Waverly Advisors Channel System

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Market Last Condition LEntry EstLStop SEntry

Stock Indexes
E-mini S&P 500 CC [Mar17] 2,254.75 Long*
Nikkei 225 USD CC [Mar17] 19,255.00 Long
DAX Futures CC [Dec16] 11,229.50 Long
Rates and Currencies
30 Yr U.S.T Bonds CC [Mar17] 148 16/32 Short
10 Yr U.S. T Notes CC [Mar17] 124'01.0 Short
5 Yr U.S.T Notes CC [Mar17] 117'22.7 Short
Euro Bund CC [Mar17] 161.4900 Flat*
Euro Bobl CC [Mar17] 132.9300 LongOk ShortOk 133.61 133.09 131.69
Euro Schatz CC [Mar17] 112.2650 ShortOk 111.81
Euro FX CC [Dec16] 1.0557 LongOk 1.14 1.12
Swiss Franc CC [Dec16] 0.9829 Short
British Pound CC [Dec16] 1.2570 LongOk ShortOk 1.3469 1.3198 1.2034
Canadian Dollar CC [Dec16] 0.7597 LongOk ShortOk 0.7841 0.7723 0.7361
Mexican Peso CC [Dec16] 0.0490 Short
Japanese Yen CC [Dec16] 0.8682 Short
Australian Dollar CC [Dec16] 0.7452 LongOk ShortOk 0.7771 0.7623 0.7305
New Zealand CC [Dec16] 0.7138 LongOk ShortOk 0.7456 0.7312 0.6966
Metals
Gold CC [Feb17] 1,161.90 Short
Silver CC [Mar17] 16.967 LongOk 20.728 19.816
Copper CC [Mar17] 2.6475 Long
Energy
Crude Oil CC [Jan17] 51.50 LongOk ShortOk 52.75 49.52 42.73
Heating Oil CC [Jan17] 1.6374 Long
Gasoline (RBOB) CC [Jan17] 1.5073 LongOk ShortOk 1.64 1.5363 1.1639
Natural Gas CC [Jan17] 3.7460 LongOk ShortOk 3.87 3.6060 2.6710
Foods
Soybeans CC [Jan17] 1037 4/8 Long
Wheat CC [Mar17] 416 2/8 Short
Corn CC [Mar17] 359 4/8 LongOk ShortOk 368 2/8 354 3/8 323 6/8
Sugar No. 11 CC [Mar17] 19.24 Short
Coffee C CC [Mar17] 139.35 Short
Cocoa CC [Mar17] 2,170.00 Short
Cotton No. 2 CC [Mar17] 70.80 LongOk ShortOk 78.39 75.40 65.82
EstSStop DateIn PriceIn Stop P&L

12/9/16 2,246.00 2,201.29 0.20


11/11/16 17,625.00 17,625.00 3.17
12/6/16 10,826.00 10,499.20 1.24

11/9/16 160 10/32 155 01/32 3.70


11/9/16 128'17.0 127'00.5 4.12
11/9/16 119'31.5 119'09.0 3.61
(0.98)
132.21
111.92

11/15/16 0.9994 0.9994 0.99


1.2305
0.7478
11/9/16 0.0498 0.0495 0.43
11/10/16 0.9363 0.9363 3.42
0.7453
0.7110

11/11/16 1,245.80 1,245.80 2.45

11/7/16 2.2970 2.4395 5.75

45.96
12/1/16 1.6588 1.5666 (0.23)
1.2646
2.9310

11/28/16 1046 6/8 1011 1/8 (0.26)


11/29/16 410 4/8 430 0/8 (0.30)
337 5/8
12/2/16 19.21 20.41 (0.03)
12/7/16 141.65 149.92 0.28
11/4/16 2,589.00 2,488.00 3.20
68.81

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