Bond Position Progress

At the moment  Bond Position is a problem kid. Let us  sell more premium in /ZB and hedge  it using /ES Call spread.
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Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
6/27/2016 13:04 VERTICAL SELL -3 TO OPEN /ESU6 1/50 JUL 16 (Wk4) /EW4N6 1985 CALL 48.75 6.5
BUY 3 TO OPEN /ESU6 1/50 JUL 16 (Wk4) /EW4N6 1995 CALL 42.25 CREDIT
6/27/2016 13:00 SINGLE SELL -1 TO OPEN /ZBU6 1/1000 AUG 16 /OZBQ6 178 CALL 1''00 1''00
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Position Statement on 6/27/16 14:04:10
using Beta Weighing on 'SPY'
Instrument Qty Days Strike Trade Price Mark Delta Theta Vega BP Effect
/ES -56.18 3.84 0.57 ($1,456.50)
E-mini S&P 500 Index Futures,Sep-2016,ETH 0 81 0 1989 0 0 0
1/50 JUL 16 (Wk4) /EW4N6 1985 CALL -3 25 1985 48.75 45.75 -790.36 125.94 -316.41
1/50 JUL 16 (Wk4) /EW4N6 1995 CALL 3 25 1995 42.25 39.5 734.17 -122.1 316.98
/ZB 199.27 83.54 -328.79 ($10,424.13)
30-Year U.S. Treasury Bond Futures,Sep-2016,ETH 0 86 0'00 173'10 0 0 0
1/1000 AUG 16 /OZBQ6 170 PUT 1 25 170 2''42 0''58 61.25 -34.07 151.54
1/1000 AUG 16 /OZBQ6 171 CALL -1 25 171 2''23 3''34 156.86 38.84 -166.08
1/1000 AUG 16 /OZBQ6 171 PUT -1 25 171 3''15 1''16 -76.53 38.28 -167.67
1/1000 AUG 16 /OZBQ6 178 CALL -1 25 178 1''00 0''61 57.69 40.49 -146.59

Str I +$150

Rules:
1. Sell new top (about +0.5SD* );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into an option play or close the position.
*- Daily SD
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6/23/16  +3 points

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
6/23/2016 12:46 FUTURE BUY 1 TO CLOSE /ESU6 16-Sep FUTURE 2095.8
6/23/2016 12:03 FUTURE SELL -1 TO OPEN /ESU6 16-Sep FUTURE 2098
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3/17/16-6/8/16  +35 points 

Str II: Brexit Play Won 3 Points. (Volatility Contraction; No Downside Risk)

Rules:
1. Sell new top (0.5-1SD)  top ATM 30-45 DTE straddle;
2. Buy 1-2 strike OTM PUT for downside protection;
3. Take 30% of max profit.
4. Roll if unprofitable.
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6/23/16  + 3 points 
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Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
6/23/2016 23:32 CUSTOM BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 CALL 22.5 47
BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 PUT 86 DEBIT
SELL -1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2045 PUT 61.5
6/22/2016 11:15 CUSTOM SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 CALL 35.5 50.5
SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2095 PUT 42.25 CREDIT
BUY 1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2045 PUT 27.25
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3/18/16-6/14/16  + 24 points of Realized Profit

Crack Spread +$280 after fees

CSC was a real  trouble. Luckily simple Crack Spread covered all losses.
Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price
6/21/2016 12:58 FUT CALENDAR SELL -2 TO CLOSE /RBQ6 16-Aug FUTURE 1.5936
BUY 2 TO CLOSE /RBU6 16-Sep FUTURE 1.5877
6/21/2016 12:58 FUTURE SELL -1 TO CLOSE /RBQ6 16-Aug FUTURE 1.5936
6/7/2016 11:47 FUTURE BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.5941
5/25/2016 11:03 FUT CALENDAR BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.634
SELL -1 TO OPEN /RBU6 16-Sep FUTURE 1.6127
5/25/2016 11:01 FUT CALENDAR BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.6314
SELL -1 TO OPEN /RBU6 16-Sep FUTURE 1.6098
6/21/2016 12:58 FUT CALENDAR BUY 2 TO CLOSE /CLQ6 16-Aug FUTURE 49.34
SELL -2 TO CLOSE /CLU6 16-Sep FUTURE 49.9
6/21/2016 12:58 FUTURE BUY 1 TO CLOSE /CLQ6 16-Aug FUTURE 49.34
6/7/2016 11:47 FUTURE SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 50.58
5/25/2016 11:03 FUT CALENDAR SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 49.47
BUY 1 TO OPEN /CLU6 16-Sep FUTURE 49.82
5/25/2016 11:01 FUT CALENDAR SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 49.34
BUY 1 TO OPEN /CLU6 16-Sep FUTURE 49.66

Short Bonds

Well. That's how it happens. One sells a naked option with High Probability and instead of small profit this person gets assigned.

 
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
6/16/2016 12:29 CUSTOM SELL -1 TO OPEN /ZBU6 1/1000 AUG 16 /OZBQ6 171 CALL 2''23 1''15
SELL -1 TO OPEN /ZBU6 1/1000 AUG 16 /OZBQ6 171 PUT 3''15 CREDIT
BUY 1 TO OPEN /ZBU6 1/1000 AUG 16 /OZBQ6 170 PUT 2''42
BUY 1 TO CLOSE /ZBU6 1/1000 JUL 16 /OZBN6 170 CALL 1''45
5/25/2016 14:15 SINGLE SELL -1 TO OPEN /ZBU6 1/1000 JUL 16 /OZBN6 170 CALL 0''07 0''07

6/14 Trading Str II +$150; HPLI +$90


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price
6/14/2016 11:04 STRADDLE BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2100 CALL 27.25 97
BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2100 PUT 69.75 DEBIT
6/14/2016 10:56 SINGLE SELL -1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2055 PUT 50.25 50.25
6/14/2016 10:55 SINGLE BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (EOM) /EWN6 2185 CALL 2.15 2.15
6/6/2016 11:24 SINGLE SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2185 CALL 4.05 4.05
5/27/2016 15:34 CUSTOM SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2100 CALL 34.5 50
SELL -1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2100 PUT 48.5 CREDIT
BUY 1 TO OPEN /ESU6 1/50 JUL 16 (EOM) /EWN6 2055 PUT 33


PTJ is on ES@2117; stop@2121 12:07 6/8/16

12:41 6/8/16 the stop was moved to ES@2118
12:52 6/8/16 the stop was moved to ES@2117.25
14:10 6/8/16 the stop was moved to ES@2116.50
14:15 6/8/16 the stop was exercised ES@2116.50
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No success/loss.

Long Aug,16 Crack Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Crack Spread
16.3722
6/7/2016 11:47 FUTURE BUY 1 TO OPEN /RBQ6 16-Aug FUTURE 1.5941
6/7/2016 11:47 FUTURE SELL -1 TO OPEN /CLQ6 16-Aug FUTURE 50.58

High Probability Low Income Update

Open Positions
6/2/2016 11:38 SINGLE SELL -1 TO OPEN /ZSN6 1/50 JUL 16 /OZSN6 1040 PUT 2.5
5/25/2016 14:15 SINGLE SELL -1 TO OPEN /ZBU6 1/1000 JUL 16 /OZBN6 170 CALL 0''07
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Closed Trades +$170 after fees
5/31/2016 15:05 SINGLE BUY 1 TO CLOSE /GCQ6 1/100 JUL 16 /OGN6 1140 PUT 1.1
5/31/2016 14:43 SINGLE BUY 1 TO CLOSE /ESM6 1/50 JUN 16 /ESM6 2150 CALL 1.3
5/31/2016 14:41 SINGLE BUY 1 TO CLOSE /ESU6 1/50 JUL 16 (Wk3) /EW3N6 2160 CALL 4.55
5/31/2016 14:39 SINGLE BUY 1 TO CLOSE /NGQ6 1/10000 AUG 16 /ONQ6 1.7 PUT 0.005
5/31/2016 14:30 SINGLE BUY 1 TO CLOSE /CLU6 1/1000 SEP 16 /LOU6 33 PUT 0.08
5/25/2016 14:25 SINGLE SELL -1 TO OPEN /ESU6 1/50 JUL 16 (Wk3) /EW3N6 2160 CALL 5.5
5/25/2016 14:17 SINGLE SELL -1 TO OPEN /CLU6 1/1000 SEP 16 /LOU6 33 PUT 0.11
5/25/2016 14:13 SINGLE SELL -1 TO OPEN /GCQ6 1/100 JUL 16 /OGN6 1140 PUT 1.4
5/25/2016 14:12 SINGLE SELL -1 TO OPEN /NGQ6 1/10000 AUG 16 /ONQ6 1.7 PUT 0.011
5/25/2016 14:11 SINGLE SELL -1 TO OPEN /ESM6 1/50 JUN 16 /ESM6 2150 CALL 2.1
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Past Performance 
5/18/16-5/23/16  +$200