- Margin account still funded to slightly over minimal account opening level only. Still in Saxo evaluation stage and do not want to risk too much. As a result, not really practical to trade ES (high IMR) as I usually like to run a core position + trade multiple contracts around it.
- Have thus taken profit on short ESZ1 last night.
- Instead, initiated long ZNH2 (=globex version of TY) at 129-25. ES and ZN highly correlated currently.
- Chart here is for continuation contract (=Dec11 now). Will add to long on a break of 131-00 for ZNc1 = 130-09 for ZNH2.
- [IMR for ES = US$5000; IMR for ZN = US$2160]
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