Blue Bar Futures Trading Management

4.7 Exempt - For Qualified Eligible Persons Only*

Overview Blue Bar Ag Program

Strategy: Long / Short Spreads

Sectors: 85% Meats / 15% Other

Minimum Investment: $200,000

Trading Description: The Blue Bar Prime Ag program seeks to achieve capital appreciation through the execution of outright long/short and spread strategies identified by technical and fundamental analysis augmented by risk management principles employed by the Advisor. The strategy employs both fundamental and technical analysis to identify potentially low-risk trade opportunities. The trade execution methodology used for the program is based on a process that is approximately 60% systematic and 40% discretionary.

Trade duration for spreads varies widely, from one to three days up to several months; though individual "legs" of a particular spread may be modified over time to establish a new spread position. In extreme market situations, a spread may be converted to a directional position for a relatively brief period of time. Many spread positions may be considered "scalps" that are completed intraday or are held for a short period of time, designed to take advantage of a market anomaly. Certain relatively small spread positions may also be held for longer periods of time, to attempt to capture a potential opportunity outside of typical seasonal spread patterns.

The Advisor monitors both fundamental and technical factors associated with each trade on a continuous basis, and a 3% to 5% adverse movement in the underlying commodity's price would generally be cause for liquidation of the trade.

View the Blue Bar Ag Program Statistical Report

Overview Blue Bar US Commodity Diversified Program

Strategy: Long / Short Spreads

Sectors: 85% Meats / 5% Financials / 5% Ags / 5% Others

Minimum Investment: $100,000

Trading Description: The Blue Bar U.S. Commodity Diversified Program seeks to achieve capital appreciation through the execution of outright long/short and spread strategies identified by technical and fundamental analysis to identify potentially low-risk trade opportunities. The trade execution methodology used for the program is based on a process that is approximately 60% systematic and 40% discretionary. This program trades a wide variety of U.S. commodity markets, including meats, grains, metals, energies, financial indices, bonds, currencies, and softs. .

Trade duration for spreads varies widely, from one to three days up to several months; though individual "legs" of a particular spread may be modified over time to establish a new spread position. In extreme market situations, a spread may be converted to a directional position for a relatively brief period of time. Many spread positions may be considered "scalps" that are completed intraday or are held for a short period of time, designed to take advantage of a market anomaly. Certain relatively small spread positions may also be held for longer periods of time, to attempt to capture a potential opportunity outside of typical seasonal spread patterns.

The Advisor monitors both fundamental and technical factors associated with each trade on a continuous basis, and a 3% to 5% adverse movement in the underlying commodity's price would generally be cause for liquidation of the trade.

View the Blue Bar US Commodity Diversified Program Statistical Report

Backgrounds: Robert Wieneke is the President of Blue Bar Futures. He is responsible for overall management, trading, marketing, and investor relations. He became a listed principal of Blue Bar Futures in February 2012 and became registered as an associated person in March 2012. Mr. Wieneke has more than 30 years of experience in trading futures and options on futures, with nearly two decades spent as a floor trader and floor broker. He became a registered floor trader in July 1994 and a registered floor broker in August 1995. He withdrew his registration as a floor broker in October 2013 in order to focus more closely on his Blue Bar Futures business activities.

Born in 1956 and raised in the northern suburbs of Chicago, Mr. Wieneke served in the United States Marine Corps and was honorably discharged in 1979. He began working on the floor of the Chicago Board Options Exchange as a stock order clerk and a phone clerk in 1980. He began trading as a market maker in 1983 in the S&P 100 options pit. In the early 1990s he became a Chicago Mercantile Exchange member and traded in the S&P 500 futures pit as a "local", where he developed and refined multiple option and futures spread trading strategies. Mr. Wieneke has been a member and traded on the floor of the Chicago Board Options Exchange, Chicago Board of Trade, and the Chicago Mercantile Exchange.

Mr. Wieneke began trading electronically shortly after Globex (the Chicago Mercantile Exchange's electronic trading platform) was introduced in 1992. During that time, he also started using CQG, a computer-based charting, trading and technical analysis software product. He continues to assist in CQG's charting and trading platform development efforts as an alpha tester and consultant. In 2000, Mr. Wieneke left the floor and became a full time electronic trader. Using his extensive knowledge in experience in arbitrage, spread trading and hedging, he has developed algorithmic trading strategies used by Blue Bar Futures. In March 2014, he successfully passed all three levels of study and was awarded the Chartered Market Technician (CMT) designation from the Market Technicians Association.

For more information including commissions respective to each program, please e-mail ManagedFutures@ParkAvenueAssetMgt.com