Tuesday, December 21, 2010

Update on Nf Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-266=-51


Sold 5900 Ce Jan. @ 265-196=69


Sold Nf @ 6050-5953=97


Total MTM- -51+69+97=115 Points


Target 200 points in 15-20 days
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