As you know we have our weekly marketing meetings every Wed in Onida. It is open to anyone who would like to attend; we go threw charts, talk about fundamentals for our grain markets, and lastly do some mock trading. Since the start of Sept our Mock trading particpates have book about $109,671 in profits. Which is rather impressive considering the fact that most of the trades are 1 lots and most particpates make 1 trade a week if any.
We do alot of various trades; below you will find our open trades. The first section is the futures trades and the second section is the option trades. You will notice that do have alot of ratio type spread plays in the open options; which has helped in some of the above mock profits.
Please note that in the comment section you will find risk reward parameters for many of the trades as well as the person you have the open trade. We try and update and adjust every week.
We do alot of various trades; below you will find our open trades. The first section is the futures trades and the second section is the option trades. You will notice that do have alot of ratio type spread plays in the open options; which has helped in some of the above mock profits.
Please note that in the comment section you will find risk reward parameters for many of the trades as well as the person you have the open trade. We try and update and adjust every week.
Here are the Future Trades
| Long | # of | Futures | Futures Price | Position | Profits (Losses) | ||
| or Short | Contracts | Symbol | Price | Last | Delta (bu) | Actual | Comment |
| LONG | 1.00 | SN2 | 1229.750 | 1241.750 | 5,000 | $600 | JORDAN |
| SHORT | 1.00 | SX2 | 1214.000 | 1221.750 | (5,000) | ($388) | JORDAN |
| LONG | 1.00 | WH2 | 656.250 | 653.500 | 5,000 | ($138) | jordan |
| SHORT | 1.00 | CH2 | 649.500 | 634.500 | (5,000) | $750 | jordan - order for 2 at even money; 1 at 7 cent wheat prem |
| LONG | 2.00 | WH2 | 603.000 | 653.500 | 10,000 | $5,050 | |
| SHORT | 2.00 | CH2 | 603.000 | 634.500 | (10,000) | ($3,150) | |
| LONG | 1.00 | WH2 | 659.000 | 653.500 | 5,000 | ($275) | KEVIN |
| SHORT | 1.00 | CH2 | 656.000 | 634.500 | (5,000) | $1,075 | KEVIN - RISK 2500 |
| LONG | 1.00 | MWH2 | 876.000 | 823.250 | 5,000 | ($2,638) | kevin - stop $2000 |
| SHORT | 1.00 | MWN2 | 830.250 | 795.250 | (5,000) | $1,750 | kevin |
| SHORT | 1.00 | WH2 | 614.000 | 653.500 | (5,000) | ($1,975) | kevin |
| LONG | 1.00 | WZ2 | 680.000 | 711.000 | 5,000 | $1,550 | kevin |
| LONG | 1.00 | WH2 | 614.000 | 653.500 | 5,000 | $1,975 | jordan |
| SHORT | 1.00 | CH2 | 608.000 | 634.500 | (5,000) | ($1,325) | jordan |
| LONG | 1.00 | KWN2 | 671.750 | 724.500 | 5,000 | $2,638 | kevin risk 1500 |
| SHORT | 1.00 | KWZ2 | 709.000 | 754.500 | (5,000) | ($2,275) | kevin |
| LONG | 1.00 | MWH2 | 800.000 | 835.750 | 5,000 | $1,788 | dan - RISK 8.09 obj 8.44 1/2 |
| SHORT | 1.00 | KWH2 | 697.000 | 709.000 | (5,000) | ($600) | DAN - RISK 7.05; OBJ 6.50 |
| SHORT | 1.00 | WH2 | 641.250 | 653.500 | (5,000) | ($613) | MIKE AH - RISK 10 - OBJ 40 CENTS |
| SHORT | 2.00 | KWH2 | 697.000 | 709.000 | (10,000) | ($1,200) | KEVIN RISK 7.00 ; OBJ 6.82 |
| LONG | 1.00 | MWH2 | 813.000 | 835.750 | 5,000 | $1,138 | KEVIN - ADD 2 AT 8.05; OBJ 8.30; LONG 4 7.95; RISK 7.90 |
Here are the Option Trades -
| Long | # of | Option | Option Price | Notional | Position Equivalent | Profits (Losses) | Days to Expiration | Expiration | ||||||
| or Short | Contracts | Symbol | Price | Last | Position (bu) | Delta | Delta (bu) | Gamma (bu) | Theta / Day | Vega | Actual | Actual | Date | |
| SHORT | 1.00 | SX1300C | 49.000 | 65.000 | (5,000) | (0.41) | (2,038) | (8) | $8 | ($201) | ($800) | 273 | 26-Oct-2012 | jeremey |
| SHORT | 2.00 | SX1500C | 31.250 | 25.875 | (10,000) | (0.19) | (1,943) | (10) | $13 | ($292) | $538 | 273 | 26-Oct-2012 | |
| SHORT | 1.00 | SX1000P | 37.000 | 16.250 | 5,000 | 0.13 | 629 | (4) | $4 | ($111) | $1,038 | 273 | 26-Oct-2012 | |
| SHORT | 1.00 | SX1200P | 99.500 | 82.500 | 5,000 | 0.42 | 2,077 | (8) | $8 | ($202) | $850 | 273 | 26-Oct-2012 | |
| LONG | 1.00 | WH660C | 47.750 | 22.000 | 5,000 | 0.48 | 2,384 | 32 | ($22) | $36 | ($1,288) | 28 | 24-Feb-2012 | jeremey |
| SHORT | 1.00 | WH730C | 24.000 | 4.125 | (5,000) | (0.14) | (675) | (17) | $12 | ($20) | $994 | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | WH600P | 22.125 | 5.250 | 5,000 | 0.16 | 806 | (20) | $13 | ($22) | $844 | 28 | 24-Feb-2012 | |
| LONG | 1.00 | WH730C | 0.750 | 4.125 | 5,000 | 0.14 | 675 | 17 | ($12) | $20 | $169 | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH600C | 38.500 | 45.000 | 5,000 | 0.73 | 3,650 | 26 | ($18) | $29 | $325 | 28 | 24-Feb-2012 | jordan |
| SHORT | 2.00 | CH700C | 9.375 | 5.000 | (10,000) | (0.16) | (1,628) | (41) | $27 | ($44) | $438 | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CH700C | 8.125 | 5.000 | (5,000) | (0.16) | (814) | (20) | $13 | ($22) | $156 | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CH575P | 23.000 | 2.750 | 5,000 | 0.11 | 533 | (17) | $8 | ($17) | $1,013 | 28 | 24-Feb-2012 | |
| SHORT | 10.00 | CH500P | 4.500 | 0.125 | 50,000 | 0.01 | 306 | (14) | $9 | ($17) | $2,188 | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CH550C | 56.625 | 85.375 | (5,000) | (0.93) | (4,626) | (6) | $6 | ($11) | ($1,438) | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH650C | 13.000 | 16.500 | 5,000 | 0.41 | 2,064 | 33 | ($20) | $34 | $175 | 28 | 24-Feb-2012 | |
| LONG | 10.00 | CH500P | 4.250 | 0.125 | (50,000) | (0.01) | (306) | 14 | ($9) | $17 | ($2,063) | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CH550C | 47.250 | 85.375 | (5,000) | (0.93) | (4,626) | (6) | $6 | ($11) | ($1,906) | 28 | 24-Feb-2012 | |
| SHORT | 2.00 | CH620P | 45.375 | 11.250 | 10,000 | 0.36 | 3,569 | (83) | $30 | ($66) | $3,413 | 28 | 24-Feb-2012 | |
| SHORT | 2.00 | CH620C | 19.875 | 31.500 | (10,000) | (0.61) | (6,130) | (63) | $41 | ($67) | ($1,163) | 28 | 24-Feb-2012 | |
| SHORT | 5.00 | CH650C | 15.750 | 16.500 | (25,000) | (0.41) | (10,320) | (167) | $101 | ($171) | ($188) | 28 | 24-Feb-2012 | |
| SHORT | 7.00 | CH580P | 19.000 | 2.500 | 35,000 | 0.11 | 3,735 | (134) | $54 | ($116) | $5,775 | 28 | 24-Feb-2012 | |
| SHORT | 2.00 | CH600P | 23.750 | 6.500 | 10,000 | 0.22 | 2,220 | (60) | $26 | ($53) | $1,725 | 28 | 24-Feb-2012 | |
| SHORT | 4.00 | CH660P | 46.250 | 34.250 | 20,000 | 0.69 | 13,789 | (151) | $58 | ($124) | $2,400 | 28 | 24-Feb-2012 | |
| SHORT | 3.00 | CH680P | 45.875 | 53.000 | 15,000 | 0.76 | 11,396 | (79) | $47 | ($82) | ($1,069) | 28 | 24-Feb-2012 | |
| SHORT | 5.00 | CH680C | 18.375 | 8.000 | (25,000) | (0.24) | (6,026) | (133) | $82 | ($138) | $2,594 | 28 | 24-Feb-2012 | |
| SHORT | 7.00 | CH600P | 10.250 | 6.500 | 35,000 | 0.22 | 7,771 | (211) | $91 | ($185) | $1,313 | 28 | 24-Feb-2012 | |
| SHORT | 5.00 | CH610C | 18.500 | 41.500 | (25,000) | (0.66) | (16,415) | (128) | $115 | ($161) | ($5,750) | 28 | 24-Feb-2012 | |
| SHORT | 8.00 | CH590C | 20.000 | 54.000 | (40,000) | (0.77) | (30,604) | (175) | $146 | ($215) | ($13,600) | 28 | 24-Feb-2012 | |
| SHORT | 9.00 | CH600C | 28.625 | 45.000 | (45,000) | (0.73) | (32,852) | (235) | $163 | ($261) | ($7,369) | 28 | 24-Feb-2012 | |
| SHORT | 7.00 | CH630C | 15.375 | 25.250 | (35,000) | (0.55) | (19,167) | (238) | $143 | ($243) | ($3,456) | 28 | 24-Feb-2012 | |
| SHORT | 13.00 | CH605P | 18.375 | 6.750 | 65,000 | 0.24 | 15,711 | (441) | $165 | ($359) | $7,556 | 28 | 24-Feb-2012 | |
| LONG | 10.00 | CH500P | 0.125 | 0.125 | (50,000) | (0.01) | (306) | 14 | ($9) | $17 | $0 | 28 | 24-Feb-2012 | |
| SHORT | 10.00 | CH610P | 12.375 | 9.500 | 50,000 | 0.29 | 14,624 | (344) | $152 | ($303) | $1,438 | 28 | 24-Feb-2012 | |
| SHORT | 10.00 | CH620P | 19.875 | 11.250 | 50,000 | 0.36 | 17,847 | (415) | $149 | ($328) | $4,313 | 28 | 24-Feb-2012 | |
| SHORT | 10.00 | CH630P | 20.625 | 14.500 | 50,000 | 0.44 | 22,143 | (468) | $148 | ($346) | $3,063 | 28 | 24-Feb-2012 | |
| SHORT | 8.00 | CH635P | 21.125 | 21.125 | 40,000 | 0.49 | 19,438 | (302) | $150 | ($279) | $0 | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH700C | 9.375 | 5.000 | 5,000 | 0.16 | 814 | 20 | ($13) | $22 | ($219) | 28 | 24-Feb-2012 | jeremey |
| SHORT | 1.00 | CH600P | 32.750 | 6.500 | 5,000 | 0.22 | 1,110 | (30) | $13 | ($26) | $1,313 | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH550P | 14.000 | 0.625 | (5,000) | (0.03) | (157) | 7 | ($3) | $7 | ($669) | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CK620P | 46.500 | 24.000 | 5,000 | 0.38 | 1,884 | (22) | $9 | ($58) | $1,125 | 84 | 20-Apr-2012 | kevin |
| LONG | 2.00 | CK560P | 20.375 | 7.750 | (10,000) | (0.15) | (1,537) | 26 | ($13) | $74 | ($1,263) | 84 | 20-Apr-2012 | |
| SHORT | 2.00 | CH570P | 21.000 | 2.250 | 10,000 | 0.09 | 897 | (31) | $15 | ($29) | $1,875 | 28 | 24-Feb-2012 | scott |
| LONG | 2.00 | CH600C | 28.000 | 45.000 | 10,000 | 0.73 | 7,301 | 52 | ($36) | $58 | $1,700 | 28 | 24-Feb-2012 | |
| SHORT | 2.00 | CH650C | 19.000 | 16.500 | (10,000) | (0.41) | (4,128) | (67) | $41 | ($68) | $250 | 28 | 24-Feb-2012 | |
| LONG | 2.00 | CH570P | 13.000 | 2.250 | (10,000) | (0.09) | (897) | 31 | ($15) | $29 | ($1,075) | 28 | 24-Feb-2012 | |
| SHORT | 2.00 | CH700C | 16.875 | 5.000 | (10,000) | (0.16) | (1,628) | (41) | $27 | ($44) | $1,188 | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CN650C | 33.000 | 50.000 | (5,000) | (0.52) | (2,582) | (15) | $9 | ($80) | ($850) | 147 | 22-Jun-2012 | van |
| SHORT | 1.00 | CN600P | 28.500 | 26.500 | 5,000 | 0.31 | 1,565 | (15) | $7 | ($72) | $100 | 147 | 22-Jun-2012 | |
| LONG | 6.00 | CH500P | 5.375 | 0.125 | (30,000) | (0.01) | (184) | 8 | ($5) | $10 | ($1,575) | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH540C | 54.125 | 95.125 | 5,000 | 0.93 | 4,642 | 4 | ($6) | $11 | $2,050 | 28 | 24-Feb-2012 | kevin |
| SHORT | 2.00 | CH580C | 30.125 | 57.875 | (10,000) | (0.86) | (8,630) | (37) | $20 | ($38) | ($2,775) | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH660C | 7.500 | 13.250 | 5,000 | 0.35 | 1,757 | 32 | ($20) | $33 | $288 | 28 | 24-Feb-2012 | |
| LONG | 1.00 | CH620C | 9.125 | 31.500 | 5,000 | 0.61 | 3,065 | 32 | ($20) | $34 | $1,119 | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | WN600C | 66.876 | 94.875 | (5,000) | (0.78) | (3,882) | (12) | $6 | ($62) | ($1,400) | 147 | 22-Jun-2012 | jeremey |
| SHORT | 1.00 | WN600P | 51.875 | 23.875 | 5,000 | 0.24 | 1,216 | (11) | $8 | ($67) | $1,400 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | WN600P | 37.375 | 23.875 | 5,000 | 0.24 | 1,216 | (11) | $8 | ($67) | $675 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | WN800C | 21.000 | 18.000 | (5,000) | (0.24) | (1,205) | (11) | $7 | ($67) | $150 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | CN640P | 60.625 | 47.500 | 5,000 | 0.44 | 2,217 | (16) | $8 | ($80) | $656 | 147 | 22-Jun-2012 | jeremey |
| LONG | 1.00 | CN590P | 35.500 | 24.750 | (5,000) | (0.29) | (1,436) | 14 | ($7) | $69 | ($538) | 147 | 22-Jun-2012 | |
| LONG | 1.00 | CN670C | 41.250 | 39.125 | 5,000 | 0.45 | 2,264 | 15 | ($8) | $80 | ($106) | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | CN780C | 16.375 | 13.500 | (5,000) | (0.20) | (1,000) | (11) | $6 | ($58) | $144 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | SN1220C | 82.000 | 81.500 | (5,000) | (0.57) | (2,850) | (11) | $11 | ($152) | $25 | 147 | 22-Jun-2012 | jeremey |
| SHORT | 1.00 | SN1100P | 26.000 | 18.125 | 5,000 | 0.18 | 881 | (7) | $8 | ($103) | $394 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | CN750C | 24.000 | 18.000 | (5,000) | (0.25) | (1,266) | (12) | $7 | ($65) | $300 | 147 | 22-Jun-2012 | scott |
| SHORT | 26.00 | CN800C | 6.000 | 11.125 | (130,000) | (0.17) | (22,124) | (246) | $147 | ($1,359) | ($6,663) | 147 | 22-Jun-2012 | jordan |
| LONG | 10.00 | CH590P | 16.500 | 4.875 | (50,000) | (0.17) | (8,589) | 247 | ($116) | $227 | ($5,813) | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | MWH800C | 27.750 | 40.750 | (5,000) | (0.80) | (3,985) | (30) | $11 | ($33) | ($650) | 28 | 24-Feb-2012 | kevin |
| LONG | 3.00 | MWH860C | 9.000 | 14.500 | 15,000 | 0.36 | 5,414 | 92 | ($62) | $130 | $825 | 28 | 24-Feb-2012 | |
| LONG | 10.00 | MWH1000C | 0.375 | 0.875 | 50,000 | 0.03 | 1,498 | 44 | ($46) | $83 | $250 | 28 | 24-Feb-2012 | |
| LONG | 15.00 | CH650C | 4.000 | 16.500 | 75,000 | 0.41 | 30,961 | 501 | ($304) | $513 | $9,375 | 28 | 24-Feb-2012 | jeremey |
| SHORT | 8.00 | CH650C | 14.875 | 16.500 | (40,000) | (0.41) | (16,512) | (267) | $162 | ($273) | ($650) | 28 | 24-Feb-2012 | |
| SHORT | 7.00 | CH700C | 4.625 | 5.000 | (35,000) | (0.16) | (5,699) | (143) | $93 | ($153) | ($131) | 28 | 24-Feb-2012 | |
| SHORT | 1.00 | CN650C | 28.625 | 50.000 | (5,000) | (0.52) | (2,582) | (15) | $9 | ($80) | ($1,069) | 147 | 22-Jun-2012 | jeremey |
| SHORT | 1.00 | CN600P | 43.000 | 26.500 | 5,000 | 0.31 | 1,565 | (15) | $7 | ($72) | $825 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | CN720C | 24.125 | 24.125 | (5,000) | (0.32) | (1,592) | (14) | $8 | ($73) | $0 | 147 | 22-Jun-2012 | van |
| LONG | 1.00 | CN640P | 47.500 | 47.500 | (5,000) | (0.44) | (2,217) | 16 | ($8) | $80 | $0 | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | CN580P | 21.275 | 21.375 | 5,000 | 0.26 | 1,290 | (13) | $7 | ($66) | ($5) | 147 | 22-Jun-2012 | |
| SHORT | 1.00 | CK700C | 15.750 | 17.000 | (5,000) | (0.30) | (1,497) | (18) | $10 | ($53) | ($63) | 84 | 20-Apr-2012 | jordan |
| LONG | 1.00 | CH620P | 13.875 | 11.250 | (5,000) | (0.36) | (1,785) | 42 | ($15) | $33 | ($131) | 28 | 24-Feb-2012 | |
| LONG | 7.00 | CH600P | 7.000 | 6.500 | (35,000) | (0.22) | (7,771) | 211 | ($91) | $185 | ($175) | 28 | 24-Feb-2012 | jeremey |
| SHORT | 1.00 | CN640P | 42.250 | 47.500 | 5,000 | 0.44 | 2,217 | (16) | $8 | ($80) | ($263) | 147 | 22-Jun-2012 | |
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