Friday, September 24, 2010

Update on Nf Option Hedging Strategy

Update on Nf Option Hedging Strategy

Sorry Friends for late update as I was out for a Family Holiday.

Sold 5700 Ce @ 245-355=-110
Sold 6000 Pe @ 210-163=47
Bought Nf @ 5900-5971=71

Total MTM--110+47+71=8 points

Target 200 points in 10-15 days

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