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T-Bond: Simulated delta neutral position

1/19 Simulated delta neutral position, These are based on the last trade. Data from FutureSource
Up Date 2/03 Short 1 June futures at 118-31 / 117-15 + $ 1,500.
Up Date 2/03 Long 2 June 119 Calls at 3-15 / 2-32 (- $ 1,469.)
Profit / Loss + $ 31.
Option cost $6,468.

USCoralSea

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