- As flagged by my 2 weekend posts, have made the following trades on the futures open today. Risk limits % up to 82% from 71%.
- 1. +EUR/USD @ 1.3647 (add)
- 2. -ZNH3 @ 130-28 (add)
- 3. +GEM4 @ 99.49 (cut loss) - replace low beta GE for high beta ZN.
- Attached screenshot shows "before" and "after" risk position changes.
04 February 2013
Core Book : Risk Step-Up
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