147848 1 6/20/80 12/16/81 6MM L GNMA 3010/32 4,818,750.00 O 6
65
147847 2 6/20/80 6/19/82 6MM S GNMA 7626/32 (4,788,750.00) O
147349 3 6/20/80 6/1/82 6MM L TBond 838/32 4,995,000.00 O 8
147350 4 6/20/80 12/1/81 6MM S TBond 8320/32 (5,017,500.00) O 7
150081 5 6/30/80 6/16/82 6MM L GNMA 765/32 4,569,375.00 219,375.00 O 2
150082 6 6/30/80 12/16/81 6MM S GNMA 7615/32 (4,588,125.00) (230,625.00) O 1
14
150083 7 6/30/80 12/1/81 6MM L TBond 7914/32 4,766,250.00 251,250.00 O
150084 8 6/30/80 6/1/82 6MM S TBond 7912/32 (4,762,500.00) (232,500.00) O 3
APPENDIX A-2
1980-1982 STRADDLE TRANSACTIONS
Trade Settle Line Tr.
ACLIX # Line # Date Date Face L/S Scrty. Rate Price G/L O/C Beg/Cl
164941 1 8/29/80 9/16/81 10MM L GNMA 706/32 7,018,750.00
C 8
164940 2 8/29/80 3/17/82 10MM S GNMA 706/32 (7,018,750.00) O 21,22,31
164943 3 8/29/80 3/01/82 10MM L TBond 7220/32 7,262,500.00 C 9
164942 4 8/29/80 9/18/81 10MM S TBond 7210/32 (7,231,250.00)
O 27 & 28
178424 5 10/22/80 9/16/81 2.9MM L GNMA 7023/32 2,050,843.75
C 7
178425 6 10/22/80 3/17/82 2.9MM S GNMA 7022/32 (2,049,937.50)
O 31
CAN178424 7 10/28/80 9/16/81 2.9MM L GNMA (100,593.75) C 5
LGNMA
CAN164941 8 10/28/80 9/16/81 10MM L (293,750.00) C 1
LTBond
CAN164943 9 10/28/80 3/82 10MM L (421,875.00) C 3
180286 10 10/28/80 12/16/81 2.9MM L GNMA 678/32 1,950,250.00 O 24,25,26
180285 11 10/28/80 12/16/81 10MM L GNMA 678/32 6,725,000.00 O 24,25,26
180287 12 10/28/80 12/16/81 10MM L TBond 6810/32 6,831,250.00 O 29 & 30
181467 13 11/05/80 12/80 1MM L TBond 68 680,000.00 C 17
181466 14 11/05/80 3/81 lMM S TBond 6820/32 (686,250.00) C 18
182250 15 11/07/80 12/80 lMM L TBond 67 670,000.00 C 19
182251 16 11/07/80 3/81 1MM S TBond 6720/32 (676,250.00) C 20
CAN181467 17 11/25/80 12/80 1MM L TBond 10,000.00 C 13
CAN181466 18 11/25/80 3/81 1MM S TBond (15,000.00) C 14
CAN182250 19 11/25/80 12/80 1MM L TBond 20,000.00 C 15
CAN182281 20 11/25/80 3/81 1MM S TBond (25,000.00) C 16
390801 21 9/18/81 3/17/82 2.5MM L GNMA 581/32 1,450,781.25 O 2
390800 22 9/18/81 3/17/82 .9MM L GNMA 58 522,000.00 413,593.751 O 2
390799 23 9/18/81 6/16/82 9.5MM L GNMA 532/32 5,515,937.50 O 32
390802 24 9/18/81 12/16/81 5.6MM S GNMA 5725/32 (3,235,750.00) O 10 & 11
390803 25 9/18/81 12/16/81 2.4MM S GNMA 5726/32 (1,387,500.00) O 10 & 11
390804 26 9/18/81 12/16/81 4.9MM S GNMA 5727/32 (2,834,343.75) (1,217,656.25)2 O 10 & 11
390805 27 9/18/81 9/18/81 5.1MM L TBond 59 3,009,000.00 O 4
390806 28 9/18/81 9/18/81 4.9MM L TBond 5824/32 2,878,750.00 1,343,500.003 O 4
390808 29 9/18/81 12/1/81 4.9MM S TBond 5911/32 (2,907,843.75) O 12
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