Wednesday, May 31, 2006

The bonds clearly didn't like what they saw in the Fed minutes released today, and the dollar reacted accordingly. Equities managed to shrug off some of the uneasiness that was evident right after the Fed minutes came out. Finally, all the metals and Lumber were off on the day.

Our TNR model called for a reversion day in both contracts, and we made a net total of$285 on the day (on 5 trades total). Tomorrow we are calling for a Neutral day in both contracts (finally! - we haven't had a day off in TNR in quite a while).

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 -2 $331 25
@KC.P 0 -$275 1
@FV.P -4 $6,863 82 @SB.P 3 $0 0
@EC.P 0 $0 0 @CT.P 0 $4,435 34
@JY.P 0 $0 0
@GC.P 3 $34,080 181
@CD.P 3 $7,690 29 @SI.P 1 $16,785 132
@C.P 0 $0 0 @HG.P 2 $81,200 249
@W.P 0 $0 0
@LB.P 0 $1,054 7
@S.P -3 $250 6 @ES 2 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 1 $720 35 @NQ 0 $0 0











Total Open Trades
$153,133




Total Closed Trades -$26,915




Total

$126,218



Good luck, and have a great evening!

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