Trade Date 08 Feb 2021

Two Week Expiration

order filled at 1.4030 rolled forward at 1.4029

Against our net short position at an average of 1.39885

Net Gain is 148.5 tics/Cost of the option = 58 Tics

Gross Gain is 148.5/58 = 256% Capital at Risk

Buy Two Week Expiry GBPUSD Strangle Spot Ref 1.3748 Time 07:38 AM PST

GBP Call - USD Put Strike 1.3840 Cost in USD tics 31

GBP Put - USD Call Strike 1.3630 Cost in USD tics 27

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Total Cost in USD tics 58

Delta Hedge Orders (subject to change)

Sell 50% of the Hedge at 1.4148 - Cancelled

Buy 50% of the Hedge at 1.3400

Sell 50% of the hedge at 1.3950

Sell the rest of the hedge at 1.4030

Sell 50% of the hedge at 1.3950 - filled

Sell the rest of the hedge at 1.4030

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