Wednesday, December 29, 2010

Update on Nf Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-200=15

Sold 5900 Ce Jan. @ 265-204=61

Sold Nf @ 6050-6014=36

Total MTM- 15+61+36=112 Points

Target 200 points in 15-20 days
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