Short Side Of Long: Currency Valuations

Monday, March 21, 2011

Currency Valuations

Valuations are based on perceptions of fund managers surveyed by Merrill Lynch in the month of March 2011.

1 comment:

MatiasMarch 22, 2011 at 6:48 AM
Nice comeback man!!
pls don't leave us alone with this market again.
Cheers!
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Trading Diary

Last update 11th of March 2013

Equities: Short positions are held in various US equity sectors, which include Technology (XLK), Discretionary (XLY), Industrials (XLI) and Dow Transports (IYT). Large put options have been bought on Apple (AAPL).

Bonds: There isn't a lot of exposure in the bond space, as we believe this sector is experiencing euphoric investor demand. Call options have been sold on Junk Bonds (HYG). Plans to short Long Bond Treasuries (TLT) in due time.

Currencies: Long positions are held in Japanese Yen (FXY). Short positions are held in Australian Dollar (FXA).

Commodities: Long positions are held in various commodity sectors, which include Silver (SLV, SIVR, PSLV, Comex futures), Agriculture (RJA, JJA) and Sugar (SGG). Plans to increase longs in PMs and Softs in due time.