Derivatives trading essay

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CME_practice_record.xlsx

Sheet1

Trade Date Symbol Contract Contract size Last Price Notional Margin Commitment Side Quantity Type Open/Closing Account Value
1 6-Feb ZWH0 Soybean Meal 50 $ 288.30 $ 43,245.00 $ 7,491.00 Short 3 MKT Open $100.000.00
2 6-Feb ZWH0 Wheat 5000 $ 557.50 $ 8,362,500.00 $ 7,491.00 Long 3 MKT Open $100.000.01
3 6-Feb LEJO Live Cattel 40000 $ 119.58 $ 19,132,000.00 $ 15,411.00 Long 4 LMT Open $99,900.00
4 14-Feb ZWHO Wheat 5000 $ 547.75 $ 8,216,250.00 $ 4,125.00 Long 3 MKT Open $99,260.00
5 14-Feb LEJO Live Cattel 40000 $ 120.53 $ 24,105,000.00 $ 9,900.00 Long 5 MKT Open $99,290.00
6 14-Feb ZWHO Wheat 5000 $ 546.75 $ 19,136,250.00 $ 9,625.00 Short 7 MKT Open $99,667.50
7 21-Feb ESH0 E-mini S&P 500 0.25 $ 3,347.25 $ 1,673.63 $ 14,520.00 Short 2 LMT Open $87,057.50
8 21-Feb GCJ0 Gold 100 $ 1,644.10 $ 493,230.00 $ 16,500.00 Long 3 LMT Open $87,460.00
9 21-Feb 6BH0 British Pound 62500 $ 1.30 $ 405,593.75 $ 13,200.00 Short 5 LMT Open $87,040.00
10 27-Feb ZTMO 2-Year T-Note 2000 $ 109.18 $ 436,720.00 $ 1,056.00 Long 2 LMT Open $55,117.00
11 27-Feb ESH0 E-mini S&P 500 0.25 $ 2,947.75 $ 1,473.88 $ 14,520.00 short 2 LMT Open $50,347.00
12 2-Mar ZWH0 Soybean Meal 50 $ 308.80 $ 46,320.00 $ 3,423.00 Long 3 LMT Open $37,807.50
13 2-Mar LEJO Live Cattel 40000 $ 103.10 $ 12,372,000.00 $ 13,520.00 short 3 LMT Open $34,781.00
14 2-Mar ZWHO Wheat 5000 $ 516.75 $ 7,751,250.00 $ 5,830.00 short 3 LMT Open $33,967.00
15 9-Mar ZWHO Wheat 5000 $ 506.00 $ 7,590,000.00 $ 4,210.00 short 3 LMT Open $27,810.00
16 11-Mar GCJ0 Gold 100 $ 1,658.20 $ 497,460.00 $ 18,200.00 long 3 LMT Open $29,404.50
No avaiable margin
17 6-May BZNO Brent Crude 1000 $ 30.84 $ 154,200.00 $ 41,250.00 Short 5 MKT Open $94,030.00
18 6-May GCJ0 Gold 100 $ 1,712.80 $ 856,200.00 $ 50,325.00 Long 5 LMT Open $93,930.00
No avaiable margin
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