9 Sept 3PM
FIXEDINCOME we are short ZBZ0, ZNZ0, ZFZ0, ZTZ0 , with stop reversals, opposite the trendspotter .
FixedETFShorts we are long TMV,TBT, PST
FixedETFLongs we are flat TMF,UBT,TYD,
CBTCurve We have steepners on : ZBZ0 - ZTZ0 trades 2.43; We are short 2 ZBZ0 / long 7 ZTZ0 from 2.43

9 Sept 3PM
Euro$&Swaps We are short GEZ1 GEZ0 - GEZ1 trades .47 We are long GEZ0 /short GEZ1 at .38
CBT ZN -GEM3 ZNU10 - GEM3 trades 1.19 bp's We are long 2 ZNZ0 /short 7 GEM3 from 1.22 bp's; based on daily moving average cross.

9 Sept 2PM
EquityIndex We are short ESU0, YMU0 , EMDU0 Midcap , Russell RJU0 , with stop reversals, opposite the trendspotter.
we are long SDS, DXD, RWM ETF Shorts
we are flat SSO,DDM , MVV, UWM ETF Longs
S&P/Russell 2 Russells - 1 ESU0 trades 160: we exited long 2 Russels/short 1 ESU0 from 140 at 160
S&P vs / CBTBond 8.19 ratio Aug 26 - Buy 1 ESU0 / sell 1 ZBU0 at 7.8 , Aug 30 exit at 7.71

9 Sept 2PM
Technology We are short NQU0,
we are long QID,TYP, TechnologyShorts &
we are flat QLD,TYH TechnologyLongs,

9 Sept 1PM
Options: VIX we are long Sep10VIX , flat VXX & flat VXZ

9 Sept 12PM
FX We are short E6Z0, short B6Z0, long DXZ10

9 Sept 2PM
Bund we are short Bund , Bobl , Schatz & Gilt .with stop reversals , opposite the moving averages.
EurexCurve We have flatners on Dec10 Bund/Schatz trades 1.16 We are long 2 Dec10 Bund /short 9 Schatz at 1.18 bp's ;

8 Sept 2PM
Euribor We are short IZ1 IZ0 - IZ1 trades .29 We are long IZ0 /short IZ1 at .22
Short Sterling We are short LZ1. LZ0 - LZ1 trades .42 We are long LZ0 /short LZ1 at .33
GEM1 - IM1 trades .49 we are long 4 GEM1 /short 3 IM1 from .47,

9 Sept 9AM
EUROStocks We are long STOXX, DAX, FTSE, SMI ; we are flat EPV Europe Short ETF
Sept Stoxx/Bund trades 20.48 Aug 27 - long 1 Stoxx/short 1 Bund at 19.42, based on daily moving average crossover ,Sep 7 exit at 20.6

9 Sept 1PM
MetalTrader we are short Copper, short Gold , short Silver . We have stop reversals , opposite the moving averages.
We are long GLL ,ZSL Metal Shorts ; We are flat UGL,DGP,AGQ Metal ETF Longs

9 Sept 9AM
Energy We are long CLV0, HOV0, RBV0, & short NGV0 ,
We are long DTO,DUG,ERY OIL Short ETF's; We are flat DIG,ERX,UCO OIL ETF Longs

9 Sept 1PM
Agriculture We are long Soybeans, Wheat, Corn, short Live Cattle
CommodityETF's We are long DBA, DBC CommodityETF's

8 Sept 10AM
China We are long Hang Seng, HShares, short CSI300,
China SHORT ETFs We are long FXP , CZI ;
China Long ETFs We are flat FXI ,CZM
Yuan/Renminbi We are short CNY$, long CME RMB , flat CYB Yuan ETF ,

9 Sept 10AM
Canada we are short CGB, ; short Sep11 BAX
Dec10 / Sep11 Bax trades .28 we are long Dec10 Bax/short Sep11 Bax at .26 ;
CGBDec10yr vs BaxU11 trades 1.54 ' We are long 1 CGZ0 / short 4 BaxU11 at 1.56
GEM1/ BAXM1 trades .86 ; we are long GEM1/ short BAXM1 at + .74 , based on daily ma cross.
we are short SWF60, EWC We are long CME D6 , FXC; ; 9 Sept 10AM
Australia We are short SFE 10yr, 3yr, ;
We are short IRU11 ; IRZ10/ IRU1 trades + .12 we are long IRU10 /short IRM1 at .05
GEM1 - IRM1 trades 4.45 We are short 4 Jun1 Euro$ / long 5 IRM1 from 4.45 ;
We are long SFE AO & EWA ETF
We are long A6 and FXA ;

9 Sept 10AM
Japan
We are long CME Nikkei
We are flat EFU ,DPK , EWV, JPX,JapanETFShort ; we are long EFA , DZK, EZJ, JapanEFTLong
We are flat JGB ;
We are short JPY$, long J6Z0 , FXY ETF :

9 Sept 10AM
India We are long Sensex , long SGXNifty 50 , long CME Nifty , INDY we are flat EDZ ,EEV , India ETF Shorts & we are long EDC, India ETF Longs,
we are short Rupee$, long ICN ETF

9 Sept 3PM
SouthAmerica We are short Bovespa
We are flat BZQ, EEV,EUM Emerging ETF Shorts ; we are flat ,EWZ, ILF ,ECH Emerging Long ETF's
we are short BRL$, long CME L6Z0, long BZF BRLETF

9 Sept 3PM
Healthcare We are long XLV Healthcare ETF's and IBB Biotech
we are flat RXD & BIS Health/Bio Short ETF's and long RXL & BIB Health/Bio ETFLongs

9 Sept 3PM
CleanEnergy We are flat CUT-Timber,PHO-Water,TAN-Solar

9 Sept 3PM
Telcomtrader We are long IYZ, IXP Telcom ETF's
DataCenters We are flat EQIX, long TMRK We are lobbying for a DataCenterETF...

9 Sept 11AM
Financial we are flat SKF,FAZ Financial ETF Shorts &
we are flat UYG,FAS Financial ETF Longs,

9 Sept 11AM
Reittrader we are flat DRV,SRS RealEstate ETF Shorts &
we are flat DRN,URE RealEstate ETF Longs,

9 Sept 11AM
DividendETFTrader we are long DVY, SDY DividendETF's
CoveredCalls We are long ETW,JSN
HiYieldETF's We are long HYG ,JNK,PHB
MLPETF's We are long AMJ MLP

9 Sept 11AM
CarryTrades
CBT Ultrabond - 30 Year trades - .234 bp's . We are long $1mm 30Year/ short 8.6 UBU0 at -.165 bp's and -.175 .
ZBU0 - 30 Year trades -.07bp's We exited Long $1mm 30yr/short ZBU0 at -.05bp's , The positions we entered at -.02bp's , at -.06 and at -.13 , based on daily moving avarage cross
ZBZ0 - UBZ0 Ultrabond trades - .163 bp's lower yield . We sell 2 UBU0 Ultrabond vs buy 3 ZBU0 at -20bp's

( UBZ0 Ultrabond - ZNZ0 ) - (GXZ0 Buxl - GGZ0 Bund) trades .42bp's
Buy 1 BUXL(GXZ0)/ sell 2 GGZ0 DecBunds at .77 bp's;
sell 1 UBZ0 / buy 2 ZNZ0 at .45bp's = 32bp's...I think this is a .10bp's to .35bp trade.

See UltraBond Cheapest to deliver and UltraBond /Bond spread articles Ratios