Friday, August 30, 2013

Close Positions (6)

Sell  140 T-Note10YR
Buy 150 AU10YR
Closed out Position at max stop loss $200,000

Sell  220 eminiSPX500 @ 1633.71
Buy 177 RUT2000 @ 1011.85
Convergence 0.39% or $76,688 profit

Sell  121 DIJA$10 @ 14817
Buy 177 RUT2000 @ 1011.85
Convergence 0.29% or $57,436 profit

Sell  59 Nasdaq100 @ 3079
Buy 177 RUT2000 @ 1011.85
Convergence 1.25% or $249,901 profit

Sell  121 DIJA$10
Buy  59 Nasdaq100
Closed out Position at max stop loss $200,000

Sell  121 DIJA$10 @ 14817
Buy  220 eminiSPX500 @ 1634.61
Divergence -0.19% or $37,800 loss