caleb_strategy_v3 [1] 0.100858 -223.085 -4.95744 -9.91489 NaN NaN -14.8723 7795 NASDAQ_micro caleb_strategy_v3 [-1] 2939.32 323.204 -0.850537 -0.850537 -2.55161 NaN -1.70107 7792 RUSSELL caleb_strategy_v3 [-1] 365.128 393.013 -1.36938 -0 NaN NaN -1.36938 7796 RUSSELL caleb_strategy_v3 [-1] 365.128 340.976 -1.36938 -2.73877 -5.47753 NaN -4.10815 7797 RUSSELL caleb_strategy_v3 [-1] 365.128 335.499 -1.36938 2.73877 -0 NaN 1.36938 7798 RUSSELL caleb_strategy_v3 [-1] 365.128 343.715 -1.36938 -0 -2.73877 NaN -1.36938 7799 RUSSELL caleb_strategy_v3 [-1] 365.128 340.976 -1.36938 2.73877 -0 NaN 1.36938 ======================================================================================================================================================================= Slippage (In base currency) ======================================================================================================================================================================= instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 7769 JGB-SGX-mini caleb_strategy_v3 [1] 668.872 100.331 -13.3774 -20.0662 -46.821 NaN -33.4436 7768 NIKKEI caleb_strategy_v3 [-1] 0.668872 -128.758 -1.67218 3.34436 -0 NaN 1.67218 7770 NIKKEI caleb_strategy_v3 [-1] 0.668872 -125.413 -1.67218 -3.34436 -6.68872 NaN -5.01654 7771 NIKKEI caleb_strategy_v3 [-1] 0.668872 -128.758 -1.67218 -3.34436 -6.68872 NaN -5.01654 7772 BOBL caleb_strategy_v3 [-1] 1053 -194.805 -5.265 10.53 -0 NaN 5.265 7773 BUXL caleb_strategy_v3 [1] 1053 1253.07 -10.53 -21.06 -42.12 NaN -31.59 7774 OAT caleb_strategy_v3 [1] 1053 310.635 -5.265 10.53 0 NaN 5.265 7775 EUROSTX caleb_strategy_v3 [-1] 10.53 236.925 -5.265 -10.53 -21.06 NaN -15.795 7776 EURIBOR-ICE caleb_strategy_v3 [-1] 2632.5 -59.2313 -6.58125 -13.1625 -26.325 NaN -19.7437 7777 COFFEE caleb_strategy_v3 [1] 375 562.5 -18.75 0 -37.5 NaN -18.75 7779 CRUDE_W caleb_strategy_v3 [-1] 1000 390 -10 -10 -30 NaN -20 7780 GAS_US_mini caleb_strategy_v3 [1] 2500 181.25 -6.25 0 -12.5 NaN -6.25 7778 GOLD_micro caleb_strategy_v3 [1] 10 104.5 -0.5 1 0 NaN 0.5 7781 GOLD_micro caleb_strategy_v3 [1] 10 105.5 -0.5 -1 -2 NaN -1.5 7782 GOLD_micro caleb_strategy_v3 [1] 10 104.5 -0.5 1 0 NaN 0.5 7783 GOLD_micro caleb_strategy_v3 [1] 10 105 -1 4 2 NaN 3 7784 GOLD_micro caleb_strategy_v3 [1] 10 109 -1 -2 -4 NaN -3 7785 GOLD_micro caleb_strategy_v3 [1] 10 106.5 -0.5 -1 -2 NaN -1.5 7786 GOLD_micro caleb_strategy_v3 [1] 10 105.5 -0.5 1 2.27374e-12 NaN 0.5 7787 GOLD_micro caleb_strategy_v3 [1] 10 107.5 -0.5 -1 NaN NaN -1.5 7788 GOLD_micro caleb_strategy_v3 [1] 10 106.5 -0.5 0 NaN NaN -0.5 7789 GOLD_micro caleb_strategy_v3 [1] 10 106.5 -0.5 0 -1 NaN -0.5 7790 US30 caleb_strategy_v3 [-1] 1000 -1828.12 -15.625 -31.25 -62.5 NaN -46.875 7791 CAD caleb_strategy_v3 [-1] 100000 185 -5 5 -5 NaN 0 7793 VIX caleb_strategy_v3 [1] 1000 425 -25 0 -50 NaN -25 7794 GBP caleb_strategy_v3 [1] 62500 -140.625 -3.125 -6.25 NaN NaN -9.375 7795 NASDAQ_micro caleb_strategy_v3 [-1] 2 190 -0.5 -0.5 -1.5 NaN -1 7792 RUSSELL caleb_strategy_v3 [-1] 5 71.75 -0.25 -0 NaN NaN -0.25 7796 RUSSELL caleb_strategy_v3 [-1] 5 62.25 -0.25 -0.5 -1 NaN -0.75 7797 RUSSELL caleb_strategy_v3 [-1] 5 61.25 -0.25 0.5 -0 NaN 0.25 7798 RUSSELL caleb_strategy_v3 [-1] 5 62.75 -0.25 -0 -0.5 NaN -0.25 7799 RUSSELL caleb_strategy_v3 [-1] 5 62.25 -0.25 0.5 -0 NaN 0.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -194.805000 BUXL 1253.070000 CAD 185.000000 COFFEE 562.500000 CRUDE_W 390.000000 EURIBOR-ICE -59.231250 EUROSTX 236.925000 GAS_US_mini 181.250000 GBP -140.625000 GOLD_micro 1061.000000 JGB-SGX-mini 100.330757 NASDAQ_micro 190.000000 NIKKEI -382.929056 OAT 310.635000 RUSSELL 320.250000 US30 -1828.125000 VIX 425.000000 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2610.245451 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.265000 BUXL -10.530000 CAD -5.000000 COFFEE -18.750000 CRUDE_W -10.000000 EURIBOR-ICE -6.581250 EUROSTX -5.265000 GAS_US_mini -6.250000 GBP -3.125000 GOLD_micro -6.000000 JGB-SGX-mini -13.377434 NASDAQ_micro -0.500000 NIKKEI -5.016538 OAT -5.265000 RUSSELL -1.250000 US30 -15.625000 VIX -25.000000 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -142.800222 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 10.530000 BUXL -21.060000 CAD 5.000000 COFFEE 0.000000 CRUDE_W -10.000000 EURIBOR-ICE -13.162500 EUROSTX -10.530000 GAS_US_mini 0.000000 GBP -6.250000 GOLD_micro 2.000000 JGB-SGX-mini -20.066151 NASDAQ_micro -0.500000 NIKKEI -3.344359 OAT 10.530000 RUSSELL 0.500000 US30 -31.250000 VIX 0.000000 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -87.60301 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL -0.000000 BUXL -42.120000 CAD -5.000000 COFFEE -37.500000 CRUDE_W -30.000000 EURIBOR-ICE -26.325000 EUROSTX -21.060000 GAS_US_mini -12.500000 GBP 0.000000 GOLD_micro -7.000000 JGB-SGX-mini -46.821020 NASDAQ_micro -1.500000 NIKKEI -13.377434 OAT 0.000000 RUSSELL -1.500000 US30 -62.500000 VIX -50.000000 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -357.203454 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 BUXL 0 CAD 0 COFFEE 0 CRUDE_W 0 EURIBOR-ICE 0 EUROSTX 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JGB-SGX-mini 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 RUSSELL 0 US30 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BOBL 5.265000 BUXL -31.590000 CAD 0.000000 COFFEE -18.750000 CRUDE_W -20.000000 EURIBOR-ICE -19.743750 EUROSTX -15.795000 GAS_US_mini -6.250000 GBP -9.375000 GOLD_micro -4.000000 JGB-SGX-mini -33.443586 NASDAQ_micro -1.000000 NIKKEI -8.360896 OAT 5.265000 RUSSELL -0.750000 US30 -46.875000 VIX -25.000000 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -230.403232 ******************************************************************************** END OF REPORT ********************************************************************************