Monday, December 27, 2010

Update on Nf Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-190=25


Sold 5900 Ce Jan. @ 265-223=42


Sold Nf @ 6050-6040=10


Total MTM- 25+42+10=77 Points


Target 200 points in 15-20 days
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