Friday, September 17, 2010

Updtae on Nf option Hedging Strategy

Updtae on Nf option Hedging Strategy

Sold 5700 Ce @ 245-231=14
Sold 6000 Pe @ 210-209=1
Sold Nf @ 5850-5842=8
Total MTM-14+1+8=23 points
Target 200 points in 10-15 days

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