Indices made a follow through to the down side after last Friday's turn. SPX nearly visited the break out point of FOMC last Wednesday. RUT has a little more to go since it went up farther than SPX. All eyes are on the presidential debate tonight. It will be an event influence the market. I am not sure if it will have a lasting impact. However I am watching my downside risk.
Made two ratio hedging trades in both SPX and RUT puts today. No premium selling orders got filled. I will see what tomorrow will bring. I tried to close some put hedge positions but no luck.
Risk portfolio improved. Net liq is 6K better and margin ratio is back into 44%. The concerns are now that margin is on the put side with exposure fees of 2.50 per day. I will get ride most of it tomorrow with some exit orders.
No comments:
Post a Comment