Monday, January 24, 2011

Update on Nf Option Hedging Strategy

Short Feb.5500 Ce @ 255 -286= -31

Short Feb.5800 Pe @ 205 -173= 32

Long Nf @ 5700 -5700=00

Total MTM recieve- -31+32= 1 points

Target 200 points in 15-20 days.

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