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Sunday 9 March 2008

Hedged positions



Here's a trade I put on a week ago. It's been steadily increasing in Profit. I realize it's not a perfect hedged position. Short Russell 2000 with a long SP 500 hedge, and long 2yr notes with a short 30yr bond hedge. (I could have used 2 contracts on ZF to make the ZB hedge better balanced and put the position in the green by another 1k).

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