Expired all NIFTY March contracts at underlying price 5210 with a 12k profit for the month of March.
Even though in the green, but crap profit for all the risk and money put in (3% returns for the month). Still holding stock futures and I'm now good on the 4836 <--> 5441 for the month of april.
| Underlying Price | P&L |
| 4,738 | -4,900.00 |
| 4,838 | 100.00 |
| 4,938 | 5,100.00 |
| 5,038 | 10,100.00 |
| 5,138 | 11,300.00 |
| 5,238 | 8,200.00 |
| 5,338 | 8,200.00 |
| 5,438 | 600.00 |
| 5,538 | -19,400.00 |
| 5,638 | -39,400.00 |
| 5,738 | -59,400.00 |
Current Positions:-
| Security | Net Qty | Net Rate | LTP |
| MOSERBAE FS XX | 4950 | 74.4 | 74.15 |
| 29/04/2010 -0.01 | |||
| NIFTY OI CE | -200 | 42.07 | 46 |
| 29/04/2010 5400.00 | |||
| NIFTY OI PE | 50 | 89.2 | 78.05 |
| 29/04/2010 5200.00 | |||
| NIFTY OI PE | -100 | 57 | 50.75 |
| 29/04/2010 5100.00 | |||
| IBREALEST FS XX | 1300 | 145.1 | 146.5 |
| 29/04/2010 -0.01 |
TODO:-
1. Buy puts on rally, sell stock futures, Call spread ratio if 5350 is hit for 5400-5500
2. On fall, put spread ratio for 5100-5000 or 5100-4900
3. Swap IBreal and Moserbaer with some high weight NIFTY stock futures at a good level.
.. Also looking for some 5500 april call naked shorting on a big rally if 5350 is hit.
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