Spreadsheet: john_lavorato__16503__FundTrades
Sheet: Tudor-Jim

[NAME]
Tudor Proprietary Trading (TPT)
Tudor BVI Futures Ltd (BVI)
 | Type | Name | Contracts | Buy/Sell | Month | Future | Call | Strike | Put | Strike | Premium | Origination | $ Origination | Comments
2000-03-30 00:00:00 | NG | TPT | 468 | Buy | 2000-06-01 00:00:00 |  | C | 3.2 |  |  | 0.0815 | 0.001
2000-03-30 00:00:00 | NG | BVI | 82 | Buy | 2000-06-01 00:00:00 |  | C | 3.2 |  |  | 0.0815 | 0.001
2000-04-07 00:00:00 | NG | TPT | 850 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.0255 | 0.0005
2000-04-07 00:00:00 | NG | BVI | 150 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.0255 | 0.0005
2000-04-07 00:00:00 | NG | TPT | 1700 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.0255 | 0.00025
2000-04-07 00:00:00 | NG | BVI | 300 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.0255 | 0.00025
2000-04-07 00:00:00 | NG | TPT | 850 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.027 | 0.0003
2000-04-07 00:00:00 | NG | TPT | 850 | Sell | 2000-07-01 00:00:00 |  |  |  | P | 2.55 | 0.04 | 0 |  | Closed out on the NYMEX (by mistake)
2000-04-07 00:00:00 | NG | BVI | 150 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.027 | 0.0003
2000-04-07 00:00:00 | NG | BVI | 150 | Sell | 2000-07-01 00:00:00 |  |  |  | P | 2.55 | 0.04 | 0 |  | Closed out on the NYMEX (by mistake)
2000-04-12 00:00:00 | NG | TPT | 298 | Buy | 2000-06-01 00:00:00 |  | C | 3.3 |  |  | 0.052 | 0.002
2000-04-12 00:00:00 | NG | TPT | 298 | Sell | 2000-06-01 00:00:00 |  |  |  | P | 2.75 | 0.05
2000-04-12 00:00:00 | NG | BVI | 52 | Buy | 2000-06-01 00:00:00 |  | C | 3.3 |  |  | 0.052 | 0.002
2000-04-12 00:00:00 | NG | BVI | 52 | Sell | 2000-06-01 00:00:00 |  |  |  | P | 2.75 | 0.05
2000-04-13 00:00:00 | NG | TPT | 850 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.029 | 0 |  | Left order 3,000,  2,000 not filled
2000-04-13 00:00:00 | NG | BVI | 150 | Buy | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.029 | 0
2000-04-17 00:00:00 | NG | TPT | 298 | Buy | 2000-06-01 00:00:00 |  |  |  | P | 2.75 | 0.021 | 0.001
2000-04-17 00:00:00 | NG | BVI | 52 | Buy | 2000-06-01 00:00:00 |  |  |  | P | 2.75 | 0.021 | 0.001
2000-04-19 00:00:00 | NG | TPT | 1275 | Sell | 2000-07-01 00:00:00 |  |  |  | P | 2.75 | 0.055 | 0.001
2000-04-19 00:00:00 | NG | BVI | 225 | Sell | 2000-07-01 00:00:00 |  |  |  | P | 2.75 | 0.055 | 0.001
2000-04-20 00:00:00 | NG | TPT | 850 | Sell | 2000-07-01 00:00:00 |  |  |  | P | 2.8 | 0.066 | 0.001 |  | Left order 2,000,  1,000 not filled
2000-04-20 00:00:00 | NG | BVI | 150 | Sell | 2000-07-01 00:00:00 |  |  |  | P | 2.8 | 0.066 | 0.001
2000-05-01 00:00:00 | NG | TPT | 1275 | Buy | 2000-07-01 00:00:00 |  |  |  | P | 2.75 | 0.026 | 0.001
2000-05-01 00:00:00 | NG | BVI | 225 | Buy | 2000-07-01 00:00:00 |  |  |  | P | 2.75 | 0.026 | 0.001
2000-05-05 00:00:00 | NG | TPT | 850 | Buy | 2000-07-01 00:00:00 |  |  |  | P | 2.8 | 0.0556 | 0.002 |  | Left order 2,000,  1,000 not filled
2000-05-05 00:00:00 | NG | BVI | 150 | Buy | 2000-07-01 00:00:00 |  |  |  | P | 2.8 | 0.0556 | 0.002
2000-05-10 00:00:00 | NG | TPT | 468 | Sell | 2000-06-01 00:00:00 |  | C | 3.2 |  |  | 0.1622 | 0.00155
2000-05-10 00:00:00 | NG | BVI | 82 | Sell | 2000-06-01 00:00:00 |  | C | 3.2 |  |  | 0.1622 | 0.00155
2000-05-10 00:00:00 | NG | TPT | 298 | Sell | 2000-06-01 00:00:00 |  | C | 3.3 |  |  | 0.109 | 0.001
2000-05-10 00:00:00 | NG | BVI | 52 | Sell | 2000-06-01 00:00:00 |  | C | 3.3 |  |  | 0.109 | 0.001
2000-05-17 00:00:00 | NG | TPT | 255 | Sell | 2000-06-01 00:00:00 | 3.45 |  |  |  |  |  | 0
2000-05-17 00:00:00 | NG | BVI | 45 | Sell | 2000-06-01 00:00:00 | 3.45 |  |  |  |  |  | 0
2000-05-17 00:00:00 | NG | TPT | 255 | Sell | 2000-06-01 00:00:00 | 3.46 |  |  |  |  |  | 0.001
2000-05-17 00:00:00 | NG | BVI | 45 | Sell | 2000-06-01 00:00:00 | 3.46 |  |  |  |  |  | 0.001
2000-05-17 00:00:00 | NG | TPT | 510 | Buy | 2000-06-01 00:00:00 | 3.691 |  |  |  |  |  | 0.001
2000-05-17 00:00:00 | NG | BVI | 90 | Buy | 2000-06-01 00:00:00 | 3.691 |  |  |  |  |  | 0.001
2000-05-23 00:00:00 | NG | TPT | 170 | Sell | 2000-07-01 00:00:00 | 3.84 |  |  |  |  |  | 0.005
2000-05-23 00:00:00 | NG | BVI | 30 | Sell | 2000-07-01 00:00:00 | 3.84 |  |  |  |  |  | 0.005
2000-05-23 00:00:00 | NG | TPT | 170 | Sell | 2000-07-01 00:00:00 | 3.865 |  |  |  |  |  | 0
2000-05-23 00:00:00 | NG | BVI | 30 | Sell | 2000-07-01 00:00:00 | 3.865 |  |  |  |  |  | 0
2000-05-23 00:00:00 | NG | TPT | 170 | Buy | 2000-07-01 00:00:00 | 3.84 |  |  |  |  |  | 0 |  | Crossed Swaps with sale of July $4 calls 465x
2000-05-23 00:00:00 | NG | BVI | 30 | Buy | 2000-07-01 00:00:00 | 3.84 |  |  |  |  |  | 0
2000-05-23 00:00:00 | NG | TPT | 170 | Buy | 2000-07-01 00:00:00 | 3.865 |  |  |  |  |  | 0 |  | Crossed Swaps with sale of July $4 calls 444x
2000-05-23 00:00:00 | NG | BVI | 30 | Buy | 2000-07-01 00:00:00 | 3.865 |  |  |  |  |  | 0
2000-05-23 00:00:00 | NG | TPT | 395 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.176 | 0.0015 |  | Crossed Swaps at $3.84 Delta 43
2000-05-23 00:00:00 | NG | BVI | 70 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.176 | 0.0015
2000-05-23 00:00:00 | NG | TPT | 378 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.186 | 0.0015 |  | Crossed Swaps at $3.84 Delta 43
2000-05-23 00:00:00 | NG | BVI | 66 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.186 | 0.0015
2000-05-24 00:00:00 | NG | TPT | 248 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.1865 | 0.001 |  | Basis 3.875
2000-05-24 00:00:00 | NG | BVI | 43 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.1865 | 0.001
2000-05-24 00:00:00 | NG | TPT | 680 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.181 | 0.0015 |  | Basis 3.865
2000-05-24 00:00:00 | NG | BVI | 120 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.181 | 0.0015
2000-05-24 00:00:00 | NG | TPT | 425 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.1875 | 0.0025 |  | Basis 3.90
2000-05-24 00:00:00 | NG | BVI | 75 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.1875 | 0.0025
2000-05-24 00:00:00 | NG | TPT | 850 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.19 | 0.0025 |  | Basis 3.90
2000-05-24 00:00:00 | NG | BVI | 150 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.19 | 0.0025
2000-05-24 00:00:00 | NG | TPT | 1274 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.1975 | 0.0025 |  | Basis 3.90
2000-05-24 00:00:00 | NG | BVI | 226 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.1975 | 0.0025
2000-05-24 00:00:00 | NG | TPT | 2125 | Buy | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.045 | 0 |  | Basis 3.90
2000-05-24 00:00:00 | NG | BVI | 375 | Buy | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.045 | 0
2000-05-25 00:00:00 | NG | TPT | 262 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.369 | 0.001 |  | Position he had elsewhere, covered with us
2000-05-25 00:00:00 | NG | BVI | 46 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.369 | 0.001
2000-05-25 00:00:00 | NG | TPT | 425 | Sell | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.1065 | 0.001
2000-05-25 00:00:00 | NG | BVI | 75 | Sell | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.1065 | 0.001
2000-05-26 00:00:00 | NG | TPT | 1700 | Sell | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.12 | 0.002
2000-05-26 00:00:00 | NG | BVI | 300 | Sell | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.12 | 0.002
2000-05-26 00:00:00 | NG | TPT | 323 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.415 | 0.001 |  | Position he had elsewhere, covered with us
2000-05-26 00:00:00 | NG | BVI | 57 | Sell | 2000-07-01 00:00:00 |  | C | 4 |  |  | 0.415 | 0.001
2000-05-31 00:00:00 | NG | TPT | 332 | Sell | 2000-07-01 00:00:00 | 4.447 |  |  |  |  |  | 0.002 |  | Delta on Options positions
2000-05-31 00:00:00 | NG | BVI | 58 | Sell | 2000-07-01 00:00:00 | 4.447 |  |  |  |  |  | 0.002
2000-05-31 00:00:00 | NG | TPT | 85 | Buy | 2000-07-01 00:00:00 | 4.3 |  |  |  |  |  | 0
2000-05-31 00:00:00 | NG | BVI | 15 | Buy | 2000-07-01 00:00:00 | 4.3 |  |  |  |  |  | 0
2000-05-31 00:00:00 | NG | TPT | 128 | Buy | 2000-07-01 00:00:00 | 4.332 |  |  |  |  |  | 0.002
2000-05-31 00:00:00 | NG | BVI | 22 | Buy | 2000-07-01 00:00:00 | 4.332 |  |  |  |  |  | 0.002
2000-05-31 00:00:00 | NG | TPT | 119 | Buy | 2000-07-01 00:00:00 | 4.317 |  |  |  |  |  | 0.002
2000-05-31 00:00:00 | NG | BVI | 21 | Buy | 2000-07-01 00:00:00 | 4.317 |  |  |  |  |  | 0.002
2000-06-01 00:00:00 | NG | TPT | 408 | Buy | 2000-07-01 00:00:00 | 4.371 |  |  |  |  |  | 0.001
2000-06-01 00:00:00 | NG | BVI | 72 | Buy | 2000-07-01 00:00:00 | 4.371 |  |  |  |  |  | 0.001
2000-06-01 00:00:00 | NG | TPT | 26 | Buy | 2000-07-01 00:00:00 | 4.3 |  |  |  |  |  | 0
2000-06-01 00:00:00 | NG | BVI | 4 | Buy | 2000-07-01 00:00:00 | 4.3 |  |  |  |  |  | 0
2000-06-05 00:00:00 | NG | TPT | 221 | Buy | 2000-07-01 00:00:00 | 4.3925 |  |  |  |  |  | 0.0075
2000-06-05 00:00:00 | NG | BVI | 39 | Buy | 2000-07-01 00:00:00 | 4.3925 |  |  |  |  |  | 0.0075
2000-06-05 00:00:00 | NG | TPT | 213 | Buy | 2000-07-01 00:00:00 | 4.3925 |  |  |  |  |  | 0.001
2000-06-05 00:00:00 | NG | BVI | 37 | Buy | 2000-07-01 00:00:00 | 4.3925 |  |  |  |  |  | 0.001
2000-06-14 00:00:00 | NG | TPT | 1275 | Buy | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.044 | 0.001
2000-06-14 00:00:00 | NG | BVI | 225 | Buy | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.044 | 0.001
2000-06-14 00:00:00 | NG | TPT | 1275 | Buy | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.0415 | 0.0015
2000-06-14 00:00:00 | NG | BVI | 225 | Buy | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.0415 | 0.0015
2000-06-14 00:00:00 | NG | TPT | 2550 | Sell | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.0475 | 0.0005
2000-06-14 00:00:00 | NG | BVI | 450 | Sell | 2000-07-01 00:00:00 |  | C | 4.75 |  |  | 0.0475 | 0.0005
2000-06-15 00:00:00 | [NAME] | TPT | 170 | Sell | 2000-10-01 00:00:00 | 0.861 |  |  |  |  |  | 0.001 |  | Spread sells [NAME] buys HO 8.60 cents
2000-06-15 00:00:00 | [NAME] | BVI | 30 | Sell | 2000-10-01 00:00:00 | 0.861 |  |  |  |  |  | 0.001
2000-06-15 00:00:00 | HO | TPT | 170 | Buy | 2000-10-01 00:00:00 | 0.775 |  |  |  |  |  | 0
2000-06-15 00:00:00 | HO | BVI | 30 | Buy | 2000-10-01 00:00:00 | 0.775 |  |  |  |  |  | 0
2000-06-27 00:00:00 | [NAME] | TPT | 170 | Buy | 2000-10-01 00:00:00 | 0.858 |  |  |  |  |  | 0.0005 |  | Closed spread trade [NAME] Sell HO 5.10 cents
2000-06-27 00:00:00 | [NAME] | BVI | 30 | Buy | 2000-10-01 00:00:00 | 0.858 |  |  |  |  |  | 0.0005
2000-06-27 00:00:00 | HO | TPT | 170 | Sell | 2000-10-01 00:00:00 | 0.807 |  |  |  |  |  | 0
2000-06-27 00:00:00 | HO | BVI | 30 | Sell | 2000-10-01 00:00:00 | 0.807 |  |  |  |  |  | 0
2000-07-10 00:00:00 | NG | TPT | 213 | Sell | 2000-08-01 00:00:00 | 4.1785 |  |  |  |  |  | 0.0015 |  | Covered back in futures later date
2000-07-10 00:00:00 | NG | BVI | 37 | Sell | 2000-08-01 00:00:00 | 4.1785 |  |  |  |  |  | 0.0015
2000-08-15 00:00:00 | NG | TPT | 365 | Sell AprOct02 | 2002-04-01 00:00:00 | -0.5075 |  |  |  |  |  | 0.0025 |  | Rockies Basis, Sell 2/day
2000-08-15 00:00:00 | NG | BVI | 63 | Sell AprOct02 | 2002-04-01 00:00:00 | -0.5075 |  |  |  |  |  | 0.0025 |  | Rockies Basis, Sell 2/day
2000-08-22 00:00:00 | NG | TPT | 365 | Sell AprOct01 | 2001-04-01 00:00:00 | -0.58 |  |  |  |  |  | 0.005 |  | Rockies Basis, Sell 2/day
2000-08-22 00:00:00 | NG | BVI | 63 | Sell AprOct01 | 2001-04-01 00:00:00 | -0.58 |  |  |  |  |  | 0.005 |  | Rockies Basis, Sell 2/day
2000-08-22 00:00:00 | NG | TPT | 213 | Sell | 2000-10-01 00:00:00 |  | C | 5 |  |  | 0.195 | 0.0025 |  | Sells Straddle $4-$5 at .2850
2000-08-22 00:00:00 | NG | BVI | 37 | Sell | 2000-10-01 00:00:00 |  | C | 5 |  |  | 0.195 | 0.0025
2000-08-22 00:00:00 | NG | TPT | 213 | Sell | 2000-10-01 00:00:00 |  |  |  | P | 4 | 0.09 | 0
2000-08-22 00:00:00 | NG | BVI | 37 | Sell | 2000-10-01 00:00:00 |  |  |  | P | 4 | 0.09 | 0
2000-08-25 00:00:00 | NG | TPT | 365 | Sell AprOct01 | 2001-04-01 00:00:00 | -0.625 |  |  |  |  |  | 0.005 |  | Rockies Basis, Sell 2/day
2000-08-25 00:00:00 | NG | BVI | 63 | Sell AprOct01 | 2001-04-01 00:00:00 | -0.625 |  |  |  |  |  | 0.005 |  | Rockies Basis, Sell 2/day
2000-08-30 00:00:00 | NG | TPT | 186 | Sell AprOct01 | 2001-04-01 00:00:00 | -0.625 |  |  |  |  |  | 0.005 |  | Rockies Basis, Sell 1/day
2000-08-30 00:00:00 | NG | BVI | 28 | Sell AprOct01 | 2001-04-01 00:00:00 | -0.625 |  |  |  |  |  | 0.005 |  | Rockies Basis, Sell 1/day
2000-08-30 00:00:00 | NG | TPT | 213 | Buy | 2000-10-01 00:00:00 |  |  |  | P | 4 | 0.03 | 0.0025
2000-08-30 00:00:00 | NG | BVI | 37 | Buy | 2000-10-01 00:00:00 |  |  |  | P | 4 | 0.03 | 0.0025