Friday, June 09, 2006

Basket

Currently I have the following futures in my Basket, which I usually follow as the day unfolds. Trading from Germany I get the end of the asian session, all of the european and most (if not all) of the US session, which explains the somewhat big Basket.
Currencies: Euro, British Pound, Yen, Canadian Dollar, Australian Dollar and Swiss Franc (on Globex), sometimes Newzealand Dollar or Mexican Peso
Asian Indices: Nikkei (traded in Singapore on the SGX), HSI (HKFE), HHI.HK (HKFE) and the australian SPI (SNFE)
European Indices: german Dax (DTB), british FTSE (LIFFE), spanish IBEX35 (MEFFRV), french CAC40 (MONEP), seldom traded swiss SMI (SOFFEX)
US Indices: ER2 (Globex), YM (ECBOT). Not traded (ES, EMD and NQ)
Gold: ZQ (I usually trade the big contract, unless I want to scale into a position)
Oil: QM
Bonds: (seldom traded) ZB and the german Bund

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