******************************************************************************** Trades report produced on 13/04/2026 21:35 from 12/04/2026 21:35 to 13/04/2026 21:35 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22025 AUD caleb_strategy_v3 [20260600] 2026-04-13 14:00:08 [1] 0.70515 22018 BUXL caleb_strategy_v3 [20260600] 2026-04-13 07:00:28 [-1] 107.68000 22021 COPPER caleb_strategy_v3 [20260700] 2026-04-13 13:05:48 [1] 5.92450 22037 CORN caleb_strategy_v3 [20261200] 2026-04-13 14:31:49 [-1] 473.50000 22038 CORN caleb_strategy_v3 [20261200] 2026-04-13 14:32:49 [-1] 473.50000 22036 CORN caleb_strategy_v3 [20261200] 2026-04-13 14:30:53 [-1] 473.75000 22024 DOW caleb_strategy_v3 [20260600] 2026-04-13 14:00:07 [-1] 47945.00000 22020 GASOLINE caleb_strategy_v3 [20260700] 2026-04-13 13:05:47 [1] 2.96990 22019 HEATOIL caleb_strategy_v3 [20260700] 2026-04-13 13:00:38 [-1] 3.63620 22035 LEANHOG caleb_strategy_v3 [20260700] 2026-04-13 14:30:50 [-1] 105.95000 22039 LEANHOG caleb_strategy_v3 [20260700] 2026-04-13 15:17:03 [-1] 105.77500 22031 MXP caleb_strategy_v3 [20260600] 2026-04-13 14:03:05 [1] 0.05735 22023 MXP caleb_strategy_v3 [20260600] 2026-04-13 14:00:06 [1] 0.05736 22027 MXP caleb_strategy_v3 [20260600] 2026-04-13 14:01:05 [1] 0.05737 22029 MXP caleb_strategy_v3 [20260600] 2026-04-13 14:02:05 [1] 0.05734 22034 MXP caleb_strategy_v3 [20260600] 2026-04-13 14:13:41 [1] 0.05736 22033 MXP caleb_strategy_v3 [20260600] 2026-04-13 14:04:19 [1] 0.05735 22017 NIKKEI caleb_strategy_v3 [20260600] 2026-04-13 02:01:14 [1] 56565.00000 22028 RUSSELL caleb_strategy_v3 [20260600] 2026-04-13 14:02:04 [-1] 2649.80000 22026 RUSSELL caleb_strategy_v3 [20260600] 2026-04-13 14:01:04 [-1] 2655.60000 22022 RUSSELL caleb_strategy_v3 [20260600] 2026-04-13 14:00:05 [-1] 2652.60000 22030 RUSSELL caleb_strategy_v3 [20260600] 2026-04-13 14:03:04 [-1] 2648.20000 22032 RUSSELL caleb_strategy_v3 [20260600] 2026-04-13 14:04:04 [-1] 2649.10000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22017 NIKKEI caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 03:01:14.185000 2026-04-13 02:01:14 270074.185 NaN 22018 BUXL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 08:00:28.121000 2026-04-13 07:00:28 288028.121 NaN 22019 HEATOIL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 14:00:37.873000 2026-04-13 13:00:38 309637.873 NaN 22020 GASOLINE caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 14:00:39.577000 2026-04-13 13:05:47 309639.577 NaN 22021 COPPER caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 14:05:48.089000 2026-04-13 13:05:48 309948.089 NaN 22024 DOW caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:00:07.053000 2026-04-13 14:00:07 313207.053 NaN 22025 AUD caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:00:08.193000 2026-04-13 14:00:08 313208.193 NaN 22022 RUSSELL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:00:05.017000 2026-04-13 14:00:05 313205.017 NaN 22026 RUSSELL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:01:04.460000 2026-04-13 14:01:04 313264.46 NaN 22028 RUSSELL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:02:04.949000 2026-04-13 14:02:04 313324.949 NaN 22030 RUSSELL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:03:04.956000 2026-04-13 14:03:04 313384.956 NaN 22032 RUSSELL caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:04:04.949000 2026-04-13 14:04:04 313444.949 NaN 22023 MXP caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:00:06.006000 2026-04-13 14:00:06 313206.006 NaN 22027 MXP caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:01:05.089000 2026-04-13 14:01:05 313265.089 NaN 22029 MXP caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:02:05.560000 2026-04-13 14:02:05 313325.56 NaN 22031 MXP caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:03:05.556000 2026-04-13 14:03:05 313385.556 NaN 22033 MXP caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:04:05.532000 2026-04-13 14:04:19 313445.532 NaN 22034 MXP caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:11:05.292000 2026-04-13 14:13:41 313865.292 NaN 22036 CORN caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:30:51.969000 2026-04-13 14:30:53 315051.969 NaN 22037 CORN caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:31:49.381000 2026-04-13 14:31:49 315109.381 NaN 22038 CORN caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:32:49.798000 2026-04-13 14:32:49 315169.798 NaN 22035 LEANHOG caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 15:30:49.765000 2026-04-13 14:30:50 315049.765 NaN 22039 LEANHOG caleb_strategy_v3 2026-04-10 00:00:00 2026-04-13 16:16:58.216000 2026-04-13 15:17:03 317818.216 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 22017 NIKKEI caleb_strategy_v3 [1] 57365.0 None 56622.5 56625.0 56620.0 56620.0 56565.0 742.5 -2.5 60.0 55.0 NaN 57.5 22018 BUXL caleb_strategy_v3 [-1] 107.9 None 107.65 107.64 107.66 107.66 107.68 -0.25 -0.01 0.04 0.02 NaN 0.03 22019 HEATOIL caleb_strategy_v3 [-1] 3.4201 None 3.6253 3.6241 3.6265 3.6265 3.6362 0.2052 -0.0012 0.0121 0.0097 NaN 0.0109 22020 GASOLINE caleb_strategy_v3 [1] 2.8405 None 2.96665 2.9672 2.9661 2.9661 2.9699 -0.12615 -0.00055 -0.0027 -0.0038 NaN -0.00325 22021 COPPER caleb_strategy_v3 [1] 5.933 None 5.92425 5.925 5.9235 5.9235 5.9245 0.00875 -0.00075 0.0005 -0.001 NaN -0.00025 22024 DOW caleb_strategy_v3 [-1] 48140.0 None 47910.0 47909.0 47911.0 47911.0 47945.0 -230.0 -1.0 36.0 34.0 NaN 35.0 22025 AUD caleb_strategy_v3 [1] 0.70715 None 0.705325 0.70535 0.7053 0.7053 0.70515 0.001825 -0.000025 0.0002 0.00015 NaN 0.000175 22022 RUSSELL caleb_strategy_v3 [-1] 2644.5 None 2643.35 2643.3 2643.4 2643.4 2652.6 -1.15 -0.05 9.3 9.2 NaN 9.25 22026 RUSSELL caleb_strategy_v3 [-1] 2644.5 None 2643.35 2643.3 2643.4 2643.4 2655.6 -1.15 -0.05 12.3 12.2 NaN 12.25 22028 RUSSELL caleb_strategy_v3 [-1] 2644.5 None 2643.35 2643.3 2643.4 2643.4 2649.8 -1.15 -0.05 6.5 6.4 NaN 6.45 22030 RUSSELL caleb_strategy_v3 [-1] 2644.5 None 2641.3 2641.2 2641.4 2641.4 2648.2 -3.2 -0.1 7.0 6.8 NaN 6.9 22032 RUSSELL caleb_strategy_v3 [-1] 2644.5 None 2641.3 2641.2 2641.4 2641.4 2649.1 -3.2 -0.1 7.9 7.7 NaN 7.8 22023 MXP caleb_strategy_v3 [1] 0.05746 None 0.057375 0.05738 0.05737 0.05737 0.05736 0.000085 -0.000005 0.00002 0.00001 NaN 0.000015 22027 MXP caleb_strategy_v3 [1] 0.05746 None 0.057375 0.05738 0.05737 0.05737 0.05737 0.000085 -0.000005 0.00001 0.0 NaN 0.000005 22029 MXP caleb_strategy_v3 [1] 0.05746 None 0.057375 0.05738 0.05737 0.05737 0.05734 0.000085 -0.000005 0.00004 0.00003 NaN 0.000035 22031 MXP caleb_strategy_v3 [1] 0.05746 None 0.057355 0.05736 0.05735 0.05735 0.05735 0.000105 -0.000005 0.00001 0.0 NaN 0.000005 22033 MXP caleb_strategy_v3 [1] 0.05746 None 0.057355 0.05736 0.05735 0.05735 0.05735 0.000105 -0.000005 0.00001 0.0 NaN 0.000005 22034 MXP caleb_strategy_v3 [1] 0.05746 None 0.057365 0.05737 0.05736 0.05736 0.05736 0.000095 -0.000005 0.00001 0.0 NaN 0.000005 22036 CORN caleb_strategy_v3 [-1] 471.75 None 472.625 472.5 472.75 472.75 473.75 0.875 -0.125 1.25 1.0 NaN 1.125 22037 CORN caleb_strategy_v3 [-1] 471.75 None 472.625 472.5 472.75 472.75 473.5 0.875 -0.125 1.0 0.75 NaN 0.875 22038 CORN caleb_strategy_v3 [-1] 471.75 None 472.625 472.5 472.75 472.75 473.5 0.875 -0.125 1.0 0.75 NaN 0.875 22035 LEANHOG caleb_strategy_v3 [-1] 106.45 None 105.925 105.9 105.95 105.95 105.95 -0.525 -0.025 0.05 -0.0 NaN 0.025 22039 LEANHOG caleb_strategy_v3 [-1] 106.45 None 105.8 105.775 105.825 105.825 105.775 -0.65 -0.025 -0.0 -0.05 NaN -0.025 ================================================================================================================================================================ 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 22017 NIKKEI caleb_strategy_v3 [1] 16961.177619 437.764415 -1.473954 35.374902 32.426994 NaN 33.900948 22018 BUXL caleb_strategy_v3 [-1] 14.827836 -168.601812 -6.744072 26.97629 13.488145 NaN 20.232217 22019 HEATOIL caleb_strategy_v3 [-1] 1.76482 1162.725055 -6.799562 68.562247 54.963124 NaN 61.762686 22020 GASOLINE caleb_strategy_v3 [1] 1.208424 -1043.921886 -4.551384 -22.343156 -31.445923 NaN -26.894539 22021 COPPER caleb_strategy_v3 [1] 1.730398 50.566393 -4.334262 2.889508 -5.779016 NaN -1.444754 22024 DOW caleb_strategy_v3 [-1] 7586.455593 -303.171879 -1.318139 47.45299 44.816713 NaN 46.134851 22025 AUD caleb_strategy_v3 [1] 0.071085 256.734544 -3.516912 28.135292 21.101469 NaN 24.618381 22022 RUSSELL caleb_strategy_v3 [-1] 554.949821 -20.722594 -0.900982 167.582719 165.780755 NaN 166.681737 22026 RUSSELL caleb_strategy_v3 [-1] 554.949821 -20.722594 -0.900982 221.641661 219.839696 NaN 220.740679 22028 RUSSELL caleb_strategy_v3 [-1] 554.949821 -20.722594 -0.900982 117.127707 115.325742 NaN 116.226725 22030 RUSSELL caleb_strategy_v3 [-1] 554.949821 -57.662871 -1.801965 126.137531 122.533601 NaN 124.335566 22032 RUSSELL caleb_strategy_v3 [-1] 554.949821 -57.662871 -1.801965 142.355213 138.751284 NaN 140.553248 22023 MXP caleb_strategy_v3 [1] 0.006399 132.829411 -7.813495 31.253979 15.626989 NaN 23.440484 22027 MXP caleb_strategy_v3 [1] 0.006399 132.829411 -7.813495 15.626989 0.0 NaN 7.813495 22029 MXP caleb_strategy_v3 [1] 0.006399 132.829411 -7.813495 62.507958 46.880968 NaN 54.694463 22031 MXP caleb_strategy_v3 [1] 0.006399 164.08339 -7.813495 15.626989 0.0 NaN 7.813495 22033 MXP caleb_strategy_v3 [1] 0.006399 164.08339 -7.813495 15.626989 0.0 NaN 7.813495 22034 MXP caleb_strategy_v3 [1] 0.006399 148.4564 -7.813495 15.626989 0.0 NaN 7.813495 22036 CORN caleb_strategy_v3 [-1] 61.004805 143.431324 -20.490189 204.901892 163.921514 NaN 184.411703 22037 CORN caleb_strategy_v3 [-1] 61.004805 143.431324 -20.490189 163.921514 122.941135 NaN 143.431324 22038 CORN caleb_strategy_v3 [-1] 61.004805 143.431324 -20.490189 163.921514 122.941135 NaN 143.431324 22035 LEANHOG caleb_strategy_v3 [-1] 15.748706 -333.36072 -15.87432 31.74864 -0.0 NaN 15.87432 22039 LEANHOG caleb_strategy_v3 [-1] 15.748706 -412.73232 -15.87432 -0.0 -31.74864 NaN -15.87432 ========================================================================================================================================================================= 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 22017 NIKKEI caleb_strategy_v3 [1] 0.626502 465.177472 -1.566254 37.590099 34.457591 NaN 36.023845 22018 BUXL caleb_strategy_v3 [-1] 1169.025 -292.25625 -11.69025 46.761 23.3805 NaN 35.07075 22019 HEATOIL caleb_strategy_v3 [-1] 42000.0 8618.4 -50.4 508.2 407.4 NaN 457.8 22020 GASOLINE caleb_strategy_v3 [1] 42000.0 -5298.3 -23.1 -113.4 -159.6 NaN -136.5 22021 COPPER caleb_strategy_v3 [1] 25000.0 218.75 -18.75 12.5 -25.0 NaN -6.25 22024 DOW caleb_strategy_v3 [-1] 0.5 -115.0 -0.5 18.0 17.0 NaN 17.5 22025 AUD caleb_strategy_v3 [1] 100000.0 182.5 -2.5 20.0 15.0 NaN 17.5 22022 RUSSELL caleb_strategy_v3 [-1] 5.0 -5.75 -0.25 46.5 46.0 NaN 46.25 22026 RUSSELL caleb_strategy_v3 [-1] 5.0 -5.75 -0.25 61.5 61.0 NaN 61.25 22028 RUSSELL caleb_strategy_v3 [-1] 5.0 -5.75 -0.25 32.5 32.0 NaN 32.25 22030 RUSSELL caleb_strategy_v3 [-1] 5.0 -16.0 -0.5 35.0 34.0 NaN 34.5 22032 RUSSELL caleb_strategy_v3 [-1] 5.0 -16.0 -0.5 39.5 38.5 NaN 39.0 22023 MXP caleb_strategy_v3 [1] 500000.0 42.5 -2.5 10.0 5.0 NaN 7.5 22027 MXP caleb_strategy_v3 [1] 500000.0 42.5 -2.5 5.0 0.0 NaN 2.5 22029 MXP caleb_strategy_v3 [1] 500000.0 42.5 -2.5 20.0 15.0 NaN 17.5 22031 MXP caleb_strategy_v3 [1] 500000.0 52.5 -2.5 5.0 0.0 NaN 2.5 22033 MXP caleb_strategy_v3 [1] 500000.0 52.5 -2.5 5.0 0.0 NaN 2.5 22034 MXP caleb_strategy_v3 [1] 500000.0 47.5 -2.5 5.0 0.0 NaN 2.5 22036 CORN caleb_strategy_v3 [-1] 50.0 43.75 -6.25 62.5 50.0 NaN 56.25 22037 CORN caleb_strategy_v3 [-1] 50.0 43.75 -6.25 50.0 37.5 NaN 43.75 22038 CORN caleb_strategy_v3 [-1] 50.0 43.75 -6.25 50.0 37.5 NaN 43.75 22035 LEANHOG caleb_strategy_v3 [-1] 400.0 -210.0 -10.0 20.0 -0.0 NaN 10.0 22039 LEANHOG caleb_strategy_v3 [-1] 400.0 -260.0 -10.0 -0.0 -20.0 NaN -10.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 182.5 BUXL -292.25625 COPPER 218.75 CORN 131.25 DOW -115.0 GASOLINE -5298.3 HEATOIL 8618.4 LEANHOG -470.0 MXP 280.0 NIKKEI 465.177472 RUSSELL -49.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3671.271222 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 BUXL -11.69025 COPPER -18.75 CORN -18.75 DOW -0.5 GASOLINE -23.1 HEATOIL -50.4 LEANHOG -20.0 MXP -15.0 NIKKEI -1.566254 RUSSELL -1.75 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -164.006504 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 20.0 BUXL 46.761 COPPER 12.5 CORN 162.5 DOW 18.0 GASOLINE -113.4 HEATOIL 508.2 LEANHOG 20.0 MXP 50.0 NIKKEI 37.590099 RUSSELL 215.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 977.151099 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 15.0 BUXL 23.3805 COPPER -25.0 CORN 125.0 DOW 17.0 GASOLINE -159.6 HEATOIL 407.4 LEANHOG -20.0 MXP 20.0 NIKKEI 34.457591 RUSSELL 211.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 649.138091 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUXL 0 COPPER 0 CORN 0 DOW 0 GASOLINE 0 HEATOIL 0 LEANHOG 0 MXP 0 NIKKEI 0 RUSSELL 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 AUD 17.5 BUXL 35.07075 COPPER -6.25 CORN 143.75 DOW 17.5 GASOLINE -136.5 HEATOIL 457.8 LEANHOG -0.0 MXP 35.0 NIKKEI 36.023845 RUSSELL 213.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 813.144595 ******************************************************************************** END OF REPORT ********************************************************************************