******************************************************************************** Trades report produced on 07/04/2026 21:35 from 06/04/2026 21:35 to 07/04/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21962 BOBL caleb_strategy_v3 [20260600] 2026-04-07 07:05:19.000 [-1] 115.390000 21963 BOBL caleb_strategy_v3 [20260600] 2026-04-07 07:13:34.000 [-1] 115.380000 21961 EUROSTX caleb_strategy_v3 [20260600] 2026-04-07 07:05:18.000 [1] 5619.000000 21964 EUROSTX caleb_strategy_v3 [20260600] 2026-04-07 07:18:40.000 [1] 5625.000000 21969 FEEDCOW caleb_strategy_v3 [20260800] 2026-04-07 14:40:49.000 [1] 367.725000 21965 MXP caleb_strategy_v3 [20260600] 2026-04-07 14:00:06.000 [1] 0.055990 21967 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-07 14:00:09.000 [1] 24123.250000 21968 REDWHEAT caleb_strategy_v3 [20260900] 2026-04-07 19:45:00.305 [0] NaN 21970 REDWHEAT caleb_strategy_v3 [20260900] 2026-04-07 15:01:58.000 [-1] 635.750000 21966 US5 caleb_strategy_v3 [20260600] 2026-04-07 14:00:07.000 [-1] 107.945313 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21962 BOBL caleb_strategy_v3 2026-04-02 00:00:00 2026-04-07 08:05:18.765000 2026-04-07 07:05:19 461118.765 NaN 21963 BOBL caleb_strategy_v3 2026-04-02 00:00:00 2026-04-07 08:10:23.605000 2026-04-07 07:13:34 461423.605 NaN 21961 EUROSTX caleb_strategy_v3 2026-04-02 00:00:00 2026-04-07 08:00:29.865000 2026-04-07 07:05:18 460829.865 NaN 21964 EUROSTX caleb_strategy_v3 2026-04-02 00:00:00 2026-04-07 08:18:39.080000 2026-04-07 07:18:40 461919.08 NaN 21965 MXP caleb_strategy_v3 2026-04-06 00:00:00 2026-04-07 15:00:06.826000 2026-04-07 14:00:06 140406.826 NaN 21966 US5 caleb_strategy_v3 2026-04-06 00:00:00 2026-04-07 15:00:07.846000 2026-04-07 14:00:07 140407.846 NaN 21967 NASDAQ_micro caleb_strategy_v3 2026-04-06 00:00:00 2026-04-07 15:00:09.018000 2026-04-07 14:00:09 140409.018 NaN 21969 FEEDCOW caleb_strategy_v3 2026-04-06 00:00:00 2026-04-07 15:40:09.515000 2026-04-07 14:40:49 142809.515 NaN 21968 REDWHEAT caleb_strategy_v3 2026-04-06 00:00:00 2026-04-07 15:30:08.425000 2026-04-07 19:45:00.305000 142208.425 15291.88 21970 REDWHEAT caleb_strategy_v3 2026-04-06 00:00:00 2026-04-07 16:01:58.125000 2026-04-07 15:01:58 144118.125 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 21962 BOBL caleb_strategy_v3 [-1] 115.58 None 115.405 115.4 115.41 115.41 115.39 -0.175 -0.005 -0.01 -0.02 NaN -0.015 21963 BOBL caleb_strategy_v3 [-1] 115.58 None 115.395 115.39 115.4 115.4 115.38 -0.185 -0.005 -0.01 -0.02 NaN -0.015 21961 EUROSTX caleb_strategy_v3 [1] 5617.0 None 5616.5 5617.0 5616.0 5616.0 5619.0 0.5 -0.5 -2.0 -3.0 NaN -2.5 21964 EUROSTX caleb_strategy_v3 [1] 5617.0 None 5625.5 5626.0 5625.0 5625.0 5625.0 -8.5 -0.5 1.0 0.0 NaN 0.5 21965 MXP caleb_strategy_v3 [1] 0.05591 None 0.056015 0.05602 0.05601 0.05601 0.05599 -0.000105 -0.000005 0.00003 0.00002 NaN 0.000025 21966 US5 caleb_strategy_v3 [-1] 107.976562 None 107.917969 107.914062 107.921875 107.921875 107.945313 -0.058594 -0.003906 0.03125 0.023438 NaN 0.027344 21967 NASDAQ_micro caleb_strategy_v3 [1] 24351.25 None 24164.5 24164.75 24164.25 24164.25 24123.25 186.75 -0.25 41.5 41.0 NaN 41.25 21969 FEEDCOW caleb_strategy_v3 [1] 370.1 None 367.3 367.35 367.25 367.25 367.725 2.8 -0.05 -0.375 -0.475 NaN -0.425 21968 REDWHEAT caleb_strategy_v3 [-1] 638.5 None 641.125 641.0 641.25 641.25 NaN 2.625 -0.125 NaN NaN NaN NaN 21970 REDWHEAT caleb_strategy_v3 [-1] 638.5 None 635.125 635.0 635.25 635.25 635.75 -3.375 -0.125 0.75 0.5 NaN 0.625 =============================================================================================================================================================== 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 21962 BOBL caleb_strategy_v3 [-1] 3.965261 -441.332864 -12.60951 -25.219021 -50.438042 NaN -37.828531 21963 BOBL caleb_strategy_v3 [-1] 3.965261 -466.551885 -12.60951 -25.219021 -50.438042 NaN -37.828531 21961 EUROSTX caleb_strategy_v3 [1] 1125.597897 4.442084 -4.442084 -17.768335 -26.652502 NaN -22.210418 21964 EUROSTX caleb_strategy_v3 [1] 1125.597897 -75.515422 -4.442084 8.884167 0.0 NaN 4.442084 21965 MXP caleb_strategy_v3 [1] 0.00634 -165.610272 -7.886203 47.317221 31.544814 NaN 39.431017 21966 US5 caleb_strategy_v3 [-1] 3.978135 -147.289502 -9.8193 78.555658 58.917058 NaN 68.736358 21967 NASDAQ_micro caleb_strategy_v3 [1] 4950.930354 377.201832 -0.504956 83.822629 82.812718 NaN 83.317674 21969 FEEDCOW caleb_strategy_v3 [1] 58.907981 475.317596 -8.487814 -63.658607 -80.634235 NaN -72.146421 21968 REDWHEAT caleb_strategy_v3 [-1] 168.177821 156.08479 -7.432609 NaN NaN NaN NaN 21970 REDWHEAT caleb_strategy_v3 [-1] 168.177821 -200.680445 -7.432609 44.595654 29.730436 NaN 37.163045 ========================================================================================================================================================================= 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 21962 BOBL caleb_strategy_v3 [-1] 1153.625 -201.884375 -5.768125 -11.53625 -23.0725 NaN -17.304375 21963 BOBL caleb_strategy_v3 [-1] 1153.625 -213.420625 -5.768125 -11.53625 -23.0725 NaN -17.304375 21961 EUROSTX caleb_strategy_v3 [1] 11.53625 5.768125 -5.768125 -23.0725 -34.60875 NaN -28.840625 21964 EUROSTX caleb_strategy_v3 [1] 11.53625 -98.058125 -5.768125 11.53625 0.0 NaN 5.768125 21965 MXP caleb_strategy_v3 [1] 500000.0 -52.5 -2.5 15.0 10.0 NaN 12.5 21966 US5 caleb_strategy_v3 [-1] 1000.0 -58.59375 -3.90625 31.2505 23.438 NaN 27.34425 21967 NASDAQ_micro caleb_strategy_v3 [1] 2.0 373.5 -0.5 83.0 82.0 NaN 82.5 21969 FEEDCOW caleb_strategy_v3 [1] 500.0 1400.0 -25.0 -187.5 -237.5 NaN -212.5 21968 REDWHEAT caleb_strategy_v3 [-1] 50.0 131.25 -6.25 NaN NaN NaN NaN 21970 REDWHEAT caleb_strategy_v3 [-1] 50.0 -168.75 -6.25 37.5 25.0 NaN 31.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL -415.305 EUROSTX -92.29 FEEDCOW 1400.0 MXP -52.5 NASDAQ_micro 373.5 REDWHEAT -37.5 US5 -58.59375 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1117.31125 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -11.53625 EUROSTX -11.53625 FEEDCOW -25.0 MXP -2.5 NASDAQ_micro -0.5 REDWHEAT -12.5 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -67.47875 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL -23.0725 EUROSTX -11.53625 FEEDCOW -187.5 MXP 15.0 NASDAQ_micro 83.0 REDWHEAT 37.5 US5 31.2505 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -55.35825 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL -46.145 EUROSTX -34.60875 FEEDCOW -237.5 MXP 10.0 NASDAQ_micro 82.0 REDWHEAT 25.0 US5 23.438 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -177.81575 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 EUROSTX 0 FEEDCOW 0 MXP 0 NASDAQ_micro 0 REDWHEAT 0 US5 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 -34.60875 EUROSTX -23.0725 FEEDCOW -212.5 MXP 12.5 NASDAQ_micro 82.5 REDWHEAT 31.25 US5 27.34425 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -116.587 ******************************************************************************** END OF REPORT ********************************************************************************