Thursday, January 6, 2011

Update on Nf Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-146=69


Sold 5900 Ce Jan. @ 265-238=27


Bought Nf Jan. @ 6100-6104=4


Total MTM- 69+27+4=100 Points


Target 200 points in 15-20 days
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