APPENDIX A-1
CHRONOLOGY OF HOLLY’S STRADDLE TRANSACTIONS
Explanation of Columns:
ACLIX # = ACLI Contract # Trade Date = Date Position Settlement Date = Delivery Date
Face = Face Value of Security Established Scrty. = Government Security
Rate = Rate of Security L/S = Long or Short G/L Disp = Gain or Loss on
O/C = Closed by Offset or Price - Purchase or Sale Price Disposition When Position
Canceled Line Tr. Beg/Cl = Line # Closes
Transaction Begins or Closes
Other Abbreviations:
MM = Millions of $ GNMA = Ginnie Mae Certificate TBond = US Treasury Bond
CAN = Canceled
1979-1980 STRADDLE TRANSACTIONS
Trade Settle Line Tr.
ACLIX # Line # Date Date Face L/S Scrty. Rate Price G/L O/C Beg/Cl
929772 1 10/12/79 9/16/81 3MM L GNMA 779/32 2,318,437.50 O 14
929773 2 10/12/79 3/18/81 3MM S GNMA 7730/32 (2,338,125.00) O 13
918904 3 10/12/79 3/81 3MM L TBond 8311/32 2,500,312.50 O 16
918903 4 10/12/79 9/81 3MM S TBond 831/32 (2,490,937.50) O 15
929768 5 10/12/79 9/16/81 5MM L GNMA 777/32 3,860,937.50 C 17
929770 6 10/12/79 3/18/81 5MM S GNMA 7728/32 (3,893,750.00) O 25
929769 7 10/12/79 9/16/81 5MM L GNMA 778/32 3,862,500.00 C 18
1825
929771 8 10/12/79 3/18/81 5MM S GNMA 7729/32 (3,895,312.50) O
918907 9 10/12/79 3/81 5MM L TBond 8312/32 4,168,750.00 C 19
918905 10 10/12/79 9/81 5MM S TBond 832/32 (4,153,125.00) O 27
918908 11 10/12/79 3/81 5MM L TBond 8311/32 4,167,187.50 C 20
918906 12 10/12/79 9/81 5MM S TBond 831/32 (4,151,562.50) O 27
020094 13 10/23/79 3/18/81 3MM L GNMA 7330/32 2,218,125.00 120,000.00 O 2
020093 14 10/23/79 9/16/81 3MM S GNMA 7317/32 (2,205,937.50) (112,500.00) O 1
020053 15 10/23/79 9/81 3MM L TBond 7916/32 2,385,000.00 105,937.50 O 4
020052 16 10/23/79 3/81 3MM S TBond 7920/32 (2,388,750.00) (111,562.50) O 3
CAN929768 17 10/24/79 9/16/81 5MM L GNMA (200,000.00) C 5
CAN929769 18 10/24/79 9/16/81 5MM L GNMA (201,562.50) C 7
CAN918907 19 10/24/79 3/81 5MM L TBond (218,750.00) C 9
CAN918908 20 10/24/79 3/81 5MM L TBond (217,187.50) C 11
1126
020073 21 10/24/79 6/17/81 5MM L GNMA 7314/32 3,671,875.00 O
020074 22 10/24/79 6/17/81 5MM L GNMA 7314/32 3,671,875.00 O 26
020050 23 10/24/79 6/81 5MM L TBond 7830/32 3,946,875.00 O 28
020051 24 10/24/79 6/81 5MM L TBond 7830/32 3,946,875.00 O 28
105623 25 1/23/80 3/18/81 10MM L GNMA 7725/32 7,778,125.00 10,937.50 O 6 & 8
105622 26 1/23/80 6/17/81 10MM S GNMA 7721/32 (7,765,625.00) 421,875.00 O 21 & 22
105625 27 1/23/80 9/1/81 10MM L TBond 7913/32 7,940,625.00 364,062.50 O 10 & 12
105624 28 1/23/80 6/1/81 10MM S TBond 7915/32 (7,946,875.00) 53,125.00 O 23 & 24
STRADDLES OPENED AND CLOSED -- 1980
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