Tuesday, April 14, 2009

Trades for next week

Date in

Product

Product

Avg Price

Exposure (notional)

Target

Stop

4/8/2009

EURGBP

FX

0.89625

                                 60,000

                                0.930

                                 0.885

4/8/2009

USDJPY

FX

99.82675

                             (200,000)

                              96.500

                            100.000

4/8/2009

Long Heating Oil Cracks

Commodity

7.77

                                  10,000

                               16.000

                                6.000

4/8/2009

GCM9

Commodity

883.15

                                100,000

                           924.000

                            870.000

4/8/2009

Long 10yr (short rates)

FI

2.89

                                (75,000)

                                 2.650

                                2.890

4/8/2009

Long HYG

Credit

70.43

                                  75,000

                              80.000

                              70.000

4/13/2009

CL $48 call

Commodity

2.5

                                    2,500

                                4.000

                                        -  

4/13/2009

Short HGM9 Comdty

Commodity

214

                                (10,000)

                            130.000

                           230.000

4/13/2009

Long USDCAD

FX

1.22

                                  75,000

                                 1.260

                                  1.205

4/13/2009

XLF April $10 put

Equity

0.15

                                     1,000

                                0.300

                                        -  

4/13/2009

ESM9

Equity

859

                              (100,000)

                           680.000

                           868.000

4/13/2009

Long USDBRL

EM

2.17875

                               200,000

                                 2.310

                                 2.126

4/13/2009

Short soymeal

Commodity

308

                                (50,000)

                           280.000

                           322.000

4/14/2009

Short DXY

FX

84.72

                              (100,000)

                               83.750

                               85.500