Tuesday, February 22, 2011

Update on Nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 317= -37



Sold Nf march 5600 Pe @ 210 - 181= 29


Long Nf @ 5500-5528= 28


Total Mtm -37+29+28= 26 points


Target 200 points in 15-20 trading days

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