Monday, January 31, 2011

Update on Nf Option Hedging Strategy

Short Feb.5500 Ce @ 255 -145= 110



Short Feb.5800 Pe @ 205 -298= -93


Short Nf @ 5650 - 5536= 114


Total MTM recieve- 110-93+114= 131 points


Target 200 points in 15-20 days

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