Monday, February 28, 2011

Update on Nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 170= 110


Sold Nf march 5600 Pe @ 210 - 336= -126


Short Nf @ 5450-5314 = 136


Total Mtm 110-126+136=120  points


Target 200 points in 15-20 trading days

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