4/19/2007 9:58 237.75 251.75 96.00 347.75 C
05574520 GBP/JPY 100K 4/18/2007 21:55 237.50 LE
4/19/2007 9:58 237.77 271.85 96.00 367.85 C
05574521 GBP/JPY 100K 4/18/2007 21:55 237.50 LE
4/19/2007 9:58 237.80 302.04 96.00 398.04 C
05574460 GBP/JPY 100K 4/18/2007 22:03 237.49 Mkt
4/19/2007 9:58 237.69 201.46 96.00 297.46 C
05574885 GBP/JPY 100K 4/18/2007 23:18 237.45 SE
4/19/2007 9:58 237.79 342.31 96.00 438.31 C
05575239 GBP/JPY 100K 4/19/2007 9:58 237.70 Mkt
4/19/2007 15:37 236.47 1,251.59 0.00 1,251.59 C
05575240 GBP/JPY 100K 4/19/2007 9:58 237.71 Mkt
4/19/2007 15:37 236.46 1,272.07 0.00 1,272.07 C
05575241 GBP/JPY 100K 4/19/2007 9:58 237.71 Mkt
4/19/2007 15:37 236.46 1,271.94 0.00 1,271.94 C
05575242 GBP/JPY 100K 4/19/2007 9:59 237.71 Mkt
4/19/2007 15:37 236.48 1,251.59 0.00 1,251.59 C
05575250 GBP/JPY 100K 4/19/2007 10:07 237.68 Mkt
4/19/2007 15:37 236.47 1,230.99 0.00 1,230.99 C
05575521 GBP/JPY 100K 4/19/2007 12:38 236.81 Mkt
4/19/2007 15:37 236.50 315.36 0.00 315.36 C
05575522 GBP/JPY 100K 4/19/2007 12:38 236.79 Mkt
4/19/2007 15:37 236.50 295.03 0.00 295.03 C
05575805 GBP/JPY 100K 4/19/2007 15:38 236.49 Mkt
4/19/2007 16:20 235.72 -786.20 0.00 -786.20 S
05575806 GBP/JPY 100K 4/19/2007 15:38 236.49 Mkt
4/19/2007 16:20 235.72 -786.20 0.00 -786.20 S
05575807 GBP/JPY 100K 4/19/2007 15:39 236.50 Mkt
4/19/2007 16:20 235.72 -796.41 0.00 -796.41 S
05575808 GBP/JPY 100K 4/19/2007 15:39 236.49 Mkt
4/19/2007 16:20 235.72 -786.20 0.00 -786.20 S
05575809 GBP/JPY 100K 4/19/2007 15:39 236.48 Mkt
4/19/2007 16:20 235.72 -775.99 0.00 -775.99 S
05576106 GBP/JPY 100K 4/19/2007 16:44 235.49 Mkt
4/23/2007 16:38 236.70 1,225.75 64.00 1,289.75 S
05576107 GBP/JPY 100K 4/19/2007 16:44 235.48 Mkt
4/23/2007 16:38 236.70 1,235.94 64.00 1,299.94 S
05576110 GBP/JPY 100K 4/19/2007 16:44 235.36 Mkt
4/23/2007 16:38 236.70 1,357.51 64.00 1,421.51 S
05576127 GBP/JPY 100K 4/19/2007 16:47 235.46 Mkt
4/23/2007 16:38 236.70 1,256.21 64.00 1,320.21 S
05576267 GBP/JPY 100K 4/19/2007 16:57 235.70 SE
4/23/2007 16:38 236.70 1,013.07 64.00 1,077.07 S
05576268 GBP/JPY 100K 4/19/2007 16:57 235.70 SE
4/23/2007 16:38 236.70 1,013.07 64.00 1,077.07 S
05576185 GBP/JPY 100K 4/19/2007 17:02 236.15 Mkt
4/23/2007 16:38 236.70 557.19 64.00 621.19 S
05576277 GBP/JPY 100K 4/19/2007 17:02 236.30 SE
4/23/2007 16:38 236.70 405.23 64.00 469.23 S
05576278 GBP/JPY 100K 4/19/2007 17:02 236.30 SE
4/23/2007 16:38 236.70 405.23 64.00 469.23 S
05577352 GBP/JPY 100K 4/20/2007 8:00 237.30 Mkt
4/20/2007 16:59 237.95 655.74 0.00 655.74 C
05577666 GBP/JPY 100K 4/20/2007 15:25 237.73 Mkt
4/20/2007 16:57 238.00 272.37 0.00 272.37 C
05577667 GBP/JPY 100K 4/20/2007 15:25 237.73 Mkt
4/20/2007 16:57 238.00 272.37 0.00 272.37 C
05577927 GBP/JPY 100K 4/20/2007 18:17 238.09 Mkt
4/23/2007 15:32 236.80 -1,307.06 32.00 -1,275.06 S
05577928 GBP/JPY 100K 4/20/2007 18:17 238.10 Mkt
4/23/2007 15:32 236.80 -1,317.19 32.00 -1,285.19 S
05577930 GBP/JPY 100K 4/20/2007 18:18 238.10 Mkt
4/23/2007 15:32 236.80 -1,317.19 32.00 -1,285.19 S
05577966 GBP/JPY 100K 4/20/2007 18:49 237.47 Mkt
4/23/2007 15:32 236.80 -678.86 32.00 -646.86 S
05577967 GBP/JPY 100K 4/20/2007 18:49 237.50 Mkt
4/23/2007 15:32 236.80 -709.26 32.00 -677.26 S
05578842 GBP/JPY 100K 4/23/2007 8:32 238.10 LE
4/23/2007 13:49 237.39 -717.72 0.00 -717.72 S
05578843 GBP/JPY 100K 4/23/2007 8:32 238.10 LE
4/23/2007 13:49 237.39 -717.72 0.00 -717.72 S
05579020 GBP/JPY 100K 4/23/2007 12:51 238.04 Mkt
4/23/2007 13:49 237.39 -657.06 0.00 -657.06 S
05579021 GBP/JPY 100K 4/23/2007 12:52 238.04 Mkt
4/23/2007 13:49 237.39 -657.03 0.00 -657.03 S
05579039 GBP/JPY 100K 4/23/2007 14:06 237.74 Mkt
4/23/2007 15:32 236.80 -952.43 0.00 -952.43 S
05579040 GBP/JPY 100K 4/23/2007 14:06 237.74 Mkt
4/23/2007 15:32 236.80 -952.43 0.00 -952.43 S
05579041 GBP/JPY 100K 4/23/2007 14:06 237.74 Mkt
4/23/2007 15:32 236.80 -952.43 0.00 -952.43 S
05579042 GBP/JPY 100K 4/23/2007 14:06 237.74 Mkt
4/23/2007 15:32 236.80 -952.43 0.00 -952.43 S
05579209 GBP/JPY 100K 4/23/2007 15:55 237.12 Mkt
4/23/2007 16:38 236.70 -425.49 0.00 -425.49 S
05579385 GBP/JPY 100K 4/23/2007 16:59 236.60 Mkt
4/24/2007 8:08 237.11 516.64 32.00 548.64 C
05579386 GBP/JPY 100K 4/23/2007 16:59 236.59 Mkt
4/24/2007 8:08 237.12 536.90 32.00 568.90 C
05579387 GBP/JPY 100K 4/23/2007 16:59 236.60 Mkt
4/24/2007 8:08 237.13 536.90 32.00 568.90 C
05579388 GBP/JPY 100K 4/23/2007 16:59 236.60 Mkt
4/24/2007 8:08 237.11 516.64 32.00 548.64 C
05579389 GBP/JPY 100K 4/23/2007 16:59 236.59 Mkt
4/24/2007 8:08 237.11 526.77 32.00 558.77 C
05579395 GBP/JPY 100K 4/23/2007 17:01 236.58 Mkt
4/24/2007 8:08 237.12 547.03 32.00 579.03 C
05579441 GBP/JPY 100K 4/23/2007 17:48 236.94 Mkt
4/24/2007 8:08 237.12 182.34 32.00 214.34 C
05579641 GBP/JPY 100K 4/23/2007 18:37 236.86 SE
4/24/2007 8:08 237.13 273.51 32.00 305.51 C
05579643 GBP/JPY 100K 4/23/2007 18:37 236.86 SE
4/24/2007 8:08 237.11 253.25 32.00 285.25 C
05579644 GBP/JPY 100K 4/23/2007 18:37 236.86 SE
4/24/2007 8:08 237.12 263.38 32.00 295.38 C
05579735 GBP/JPY 100K 4/23/2007 21:03 237.38 Mkt
4/24/2007 8:08 237.12 -263.38 32.00 -231.38 C
05579737 GBP/JPY 100K 4/23/2007 21:03 237.38 Mkt
4/24/2007 8:08 237.13 -253.27 32.00 -221.27 C
05580223 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.78 0.00 275.78 C
05580224 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.78 0.00 275.78 C
05580225 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.79 0.00 275.79 C
05580226 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.78 0.00 275.78 C
05580227 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.78 0.00 275.78 C
05580228 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.78 0.00 275.78 C
05580229 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.76 0.00 275.76 C
05580230 GBP/JPY 100K 4/24/2007 8:09 237.12 Mkt
4/24/2007 17:37 236.85 275.75 0.00 275.75 C
05580232 GBP/JPY 100K 4/24/2007 8:12 237.13 Mkt
4/24/2007 17:37 236.85 285.96 0.00 285.96 C
05580233 GBP/JPY 100K 4/24/2007 8:12 237.12 Mkt
4/24/2007 17:37 236.85 275.78 0.00 275.78 C
05580867 GBP/JPY 100K 4/24/2007 14:50 236.86 Mkt
4/24/2007 17:37 236.85 10.21 0.00 10.21 C
05580869 GBP/JPY 100K 4/24/2007 14:51 236.85 Mkt
4/24/2007 17:37 236.85 0.00 0.00 0.00 C
05581205 GBP/JPY 100K 4/24/2007 16:20 236.49 SE
4/24/2007 17:36 236.85 -367.70 0.00 -367.70 C
05581206 GBP/JPY 100K 4/24/2007 16:20 236.49 SE
4/24/2007 17:36 236.85 -367.68 0.00 -367.68 C
05584609 GBP/JPY 100K 4/27/2007 0:33 237.62 Mkt
4/27/2007 1:16 237.79 172.29 0.00 172.29 C
05584665 GBP/JPY 100K 4/27/2007 1:41 238.07 Mkt
4/27/2007 3:47 238.13 60.69 0.00 60.69 C
Total: 2,180.50 4,086.40 6,266.90
OPEN / FLOATING POSITION
Ticket # Currency Volume Date Sold Bought Floating P/L Inter Condition
05581050 GBP/JPY 100K 4/24/2007 17:37 236.89 1,264.09 192.00 Mkt
4/30/2007 6:59 238.14
05581051 GBP/JPY 100K 4/24/2007 17:37 236.91 1,243.87 192.00 Mkt
4/30/2007 6:59 238.14
05581052 GBP/JPY 100K 4/24/2007 17:37 236.90 1,253.98 192.00 Mkt
4/30/2007 6:59 238.14
05581053 GBP/JPY 100K 4/24/2007 17:37 236.90 1,253.98 192.00 Mkt
4/30/2007 6:59 238.14
05581054 GBP/JPY 100K 4/24/2007 17:37 236.89 1,264.09 192.00 Mkt
4/30/2007 6:59 238.14
05581055 GBP/JPY 100K 4/24/2007 17:37 236.90 1,253.98 192.00 Mkt
4/30/2007 6:59 238.14
05581056 GBP/JPY 100K 4/24/2007 17:37 236.86 1,294.43 192.00 Mkt
4/30/2007 6:59 238.14
05581057 GBP/JPY 100K 4/24/2007 17:38 236.86 1,294.43 192.00 Mkt
4/30/2007 6:59 238.14
05581058 GBP/JPY 100K 4/24/2007 17:38 236.85 1,304.55 192.00 Mkt
4/30/2007 6:59 238.14
05581059 GBP/JPY 100K 4/24/2007 17:38 236.87 1,284.32 192.00 Mkt
4/30/2007 6:59 238.14
05581060 GBP/JPY 100K 4/24/2007 17:38 236.83 1,324.77 192.00 Mkt
4/30/2007 6:59 238.14
05581062 GBP/JPY 100K 4/24/2007 17:39 236.86 1,294.43 192.00 Mkt
4/30/2007 6:59 238.14
05581078 GBP/JPY 100K 4/24/2007 17:42 236.76 1,395.56 192.00 Mkt
4/30/2007 6:59 238.14
Total: 16,726.48 2,496.00
ACCOUNT SUMMARY
Beginning Balance 2,981.28
Comm Trading Commission 0.00
Intr Interest Fee 6,582.40
PnL Profit/Loss of Trade 25,489.38