EquityIndex
We are long ESM0, NQM0, YMM0 , based on 30 minute moving average strategy. We have stop reversals, opposite the trendspotter.
we are flat SDS,QID , DXD ETF Shorts
we are long SSO,QLD, DDM ETF Longs
CBT
we are long ZBM0, short ZNM0, ZFM0, ZTM0 , We have stop reversals, opposite the trendspotter . EURO$
We are short GEM1
we are flat TMV,TBT, TYO, PST Fixed Income ETF Shorts
we are flat TMF,UBT,TYD,UST Fixed Income ETF Longs
CBTSpreads
We have flatners on.
ZBM0 - ZTM0 trades 3.02;
We are long 2 ZBM0 / short 7 ZTM0 from 3.03 bp's;
CBT-Euro$
ZBM10 - GEZ2 trades 1.29 bp's
We are long 1 ZBM0 / short 5 GEZ12 from 1.36 bp's; based on daily moving average cross.
CBTSwaps - CBT10Yr
SRM10 - ZNM10 trades 15-29
We are short 1 ZNM0 / long 1 SRM0 , when the daily moving average crosses
Eurex
we are short Bund ,Bobl , Schatz & Gilt .We have stop reversals , opposite the moving averages.
Eurex Curve
We have flatners on
Jun10 Bund/Schatz trades 1.635
We are long 2 Jun10 Bund / short 9 Schatz at 1.65 bp's ;
Eurex-Euribor Mar10 Bund - Dec2 Euribor trades .26bp's
We are short 2 Jun10Bunds /long 6 Dec 2 Euribor at .52 bp's; based on daily moving average cross.
Jun10 Bond/BUND
trades 1.42 We are long 2 ZBM0/short 3 Jun10Bunds 1.42 bp's; based on daily moving average cross.
Euribor
We are short IM1
IM0 - IM1 trades .96
We are long IH0 / short IH1 at .86
Short Sterling
We short LM1.
LM0 - LM1 trades 1.21 .
We are long LM0 / short LM1 at 1.185
FX We are long E6M10, long B6M10, short DXM10
MetalTraders we are long Copper , long Gold , long Silver . We have stop reversals , opposite the moving averages.
Energy We are long Apr10 CL, long HO, long RB and short NG ,
EmergingMarkets We are long Apr10 Bovespa , We are flat BZQ,EEV ; We are long EWZ, ILF
China We are long Jun10 Hang Seng We are flat FXP ; We are long CZM, EDC, EEM