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Small Portfolio



-15  RUT JUN11 900C

+15 RUT JUN11 910C
 
Net Premium  $1.00 to $1.10
 
Large Portfolio



-50  RUT JUN11 900C

+50 RUT JUN11 910C
 
Net Premium  $1.00 to $1.10
 
We are starting the June cycle with a CALL credit spread