Friday, March 4, 2011

Update on Nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 294= -14


Sold Nf march 5600 Pe @ 210 - 152= 52


Long Nf @ 5500-5544=44


Total Mtm -14+52+44=82 points


Target 200 points in 15-20 trading days

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