Comment on Policy on settlement of compulsory delivery derivative contracts

animat commented on 19 Feb 2019, 03:47 PM

If i am short in an ITM CE, and because the contract is illiquid, i have covered with a long futures (same series as ITM CE) there will not be any risk of physical delivery being triggered (assuming netting off). In this case would the additional margins still be applicable in the last week?


View the full comment thread »