13 January 2010

US10YY : Cut Loss

  • Another seemingly good trade gone sour.
  • Short TYH0 at 3.77%, cut loss at 3.73%.
  • What next? Looks like going back to 3.58%/3.60%.
  • Was running short TYH0 vs short EDM0/Z0. This leaves naked -EDM0/+EDZ0 on my book.

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