Tuesday, November 16, 2010

Update on Nf Option Hedging Strategy

Option Hedging Strategy
Short 6100 Ce @ 290-199=91

Short 6400 Pe @ 210-271= -61

Short Nf @ 6250-6140=110

Total MTM- 91-61+110=140 points

Target 200 points in 15-20 days
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