David Fuller's view This is a late report although I had mentioned that I would be rolling my short position in US 30-year Treasury Bond Futures (weekly & daily) forward. Tactically, my decision not to continue with the initial strategy for trading this position actively on a Baby Steps sell-high-buy-low basis, following the last downward break, caused me to give back a small portion of earlier profits on the trade. For the record, my four equal-sized shorts opened at 120.75, 121.50, 119.43 and 118.53 in the March decimalised contract on 4th and 25th January, and 2nd and 14th February, were bought back at 120.83 on 24th February. As this was on automatic rollover, four equal-sized short positions were simultaneously opened at 119.238 in the June contract. These prices include spread-bet dealing costs. I really should manage this position actively because there will be more ranging than trending, and the price differential evident in the March to June spread on the 24th reflects the T-Bond yield.