Stock Future Theor. Diff in Fut- Int. on Fut.

Time Date Cash Mar Int. on Transaction Final Stock Final Future Fut-Cash Final P/L
Price Price Future fut Cash Cash Margin
Price (per lot) Margin Fut Mar Price Price Final
14:23:00 6/15/18 1802.928 1809.52 1807.077 -2.44 6.59 112683.01 37.05 116885 38.43 Buy stock-sell fut 901464.08 904760.73 3296.66 2501.28
14:49:00 6/15/18 1806.928 1813.57 1811.086 -2.48 6.64 112933.00 37.13 116885 38.43 Buy stock-sell fut 903464.00 906785.48 3321.48 2526.10
14:51:00 6/15/18 1806.428 1813.02 1810.585 -2.44 6.59 112901.75 37.12 116885 38.43 Buy stock-sell fut 903214.01 906510.51 3296.51 2501.13
14:52:00 6/15/18 1806.928 1815.27 1811.086 -4.18 8.34 112933.00 37.13 116885 38.43 Buy stock-sell fut 903464.00 907635.37 4171.37 3375.99
14:55:00 6/15/18 1824.877 1831.77 1829.077 -2.69 6.89 114054.83 37.50 116885 38.43 Buy stock-sell fut 912438.64 915884.33 3445.69 2650.31
15:08:00 6/15/18 1839.827 1841.42 1844.061 2.64 1.59 114989.17 37.80 116510 38.30 Buy fut-sell stock 919913.34 920708.72 795.38
TOTAL 223.72 230 13554.81 13100.64

Stock Future Theor. Diff in Fut- Int. on Fut.

Time Date Cash Mar Int. on Transaction Final Stock Final Future Fut-Cash Final P/L
Price Price Future fut Cash Cash Margin
Price (per lot) Margin Fut Mar Price Price Final
13:11:00 6/18/18 1838.427 1840.82 1842.658 1.84 2.39 114901.67 37.78 116885 38.43 Buy fut-sell stock 919213.368 920408.756 1195.39 949.90
13:14:00 6/18/18 1834.127 1836.77 1838.348 1.58 2.64 114632.93 37.69 116885 38.43 Buy fut-sell stock 917063.454 918384.012 1320.56 1075.07
13:15:00 6/18/18 1834.627 1837.02 1838.849 1.83 2.39 114664.18 37.70 116885 38.43 Buy fut-sell stock 917313.444 918508.996 1195.55 950.06
13:16:00 6/18/18 1833.977 1836.77 1838.198 1.43 2.79 114623.56 37.68 116885 38.43 Buy fut-sell stock 916988.457 918384.012 1395.56 1150.07
13:17:00 6/18/18 1834.877 1837.17 1839.100 1.93 2.29 114679.80 37.70 116885 38.43 Buy fut-sell stock 917438.439 918583.987 1145.55 900.06
13:46:00 6/18/18 1836.127 1838.67 1840.352 1.68 2.54 114757.93 37.73 116885 38.43 Buy fut-sell stock 918063.414 919333.892 1270.48 1024.99
14:12:00 6/18/18 1831.027 1833.77 1835.241 1.47 2.74 114439.19 37.62 116885 38.43 Buy fut-sell stock 915513.515 916884.201 1370.69 1125.20
14:31:00 6/18/18 1838.877 1839.37 1843.109 3.74 0.49 114929.79 37.79 116510 38.30 Sell fut- buy stock 919438.359 919683.848 245.49

15:01:00 6/18/18 1831.927 1834.97 1836.143 1.17 3.04 114495.44 37.64 116510 38.30 Sell fut- buy stock 915963.50 917484.13 1520.63 574.92
15:02:00 6/18/18 1832.227 1835.27 1836.444 1.18 3.04 114514.19 37.65 116510 38.30 Sell fut- buy stock 916113.49 917634.11 1520.62 574.91
15:06:00 6/18/18 1833.377 1836.77 1837.596 0.83 3.39 114586.06 37.67 116510 38.30 Sell fut- buy stock 916688.47 918384.01 1695.54 749.83
15:11:00 6/18/18 1827.377 1831.17 1831.583 0.41 3.79 114211.07 37.55 116510 38.30 Sell fut- buy stock 913688.59 915584.37 1895.78 950.07
15:12:00 6/18/18 1829.927 1833.32 1834.138 0.82 3.39 114370.44 37.60 116510 38.30 Sell fut- buy stock 914963.54 916659.23 1695.69 749.98
15:17:00 6/18/18 1831.827 1833.72 1836.043 2.32 1.89 114489.19 37.64 116885 38.43 Buy fut-sell stock 915913.50 916859.20 945.71
527.44 537.25 10775.04 9710.35
 Stock Future Theor. Diff in Fut- Int. on Fut.
Time Date Cash Mar Int. on Transaction Final Stock Final Future Fut-Cash Final P/L
Price Price Future fut Cash Cash Margin
Price (per lot) Margin Fut Mar Price Price Final
9:15:00 6/19/18 1829.827 1832.57 1834.038 1.47 2.74 114364.19 37.60 116510 38.30 buy stock sell fut 914913.54 916284.28 1370.74 941.48
9:36:00 6/19/18 1830.227 1831.72 1834.439 2.72 1.49 114389.19 37.61 116510 38.30 buy stock sell fut 915113.53 915859.33 745.80 316.54
10:53:00 6/19/18 1834.927 1834.07 1839.150 5.08 -0.86 114682.93 37.70 116885 38.43 sell stock buy fut 917463.44 917034.18 -429.26
11:44:00 6/19/18 1830.927 1832.77 1835.141 2.37 1.84 114432.94 37.62 116510 38.30 buy stock sell fut 915463.52 916384.26 920.75 441.51
12:30:00 6/19/18 1824.577 1827.37 1828.776 1.41 2.79 114036.08 37.49 116510 38.30 buy stock sell fut 912288.64 913684.61 1395.96 916.72
12:40:00 6/19/18 1823.327 1825.82 1827.523 1.70 2.49 113957.96 37.47 116510 38.30 buy stock sell fut 911663.67 912909.70 1246.03 766.79
12:50:00 6/19/18 1824.577 1827.37 1828.776 1.41 2.79 114036.08 37.49 116510 38.30 buy stock sell fut 912288.64 913684.61 1395.96 916.72
12:51:00 6/19/18 1823.127 1826.32 1827.323 1.00 3.19 113945.46 37.46 116510 38.30 buy stock sell fut 911563.67 913159.67 1596.00 1116.76
12:56:00 6/19/18 1823.127 1826.27 1827.323 1.05 3.14 113945.46 37.46 116510 38.30 buy stock sell fut 911563.67 913134.67 1571.00 1091.76
13:05:00 6/19/18 1826.377 1829.57 1830.580 1.01 3.19 114148.58 37.53 116510 38.30 buy stock sell fut 913188.61 914784.47 1595.86 1116.62
14:03:00 6/19/18 1834.677 1833.72 1838.899 5.18 -0.96 114667.31 37.70 116885 38.43 sell stock buy fut 917338.44 916859.20 -479.24
14:33:00 6/19/18 1831.027 1830.42 1835.241 4.82 -0.61 114439.19 37.62 116885 38.43 sell stock buy fut 915513.52 915209.41 -304.10
15:17:00 6/19/18 1825.077 1829.42 1829.277 -0.14 4.34 114067.33 37.50 116510 38.30 buy stock- sell fut 912538.63 914709.48 2170.84 1866.74
15:23:00 6/19/18 1822.377 1827.12 1826.571 -0.55 4.74 113898.59 37.45 116510 38.30 buy stock- sell fut 911188.69 913559.62 2370.93 2066.83
525.70 536.64 11558.49 10496.150
Stock Future Theor. Diff in Fut- Int. on Fut.
Time Date Cash Mar Int. on Transaction Final Stock Final Future Fut-Cash Final P/L
Price Price Future fut Cash Cash Margin
Price (per lot) Margin Fut Mar Price Price Final
9:25:00 6/20/18 1826.227 1828.72 1830.430 1.71 2.49 114139.20 37.53 116885 38.43 buy fut sell stock 913113.61 914359.52 1245.91 1075.11
9:41:00 6/20/18 1828.827 1831.52 1833.036 1.52 2.69 114301.69 37.58 116885 38.43 buy fut sell stock 914413.56 915759.34 1345.78 1174.98
9:43:00 6/20/18 1829.177 1832.12 1833.387 1.27 2.94 114323.57 37.59 116885 38.43 buy fut sell stock 914588.55 916059.31 1470.75 1299.95
9:44:00 6/20/18 1829.827 1832.67 1834.038 1.37 2.84 114364.19 37.60 116885 38.43 buy fut sell stock 914913.54 916334.27 1420.73 1249.93
9:47:00 6/20/18 1829.527 1832.67 1833.738 1.07 3.14 114345.44 37.59 116885 38.43 buy fut sell stock 914763.55 916334.27 1570.73 1399.93
9:48:00 6/20/18 1829.327 1832.22 1833.537 1.32 2.89 114332.94 37.59 116885 38.43 buy fut sell stock 914663.55 916109.30 1445.75 1274.95
10:11:00 6/20/18 1831.927 1832.27 1836.143 3.87 0.34 114495.44 37.64 116510 38.30 sell fut buy stock 915963.50 916134.30 170.80
11:54:00 6/20/18 1830.977 1833.97 1835.191 1.22 2.99 114436.06 37.62 116885 38.43 buy fut sell stock 915488.52 916984.19 1495.67 574.83
11:57:00 6/20/18 1830.527 1833.97 1834.740 0.77 3.44 114407.94 37.61 116885 38.43 buy fut sell stock 915263.53 916984.19 1720.66 799.82
12:12:00 6/20/18 1832.027 1835.22 1836.243 1.02 3.19 114501.69 37.64 116885 38.43 buy fut sell stock 916013.50 917609.11 1595.61 674.77
12:15:00 6/20/18 1831.477 1834.87 1835.692 0.82 3.39 114467.31 37.63 116885 38.43 buy fut sell stock 915738.51 917434.13 1695.63 774.79
12:20:00 6/20/18 1831.877 1835.47 1836.093 0.62 3.59 114492.31 37.64 116885 38.43 buy fut sell stock 915938.50 917734.09 1795.60 874.76
12:35:00 6/20/18 1832.577 1836.57 1836.794 0.23 3.99 114536.06 37.66 116885 38.43 buy fut sell stock 916288.48 918284.02 1995.54 1074.70
12:47:00 6/20/18 1831.127 1835.62 1835.341 -0.28 4.49 114445.44 37.63 116885 38.43 buy fut sell stock 915563.51 917809.08 2245.57 1324.73
12:57:00 6/20/18 1832.727 1837.27 1836.945 -0.32 4.54 114545.44 37.66 116885 38.43 buy fut sell stock 916363.48 918633.98 2270.50 1349.66
12:59:00 6/20/18 1832.827 1836.77 1837.045 0.28 3.94 114551.68 37.66 116885 38.43 buy fut sell stock 916413.48 918384.01 1970.53 1049.69
13:02:00 6/20/18 1832.927 1837.22 1837.145 -0.07 4.29 114557.93 37.66 116885 38.43 buy fut sell stock 916463.48 918608.98 2145.51 1224.67
13:10:00 6/20/18 1831.727 1835.77 1835.942 0.17 4.04 114482.94 37.64 116885 38.43 buy fut sell stock 915863.50 917884.07 2020.57 1099.73
13:32:00 6/20/18 1829.527 1834.62 1833.738 -0.88 5.09 114345.44 37.59 116885 38.43 buy fut sell stock 914763.55 917309.15 2545.60 1624.76
14:24:00 6/20/18 1828.727 1830.57 1832.936 2.37 1.84 114295.45 37.58 116510 38.30 sell fut buy stock 914363.56 915284.40 920.84
752.34 768.31 19921.77 18401.12
 Stock Future Theor. Diff in Fut- Int. on Fut.
Time Date Cash Mar Int. on Transaction Final Stock Final Future Fut-Cash Final P/L
Price Price Future fut Cash Cash Margin
Price (per lot) Margin Fut Mar Price Price Final
9:21:00 6/21/18 1827.727 1831.12 1831.933 0.81 3.39 114232.95 37.56 116510 38.30 sell fut buy stock 913863.58 915559.37 1695.79 749.79
9:24:00 6/21/18 1828.377 1831.82 1832.585 0.77 3.44 114273.57 37.57 116510 38.30 sell fut buy stock 914188.57 915909.32 1720.76 774.76
9:40:00 6/21/18 1819.377 1823.77 1823.565 -0.21 4.39 113711.09 37.38 116510 38.30 sell fut buy stock 909688.75 911884.83 2196.09 1250.09
9:41:00 6/21/18 1821.077 1824.77 1825.268 0.50 3.69 113817.34 37.42 116510 38.30 sell fut buy stock 910538.71 912384.77 1846.06 900.06
10:01:00 6/21/18 1824.627 1828.27 1828.826 0.56 3.64 114039.21 37.49 116510 38.30 sell fut buy stock 912313.64 914134.55 1820.91 874.91
10:27:00 6/21/18 1824.377 1828.42 1828.576 0.16 4.04 114023.58 37.49 116510 38.30 sell fut buy stock 912188.65 914209.54 2020.89 1074.89
10:40:00 6/21/18 1824.927 1826.82 1829.127 2.31 1.89 114057.95 37.50 116885 38.43 buy fut sell stock 912463.64 913409.64 946.00
10:42:00 6/21/18 1824.927 1826.82 1829.127 2.31 1.89 114057.95 37.50 116885 38.43 buy fut sell stock 912463.64 913409.64 946.00
11:40:00 6/21/18 1819.727 1823.72 1823.915 0.20 3.99 113732.97 37.39 116510 38.30 sell fut buy stock 909863.74 911859.84 1996.10 1050.10
337.30 344.988 6674.58 5992.29