Friday, February 25, 2011

Update on Nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 161= 119


Sold Nf march 5600 Pe @ 210 - 370= -160


Short Nf @ 5450-5279 = 171


Total Mtm 119-160+171=130  points


Target 200 points in 15-20 trading days

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