Fill Report

Stock / Symbol: [private_monthly]S&P 500 Index / SPX[/private_monthly]

Report: We received a 100% fill on our position today. Given current futures prices, we should have no problem expiring our position well out of the money for the full 5.26% yield. The position will expire at close of trading tomorrow.

Auto-Trading Brokers Report:

* All brokers reported 100% fills across the board at 25¢.

Stock / Symbol: [private_monthly]ProShares UltraShort 20+ Year Treasury / TBT [/private_monthly]

Report: We did not get filled today and the order was cancelled. We will look to enter a similar order tomorrow.

Auto-Trading Brokers Report:

* No brokers reported a fill at 12¢.

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