Monday, January 3, 2011

Update on Nf Option Hedging Strategy

Sold 6200 Pe Jan. @ 215-115=100


Sold 5900 Ce Jan. @ 265-284=-19


Bought Nf Jan. @ 6100-6164=64


Total MTM- 100-19+64=145 Points


Target 200 points in 15-20 days
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