Thursday, June 13, 2013

Close Positions (3)

Closed Positions:

Sell  100 AU10yr  @ 96.55
Buy 700 EUROBUND10yr @ 142.66
Convergence of 11 bsp. Profit of $108,757

Sell 100 AU10yr  @ 96.58
Buy 600 UK10yr @ 114.49
Convergence of 6 bsp. Profit of $59,377

Sell 100 AU10yr @ 96.58
Buy  920 US10yr @ 128.28
Convergence of 2 bsp. Profit of $19,803

Open Existing Positions:

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38

Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2

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