Thursday, February 24, 2011

Update on Nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 251= 29


Sold Nf march 5600 Pe @ 210 - 246= -36


Short Nf @ 5450-5435 = 15


Total Mtm 29-36+15= 8 points


Target 200 points in 15-20 trading days

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