Comment on Policy on settlement of compulsory delivery derivative contracts

Faisal commented on 15 Oct 2018, 05:35 PM

1. Margins requirement is calculated at a portfolio level and you will get a margin benefit for the covered call strategy. For this particular strategy, SPAN will be blocked only for one of the positions.
2. The margin requirement(as per the schedule mentioned in the post) is on the total contract value.

View the full comment thread »