The fair value of the Partnership’s futures, forwards and options contracts by type that are presented as Net unrealized profit (loss) / market value on open contracts / options in the Consolidated Statements of Financial Condition as of December 31, 2013 are as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized Profit (Loss) |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Profit (Loss)/ |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Profit (Loss)/ |
|
Percent of |
|
Market Value on Open |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Market Value |
|
Net Assets |
|
of Contracts |
|
Gains |
|
Losses |
|
Market Value |
|
Net Assets |
|
Contracts/Options |
|
Net Assets |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
133 |
|
$ |
15,035 |
|
$ |
(97,886 |
) |
$ |
(82,851 |
) |
-0.06 |
% |
(150 |
) |
$ |
153,565 |
|
$ |
(22,043 |
) |
$ |
131,522 |
|
0.10 |
% |
$ |
48,671 |
|
0.04 |
% |
January 14 - December 14 |
|
|
Currencies |
|
214 |
|
97,977 |
|
(40,224 |
) |
57,753 |
|
0.04 |
% |
(95 |
) |
158,091 |
|
(4,433 |
) |
153,658 |
|
0.12 |
% |
211,411 |
|
0.16 |
% |
March 14 |
| |||||||
|
Energy |
|
56 |
|
40,183 |
|
(26,367 |
) |
13,816 |
|
0.01 |
% |
(5 |
) |
— |
|
(9,488 |
) |
(9,488 |
) |
-0.01 |
% |
4,328 |
|
0.00 |
% |
January 14 - April 14 |
| |||||||
|
Interest rates |
|
1,284 |
|
47,047 |
|
(223,537 |
) |
(176,490 |
) |
-0.13 |
% |
(362 |
) |
45,288 |
|
(15,569 |
) |
29,719 |
|
0.02 |
% |
(146,771 |
) |
-0.11 |
% |
January 14 - September 16 |
| |||||||
|
Metals |
|
346 |
|
800,800 |
|
(211,988 |
) |
588,812 |
|
0.45 |
% |
(331 |
) |
227,723 |
|
(737,914 |
) |
(510,191 |
) |
-0.39 |
% |
78,621 |
|
0.06 |
% |
January 14 - April 14 |
| |||||||
|
Stock indices |
|
495 |
|
970,818 |
|
(1,787 |
) |
969,031 |
|
0.73 |
% |
(96 |
) |
200 |
|
(11,777 |
) |
(11,577 |
) |
-0.01 |
% |
957,454 |
|
0.72 |
% |
January 14 - March 14 |
| |||||||
|
Subtotal |
|
2,528 |
|
1,971,860 |
|
(601,789 |
) |
1,370,071 |
|
1.04 |
% |
(1,039 |
) |
584,867 |
|
(801,224 |
) |
(216,357 |
) |
-0.17 |
% |
1,153,714 |
|
0.87 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Forwards |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
|
|
156,904 |
|
(116,121 |
) |
40,783 |
|
0.03 |
% |
|
|
179,807 |
|
(303,256 |
) |
(123,449 |
) |
-0.09 |
% |
(82,666 |
) |
-0.06 |
% |
January 14 - May 14 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
— |
|
172,223 |
|
— |
|
172,223 |
|
0.13 |
% |
— |
|
— |
|
(122,974 |
) |
(122,974 |
) |
-0.09 |
% |
49,249 |
|
0.04 |
% |
January 14 |
| |||||||
|
Energy |
|
15 |
|
11,100 |
|
— |
|
11,100 |
|
0.01 |
% |
(75 |
) |
— |
|
(37,650 |
) |
(37,650 |
) |
-0.03 |
% |
(26,550 |
) |
-0.02 |
% |
January 14 |
| |||||||
|
Interest rates |
|
465 |
|
406,734 |
|
— |
|
406,734 |
|
0.31 |
% |
(1,935 |
) |
— |
|
(733,359 |
) |
(733,359 |
) |
-0.56 |
% |
(326,625 |
) |
-0.25 |
% |
January 14 |
| |||||||
|
Stock indices |
|
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
(333 |
) |
— |
|
(262,470 |
) |
(262,470 |
) |
-0.20 |
% |
(262,470 |
) |
-0.20 |
% |
January 14 - March 14 |
| |||||||
|
Subtotal |
|
480 |
|
590,057 |
|
— |
|
590,057 |
|
0.45 |
% |
(2,343 |
) |
— |
|
(1,156,453 |
) |
(1,156,453 |
) |
-0.88 |
% |
(566,396 |
) |
-0.43 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
3,008 |
|
$ |
2,718,821 |
|
$ |
(717,910 |
) |
$ |
2,000,911 |
|
1.52 |
% |
(3,382 |
) |
$ |
764,674 |
|
$ |
(2,260,933 |
) |
$ |
(1,496,259 |
) |
-1.14 |
% |
$ |
504,652 |
|
0.38 |
% |
|
|
The fair value of the Partnership’s futures, forwards and options contracts by type that are presented as Net unrealized profit (loss) / market value on open contracts / options in the Consolidated Statements of Financial Condition as of December 31, 2012 are as follows:
|
|
|
|
|
|
|
|
|
Long Positions |
|
|
|
|
|
|
|
|
|
Short Positions |
|
|
|
|
|
|
|
|
| |||||||
|
|
|
Long Positions |
|
Unrealized |
|
|
|
Short Positions |
|
Unrealized |
|
|
|
Net Unrealized Profit (Loss) |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Profit (Loss)/ |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Profit (Loss)/ |
|
Percent of |
|
Market Value on Open |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Market Value |
|
Net Assets |
|
of Contracts |
|
Gains |
|
Losses |
|
Market Value |
|
Net Assets |
|
Contracts/Options |
|
Net Assets |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
227 |
|
$ |
30,992 |
|
$ |
(210,917 |
) |
$ |
(179,925 |
) |
-0.07 |
% |
(191 |
) |
$ |
137,576 |
|
$ |
(47,215 |
) |
$ |
90,361 |
|
0.04 |
% |
$ |
(89,564 |
) |
-0.03 |
% |
January 13 - December 13 |
|
|
Currencies |
|
671 |
|
166,846 |
|
(485,889 |
) |
(319,043 |
) |
-0.12 |
% |
(146 |
) |
552,029 |
|
(8,725 |
) |
543,304 |
|
0.21 |
% |
224,261 |
|
0.09 |
% |
January 13 - March 13 |
| |||||||
|
Energy |
|
513 |
|
364,585 |
|
(120,408 |
) |
244,177 |
|
0.09 |
% |
(413 |
) |
209,763 |
|
(292,975 |
) |
(83,212 |
) |
-0.03 |
% |
160,965 |
|
0.06 |
% |
January 13 - December 13 |
| |||||||
|
Interest rates |
|
3,850 |
|
553,893 |
|
(218,013 |
) |
335,880 |
|
0.13 |
% |
(209 |
) |
8,275 |
|
(74,463 |
) |
(66,188 |
) |
-0.03 |
% |
269,692 |
|
0.10 |
% |
January 13 - March 16 |
| |||||||
|
Metals |
|
1,042 |
|
2,081,342 |
|
(671,087 |
) |
1,410,255 |
|
0.54 |
% |
(949 |
) |
321,773 |
|
(2,229,051 |
) |
(1,907,278 |
) |
-0.73 |
% |
(497,023 |
) |
-0.19 |
% |
January 13 - March 14 |
| |||||||
|
Stock indices |
|
1,219 |
|
655,637 |
|
(328,838 |
) |
326,799 |
|
0.12 |
% |
(90 |
) |
21,870 |
|
(195 |
) |
21,675 |
|
0.01 |
% |
348,474 |
|
0.13 |
% |
January 13 - December 13 |
| |||||||
|
Subtotal |
|
7,522 |
|
3,853,295 |
|
(2,035,152 |
) |
1,818,143 |
|
0.69 |
% |
(1,998 |
) |
1,251,286 |
|
(2,652,624 |
) |
(1,401,338 |
) |
-0.53 |
% |
416,805 |
|
0.16 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Forwards |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
|
|
355,855 |
|
(287,104 |
) |
68,751 |
|
0.03 |
% |
|
|
604,032 |
|
(2,745,213 |
) |
(2,141,181 |
) |
-0.82 |
% |
(2,072,430 |
) |
-0.79 |
% |
January 13 - September 13 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Options |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
— |
|
2,200 |
|
— |
|
2,200 |
|
0.00 |
% |
— |
|
— |
|
(203,826 |
) |
(203,826 |
) |
-0.08 |
% |
(201,626 |
) |
-0.08 |
% |
January 13 |
| |||||||
|
Energy |
|
33 |
|
4,840 |
|
— |
|
4,840 |
|
0.00 |
% |
(33 |
) |
— |
|
(32,670 |
) |
(32,670 |
) |
-0.01 |
% |
(27,830 |
) |
-0.01 |
% |
January 13 - February 13 |
| |||||||
|
Interest rates |
|
110 |
|
47,438 |
|
— |
|
47,438 |
|
0.02 |
% |
(407 |
) |
— |
|
(108,625 |
) |
(108,625 |
) |
-0.04 |
% |
(61,187 |
) |
-0.02 |
% |
January 13 - February 13 |
| |||||||
|
Metals |
|
79 |
|
254,000 |
|
— |
|
254,000 |
|
0.10 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
254,000 |
|
0.10 |
% |
January 13 - November 13 |
| |||||||
|
Stock indices |
|
44 |
|
75,350 |
|
— |
|
75,350 |
|
0.03 |
% |
(88 |
) |
— |
|
(68,200 |
) |
(68,200 |
) |
-0.03 |
% |
7,150 |
|
0.00 |
% |
January 13 |
| |||||||
|
Subtotal |
|
266 |
|
383,828 |
|
— |
|
383,828 |
|
0.15 |
% |
(528 |
) |
— |
|
(413,321 |
) |
(413,321 |
) |
-0.16 |
% |
(29,493 |
) |
-0.01 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
7,788 |
|
$ |
4,592,978 |
|
$ |
(2,322,256 |
) |
$ |
2,270,722 |
|
0.87 |
% |
(2,526 |
) |
$ |
1,855,318 |
|
$ |
(5,811,158 |
) |
$ |
(3,955,840 |
) |
-1.51 |
% |
$ |
(1,685,118 |
) |
-0.64 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:
Alamo Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
134 |
|
$ |
20,100 |
|
$ |
(90,318 |
) |
$ |
(70,218 |
) |
-0.66 |
% |
(443 |
) |
$ |
267,788 |
|
$ |
(65,870 |
) |
$ |
201,918 |
|
1.90 |
% |
$ |
131,700 |
|
1.24 |
% |
February 14 - March 14 |
|
|
Currencies |
|
113 |
|
108,074 |
|
(16,612 |
) |
91,462 |
|
0.86 |
% |
(88 |
) |
75,461 |
|
(5,051 |
) |
70,410 |
|
0.66 |
% |
161,872 |
|
1.52 |
% |
March 14 |
| |||||||
|
Interest rates |
|
69 |
|
— |
|
(34,882 |
) |
(34,882 |
) |
-0.32 |
% |
(41 |
) |
— |
|
(45,469 |
) |
(45,469 |
) |
-0.43 |
% |
(80,351 |
) |
-0.75 |
% |
March 14 - June 14 |
| |||||||
|
Metals |
|
12 |
|
4,108 |
|
(30,693 |
) |
(26,585 |
) |
-0.25 |
% |
(61 |
) |
— |
|
(87,082 |
) |
(87,082 |
) |
-0.82 |
% |
(113,667 |
) |
-1.07 |
% |
January 14 - April 14 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
328 |
|
$ |
132,282 |
|
$ |
(172,505 |
) |
$ |
(40,223 |
) |
-0.37 |
% |
(633 |
) |
$ |
343,249 |
|
$ |
(203,472 |
) |
$ |
139,777 |
|
1.31 |
% |
$ |
99,554 |
|
0.94 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:
Alamo Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
53 |
|
$ |
41,903 |
|
$ |
— |
|
$ |
41,903 |
|
0.18 |
% |
(247 |
) |
$ |
192,660 |
|
$ |
(95,359 |
) |
$ |
97,301 |
|
0.42 |
% |
$ |
139,204 |
|
0.60 |
% |
March 13 |
|
|
Currencies |
|
215 |
|
76,513 |
|
(174,782 |
) |
(98,269 |
) |
-0.43 |
% |
(56 |
) |
259,056 |
|
— |
|
259,056 |
|
1.13 |
% |
160,787 |
|
0.70 |
% |
March 13 |
| |||||||
|
Energy |
|
9 |
|
13,066 |
|
(12,524 |
) |
542 |
|
0.00 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
542 |
|
0.00 |
% |
February 13 |
| |||||||
|
Interest rates |
|
275 |
|
1,880 |
|
(39,810 |
) |
(37,930 |
) |
-0.16 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
(37,930 |
) |
-0.16 |
% |
March 13 - June 13 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
552 |
|
$ |
133,362 |
|
$ |
(227,116 |
) |
$ |
(93,754 |
) |
-0.41 |
% |
(303 |
) |
$ |
451,716 |
|
$ |
(95,359 |
) |
$ |
356,357 |
|
1.55 |
% |
$ |
262,603 |
|
1.14 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:
Breakout Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
80 |
|
$ |
76,560 |
|
$ |
(8,688 |
) |
$ |
67,872 |
|
0.53 |
% |
(80 |
) |
$ |
108,725 |
|
$ |
— |
|
$ |
108,725 |
|
0.85 |
% |
$ |
176,597 |
|
1.38 |
% |
February 14 - March 14 |
|
|
Currencies |
|
139 |
|
132,914 |
|
(21,575 |
) |
111,339 |
|
0.87 |
% |
(151 |
) |
96,275 |
|
(27,890 |
) |
68,385 |
|
0.54 |
% |
179,724 |
|
1.41 |
% |
March 14 |
| |||||||
|
Energy |
|
32 |
|
59,320 |
|
(7,526 |
) |
51,794 |
|
0.41 |
% |
(9 |
) |
— |
|
(8,130 |
) |
(8,130 |
) |
-0.07 |
% |
43,664 |
|
0.34 |
% |
January 14 - March 14 |
| |||||||
|
Interest rates |
|
55 |
|
1,443 |
|
(67,135 |
) |
(65,692 |
) |
-0.51 |
% |
(173 |
) |
17,274 |
|
(58,186 |
) |
(40,912 |
) |
-0.33 |
% |
(106,604 |
) |
-0.84 |
% |
March 14 - June 14 |
| |||||||
|
Metals |
|
103 |
|
46,081 |
|
(133,491 |
) |
(87,410 |
) |
-0.69 |
% |
(118 |
) |
85,961 |
|
(107,526 |
) |
(21,565 |
) |
-0.16 |
% |
(108,975 |
) |
-0.85 |
% |
January 14 - March 14 |
| |||||||
|
Stock indices |
|
196 |
|
355,451 |
|
(100 |
) |
355,351 |
|
2.79 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
355,351 |
|
2.79 |
% |
January 14 - March 14 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
605 |
|
$ |
671,769 |
|
$ |
(238,515 |
) |
$ |
433,254 |
|
3.40 |
% |
(531 |
) |
$ |
308,235 |
|
$ |
(201,732 |
) |
$ |
106,503 |
|
0.83 |
% |
$ |
539,757 |
|
4.23 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:
Breakout Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
— |
|
$ |
— |
|
$ |
— |
|
$ |
— |
|
0.00 |
% |
(264 |
) |
$ |
337,925 |
|
$ |
— |
|
$ |
337,925 |
|
0.86 |
% |
$ |
337,925 |
|
0.86 |
% |
March 13 |
|
|
Currencies |
|
968 |
|
729,065 |
|
(307,440 |
) |
421,625 |
|
1.07 |
% |
(183 |
) |
365,402 |
|
— |
|
365,402 |
|
0.93 |
% |
787,027 |
|
2.00 |
% |
March 13 |
| |||||||
|
Energy |
|
15 |
|
— |
|
(9,341 |
) |
(9,341 |
) |
-0.02 |
% |
(80 |
) |
53,800 |
|
(225,120 |
) |
(171,320 |
) |
-0.44 |
% |
(180,661 |
) |
-0.46 |
% |
January 13 - March 13 |
| |||||||
|
Interest rates |
|
553 |
|
206,994 |
|
(238,994 |
) |
(32,000 |
) |
-0.08 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
(32,000 |
) |
-0.08 |
% |
March 13 - June 13 |
| |||||||
|
Metals |
|
158 |
|
— |
|
(266,278 |
) |
(266,278 |
) |
-0.68 |
% |
(103 |
) |
— |
|
(335,677 |
) |
(335,677 |
) |
-0.85 |
% |
(601,955 |
) |
-1.53 |
% |
February 13 - March 13 |
| |||||||
|
Stock indices |
|
444 |
|
756,597 |
|
(24,843 |
) |
731,754 |
|
1.86 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
731,754 |
|
1.86 |
% |
January 13 - March 13 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
2,138 |
|
$ |
1,692,656 |
|
$ |
(846,896 |
) |
$ |
845,760 |
|
2.15 |
% |
(630 |
) |
$ |
757,127 |
|
$ |
(560,797 |
) |
$ |
196,330 |
|
0.50 |
% |
$ |
1,042,090 |
|
2.65 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:
Cambridge Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
5 |
|
$ |
— |
|
$ |
(5,123 |
) |
$ |
(5,123 |
) |
-0.04 |
% |
(29 |
) |
$ |
18,939 |
|
$ |
(5,044 |
) |
$ |
13,895 |
|
0.11 |
% |
$ |
8,772 |
|
0.07 |
% |
January 14 - March 14 |
|
|
Currencies |
|
10 |
|
4,738 |
|
(1,310 |
) |
3,428 |
|
0.03 |
% |
(14 |
) |
16,174 |
|
(148 |
) |
16,026 |
|
0.13 |
% |
19,454 |
|
0.16 |
% |
March 14 |
| |||||||
|
Energy |
|
10 |
|
4,432 |
|
(4,530 |
) |
(98 |
) |
0.00 |
% |
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
(98 |
) |
0.00 |
% |
January 14 - February 14 |
| |||||||
|
Interest rates |
|
123 |
|
634 |
|
(43,996 |
) |
(43,362 |
) |
-0.34 |
% |
(36 |
) |
18,532 |
|
(54 |
) |
18,478 |
|
0.14 |
% |
(24,884 |
) |
-0.20 |
% |
January 14 - June 17 |
| |||||||
|
Metals |
|
122 |
|
176,112 |
|
(63,429 |
) |
112,683 |
|
0.88 |
% |
(130 |
) |
80,170 |
|
(240,552 |
) |
(160,382 |
) |
-1.26 |
% |
(47,699 |
) |
-0.38 |
% |
January 14 - April 14 |
| |||||||
|
Stock indices |
|
66 |
|
187,099 |
|
— |
|
187,099 |
|
1.47 |
% |
(1 |
) |
550 |
|
— |
|
550 |
|
0.00 |
% |
187,649 |
|
1.47 |
% |
January 14 - March 14 |
| |||||||
|
Subtotal |
|
336 |
|
373,015 |
|
(118,388 |
) |
254,627 |
|
2.00 |
% |
(210 |
) |
134,365 |
|
(245,798 |
) |
(111,433 |
) |
-0.88 |
% |
143,194 |
|
1.12 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Forwards |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
|
|
244,177 |
|
(132,514 |
) |
111,663 |
|
0.87 |
% |
|
|
168,866 |
|
(185,244 |
) |
(16,378 |
) |
-0.12 |
% |
95,285 |
|
0.75 |
% |
March 14 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
336 |
|
$ |
617,192 |
|
$ |
(250,902 |
) |
$ |
366,290 |
|
2.87 |
% |
(210 |
) |
$ |
303,231 |
|
$ |
(431,042 |
) |
$ |
(127,811 |
) |
-1.00 |
% |
$ |
238,479 |
|
1.87 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:
Cambridge Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
95 |
|
$ |
1,398 |
|
$ |
(159,683 |
) |
$ |
(158,285 |
) |
-0.38 |
% |
(211 |
) |
$ |
159,461 |
|
$ |
(49,206 |
) |
$ |
110,255 |
|
0.27 |
% |
$ |
(48,030 |
) |
-0.11 |
% |
February 13 - May 13 |
|
|
Currencies |
|
251 |
|
21,950 |
|
(195,816 |
) |
(173,866 |
) |
-0.43 |
% |
(60 |
) |
115,239 |
|
(12,222 |
) |
103,017 |
|
0.25 |
% |
(70,849 |
) |
-0.18 |
% |
March 13 |
| |||||||
|
Energy |
|
333 |
|
988,215 |
|
(17,519 |
) |
970,696 |
|
2.37 |
% |
(275 |
) |
23,595 |
|
(668,170 |
) |
(644,575 |
) |
-1.58 |
% |
326,121 |
|
0.79 |
% |
January 13 - March 13 |
| |||||||
|
Interest rates |
|
4,585 |
|
272,084 |
|
(392,660 |
) |
(120,576 |
) |
-0.29 |
% |
(309 |
) |
13,922 |
|
(8,114 |
) |
5,808 |
|
0.01 |
% |
(114,768 |
) |
-0.28 |
% |
January 13 - December 14 |
| |||||||
|
Metals |
|
179 |
|
130,109 |
|
(110,636 |
) |
19,473 |
|
0.05 |
% |
(238 |
) |
120,327 |
|
(521,274 |
) |
(400,947 |
) |
-0.98 |
% |
(381,474 |
) |
-0.93 |
% |
January 13 - April 13 |
| |||||||
|
Stock indices |
|
926 |
|
253,558 |
|
(396,736 |
) |
(143,178 |
) |
-0.35 |
% |
(16 |
) |
2,200 |
|
(11,350 |
) |
(9,150 |
) |
-0.02 |
% |
(152,328 |
) |
-0.37 |
% |
January 13 - March 13 |
| |||||||
|
Subtotal |
|
6,369 |
|
1,667,314 |
|
(1,273,050 |
) |
394,264 |
|
0.97 |
% |
(1,109 |
) |
434,744 |
|
(1,270,336 |
) |
(835,592 |
) |
-2.05 |
% |
(441,328 |
) |
-1.08 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Forwards |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
|
|
1,626,302 |
|
(815,193 |
) |
811,109 |
|
1.98 |
% |
|
|
1,137,882 |
|
(1,682,707 |
) |
(544,825 |
) |
-1.33 |
% |
266,284 |
|
0.65 |
% |
March 13 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
6,369 |
|
$ |
3,293,616 |
|
$ |
(2,088,243 |
) |
$ |
1,205,373 |
|
2.95 |
% |
(1,109 |
) |
$ |
1,572,626 |
|
$ |
(2,953,043 |
) |
$ |
(1,380,417 |
) |
-3.38 |
% |
$ |
(175,044 |
) |
-0.43 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:
Quaker Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
117 |
|
$ |
87,920 |
|
$ |
(66,517 |
) |
$ |
21,403 |
|
0.10 |
% |
(225 |
) |
$ |
320,545 |
|
$ |
(15,173 |
) |
$ |
305,372 |
|
1.38 |
% |
$ |
326,775 |
|
1.48 |
% |
February 14 - March 14 |
|
|
Energy |
|
76 |
|
59,337 |
|
(41,925 |
) |
17,412 |
|
0.08 |
% |
(10 |
) |
7,370 |
|
(9,496 |
) |
(2,126 |
) |
-0.01 |
% |
15,286 |
|
0.07 |
% |
January 14 - February 14 |
| |||||||
|
Interest rates |
|
846 |
|
1,726 |
|
(911,303 |
) |
(909,577 |
) |
-4.12 |
% |
(674 |
) |
473,078 |
|
(122,305 |
) |
350,773 |
|
1.59 |
% |
(558,804 |
) |
-2.53 |
% |
January 14 - December 14 |
| |||||||
|
Metals |
|
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
(31 |
) |
49,220 |
|
(7,760 |
) |
41,460 |
|
0.19 |
% |
41,460 |
|
0.19 |
% |
February 14 - April 14 |
| |||||||
|
Stock indices |
|
240 |
|
696,785 |
|
— |
|
696,785 |
|
3.16 |
% |
(76 |
) |
— |
|
(175,963 |
) |
(175,963 |
) |
-0.80 |
% |
520,822 |
|
2.36 |
% |
January 14 - March 14 |
| |||||||
|
Subtotal |
|
1,279 |
|
845,768 |
|
(1,019,745 |
) |
(173,977 |
) |
-0.78 |
% |
(1,016 |
) |
850,213 |
|
(330,697 |
) |
519,516 |
|
2.35 |
% |
345,539 |
|
1.57 |
% |
|
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Forwards |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Currencies |
|
|
|
281,937 |
|
(154,705 |
) |
127,232 |
|
0.57 |
% |
|
|
560,587 |
|
(193,271 |
) |
367,316 |
|
1.67 |
% |
494,548 |
|
2.24 |
% |
January 14 - March 14 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
1,279 |
|
$ |
1,127,705 |
|
$ |
(1,174,450 |
) |
$ |
(46,745 |
) |
-0.21 |
% |
(1,016 |
) |
$ |
1,410,800 |
|
$ |
(523,968 |
) |
$ |
886,832 |
|
4.02 |
% |
$ |
840,087 |
|
3.81 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:
Nets Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
50 |
|
$ |
— |
|
$ |
(128,932 |
) |
$ |
(128,932 |
) |
-0.43 |
% |
(176 |
) |
$ |
141,311 |
|
$ |
(25,300 |
) |
$ |
116,011 |
|
0.39 |
% |
$ |
(12,921 |
) |
-0.04 |
% |
February 13 - March 13 |
|
|
Currencies |
|
102 |
|
21,032 |
|
(71,651 |
) |
(50,619 |
) |
-0.17 |
% |
(20 |
) |
120,000 |
|
— |
|
120,000 |
|
0.40 |
% |
69,381 |
|
0.23 |
% |
March 13 |
| |||||||
|
Energy |
|
10 |
|
4,989 |
|
(6,964 |
) |
(1,975 |
) |
-0.01 |
% |
(34 |
) |
33,953 |
|
(31,918 |
) |
2,035 |
|
0.01 |
% |
60 |
|
0.00 |
% |
January 13 - February 13 |
| |||||||
|
Interest rates |
|
72 |
|
16,661 |
|
(9,829 |
) |
6,832 |
|
0.02 |
% |
(18 |
) |
12,104 |
|
(3,084 |
) |
9,020 |
|
0.03 |
% |
15,852 |
|
0.05 |
% |
March 13 - June 13 |
| |||||||
|
Metals |
|
31 |
|
48,405 |
|
(35,391 |
) |
13,014 |
|
0.05 |
% |
(52 |
) |
26,378 |
|
(79,691 |
) |
(53,313 |
) |
-0.18 |
% |
(40,299 |
) |
-0.13 |
% |
January 13 - March 13 |
| |||||||
|
Stock indices |
|
10 |
|
3,246 |
|
(6,325 |
) |
(3,079 |
) |
-0.01 |
% |
(127 |
) |
67,767 |
|
(188,278 |
) |
(120,511 |
) |
-0.41 |
% |
(123,590 |
) |
-0.42 |
% |
January 13 - March 13 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
275 |
|
$ |
94,333 |
|
$ |
(259,092 |
) |
$ |
(164,759 |
) |
-0.55 |
% |
(427 |
) |
$ |
401,513 |
|
$ |
(328,271 |
) |
$ |
73,242 |
|
0.24 |
% |
$ |
(91,517 |
) |
-0.31 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2013 are as follows:
Quantum Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
— |
|
$ |
— |
|
$ |
— |
|
$ |
— |
|
0.00 |
% |
(22 |
) |
$ |
7,337 |
|
$ |
— |
|
$ |
7,337 |
|
0.03 |
% |
$ |
7,337 |
|
0.03 |
% |
March 14 |
|
|
Currencies |
|
17 |
|
23,935 |
|
— |
|
23,935 |
|
0.11 |
% |
(17 |
) |
29,046 |
|
(9 |
) |
29,037 |
|
0.13 |
% |
52,972 |
|
0.24 |
% |
March 14 |
| |||||||
|
Energy |
|
28 |
|
350 |
|
(37,338 |
) |
(36,988 |
) |
-0.17 |
% |
(11 |
) |
2,202 |
|
(3,111 |
) |
(909 |
) |
0.00 |
% |
(37,897 |
) |
-0.17 |
% |
January 14 - February 14 |
| |||||||
|
Interest rates |
|
— |
|
— |
|
— |
|
— |
|
0.00 |
% |
(241 |
) |
144,533 |
|
(426 |
) |
144,107 |
|
0.65 |
% |
144,107 |
|
0.65 |
% |
March 14 |
| |||||||
|
Metals |
|
3 |
|
5,408 |
|
— |
|
5,408 |
|
0.02 |
% |
(6 |
) |
7,895 |
|
(1,700 |
) |
6,195 |
|
0.03 |
% |
11,603 |
|
0.05 |
% |
February 14 - March 14 |
| |||||||
|
Stock indices |
|
143 |
|
202,096 |
|
(292 |
) |
201,804 |
|
0.90 |
% |
(8 |
) |
2,100 |
|
(950 |
) |
1,150 |
|
0.01 |
% |
202,954 |
|
0.91 |
% |
January 14 - March 14 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
191 |
|
$ |
231,789 |
|
$ |
(37,630 |
) |
$ |
194,159 |
|
0.86 |
% |
(305 |
) |
$ |
193,113 |
|
$ |
(6,196 |
) |
$ |
186,917 |
|
0.85 |
% |
$ |
381,076 |
|
1.71 |
% |
|
|
The fair value of the Non-Consolidated LLCs’ futures and forwards contracts by type that are presented as Net unrealized profit (loss) on open contracts in their respective Statements of Financial Condition as of December 31, 2012 are as follows:
Quantum Global Horizons, LLC
|
|
|
Long Positions |
|
Long Positions |
|
|
|
Short Positions |
|
Short Positions |
|
|
|
Net Unrealized |
|
|
|
|
| |||||||||||||||
|
Commodity |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Number |
|
Gross Unrealized |
|
Unrealized |
|
Percent of |
|
Profit (Loss) on |
|
Percent of |
|
|
| |||||||||||
|
Industry Sector |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
of Contracts |
|
Gains |
|
Losses |
|
Profit (Loss) |
|
Members’ Capital |
|
Open Contracts |
|
Members’ Capital |
|
Maturity Dates |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Agriculture |
|
35 |
|
$ |
2,559 |
|
$ |
(11,257 |
) |
$ |
(8,698 |
) |
-0.02 |
% |
(17 |
) |
$ |
5,557 |
|
$ |
(1,671 |
) |
$ |
3,886 |
|
0.01 |
% |
$ |
(4,812 |
) |
-0.01 |
% |
February 13 - March 13 |
|
|
Currencies |
|
247 |
|
17,613 |
|
(141,677 |
) |
(124,064 |
) |
-0.28 |
% |
(94 |
) |
10,408 |
|
(14,539 |
) |
(4,131 |
) |
-0.01 |
% |
(128,195 |
) |
-0.29 |
% |
March 13 |
| |||||||
|
Energy |
|
13 |
|
8,471 |
|
— |
|
8,471 |
|
0.02 |
% |
(18 |
) |
22,753 |
|
(835 |
) |
21,918 |
|
0.05 |
% |
30,389 |
|
0.07 |
% |
January 13 - February 13 |
| |||||||
|
Interest rates |
|
436 |
|
675,970 |
|
(2,705 |
) |
673,265 |
|
1.52 |
% |
(970 |
) |
73,045 |
|
(357,958 |
) |
(284,913 |
) |
-0.64 |
% |
388,352 |
|
0.88 |
% |
March 13 |
| |||||||
|
Metals |
|
23 |
|
36,135 |
|
— |
|
36,135 |
|
0.08 |
% |
(23 |
) |
303 |
|
(1,184 |
) |
(881 |
) |
0.00 |
% |
35,254 |
|
0.08 |
% |
February 13 - April 13 |
| |||||||
|
Stock indices |
|
75 |
|
4,031 |
|
(64,252 |
) |
(60,221 |
) |
-0.14 |
% |
(1,296 |
) |
106,146 |
|
(888,624 |
) |
(782,478 |
) |
-1.76 |
% |
(842,699 |
) |
-1.90 |
% |
January 13 - March 13 |
| |||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |||||||
|
Total |
|
829 |
|
$ |
744,779 |
|
$ |
(219,891 |
) |
$ |
524,888 |
|
1.18 |
% |
(2,418 |
) |
$ |
218,212 |
|
$ |
(1,264,811 |
) |
$ |
(1,046,599 |
) |
-2.35 |
% |
$ |
(521,711 |
) |
-1.17 |
% |
|
|