CGB
trades 125.7 strategy based on 30 min max
Dec 12 - buy CGH9 at 122.9, sell stop at 125.3
Dec 11 - sell CGH9 at 123.15, buy stop at 120.3
Dec 8 - sell CGH9 at 122.8, buy stop at 123.1
Nov 25 - buy CGH9 at 120.4, sell stop at 121.45
Jun9 Bax
trades 99.20 strategy based on 30 min max
Dec 11 - buy 10 BAXU9 at 98.81, sell stop at 99.16
Dec 8 - sell 10 BAXU9 at 98.79, buy stop at 98.83
Nov 25 - buy 10 BAXU9 at 98.45, sell stop at 98.76
Nov 21 - sell 10 BAXU9 at 98.42, buy stop at
Canada$ Futures
trade .818
Dec 26 - short D6H9 at .821 , buy stop at . 822
Dec 24 - long D6H9 at .825 , sell stop at .82
Dec 18 - short D6H9 at .832 , buy stop at
Dec 12 - long D6H9 at .808 , sell stop at .808
Bax 9mo Spreads
Mar9/Dec9 trades .10
Dec 11 - sell 10 Mar9 BAX/buy 10 Dec9 BAX at .23
Dec 8 - buy 10 Mar9 BAX/sell 10 Dec9 BAX at .18
Nov 25 - sell 10 Mar9 BAX/buy 10 Dec9 BAX at .28
Nov 21 - buy 10 Mar9 BAX/sell 10 Dec9 BAX at .30
CGB 10year vs Dec9 Bax
trades + 1.92 bp's
Dec 23 - buy 4 CGH9 /sell 10 Sep9 Bax at +1.98,
Dec 3 - buy 4 CGH9 /sell 10 Sep9 Bax at +1.99,Dec 15 exit at 1.92
Nov 10 - buy 4 CGH9 /sell 10 Sep9 Bax at +1.87, Nov 20 exit at 1.92
Canada60
trades 503
Dec 24 - buy Can 60 at 504, sell stop at 498
Dec 18 - sell Can 60 at 516. buy stop at 506
Dec 15 - buy Can 60 at 513, sell stop at 507
Dec 12 - sell Can 60 at 518, buy stop at 515
EWC Canada ETF
Dec 26 - buy EWC at 16.3, buy stop at 16.12
Dec 18 - sell EWC at 17.25 , buy stop at 16.3
Dec 15- buy EWC at 16.74, buy stop at 16.4
Dec 11 - sell EWC at 16.6, buy stop at 16.77