Wednesday, June 19, 2013

Close Positions (5)

Closed Positions:

Sell   400 UK10yr @ 141.87
Buy 598 US10yr @ 129.1875
Continued divergence of 0.3 bsp. Loss of $111

Sell  466 EUROBUND10yr @ 143.56
Buy 598 US10yr @ 129.1875
Convergence of 13.7 bsp. Profit of $92,146

Sell   400 UK10yr @ 141.87
Buy 66 AU10yr @ 96.55
Convergence of 9.5 bsp. Profit of $62,385

Sell   466 EUROBUND10yr @ 143.56
Buy 66 AU10yr @ 96.55
Convergence of 16.5 bsp. Profit of $154,642

Sell   266 AU3yr @ 97.42
Buy 225 AU90dayBB @ 97.38
Continued divergence of 3 bsp. Loss of $19,631

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