6 January 7 AM
EquityIndex Futures We are long Mar9 S&P, Nasdaq, DJ, Russell ,Midcap & S&P 600
ETF's We are short SPY ,DIA ,QQQQ ,IWM ,MDY ,IJR -S&P600
Feb9 VIX trades up at 40.2
Jan 6 - buy 10 Feb9 VIX at 40.6 on a stop
_________________________
6 January 7AM

CBT Fixed Income We are short ZBH9, short ZNH9, long ZFH9, long ZTH9 based on 30 minute MAX
CBT Curves Dec 29 - we have curve steepners on , based on daily max
Fixed IncomeETF's We are long TBT and PST Ultrashort
short TLT ,IEF , long SHY ,
short TIP , long AGG , long HI Yield - LQD , HYG , long PFF Preferred
30yr Basis Jan 5 - Buy ? ZBH9 / sell $10mm 30yr at .65bp's, based on daily max
10yr Basis Jan 5 - Buy ? ZNH9 / sell $10mm 10yr at .72bp's, based on daily max
Hedge Ratios

_________________________

2 January 8AM
ExDividendDate Dec 23 caused major drop in Proshorts
Ultrashort we are short SDS S&P500 ,QID QQQ ,DXD DOW ,TWW Russell ,
Ultralong we are long SSO UltraS&P 500 ,QLD UltraQQQ ,DDM UltraDOW ,UWM Russell ,
_________________________

2 January 8AM
DirexionTraderUltrashort
we are short TZA -3XRuss2000 , BGZ -3XRuss1000 , FAZ -3XFinancials , DPK -3X DevlMarketsBear , EDZ -3X EmergingBear , TYP -3X TechBear
DirexionTraderUltraLong we are long TNA 3XRuss2000 , BGU 3XRuss1000 , FAS 3XFinancials , DZK 3X DevlMarketsBull , EDC 3X EmergBull , TYH 3X TechBull
_________________________

2 January 9AM
Euro$Curve short GEH0 , based on GEH0 30 minute max
Swaps We are long 5yr Mar9 Swap & short Mar9 10yr Swaps, based on 30min max
Euro$ 1YR Calendar Dec 31 - buy 10 GEH9/sell 10 GEH10 at + .43
CBT vs Euro$ Dec 29 - We are short Mar9 CBT vs long GEZ9 & GEZ10 , based on daily max
CBT 5yr Swap vs 5yr Future Dec 23 - buy 10 ZF /sell 10 SA at 42/32's , Dec 31 exit at 36
CBT 10yr Swap vs 10Yr Future Dec 8 - buy 10 ZNH9 / sell 10 SRH9 at - 95 /32's ,
Fed Funds vs Euro$ Dec 31 - buy 10 ZQH9 / sell 16 GEH9 at .88
Nov 24 - buy 10 ZTH9 sell 10 ZQH9 Mar9 Fed Funds at 1.52 bp's
_________________________

2 January 7AM

Financials : short SKF FinancialUltraShort , FAZ FinancialUltraShort long FAS FinancialUltra , XLF
Technology: Long REW - TechUltrashort , TYP -3X TechnologyBear mixed ROM -Tech Ultra XLK , TYH 3X TechnologyBull
BiotechPharma short RXD Ultrashort Healthcare long XLV Healthcare , IBB Biotech & RXL UltraHealth
REIT : short SRS REITUltraShort long , IYR , VNQ
Housting Trader we are long
Infrastructure we are long
WisdomTree -Dividend Strategy we are long
CoveredCallTrader we are long
_________________________

2 January 9AM
FX4 We are short $/CNY, short EuroFX, short BP, short JY, short Canada, long $Index futures,
FX6 short SF, long Peso, short A$ futures
long $RUB , short $/BRL , long $/INR , long $/KRW
_________________________

2 January 9AM
Gas & OilTrader We are long CL, short NG , short HO , short RB , long Brent and Gasoil
long USO ,OIL . short DTO OIL Short , short UNG
EnergyETF's short DUG UltraShort ,ERY - 3X long DIG , XLE , IYE , OIH ,ERX 3X
_________________________

2 January 9AM
MetalTrader We are short Gold, short Silver, long Copper
long GLD , short DZZ Double Gold short , long SLV short ZSL - SILVER Short
Materials : long UYM- Ultra Materials XLB SPDR short SMN - Ultrashort materials
_________________________

29 December 4PM
Agriculture We are short Beans, short Wheat, short Corn , short SM, short BO, short LC
short LH, short Feeders, short Milk, long Goldman Sachs and CRB Index based on 30 minute max
We are long AGA 2XShort,CMD 2XShort,
short DBA , DAG ,UCD 2XLong,
_________________________

24 December 9AM
Eurex We are long BUXL , BUND , BOBL, Shaz, based on 30 minute max.
Bund Curve Dec 19 - We have curve Steepners on, based on daily max
Eurex vs Euribor Dec 19 - We are long Mar9 Eurex / short Dec9 & Dec10 Euribor , based on daily max
_________________________

29 December 4 PM
Euribor We are long Dec9 Euribor ,
Euribor1Yr Dec 22 - sell 10 Mar9 Euribor/buy 10 Mar10 Euribor at .25 based on Sep9 Euribor 30min max
Short Sterling we are long Dec9 ShortSterling,
Sterling 1yr Dec 22 - sell 10 LH9 / buy 10 LH10 at .78
Gilt we are long based on 30 min max
Mar9 Gilt - Mar10 Sterling Dec 29 - sell 2 Gilt/buy 12 Mar10 Sterling at +1.29
Euribor - Short Sterling Dec 17 - long 6 Dec9 Euribor /short 8 Dec8 Sterling at -.19
Gilt / Bund Dec 23 - buy 11 Bunds /sell 10 Gilts at 2.5 points
EURO/BP Cross Dec 1 - sell 3 B6 / buy 2 E6 at 1.185
_________________________

24 December 10AM
EuroStocks we are short Stoxx,Dax,FTSE,SMI,CAC
EuroETF's short VEU ,VGK and FEZ EWG German ,EWU UK ,EWL Swiss
_________________________

26 December 11AM
Japan JGB We are flat Mar9 JGB
Euroyen flat Sep9 Euroyen

J Futures short J6
EuroYen 1Year spread Dec 16 - buy 10 Mar9 Euroyen/ sell 10 Mat10 Euroyen at +.01, ,Dec 17 exit at 0
Mar9 JGB - Sep9 Euroyen Dec 11 - sell 3 Mar9 JGB /buy 10 Mar10 Euroyen at .96bp's
We are long Nikkei , EAFE , EWJ , and EFA- EAFE Futures
short EFU Ultra Short EAFE

_________________________

28 December 8 AM
Chinawe are short HANG SENG and HShares
China ETF's We are long FXI-FTSEChina , EWH , PGJ , short FXP - ULTRA Short China
_________________________

28 December 10AM
EmergingMarkets We are short EEV Ultrashort & EDZ -3XEmergingMarketsBear
long EEM MSCI & EDC 3XEmergingMarketsBull short Bovespa long EWZ Brazil , VWO Vangard
long ECH Chile & long EWW MEXICO
_________________________

28 December 11AM
IndiaTrader We are short Sensex30 , short SGXNifty50 , short INP andEPI ,
Korea We are short Kospi and long EWY ,
Russia - RSX short
flat GULF - MiddleEast
_________________________

5 January 10AM
Australia short SFE 10yr , SFE 3yr, Sep9 IR, based on 30 minute max
A$ Futures long A6
SFE 10YR - 3MO IR Spread Jan 5 - long 10 IRH9 /short 10 IRZ9 at +.23
Sep8 ASX 10YR - Jun9 IR Spread Dec 10 - sell 2 Mar9 SFE10Yr / buy 10 Dec9 at + .65
AOrdinaries short & EWA ETF short
_________________________

5 January 9AM
Canada CGB we are short BAX short based on 30min max
Canada$ Futures short D6
Bax 9M0 Spreads Dec 30 - buy 10 Mar9 BAX/sell 10 Dec9 BAX at .12
CGB10yr vs Bax Dec 30 - sell 4 CGH9 /buy 10 Sep9 Bax at +2.03,
We are Canada60 long and EWC ETF long