Tuesday, January 25, 2011

Update on Nf Option Hedging Strategy

Short Feb.5500 Ce @ 255 -303= -48




Short Feb.5800 Pe @ 205 -145= 60



Long Nf @ 5700 -5740=40



Total MTM recieve- -48+60+40= 52 points



Target 200 points in 15-20 days

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