Jun10 Gilt
trades 113.58
Mar 5 - sell Jun10 Gilt at 114.1 , buy stop at 113.88
Mar 9 - buy Jun10 Gilt at 114.20 ,sell stop at 114.1
Mar 5 - sell Jun10 Gilt at 114.5 , buy stop at 114.2
Mar 3 - buy Jun10 Gilt at 114.20 ,sell stop at
strategy based on daily moving average cross
Jun10 Bund - Bobl
trades .88 bp's (chart GG HR)
Mar 5 - buy 5 Bund/sell 9 Bobl at .88
Feb 3 - sell 5 Bund/buy 9 Bobl at .78
Jun10 Bund - Schatz
trades + 1.63 bp's (chart GG HF)
Mar 4 - buy 2 Bund/sell 9 Shaz at 1.655 bp
feb 3 - sell 2 Bund/buy 9 Shaz at 1.45 bp
Jun10 Bobl - Schatz
trades + .74 bp's (chart HR HF)
Mar 10 - buy 5 BOBL/sell 12 Shaz at .74
Mar 8 - sell 5 BOBL/buy 12 Shaz at .76 bp's
Feb 23 - buy 5 BOBL/sell 12 Shaz at .76
Feb 3 - sell 5 BOBL/buy 12 Shaz at .65 bp's
Mar11Euribor - Mar12Euribor
trades + .80 bp's (chart IM - IM)
Mar 8 - sell 5 IH11/ buy 5 IH12 at .81
Mar 5 - buy 5 IH11 /sell 5 IH12 at .83
Feb 23 - sell 5 IH11/ buy 5 IH12 at .86
strategy based on daily moving average cross
Eurex/Euribor
Jun10 Bund - Dec12 Euribor trades .62
Mar 1 - sell 2 Jun10 Bund/buy 6 Dec2 Euribor at .52 bp's
Feb 23 - buy 2 Jun10 Bund/sell 6 Dec2 Euribor at .54 bp's
strategy based on daily moving average cross
Eurex/CBT
Jun10 BOND-Bund trades 1.37; Jun10 10yr-Bund trades .60
Mar 9 - Buy 2 ZBM10 / sell 3 Jun10 Bund bp's at 1.43
Eurex/CBT 10YR SWAP
Jun10YR SWAP - Bund trades 2.536
Mar 9 - Buy 1 SRM10 / sell 1 Jun10 Bund at 2.57
Ratios Calculation for BUXL Yield is based on a 4% 35 year hypothetical .