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CORE FUTURES 101 First Avenue, Sand Point, Idaho (March 25, 2002) FINANCIAL INSTRUMENTS: INTEREST RATES--Thirty-year bonds have retested the low in place and prices are hovering above them for the time being. The Notes have stabilized as well but this action is still bearish and I have not yet ruled out the upper 94 handle for the bonds. The weighted NOB spread is flattening and has not given me my expected test of 215 on the 5by3 NOB. I would be a seller of rallies in the debt market.
Key levels
USM 97-16 & 100-09
TYM 102-05 & 103-24
FVM 103-10 & 104-15Previous recommended trade management:
Hold Short weighted NOB spread target 215 risk to close above 219.
J. Mark Kinoff www.corefutures.com email: kinoff@corefutures.com
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