Wednesday, June 28, 2006

We had kind of an interesting day today - many of our positions started out looking pretty grim - Copper down, CAD down, Lumber up, Bonds up... but then things turned around and we finished the day with some nice gains.

Our TNR model was in neutral today, but we are looking for a trending day in both contracts tomorrow. It could get interesting with a bit more uncertainty around the Fed meeting (25 or 50 basis points).

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 $2,019 45
@KC.P -1 $719 21
@FV.P -4 $9,675 102 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $7,990 54
@JY.P 0 $0 0
@GC.P 0 $0 0
@CD.P 3 $2,530 49 @SI.P 0 $0 0
@C.P -5 $1,550 9 @HG.P 2 $63,375 269
@W.P 0 $0 0
@LB.P -1 $2,451 27
@S.P -3 -$1,550 2 @ES 0 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 0 $0 0 @NQ 0 $0 0











Total Open Trades
$88,759




Total Closed Trades $3,815




Total

$92,574



Good luck, and have a great evening!

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