Comment on Reverse Arbitrage? SLB?
commented on
25 Sep 2016, 11:10 PM
Hello Nithin Sir,
If I’m getting it correct from this blog, future and spot will be same at future expiry. But still I would like to be bullet-proof, so providing some numbers to you.
I was looking at KPIT, day-end price on 23-Sep-2016, Friday:
Cash Market Future Market (Lot Size: 4000)
Bid Ask Bid Ask
130.50 130.75 131.10 131.30
Gap is of 0.35 (131.10 – 130.75) between Future selling price and cash market buy price.
Is arbitrage trade possible? Given that future contract expiry is on 29-Sep-2016, Thursday.