Monday, March 7, 2011

Update on nf Option Hedging Strategy

Sold Nf march 5300 Ce @ 280 - 288= -8


Sold Nf march 5600 Pe @ 210 - 155= 55


Long Nf @ 5500-5535=35


Total Mtm - -8+55+35=82 points


Target 200 points in 15-20 trading days

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