Wednesday, July 12, 2006

A mixed bag today, with dollar strength and bond weakness in the morning. Bonds strengthened througout the day, however, and we finshed just below yesterday's levels. Equities had a tough time all day today. Crude finished above $75 again, and corn continued to soar (some energy related, some drought related).

Our TNR model was in Neutral today, so no trades. Tomorrow we are looking for a reversion day in both ES and NQ.

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 $19 54
@KC.P -1 $400 30
@FV.P -4 $7,238 111 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $8,725 63
@JY.P 0 $0 0
@GC.P 0 $0 0
@CD.P 0 $0 0 @SI.P 0 $0 0
@C.P 0 $0 0 @HG.P 2 $87,275 277
@W.P 0 $0 0
@LB.P -1 $2,363 36
@S.P 0 $0 0 @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
$106,019




Total Closed Trades -$4,506




Total

$101,514



Good luck, and have a great evening!

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