******************************************************************************** Trades report produced on 10/01/2024 21:37 from 09/01/2024 21:37 to 10/01/2024 21:37 ******************************************************************************** ================================================================================================= Broker orders ================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 9627 BTP caleb_strategy_v3 [20240300] 2024-01-10 08:00:33 [-1] 118.000000 9641 CAD caleb_strategy_v3 [20240300] 2024-01-10 15:01:01 [-1] 0.747950 9647 CHF caleb_strategy_v3 [20240300] 2024-01-10 15:01:20 [-1] 1.181700 9635 COPPER caleb_strategy_v3 [20240300] 2024-01-10 14:01:02 [-1] 3.779500 9642 EUR caleb_strategy_v3 [20240300] 2024-01-10 15:01:02 [-1] 1.097150 9628 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20251200] 2024-01-10 09:05:07 [-1] 97.895000 9629 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20260300] 2024-01-10 09:08:46 [1] 97.870000 9630 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20251200] 2024-01-10 09:08:50 [-1] 97.890000 9631 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [20260300] 2024-01-10 09:09:01 [1] 97.875000 9632 EURIBOR-ICE caleb_strategy_v3 [20260300] 2024-01-10 09:13:24 [1] 97.880000 9633 GAS_US_mini caleb_strategy_v3 [20240300] 2024-01-10 14:00:57 [1] 2.580000 9637 GAS_US_mini caleb_strategy_v3 [20240300] 2024-01-10 14:01:56 [1] 2.595000 9651 GBP caleb_strategy_v3 [20240300] 2024-01-10 15:02:00 [1] 1.273100 9646 GBP caleb_strategy_v3 [20240300] 2024-01-10 15:01:11 [1] 1.273100 9636 GOLD_micro caleb_strategy_v3 [20240200] 2024-01-10 14:01:04 [-1] 2035.800000 9639 GOLD_micro caleb_strategy_v3 [20240200] 2024-01-10 14:02:55 [-1] 2036.500000 9640 GOLD_micro caleb_strategy_v3 [20240200] 2024-01-10 14:03:56 [-1] 2036.200000 9638 GOLD_micro caleb_strategy_v3 [20240200] 2024-01-10 14:01:57 [-1] 2035.800000 9625 JGB-SGX-mini caleb_strategy_v3 [20240300] 2024-01-10 03:06:07 [1] 147.230000 9626 JGB-SGX-mini caleb_strategy_v3 [20240300] 2024-01-10 03:06:41 [1] 147.230000 9649 JPY caleb_strategy_v3 [20240300] 2024-01-10 15:01:59 [-1] 0.006948 9643 JPY caleb_strategy_v3 [20240300] 2024-01-10 15:01:08 [-1] 0.006950 9654 LEANHOG caleb_strategy_v3 [20240400] 2024-01-10 15:30:01 [1] 77.625000 9644 NASDAQ_micro caleb_strategy_v3 [20240300] 2024-01-10 15:01:09 [1] 16831.500000 9653 RUSSELL caleb_strategy_v3 [20240300] 2024-01-10 15:03:59 [1] 1966.400000 9650 RUSSELL caleb_strategy_v3 [20240300] 2024-01-10 15:01:59 [1] 1969.000000 9652 RUSSELL caleb_strategy_v3 [20240300] 2024-01-10 15:02:59 [1] 1967.100000 9645 RUSSELL caleb_strategy_v3 [20240300] 2024-01-10 15:01:09 [1] 1970.100000 9634 SUGAR11 caleb_strategy_v3 [20240500] 2024-01-10 14:00:59 [1] 21.350000 9648 US30 caleb_strategy_v3 [20240300] 2024-01-10 15:01:26 [1] 130.000000 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 9625 JGB-SGX-mini caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 03:01:15.778 2024-01-10 03:06:07 97275.778 291.222 9626 JGB-SGX-mini caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 03:06:11.017 2024-01-10 03:06:41 97571.017 29.983 9627 BTP caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 08:00:33.058 2024-01-10 08:00:33 115233.058 NaN 9628 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2024-01-09 20:00:00 2024-01-10 09:00:36.234 2024-01-10 09:05:07 46836.234 270.766 9629 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2024-01-09 20:00:00 2024-01-10 09:05:08.894 2024-01-10 09:08:46 47108.894 217.106 9630 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2024-01-09 20:00:00 2024-01-10 09:08:49.891 2024-01-10 09:08:50 47329.891 0.109 9631 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY 2024-01-09 20:00:00 2024-01-10 09:08:50.811 2024-01-10 09:09:01 47330.811 10.189 9632 EURIBOR-ICE caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 09:09:52.406 2024-01-10 09:13:24 119392.406 211.594 9634 SUGAR11 caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:00:58.690 2024-01-10 14:00:59 136858.69 0.31 9635 COPPER caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:01:00.642 2024-01-10 14:01:02 136860.642 1.358 9633 GAS_US_mini caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:00:55.931 2024-01-10 14:00:57 136855.931 1.069 9637 GAS_US_mini caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:01:55.715 2024-01-10 14:01:56 136915.715 0.285 9640 GOLD_micro caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:03:55.951 2024-01-10 14:03:56 137035.951 0.049 9636 GOLD_micro caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:01:03.610 2024-01-10 14:01:04 136863.61 0.39 9638 GOLD_micro caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:01:56.681 2024-01-10 14:01:57 136916.681 0.319 9639 GOLD_micro caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 14:02:55.939 2024-01-10 14:02:55 136975.939 NaN 9641 CAD caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:00:58.918 2024-01-10 15:01:01 140458.918 2.082 9642 EUR caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:01.953 2024-01-10 15:01:02 140461.953 0.047 9644 NASDAQ_micro caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:09.062 2024-01-10 15:01:09 140469.062 NaN 9647 CHF caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:12.558 2024-01-10 15:01:20 140472.558 7.442 9648 US30 caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:20.954 2024-01-10 15:01:26 140480.954 5.046 9649 JPY caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:58.727 2024-01-10 15:01:59 140518.727 0.273 9643 JPY caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:02.794 2024-01-10 15:01:08 140462.794 5.206 9651 GBP caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:02:00.111 2024-01-10 15:02:00 140520.111 NaN 9646 GBP caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:10.582 2024-01-10 15:01:11 140470.582 0.418 9650 RUSSELL caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:59.693 2024-01-10 15:01:59 140519.693 NaN 9652 RUSSELL caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:02:59.427 2024-01-10 15:02:59 140579.427 NaN 9645 RUSSELL caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:01:09.808 2024-01-10 15:01:09 140469.808 NaN 9653 RUSSELL caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:03:59.477 2024-01-10 15:03:59 140639.477 NaN 9654 LEANHOG caleb_strategy_v3 2024-01-09 00:00:00 2024-01-10 15:30:01.900 2024-01-10 15:30:01 142201.9 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 9625 JGB-SGX-mini caleb_strategy_v3 [1] 147.07 None 147.205 147.21 147.2 147.2 147.23 -0.135 -0.005 -0.02 -0.03 NaN -0.025 9626 JGB-SGX-mini caleb_strategy_v3 [1] 147.07 None 147.22 147.23 147.21 147.21 147.23 -0.15 -0.01 0.0 -0.02 NaN -0.01 9627 BTP caleb_strategy_v3 [-1] 117.87 None 117.995 117.99 118.0 118.0 118.0 0.125 -0.005 0.01 -0.0 NaN 0.005 9628 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 97.88 None 97.8925 97.89 97.895 97.895 97.895 0.0125 -0.0025 0.005 -0.0 NaN 0.0025 9629 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 97.855 None 97.8725 97.875 97.87 97.87 97.87 -0.0175 -0.0025 0.005 0.0 NaN 0.0025 9630 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 97.88 None 97.895 97.89 97.9 97.9 97.89 0.015 -0.005 -0.0 -0.01 NaN -0.005 9631 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 97.855 None 97.87 97.875 97.865 97.865 97.875 -0.015 -0.005 0.0 -0.01 NaN -0.005 9632 EURIBOR-ICE caleb_strategy_v3 [1] 97.855 None 97.8725 97.875 97.87 97.87 97.88 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 9634 SUGAR11 caleb_strategy_v3 [1] 21.09 None 21.0 21.0 21.0 21.0 21.35 0.09 0.0 -0.35 -0.35 NaN -0.35 9635 COPPER caleb_strategy_v3 [-1] 3.762 None 3.77925 3.779 3.7795 3.7795 3.7795 0.01725 -0.00025 0.0005 -0.0 NaN 0.00025 9633 GAS_US_mini caleb_strategy_v3 [1] 2.705 None 2.5775 2.58 2.575 2.575 2.58 0.1275 -0.0025 0.0 -0.005 NaN -0.0025 9637 GAS_US_mini caleb_strategy_v3 [1] 2.705 None 2.5775 2.58 2.575 NaN 2.595 0.1275 -0.0025 -0.015 NaN NaN -0.0175 9640 GOLD_micro caleb_strategy_v3 [-1] 2035.4 None 2036.55 2036.5 2036.6 2036.6 2036.2 1.15 -0.05 -0.3 -0.4 NaN -0.35 9636 GOLD_micro caleb_strategy_v3 [-1] 2035.4 None 2035.75 2035.7 2035.8 2035.8 2035.8 0.35 -0.05 0.1 -0.0 NaN 0.05 9638 GOLD_micro caleb_strategy_v3 [-1] 2035.4 None 2035.75 2035.7 2035.8 2035.8 2035.8 0.35 -0.05 0.1 -0.0 NaN 0.05 9639 GOLD_micro caleb_strategy_v3 [-1] 2035.4 None 2035.75 2035.7 2035.8 2035.8 2036.5 0.35 -0.05 0.8 0.7 NaN 0.75 9641 CAD caleb_strategy_v3 [-1] 0.74735 None 0.747925 0.7479 0.74795 0.74795 0.74795 0.000575 -0.000025 0.00005 -0.0 NaN 0.000025 9642 EUR caleb_strategy_v3 [-1] 1.09575 None 1.097175 1.09715 1.0972 NaN 1.09715 0.001425 -0.000025 -0.0 NaN NaN -0.000025 9644 NASDAQ_micro caleb_strategy_v3 [1] 16820.0 None 16831.625 16831.75 16831.5 16831.5 16831.5 -11.625 -0.125 0.25 0.0 NaN 0.125 9647 CHF caleb_strategy_v3 [-1] 1.18215 None 1.1817 1.18165 1.18175 1.18175 1.1817 -0.00045 -0.00005 0.00005 -0.00005 NaN -0.0 9648 US30 caleb_strategy_v3 [1] 130.0 None 130.015625 130.03125 130.0 130.0 130.0 -0.015625 -0.015625 0.03125 0.0 NaN 0.015625 9649 JPY caleb_strategy_v3 [-1] 0.007001 None 0.00695 0.006949 0.00695 NaN 0.006948 -0.000052 -0.0 -0.000001 NaN NaN -0.000002 9643 JPY caleb_strategy_v3 [-1] 0.007001 None 0.006949 0.006949 0.00695 0.00695 0.00695 -0.000052 -0.0 0.000001 -0.0 NaN 0.0 9651 GBP caleb_strategy_v3 [1] 1.2705 None 1.27305 1.2731 1.273 NaN 1.2731 -0.00255 -0.00005 0.0 NaN NaN -0.00005 9646 GBP caleb_strategy_v3 [1] 1.2705 None 1.27315 1.2732 1.2731 1.2731 1.2731 -0.00265 -0.00005 0.0001 0.0 NaN 0.00005 9650 RUSSELL caleb_strategy_v3 [1] 1988.1 None 1970.15 1970.2 1970.1 1970.1 1969.0 17.95 -0.05 1.2 1.1 NaN 1.15 9652 RUSSELL caleb_strategy_v3 [1] 1988.1 None 1969.05 1969.1 1969.0 1969.0 1967.1 19.05 -0.05 2.0 1.9 NaN 1.95 9645 RUSSELL caleb_strategy_v3 [1] 1988.1 None 1970.2 1970.3 1970.1 1970.1 1970.1 17.9 -0.1 0.2 0.0 NaN 0.1 9653 RUSSELL caleb_strategy_v3 [1] 1988.1 None 1967.0 1967.1 1966.9 1966.9 1966.4 21.1 -0.1 0.7 0.5 NaN 0.6 9654 LEANHOG caleb_strategy_v3 [1] 78.475 None 77.5 77.5 77.5 NaN 77.625 0.975 0.0 -0.125 NaN NaN -0.125 ================================================================================================================================================================== 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 9625 JGB-SGX-mini caleb_strategy_v3 [1] 4.960561 -272.146665 -10.079506 -40.318025 -60.477037 NaN -50.397531 9626 JGB-SGX-mini caleb_strategy_v3 [1] 4.960561 -302.385184 -20.159012 0.0 -40.318025 NaN -20.159012 9627 BTP caleb_strategy_v3 [-1] 11.223403 111.374424 -4.454977 8.909954 -0.0 NaN 4.454977 9628 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 1.108802 112.734323 -22.546865 45.093729 -0.0 NaN 22.546865 9629 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 1.108802 -157.828053 -22.546865 45.093729 0.0 NaN 22.546865 9630 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 1.108802 135.281188 -45.093729 -0.0 -90.187459 NaN -45.093729 9631 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 1.108802 -135.281188 -45.093729 0.0 -90.187459 NaN -45.093729 9632 EURIBOR-ICE caleb_strategy_v3 [1] 1.108802 -157.828053 -22.546865 -45.093729 -90.187459 NaN -67.640594 9634 SUGAR11 caleb_strategy_v3 [1] 7.077563 127.162415 0.0 -494.520503 -494.520503 NaN -494.520503 9635 COPPER caleb_strategy_v3 [-1] 0.725989 237.606864 -3.443578 6.887155 -0.0 NaN 3.443578 9633 GAS_US_mini caleb_strategy_v3 [1] 1.88532 676.277873 -13.26035 0.0 -26.520701 NaN -13.26035 9637 GAS_US_mini caleb_strategy_v3 [1] 1.88532 676.277873 -13.26035 -79.562103 NaN NaN -92.822453 9640 GOLD_micro caleb_strategy_v3 [-1] 254.627987 45.163928 -1.963649 -11.781894 -15.709192 NaN -13.745543 9636 GOLD_micro caleb_strategy_v3 [-1] 254.627987 13.745543 -1.963649 3.927298 -0.0 NaN 1.963649 9638 GOLD_micro caleb_strategy_v3 [-1] 254.627987 13.745543 -1.963649 3.927298 -0.0 NaN 1.963649 9639 GOLD_micro caleb_strategy_v3 [-1] 254.627987 13.745543 -1.963649 31.418385 27.491086 NaN 29.454736 9641 CAD caleb_strategy_v3 [-1] 0.040931 140.479386 -6.107799 12.215599 -0.0 NaN 6.107799 9642 EUR caleb_strategy_v3 [-1] 0.078363 181.847037 -3.190299 -0.0 NaN NaN -3.190299 9644 NASDAQ_micro caleb_strategy_v3 [1] 2574.282442 -45.158215 -0.485572 0.971144 0.0 NaN 0.485572 9647 CHF caleb_strategy_v3 [-1] 0.081123 -55.471517 -6.163502 6.163502 -6.163502 NaN -0.0 9648 US30 caleb_strategy_v3 [1] 22.20697 -7.036079 -7.036079 14.072159 0.0 NaN 7.036079 9649 JPY caleb_strategy_v3 [-1] 0.000771 -671.219493 -3.242606 -19.455637 NaN NaN -22.698244 9643 JPY caleb_strategy_v3 [-1] 0.000771 -674.462099 -6.485212 12.970425 -0.0 NaN 6.485212 9651 GBP caleb_strategy_v3 [1] 0.099303 -256.789296 -5.035084 0.0 NaN NaN -5.035084 9646 GBP caleb_strategy_v3 [1] 0.099303 -266.859465 -5.035084 10.070168 0.0 NaN 5.035084 9650 RUSSELL caleb_strategy_v3 [1] 436.143642 411.561657 -1.146411 27.513871 25.221049 NaN 26.36746 9652 RUSSELL caleb_strategy_v3 [1] 436.143642 436.782706 -1.146411 45.856452 43.563629 NaN 44.710041 9645 RUSSELL caleb_strategy_v3 [1] 436.143642 410.415246 -2.292823 4.585645 0.0 NaN 2.292823 9653 RUSSELL caleb_strategy_v3 [1] 436.143642 483.785569 -2.292823 16.049758 11.464113 NaN 13.756936 9654 LEANHOG caleb_strategy_v3 [1] 21.194081 460.034107 0.0 -58.978732 NaN NaN -58.978732 ============================================================================================================================================================================ 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 9625 JGB-SGX-mini caleb_strategy_v3 [1] 689.500629 -93.082585 -3.447503 -13.790013 -20.685019 NaN -17.237516 9626 JGB-SGX-mini caleb_strategy_v3 [1] 689.500629 -103.425094 -6.895006 0.0 -13.790013 NaN -6.895006 9627 BTP caleb_strategy_v3 [-1] 1092.7 136.5875 -5.4635 10.927 -0.0 NaN 5.4635 9628 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 2731.75 34.146875 -6.829375 13.65875 -0.0 NaN 6.829375 9629 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 2731.75 -47.805625 -6.829375 13.65875 0.0 NaN 6.829375 9630 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [-1] 2731.75 40.97625 -13.65875 -0.0 -27.3175 NaN -13.65875 9631 EURIBOR-ICE _ROLL_PSEUDO_STRATEGY [1] 2731.75 -40.97625 -13.65875 0.0 -27.3175 NaN -13.65875 9632 EURIBOR-ICE caleb_strategy_v3 [1] 2731.75 -47.805625 -6.829375 -13.65875 -27.3175 NaN -20.488125 9634 SUGAR11 caleb_strategy_v3 [1] 1120.0 100.8 0.0 -392.0 -392.0 NaN -392.0 9635 COPPER caleb_strategy_v3 [-1] 25000.0 431.25 -6.25 12.5 -0.0 NaN 6.25 9633 GAS_US_mini caleb_strategy_v3 [1] 2500.0 318.75 -6.25 0.0 -12.5 NaN -6.25 9637 GAS_US_mini caleb_strategy_v3 [1] 2500.0 318.75 -6.25 -37.5 NaN NaN -43.75 9640 GOLD_micro caleb_strategy_v3 [-1] 10.0 11.5 -0.5 -3.0 -4.0 NaN -3.5 9636 GOLD_micro caleb_strategy_v3 [-1] 10.0 3.5 -0.5 1.0 -0.0 NaN 0.5 9638 GOLD_micro caleb_strategy_v3 [-1] 10.0 3.5 -0.5 1.0 -0.0 NaN 0.5 9639 GOLD_micro caleb_strategy_v3 [-1] 10.0 3.5 -0.5 8.0 7.0 NaN 7.5 9641 CAD caleb_strategy_v3 [-1] 100000.0 57.5 -2.5 5.0 -0.0 NaN 2.5 9642 EUR caleb_strategy_v3 [-1] 125000.0 178.125 -3.125 -0.0 NaN NaN -3.125 9644 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -23.25 -0.25 0.5 0.0 NaN 0.25 9647 CHF caleb_strategy_v3 [-1] 125000.0 -56.25 -6.25 6.25 -6.25 NaN -0.0 9648 US30 caleb_strategy_v3 [1] 1000.0 -15.625 -15.625 31.25 0.0 NaN 15.625 9649 JPY caleb_strategy_v3 [-1] 12500000.0 -646.875 -3.125 -18.75 NaN NaN -21.875 9643 JPY caleb_strategy_v3 [-1] 12500000.0 -650.0 -6.25 12.5 -0.0 NaN 6.25 9651 GBP caleb_strategy_v3 [1] 62500.0 -159.375 -3.125 0.0 NaN NaN -3.125 9646 GBP caleb_strategy_v3 [1] 62500.0 -165.625 -3.125 6.25 0.0 NaN 3.125 9650 RUSSELL caleb_strategy_v3 [1] 5.0 89.75 -0.25 6.0 5.5 NaN 5.75 9652 RUSSELL caleb_strategy_v3 [1] 5.0 95.25 -0.25 10.0 9.5 NaN 9.75 9645 RUSSELL caleb_strategy_v3 [1] 5.0 89.5 -0.5 1.0 0.0 NaN 0.5 9653 RUSSELL caleb_strategy_v3 [1] 5.0 105.5 -0.5 3.5 2.5 NaN 3.0 9654 LEANHOG caleb_strategy_v3 [1] 400.0 390.0 0.0 -50.0 NaN NaN -50.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE -13.65875 caleb_strategy_v3 BTP 136.5875 CAD 57.5 CHF -56.25 COPPER 431.25 EUR 178.125 EURIBOR-ICE -47.805625 GAS_US_mini 637.5 GBP -325.0 GOLD_micro 22.0 JGB-SGX-mini -196.507679 JPY -1296.875 LEANHOG 390.0 NASDAQ_micro -23.25 RUSSELL 380.0 SUGAR11 100.8 US30 -15.625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -13.65875 caleb_strategy_v3 372.449196 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE -40.97625 caleb_strategy_v3 BTP -5.4635 CAD -2.5 CHF -6.25 COPPER -6.25 EUR -3.125 EURIBOR-ICE -6.829375 GAS_US_mini -12.5 GBP -6.25 GOLD_micro -2.0 JGB-SGX-mini -10.342509 JPY -9.375 LEANHOG 0.0 NASDAQ_micro -0.25 RUSSELL -1.5 SUGAR11 0.0 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -40.97625 caleb_strategy_v3 -88.260384 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE 27.3175 caleb_strategy_v3 BTP 10.927 CAD 5.0 CHF 6.25 COPPER 12.5 EUR -0.0 EURIBOR-ICE -13.65875 GAS_US_mini -37.5 GBP 6.25 GOLD_micro 7.0 JGB-SGX-mini -13.790013 JPY -6.25 LEANHOG -50.0 NASDAQ_micro 0.5 RUSSELL 20.5 SUGAR11 -392.0 US30 31.25 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 27.3175 caleb_strategy_v3 -413.021763 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE -54.635 caleb_strategy_v3 BTP -0.0 CAD -0.0 CHF -6.25 COPPER -0.0 EUR 0 EURIBOR-ICE -27.3175 GAS_US_mini -12.5 GBP 0.0 GOLD_micro 3.0 JGB-SGX-mini -34.475031 JPY -0.0 LEANHOG 0 NASDAQ_micro 0.0 RUSSELL 17.5 SUGAR11 -392.0 US30 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -54.635 caleb_strategy_v3 -452.042531 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY EURIBOR-ICE 0 caleb_strategy_v3 BTP 0 CAD 0 CHF 0 COPPER 0 EUR 0 EURIBOR-ICE 0 GAS_US_mini 0 GBP 0 GOLD_micro 0 JGB-SGX-mini 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 RUSSELL 0 SUGAR11 0 US30 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 EURIBOR-ICE -13.65875 caleb_strategy_v3 BTP 5.4635 CAD 2.5 CHF -0.0 COPPER 6.25 EUR -3.125 EURIBOR-ICE -20.488125 GAS_US_mini -50.0 GBP 0.0 GOLD_micro 5.0 JGB-SGX-mini -24.132522 JPY -15.625 LEANHOG -50.0 NASDAQ_micro 0.25 RUSSELL 19.0 SUGAR11 -392.0 US30 15.625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -13.65875 caleb_strategy_v3 -501.282147 ******************************************************************************** END OF REPORT ********************************************************************************