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 |
Tuesday, April 14, 2009
Trades for next week
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