Friday, June 28, 2013

Close Position (2)

Sell  193 RUT2000 @ 982.74
Buy 233 eminiSP500 @ 1615.77
Convergence of 1.06%. Profit of $219,078

Sell  193 RUT2000 @ 982.74
Buy  125 DIJA$10  @ 15033.9
Convergence of 1.06%. Profit of $219,249

Open Existing Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Thursday, June 27, 2013

Open Position (2)

Open New Positions:

Buy 193 RUT2000 @ 964.98
Sell  233 eminiSP500 @ 1603.75

Buy 193 RUT2000 @ 964.98
Sell  125 DIJA$10  @ 14922

Open Existing Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Wednesday, June 26, 2013

Close Position (1)

Close Positions:

Sell   234 eminiSP @ 1598.49
Buy 126 DIJA$10 @ 14857.1.
Convergence of 0.10%. Profit of $20,532

Open Existing Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Open Position (1)

Open New Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Open Existing Positions:

Buy 234 eminiSP @ 1581.35
Sell  126 DIJA$10 @ 14713

Close Position (1)

Sell  300 AU10yr  @ 96.145
Buy 273 US10yr @ 125.75

Converged by 3.9bsp. Profit of $128,140

Open Existing Positions:

Buy 234 eminiSP @ 1581.35
Sell  126 DIJA$10 @ 14713

Open Position (1)

Open New Positions:

Buy 300 AU10yr  @ 96.1
Sell  273 US10yr @ 125.734

Open Existing Positions:

Buy 234 eminiSP @ 1581.35
Sell  126 DIJA$10 @ 14713

Tuesday, June 25, 2013

Open Position (1)

Open New Positions:

Buy 234 eminiS&P @ 1581.35
Sell  126 DIJA$10 @ 14713

Monday, June 24, 2013

Close Position (3)

Sell 65 Nasdaq100 @ 2837
Buy 234 eminiSP500 @ 1566.48
Convergence of 0.17%. Profit of $32,623

Sell  65 Nasdaq100 @ 2837
Buy 125 DIJA$10 @ 14602
Continued Divergence of -0.09%. Loss of $19,512

Sell  65 Nasdaq100 @ 2837
Buy194 RUT2000 @ 946.3
Convergence of 0.16%. Profit of $29,875

Close Position (1)

Sell   400 AU10yr
Buy 363 US10yr

Continued Divergence. Stopped out at loss of $200,000

Open Existing Positions:

Buy 65 Nasdaq100 @ 2873.5
Sell  234 eminiS&P500 @ 126.5

Buy 65 Nasdaq100 @ 2873.5
Sell  125 DIJA$10 @ 14777.4

Buy 65 Nasdaq100 @ 2873.5
Sell  194 RUT2000 @ 959.95

Friday, June 21, 2013

Open Position (3)

Open New Positions:

Buy 65 Nasdaq100 @ 2873.5
Sell  234 eminiS&P500 @ 126.5

Buy 65 Nasdaq100 @ 2873.5
Sell  125 DIJA$10 @ 14777.4

Buy 65 Nasdaq100 @ 2873.5
Sell  194 RUT2000 @ 959.95

Open Existing Positions:

Buy 400 AU10yr  @ 96.18
Sell  363 US10yr @ 126.5

Open Position (1)

Open New Positions:

Buy 400 AU10yr  @ 96.18
Sell  363 US10yr @ 126.5

Close Position (1)

Closed Positions:

Sell  300 AU3yr @ 97.26
Buy 376 AU90dayBB @ 97.33

Divergence of 2 bsp. Loss of $18,261

Thursday, June 20, 2013

Close Positions (1)

Closed Positions:

Sell   35 AU10yr  @ 96.335
Buy 210 UK10yr @ 113.4

Convergence of 124 bsp. Profit of $432,636

Open Existing Positions:

Buy 300 AU3yr @ 97.29
Sell  376 AU90dayBB @ 97.34

Wednesday, June 19, 2013

Open Position (1)

Open New Positions:

Buy 300 AU3yr @ 97.29
Sell  376 AU90dayBB @ 97.34

Open Existing Positions:

Buy 35 AU10yr  @ 96.545
Sell  210 UK10yr @ 114.85

Open Position (1)

Open Positions:

Buy 35 AU10yr  @ 96.545
Sell  210 UK10yr @ 114.85

Close Positions (5)

Closed Positions:

Sell   400 UK10yr @ 141.87
Buy 598 US10yr @ 129.1875
Continued divergence of 0.3 bsp. Loss of $111

Sell  466 EUROBUND10yr @ 143.56
Buy 598 US10yr @ 129.1875
Convergence of 13.7 bsp. Profit of $92,146

Sell   400 UK10yr @ 141.87
Buy 66 AU10yr @ 96.55
Convergence of 9.5 bsp. Profit of $62,385

Sell   466 EUROBUND10yr @ 143.56
Buy 66 AU10yr @ 96.55
Convergence of 16.5 bsp. Profit of $154,642

Sell   266 AU3yr @ 97.42
Buy 225 AU90dayBB @ 97.38
Continued divergence of 3 bsp. Loss of $19,631

Tuesday, June 18, 2013

Open new Positions (5)

Open New Positions:

Buy 400 UK10yr @ 141.81
Sell  598 US10yr @ 129.04

Buy 466 EUROBUND10yr @ 143.36
Sell  598 US10yr @ 129.04

Buy 400 UK10yr @ 141.81
Sell  66 AU10yr @ 96.585

Buy 466 EUROBUND10yr @ 143.36
Sell  66 AU10yr @ 96.585

Buy 266 AU3yr @ 97.45
Sell  225 AU90dayBB @ 97.38

Sunday, June 16, 2013

Close Positions (1)

Closed Positions:

Sell  400 AU3yr @ 97.485
Buy 337 AU90dayBB @ 97.39
Convergence of 3.5 bsp. Profit of $36,084

Thursday, June 13, 2013

Close Positions (1)

Closed Positions:

Sell 232 eminiS&P500 @ 1632.33
Buy 125 DIJA$10 @ 15155
Convergence of 0.18%. Profit of $36,873

Open Existing Positions:

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38



Close Positions (3)

Closed Positions:

Sell  100 AU10yr  @ 96.55
Buy 700 EUROBUND10yr @ 142.66
Convergence of 11 bsp. Profit of $108,757

Sell 100 AU10yr  @ 96.58
Buy 600 UK10yr @ 114.49
Convergence of 6 bsp. Profit of $59,377

Sell 100 AU10yr @ 96.58
Buy  920 US10yr @ 128.28
Convergence of 2 bsp. Profit of $19,803

Open Existing Positions:

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38

Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2

Wednesday, June 12, 2013

Open new Positions (4)

Open New Positions:

Buy 100 AU10yr @ 96.55
Sell  920 US10yr @ 128.27

Buy 100 AU10yr  @ 96.55
Sell  600 UK10yr @ 114.52

Buy 100 AU10yr  @ 96.55
Sell  700 EUROBUND10yr @ 142.77

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38

Open Existing Positions:
Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2


Open Position (1)

Open Positions:

Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2

Tuesday, June 4, 2013

Closed Out 2 trades

Closed Positions:

Sell 241 eminiS&P500 @ 1636.72
Buy 129 DIJA$10 @ 15222
Convergence of 0.21%. Profit of $42,216

Sell 66 Nasdaq100 @ 2987.7
Buy 129 DIJA$10 @ 15222
Convergence of 0.62%. Profit of $126,716

Monday, June 3, 2013

Open Positions (2)

Open Positions:

Buy 241 eminiS&P500 @ 1627.44
Sell  129 DIJA$10 @ 15166.9

Buy 66 Nasdaq100 @ 2958.4
Sell  129 DIJA$10 @ 15166.9

Closed Out 1 trade

Closed Positions:

Sell 126 DIJA$10 @ 15150.9
Buy 194 RUT2000 @ 976.55
Convergence of 0.68%. Profit of $131,415