Futures Point To A Technical Gap Higher

INTEREST RATES

03/23 OVERNIGHT CHANGE to 04:23 AM:BONDS-1 The
Treasury market bounced back Monday in a move that was certainly justified by
the ongoing concern for the world recovery. The fact that terrorism is taking a
seat at the head of the table and has resulted in significant weakness in equity
prices, simply creates a bullish environment for Treasuries. While we are not
sure that Treasury prices deserve to breakout to the upside, they seem to have
the capacity to return to the March highs.

STOCK INDICES

03/23 OVRNIGHT CHG to 04:23 AM:S&P+340, DOW35,
NIKKEI -37, FTSE+2 There would not seem to be a technical or fundamental sign of
a bottom in stock prices. However, the technical weakness could mitigate
slightly, while the fundamental outlook simply languishes. While we are not sure
what the shelf life of the new terrorism fears will be, it is clear that the
market is looking for the negatives and remains in a down trend.

DOW

While prices might attempt to bounce this morning, we doubt that prices have far
to go on the upside. While the S&P managed to fill some gaps left by the
December 2003 action, the Dow has yet to fill its gap from that time frame. In
other words, we eventually see more downside in the June Dow with a targeting of
9,990. Corrective bounce targeting on the upside pulse is seen at 10,097.

S&P

As mentioned before, the S&P managed to fill the gap left by the December 2003
action but we are not inclined to project the low Monday, as a sustainable low.
We would have preferred to see a more extensive range down, that was fully
rejected into the close. Furthermore we don’t see the fundamental reasoning to
think that the reward of getting long, outweighs the near term risk of being
long! Near term corrective potential in the June S&P comes in at 1101.20. Those
that sold the June S&P at 1119 and bought two April 1130 calls, should have met
downside targeting at 1095 and should now be sitting with two 1130 S&P calls at
an extremely cheap cost! We intend to hold the calls through the April 2nd
payroll report and that will be our attempt to pick a critical low in this
market.

FOREIGN EXCHANGE

US DOLLAR

The selling interest in the Dollar seems to have
abated slightly. However, it is clear that the revival of terrorism fears,
adversely affects the Dollar. It does seem like the Dollar has forged solid
support above the 88.00 level in the June Dollar Index. Furthermore, with the US
economic report slate remains empty and therefore the international political
ebb and flow will tend to dominate daily Dollar action. Those that bought April
89 Dollar Index puts should liquidate them in the action today, on a decline to
88.04, as time decay forces one to salvage premium. We still think that the
Dollar is in the process of bottoming but that would-be longs will have to risk
positions to at least 86.88 and might have to maintain the position several
weeks into the future. Given the geopolitical influences, we can’t rule out a
slide to 86.90 in the near term but we would not want to be short the Dollar
below the 88.85 level into the April 2nd payroll report.

EURO

Trend line support in the June Euro comes in today
at 121.99 but we really don’t think that the Euro has much in the way of upside
potential. In fact, the only reason the euro has managed to rise off the March
lows, is the fact that the outlook toward the US has been tripped up by the
terrorism situation. In our opinion, the terrorism issue will quiet down and the
relative strength of the US economy, will manifest itself and serve to force the
Euro back into the down trend in place from the February high. Therefore,
position traders should look to get short the June Euro, on a rise to 123.80.

YEN

The Yen continues to see critical resistance up
around 94.00 possibly because the month end fears continue to foster bullish
sentiment. With neither the Dollar, nor the Euro showing dominance, the Yen has
continued to garner a relative edge in investment flow. Therefore, we can’t rule
out a temporary rise to 95.00 but we don’t see the Yen poised to resume the
upside trend present in the second half of 2003.

^next^

SWISS

We suspect that the overnight high above 80.00 was a
good short sale point in the Swiss. In fact, we expect the near term trading
range will be defined as 80.10 to 78.00.

BRITISH POUND

The pattern of higher highs, leaves the Pound
pointing higher. However, we are concerned that dialogue flowing from the UK
will derail the Pound rally, as the BOE is concerned about the impact of falling
housing prices and the relative impact on debt in the UK. Therefore, the Pound
is confronted with a potential profit taking condition.

CANADIAN DOLLAR

The coiling in the Canadian doesn’t seem to give off
a specific trend signal but considering the 6-month consolidation pattern we
just can’t get excited about the upside. In fact, we would not be surprised to
see the June Canadian slide to slightly lower support of 74.46 in the coming
sessions.

METALS

OVERNIGHT

GLD-1.60, SLV-5.30, PLAT+12.80 London
A.M. Gold Fix $415.20 +$1.10 LME COPPER STOCKS 215,475 -3,450 tons COMEX Gold
stocks 3.56 ml Unchanged Comex Silver stocks 122.1 ml +62 oz

GOLD

Both Shanghai and Sydney gold players remained
bullish toward gold with the geopolitical influence driving prices a little more
consistently than the Dollar. Apparently the violence in Israel even has Chinese
traders bidding up gold prices. Critical support comes in at $413.9 but it would
appear that June gold is prepared to see gold prices return to a trading range
of $420 to $425.

SILVER

The silver market flashed to new contract highs but
it would seem like the market reached a near term overbought condition and will
need to retrench before resuming the upward track. We have to think that the
weakness in world equity markets, hinders the silver market slightly. Since the
last COT report the silver market has gained $0.43 cents and that certainly puts
the net spec and fund position at a new record level.

PLATINUM

Following a persistent corrective tone, it would now
appear that platinum has found solid support and is primed to mount a recovery
bounce. It really does seem like platinum is being played off against gold on a
spread basis and with gold possibly seeing some profit taking in the coming
session, we might see April platinum rise to near term resistance of $912. Like
silver, we think platinum is being undermined by the deterioration of the macro
economic condition, but that the overall trend in platinum was built on specific
supply tightness and off demand that seems to be entrenched and mostly
consistent.

COPPER

Our gut continues to suggest that copper is not the
same market it was in the December through early March time frame. Certainly the
macro economic condition is in question and it just doesn’t seem like the
Chinese buyers are as intense as they were prior to the March high. Chinese
copper prices were down overnight leaving a slightly negative tilt in place into
the opening this morning.

CRUDE COMPLEX

Rumors that OPEC might decide to delay the March
31 production cut caused some longs in the crude oil market to bank some profits
Monday. Apparently the macro economic condition also stepped in and weighed on
energy prices. However, unless there is concern for failure in the airline
industry, we doubt that prices are going to forge a pattern of declines.

NATURAL GAS

With the regular energy complex weak, weather
conditions expected to warm and the macro economic outlook sagging right along
with global stock prices, we suspect that even more losses are ahead for the
natural gas market. In fact, given outside influences and the near term weather
forecast, we suspect that the May natural gas contract is headed for the $5.40
level in the coming sessions. Long-term position players should probably wait
for the July natural gas contract to fall below $5.40 before considering a
long-term position buy.