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61P-xxx-21 positions

Posted By: Ian Shaw
Date: Saturday, 17 April 2010, at 9:43 a.m.

In Response To: 61P-xxx-21 positions (Nack Ballard)

Nack, thanks for that thorough response. I especially enjoyed the contrast of the most pro- and anti-5pt positions,

It's useful to have an idea of the spread of equities, and it appears you can't make nuch of an error by always making the point. Do you also have the middle position, where the differnce is least?

(To be picky, you've listed original 61P-31P-21P is listed as fractionally further back than 61P-51S-21P at -0.016, compared to -0.005 - although has been subsequently overturned by the new XG rollout.).

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