Trial now
EQUITIES

Tech Overhang Weighing on European Indices

                      Sep 26      Sep 19     Rec Long          Rec Short
Fut Only 2Y Notes   -182,897    -99,387   234,808 7/31/12   -259,019 5/8/07
Combined 2Y Notes   -164,777    -97,849   235,621 5/03/11   -263,396 5/8/07
Fut Only 5Y Notes   -228,274   -210,863   402,448 5/06/08   -437,496 1/10/17
Combined 5Y Notes   -221,533   -201,093   387,383 5/06/08   -413,833 1/10/17
Fut Only 10Y Note    256,626    270,120   608,492 8/14/07   -409,659 2/28/17
Combined 10Y Note    237,582    282,783   668,018 8/7/07    -386,239 1/10/17
Fut Only 30Y Bond     52,910     58,123   106,002           -178,500
Combined 30Y Bond     56,330     65,353   106,198 7/12/16   -172,009
Fut Only Ultra Bd    -98,728    -87,839    28,763 6/05/12   -122,500 9/6/16
Combined Ultra Bd    -98,728    -87,832    28,763 6/05/12   -122,528 9/6/16
Fut Only 3m Euro$ -1,694,276 -1,446,513 1,822,601 3/4/08  -3,211,786 4/11/17
Combined 3m Euro$ -1,529,551 -1,287,740 1,501,690 4/20/10 -2,720,417 5/09/17
Fut Only 30d Fed Fd -141,411   -172,683   332,320 6/24/08   -246,378 3/7/17
Combined 30d Fed Fd -141,278   -172,564   333,657 6/24/08   -246,259 3/7/17
*Denotes new record
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE]
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com