Tuesday, January 4, 2011

Update on Nf Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-100=115


Sold 5900 Ce Jan. @ 265-297=-32


Bought Nf Jan. @ 6100-6181=81


Total MTM- 115-32+81=164 Points


Target 200 points in 15-20 days
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