******************************************************************************** Trades report produced on 21/11/2023 21:39 from 20/11/2023 21:39 to 21/11/2023 21:39 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 8512 CAC caleb_strategy_v3 [20231200] 2023-11-21 08:00:43 [1] 7243.000000 8513 CAC caleb_strategy_v3 [20231200] 2023-11-21 08:01:42 [1] 7245.000000 8518 COCOA caleb_strategy_v3 [20240300] 2023-11-21 14:00:54 [1] 4107.000000 8520 COPPER caleb_strategy_v3 [20231200] 2023-11-21 14:01:02 [1] 3.803000 8519 CRUDE_W caleb_strategy_v3 [20241200] 2023-11-21 14:00:58 [1] 74.590000 8532 DOW caleb_strategy_v3 [20231200] 2023-11-21 15:00:45 [1] 35130.000000 8515 EURIBOR-ICE caleb_strategy_v3 [20251200] 2023-11-21 09:03:49 [-1] 97.365000 8514 GASOIL caleb_strategy_v3 [20240200] 2023-11-21 09:00:46 [-1] 796.250000 8517 GAS_US_mini caleb_strategy_v3 [20240100] 2023-11-21 14:00:33 [1] 3.055000 8521 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231200] 2023-11-21 14:01:04 [1] 2000.300000 8530 GOLD_micro _ROLL_PSEUDO_STRATEGY [20240200] 2023-11-21 14:02:28 [-1] 2019.900000 8529 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231200] 2023-11-21 14:02:28 [1] 2000.100000 8526 GOLD_micro _ROLL_PSEUDO_STRATEGY [20240200] 2023-11-21 14:01:33 [-1] 2019.700000 8525 GOLD_micro _ROLL_PSEUDO_STRATEGY [20231200] 2023-11-21 14:01:27 [1] 1999.700000 8522 GOLD_micro _ROLL_PSEUDO_STRATEGY [20240200] 2023-11-21 14:01:05 [-1] 2020.100000 8511 JGB-SGX-mini caleb_strategy_v3 [20231200] 2023-11-21 03:06:15 [1] 146.150000 8531 JPY caleb_strategy_v3 [20231200] 2023-11-21 15:00:44 [1] 0.006809 8539 LEANHOG caleb_strategy_v3 [20240200] 2023-11-21 15:30:22 [-1] 72.725000 8536 MXP caleb_strategy_v3 [20231200] 2023-11-21 15:02:15 [1] 0.058190 8534 MXP caleb_strategy_v3 [20231200] 2023-11-21 15:01:58 [1] 0.058170 8527 PALLAD _ROLL_PSEUDO_STRATEGY [20231200] 2023-11-21 14:01:48 [1] 1077.500000 8524 PALLAD _ROLL_PSEUDO_STRATEGY [20240300] 2023-11-21 14:01:16 [-1] 1080.500000 8523 PALLAD _ROLL_PSEUDO_STRATEGY [20231200] 2023-11-21 14:01:13 [1] 1079.000000 8528 PALLAD _ROLL_PSEUDO_STRATEGY [20240300] 2023-11-21 14:01:49 [-1] 1079.000000 8540 REDWHEAT caleb_strategy_v3 [20240300] 2023-11-21 15:30:22 [1] 618.000000 8516 ROBUSTA caleb_strategy_v3 [20240100] 2023-11-21 10:00:34 [-1] 2495.000000 8537 RUSSELL caleb_strategy_v3 [20231200] 2023-11-21 15:03:15 [1] 1796.600000 8538 RUSSELL caleb_strategy_v3 [20231200] 2023-11-21 15:04:15 [1] 1796.700000 8533 RUSSELL caleb_strategy_v3 [20231200] 2023-11-21 15:00:46 [1] 1794.300000 8535 RUSSELL caleb_strategy_v3 [20231200] 2023-11-21 15:02:14 [1] 1796.600000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 8511 JGB-SGX-mini caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 03:01:15.652 2023-11-21 03:06:15 97275.7 299.348 8512 CAC caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 08:00:42.891 2023-11-21 08:00:43 115243 0.109 8513 CAC caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 08:01:42.431 2023-11-21 08:01:42 115302 NaN 8514 GASOIL caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 09:00:45.144 2023-11-21 09:00:46 118845 0.856 8515 EURIBOR-ICE caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 09:00:47.020 2023-11-21 09:03:49 118847 181.98 8516 ROBUSTA caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 10:00:04.736 2023-11-21 10:00:34 122405 29.264 8517 GAS_US_mini caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 14:00:14.766 2023-11-21 14:00:33 136815 18.234 8518 COCOA caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 14:00:34.640 2023-11-21 14:00:54 136835 19.36 8519 CRUDE_W caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 14:00:55.074 2023-11-21 14:00:58 136855 2.926 8520 COPPER caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 14:00:59.223 2023-11-21 14:01:02 136859 2.777 8528 PALLAD _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:49.424 2023-11-21 14:01:49 64909.4 NaN 8523 PALLAD _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:06.107 2023-11-21 14:01:13 64866.1 6.893 8524 PALLAD _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:14.165 2023-11-21 14:01:16 64874.2 1.835 8527 PALLAD _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:34.276 2023-11-21 14:01:48 64894.3 13.724 8521 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:03.288 2023-11-21 14:01:04 64863.3 0.712 8522 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:05.265 2023-11-21 14:01:05 64865.3 NaN 8525 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:27.513 2023-11-21 14:01:27 64887.5 NaN 8526 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:01:28.002 2023-11-21 14:01:33 64888 4.998 8529 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:02:28.019 2023-11-21 14:02:28 64948 NaN 8530 GOLD_micro _ROLL_PSEUDO_STRATEGY 2023-11-20 20:00:00 2023-11-21 14:02:28.517 2023-11-21 14:02:28 64948.5 NaN 8531 JPY caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:00:41.770 2023-11-21 15:00:44 140442 2.23 8532 DOW caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:00:45.451 2023-11-21 15:00:45 140445 NaN 8536 MXP caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:02:15.277 2023-11-21 15:02:15 140535 NaN 8534 MXP caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:00:47.285 2023-11-21 15:01:58 140447 70.715 8537 RUSSELL caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:03:15.042 2023-11-21 15:03:15 140595 NaN 8538 RUSSELL caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:04:15.072 2023-11-21 15:04:15 140655 NaN 8533 RUSSELL caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:00:46.432 2023-11-21 15:00:46 140446 NaN 8535 RUSSELL caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:02:14.508 2023-11-21 15:02:14 140535 NaN 8539 LEANHOG caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:30:21.858 2023-11-21 15:30:22 142222 0.142 8540 REDWHEAT caleb_strategy_v3 2023-11-20 00:00:00 2023-11-21 15:30:22.860 2023-11-21 15:30:22 142223 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 8511 JGB-SGX-mini caleb_strategy_v3 [1] 145.95 None 146.145 146.15 146.14 146.14 146.15 -0.195 -0.005 0 -0.01 NaN -0.005 8512 CAC caleb_strategy_v3 [1] 7270.5 None 7249.5 7250 7249 7249 7243 21 -0.5 7 6 NaN 6.5 8513 CAC caleb_strategy_v3 [1] 7270.5 None 7249.5 7250 7249 7249 7245 21 -0.5 5 4 NaN 4.5 8514 GASOIL caleb_strategy_v3 [-1] 800.5 None 796.375 796.25 796.5 796.5 796.25 -4.125 -0.125 -0 -0.25 NaN -0.125 8515 EURIBOR-ICE caleb_strategy_v3 [-1] 97.37 None 97.3725 97.37 97.375 97.375 97.365 0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 8516 ROBUSTA caleb_strategy_v3 [-1] 2507 None 2495 2494 2496 2496 2495 -12 -1 1 -1 NaN 0 8517 GAS_US_mini caleb_strategy_v3 [1] 3.05 None 3.0475 3.05 3.045 3.045 3.055 0.0025 -0.0025 -0.005 -0.01 NaN -0.0075 8518 COCOA caleb_strategy_v3 [1] 4069 None 4107 4108 4106 4106 4107 -38 -1 1 -1 NaN 0 8519 CRUDE_W caleb_strategy_v3 [1] 74.9 None 74.595 74.6 74.59 74.59 74.59 0.305 -0.005 0.01 0 NaN 0.005 8520 COPPER caleb_strategy_v3 [1] 3.8085 None 3.80325 3.8035 3.803 3.803 3.803 0.00525 -0.00025 0.0005 0 NaN 0.00025 8528 PALLAD _ROLL_PSEUDO_STRATEGY [-1] 1088.5 None 1081.25 1080.5 1082 1082 1079 -7.25 -0.75 -1.5 -3 NaN -2.25 8523 PALLAD _ROLL_PSEUDO_STRATEGY [1] 1085.5 None 1077.75 1078.5 1077 1077 1079 7.75 -0.75 -0.5 -2 NaN -1.25 8524 PALLAD _ROLL_PSEUDO_STRATEGY [-1] 1088.5 None 1081.5 1080.5 1082.5 1082.5 1080.5 -7 -1 -0 -2 NaN -1 8527 PALLAD _ROLL_PSEUDO_STRATEGY [1] 1085.5 None 1078.25 1079 1077.5 1077.5 1077.5 7.25 -0.75 1.5 0 NaN 0.75 8521 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 1980.7 None 2000.25 2000.3 2000.2 2000.2 2000.3 -19.55 -0.05 0 -0.1 NaN -0.05 8522 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 2000.8 None 2020.35 2020.2 2020.5 NaN 2020.1 19.55 -0.15 -0.1 NaN NaN -0.25 8525 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 1980.7 None 2000.25 2000.3 2000.2 2000.2 1999.7 -19.55 -0.05 0.6 0.5 NaN 0.55 8526 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 2000.8 None 2019.75 2019.6 2019.9 2019.9 2019.7 18.95 -0.15 0.1 -0.2 NaN -0.05 8529 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 1980.7 None 1999.65 1999.7 1999.6 1999.6 2000.1 -18.95 -0.05 -0.4 -0.5 NaN -0.45 8530 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 2000.8 None 2020.05 2019.9 2020.2 NaN 2019.9 19.25 -0.15 -0 NaN NaN -0.15 8531 JPY caleb_strategy_v3 [1] 0.006772 None 0.00680875 0.006809 0.0068085 0.0068085 0.006809 -3.675e-05 -2.5e-07 0 -5e-07 NaN -2.5e-07 8532 DOW caleb_strategy_v3 [1] 35258 None 35128.5 35129 35128 35128 35130 129.5 -0.5 -1 -2 NaN -1.5 8536 MXP caleb_strategy_v3 [1] 0.05821 None 0.058165 0.05817 0.05816 0.05816 0.05819 4.5e-05 -5e-06 -2e-05 -3e-05 NaN -2.5e-05 8534 MXP caleb_strategy_v3 [1] 0.05821 None 0.058155 0.05816 0.05815 0.05815 0.05817 5.5e-05 -5e-06 -1e-05 -2e-05 NaN -1.5e-05 8537 RUSSELL caleb_strategy_v3 [1] 1811.8 None 1796.55 1796.6 1796.5 1796.5 1796.6 15.25 -0.05 0 -0.1 NaN -0.05 8538 RUSSELL caleb_strategy_v3 [1] 1811.8 None 1796.55 1796.6 1796.5 NaN 1796.7 15.25 -0.05 -0.1 NaN NaN -0.15 8533 RUSSELL caleb_strategy_v3 [1] 1811.8 None 1794.3 1794.4 1794.2 1794.2 1794.3 17.5 -0.1 0.1 -0.1 NaN 2.27374e-13 8535 RUSSELL caleb_strategy_v3 [1] 1811.8 None 1794.3 1794.4 1794.2 1794.2 1796.6 17.5 -0.1 -2.2 -2.4 NaN -2.3 8539 LEANHOG caleb_strategy_v3 [-1] 74.975 None 72.7375 72.725 72.75 72.75 72.725 -2.2375 -0.0125 -0 -0.025 NaN -0.0125 8540 REDWHEAT caleb_strategy_v3 [1] 621 None 625 625 625 625 618 -4 0 7 7 NaN 7 ================================================================================================================================================================ 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 8511 JGB-SGX-mini caleb_strategy_v3 [1] 4.66705 -417.823 -10.7134 0 -21.4268 NaN -10.7134 8512 CAC caleb_strategy_v3 [1] 1013.26 207.252 -4.93458 69.0841 59.2149 NaN 64.1495 8513 CAC caleb_strategy_v3 [1] 1013.26 207.252 -4.93458 49.3458 39.4766 NaN 44.4112 8514 GASOIL caleb_strategy_v3 [-1] 315.133 -130.897 -3.96658 -0 -7.93315 NaN -3.96658 8515 EURIBOR-ICE caleb_strategy_v3 [-1] 0.996766 25.0811 -25.0811 -50.1622 -100.324 NaN -75.2433 8516 ROBUSTA caleb_strategy_v3 [-1] 624.165 -192.257 -16.0214 16.0214 -16.0214 NaN 0 8517 GAS_US_mini caleb_strategy_v3 [1] 2.01963 12.3785 -12.3785 -24.757 -49.514 NaN -37.1355 8518 COCOA caleb_strategy_v3 [1] 713.691 -532.444 -14.0117 14.0117 -14.0117 NaN 0 8519 CRUDE_W caleb_strategy_v3 [1] 23.7893 128.209 -2.10178 4.20357 0 NaN 2.10178 8520 COPPER caleb_strategy_v3 [1] 0.692651 75.7957 -3.60932 7.21864 0 NaN 3.60932 8528 PALLAD _ROLL_PSEUDO_STRATEGY [-1] 506.237 -143.214 -14.8152 -29.6304 -59.2608 NaN -44.4456 8523 PALLAD _ROLL_PSEUDO_STRATEGY [1] 506.237 153.09 -14.8152 -9.8768 -39.5072 NaN -24.692 8524 PALLAD _ROLL_PSEUDO_STRATEGY [-1] 506.237 -138.275 -19.7536 -0 -39.5072 NaN -19.7536 8527 PALLAD _ROLL_PSEUDO_STRATEGY [1] 506.237 143.214 -14.8152 29.6304 0 NaN 14.8152 8521 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 248.529 -786.627 -2.01183 0 -4.02367 NaN -2.01183 8522 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 248.529 786.627 -6.0355 -4.02367 NaN NaN -10.0592 8525 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 248.529 -786.627 -2.01183 24.142 20.1183 NaN 22.1302 8526 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 248.529 762.485 -6.0355 4.02367 -8.04734 NaN -2.01183 8529 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 248.529 -762.485 -2.01183 -16.0947 -20.1183 NaN -18.1065 8530 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 248.529 774.556 -6.0355 -0 NaN NaN -6.0355 8531 JPY caleb_strategy_v3 [1] 0.000639966 -574.249 -3.90646 0 -7.81292 NaN -3.90646 8532 DOW caleb_strategy_v3 [1] 4300.6 301.121 -1.16263 -2.32526 -4.65051 NaN -3.48788 8536 MXP caleb_strategy_v3 [1] 0.00675094 66.6574 -7.40637 -29.6255 -44.4382 NaN -37.0319 8534 MXP caleb_strategy_v3 [1] 0.00675094 81.4701 -7.40637 -14.8127 -29.6255 NaN -22.2191 8537 RUSSELL caleb_strategy_v3 [1] 452.207 337.235 -1.10569 0 -2.21138 NaN -1.10569 8538 RUSSELL caleb_strategy_v3 [1] 452.207 337.235 -1.10569 -2.21138 NaN NaN -3.31707 8533 RUSSELL caleb_strategy_v3 [1] 452.207 386.991 -2.21138 2.21138 -2.21138 NaN 5.02809e-12 8535 RUSSELL caleb_strategy_v3 [1] 452.207 386.991 -2.21138 -48.6503 -53.0731 NaN -50.8617 8539 LEANHOG caleb_strategy_v3 [-1] 22.0658 -1014.01 -5.66487 -0 -11.3297 NaN -5.66487 8540 REDWHEAT caleb_strategy_v3 [1] 192.74 -207.533 0 363.183 363.183 NaN 363.183 =========================================================================================================================================================================== 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 8511 JGB-SGX-mini caleb_strategy_v3 [1] 677.564 -132.125 -3.38782 0 -6.77564 NaN -3.38782 8512 CAC caleb_strategy_v3 [1] 10.957 230.097 -5.4785 76.699 65.742 NaN 71.2205 8513 CAC caleb_strategy_v3 [1] 10.957 230.097 -5.4785 54.785 43.828 NaN 49.3065 8514 GASOIL caleb_strategy_v3 [-1] 100 -412.5 -12.5 -0 -25 NaN -12.5 8515 EURIBOR-ICE caleb_strategy_v3 [-1] 2739.25 6.84812 -6.84812 -13.6963 -27.3925 NaN -20.5444 8516 ROBUSTA caleb_strategy_v3 [-1] 10 -120 -10 10 -10 NaN 0 8517 GAS_US_mini caleb_strategy_v3 [1] 2500 6.25 -6.25 -12.5 -25 NaN -18.75 8518 COCOA caleb_strategy_v3 [1] 10 -380 -10 10 -10 NaN 0 8519 CRUDE_W caleb_strategy_v3 [1] 1000 305 -5 10 0 NaN 5 8520 COPPER caleb_strategy_v3 [1] 25000 131.25 -6.25 12.5 0 NaN 6.25 8528 PALLAD _ROLL_PSEUDO_STRATEGY [-1] 100 -725 -75 -150 -300 NaN -225 8523 PALLAD _ROLL_PSEUDO_STRATEGY [1] 100 775 -75 -50 -200 NaN -125 8524 PALLAD _ROLL_PSEUDO_STRATEGY [-1] 100 -700 -100 -0 -200 NaN -100 8527 PALLAD _ROLL_PSEUDO_STRATEGY [1] 100 725 -75 150 0 NaN 75 8521 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 10 -195.5 -0.5 0 -1 NaN -0.5 8522 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 10 195.5 -1.5 -1 NaN NaN -2.5 8525 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 10 -195.5 -0.5 6 5 NaN 5.5 8526 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 10 189.5 -1.5 1 -2 NaN -0.5 8529 GOLD_micro _ROLL_PSEUDO_STRATEGY [1] 10 -189.5 -0.5 -4 -5 NaN -4.5 8530 GOLD_micro _ROLL_PSEUDO_STRATEGY [-1] 10 192.5 -1.5 -0 NaN NaN -1.5 8531 JPY caleb_strategy_v3 [1] 1.25e+07 -459.375 -3.125 0 -6.25 NaN -3.125 8532 DOW caleb_strategy_v3 [1] 0.5 64.75 -0.25 -0.5 -1 NaN -0.75 8536 MXP caleb_strategy_v3 [1] 500000 22.5 -2.5 -10 -15 NaN -12.5 8534 MXP caleb_strategy_v3 [1] 500000 27.5 -2.5 -5 -10 NaN -7.5 8537 RUSSELL caleb_strategy_v3 [1] 5 76.25 -0.25 0 -0.5 NaN -0.25 8538 RUSSELL caleb_strategy_v3 [1] 5 76.25 -0.25 -0.5 NaN NaN -0.75 8533 RUSSELL caleb_strategy_v3 [1] 5 87.5 -0.5 0.5 -0.5 NaN 1.13687e-12 8535 RUSSELL caleb_strategy_v3 [1] 5 87.5 -0.5 -11 -12 NaN -11.5 8539 LEANHOG caleb_strategy_v3 [-1] 400 -895 -5 -0 -10 NaN -5 8540 REDWHEAT caleb_strategy_v3 [1] 50 -200 0 350 350 NaN 350 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GOLD_micro -3.000000 PALLAD 75.000000 caleb_strategy_v3 CAC 460.194000 COCOA -380.000000 COPPER 131.250000 CRUDE_W 305.000000 DOW 64.750000 EURIBOR-ICE 6.848125 GASOIL -412.500000 GAS_US_mini 6.250000 JGB-SGX-mini -132.125011 JPY -459.375000 LEANHOG -895.000000 MXP 50.000000 REDWHEAT -200.000000 ROBUSTA -120.000000 RUSSELL 327.500000 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 72.000000 caleb_strategy_v3 -1247.207886 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GOLD_micro -6.000000 PALLAD -325.000000 caleb_strategy_v3 CAC -10.957000 COCOA -10.000000 COPPER -6.250000 CRUDE_W -5.000000 DOW -0.250000 EURIBOR-ICE -6.848125 GASOIL -12.500000 GAS_US_mini -6.250000 JGB-SGX-mini -3.387821 JPY -3.125000 LEANHOG -5.000000 MXP -5.000000 REDWHEAT 0.000000 ROBUSTA -10.000000 RUSSELL -1.500000 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -331.000000 caleb_strategy_v3 -86.067946 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GOLD_micro 2.00000 PALLAD -50.00000 caleb_strategy_v3 CAC 131.48400 COCOA 10.00000 COPPER 12.50000 CRUDE_W 10.00000 DOW -0.50000 EURIBOR-ICE -13.69625 GASOIL -0.00000 GAS_US_mini -12.50000 JGB-SGX-mini 0.00000 JPY 0.00000 LEANHOG -0.00000 MXP -15.00000 REDWHEAT 350.00000 ROBUSTA 10.00000 RUSSELL -11.00000 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -48.00000 caleb_strategy_v3 471.28775 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GOLD_micro -3.000000 PALLAD -700.000000 caleb_strategy_v3 CAC 109.570000 COCOA -10.000000 COPPER 0.000000 CRUDE_W 0.000000 DOW -1.000000 EURIBOR-ICE -27.392500 GASOIL -25.000000 GAS_US_mini -25.000000 JGB-SGX-mini -6.775642 JPY -6.250000 LEANHOG -10.000000 MXP -25.000000 REDWHEAT 350.000000 ROBUSTA -10.000000 RUSSELL -13.000000 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -703.000000 caleb_strategy_v3 300.151858 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GOLD_micro 0 PALLAD 0 caleb_strategy_v3 CAC 0 COCOA 0 COPPER 0 CRUDE_W 0 DOW 0 EURIBOR-ICE 0 GASOIL 0 GAS_US_mini 0 JGB-SGX-mini 0 JPY 0 LEANHOG 0 MXP 0 REDWHEAT 0 ROBUSTA 0 RUSSELL 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GOLD_micro -4.000000 PALLAD -375.000000 caleb_strategy_v3 CAC 120.527000 COCOA 0.000000 COPPER 6.250000 CRUDE_W 5.000000 DOW -0.750000 EURIBOR-ICE -20.544375 GASOIL -12.500000 GAS_US_mini -18.750000 JGB-SGX-mini -3.387821 JPY -3.125000 LEANHOG -5.000000 MXP -20.000000 REDWHEAT 350.000000 ROBUSTA 0.000000 RUSSELL -12.500000 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -379.000000 caleb_strategy_v3 385.219804 ******************************************************************************** END OF REPORT ********************************************************************************