Thursday, March 23, 2006

A pretty strong showing across the board today, with Silver and Copper standing out. Both set new contract highs on big moves. Corn at least moved in our direction, as did the Yen. Equities sold off a bit on the back of stronger energy prices, but the Treasuries sold off fairly substantially.

Our TNR model was neutral for both contracts today, but we are calling for a trending day in both contracts tomorrow.

Our open 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 $2,425 35 @SB.P 3 $7,291 123
@EC.P 0 $0 0 @CT.P 0 $0 0
@JY.P -1 -$475 33
@GC.P 3 $8,130 134
@CD.P 0 $0 0 @SI.P 1 $8,595 85
@C.P -6 -$500 3 @HG.P 2 $18,450 202
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0 @ES 2 $4,675 85
@CL.P 0 $0 0 @YM 3 $2,170 7
@HO.P 0 $0 0 @NQ 0 $0 0











Total Open Trades
$50,761




Total Closed Trades -$14,420




Total

$36,341



Good luck, and have a great evening!

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