DAYTRADING (between Sept 8th and 12th)

Introduction: The DAYTRADING program trades Eurostoxx and S&P500 futures through long and short positions with no overall bias. No trade shall be carried overnight. This is not a capital guaranteed portfolio.

Weekly balance: +0,3%

Monthly balance: -0,7%

Since inception (March 08): +6,4%

Number of roundtrip trades: 3 Longs and 3 Shorts

(Leverage applied to the Mini S&P future is half of the leverage used in the Eurostoxx future)

Sept 8th:

- BOT S&P @ 1259,00 and SLD @ 1259,75

- SLD S&P@ 1251,00 and BOT @ 1260,25

Sept 9th:

- SLD Eurostoxx @ 3297 and BOT @ 3302

Sept 10th:

- BOT Eurostoxx @ 3245 and SLD @ 3254

Sept 11th:

- SLD Eurostoxx @ 3230 and BOT @ 3216

Sept 12th:

- BOT S&P @ 1247,75 and SLD @ 1250,25

Enjoy your weekend.