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Thursday, 14 February 2013

Filled on gbpjpy bid :

bought 0.5m at 144.07

Now working 2 GTC offers :

0.5m GBPJPY at 146.93
0.5m GBPJPY at 144.93

Separately, got filled on the GTC bid for 5 more gilts, and decided to cut the JGB short (BoJ will eventually extend to 5yrs or longer. Probably we're going back to the all time high from Jun03 in JGB futures. In the meantime use the disappointment from the BoJ's decision today to close the position) :

bought 5 G H3 at 114.85
bought 10 JGBH3 at 144.04

Gold sold off again. It's starting to look terrible on the chart. Sold another 4 last night :

sell 4 GCJ3 at 1642.1

so now short 7 altogether.

NAV 114.8. Ouch.

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