Monday, December 13, 2010

Update on Nf O[tion Hedging Strategy

Update On Nf Option Hedging Strategy


Sold 6200 Pe Jan. @ 215-345=-130

Sold 5900 Ce Jan. @ 265-167=98

Sold Nf @ 6050-5879=171

Total MTM- -130+98+171=139 Points

Target 200 points in 15-20 days

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