Friday, February 24, 2006

The Yen rally seems to have stabilized somewhat, and our CAD position moved back in our favor. Crude really spiked on the back of the Saudi Arabia attacks, bringing Sugar along with it. Bonds rallied out of the chutes, with market participants loving the weaker than expected durable goods data. By the end of the day, however, everyone was shying away from bonds, which ended down on the day.

Our TNR model lost $558, going short in the AM and getting stopped out at the highs of the day around 3:00. We are calling for a Trending day in both contracts for Monday.

Our positions:

Contract ctrcts Open P/L days on
Contract ctrcts Open P/L days on





@US.P 0 $0 0 @NG.P 0 $0 0
@TY.P 0 $0 0
@KC.P 0 $0 0
@FV.P -4 $1,425 16 @SB.P 3 $9,878 104
@EC.P 0 $0 0 @CT.P 0 $0 0
@JY.P -1 -$1,813 14
@GC.P 3 $11,250 115
@CD.P 2 $360 24 @SI.P 1 $4,270 66
@C.P 0 $0 0 @HG.P 2 $8,900 183
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0 @ES 2 $3,825 66
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 0 $0 0 @NQ 0 $0 0











Total Open Trades
$38,096




Total Closed Trades -$12,400




Total

$25,696



Good luck, and have a great weekend!

1 Comments:

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11:48 AM  

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