Comment on Policy on settlement of compulsory delivery derivative contracts
commented on
17 Aug 2019, 12:22 PM
Sir, I have taken yes bank 29 Aug 19 future short @80 and buy [email protected] and shorted pe65@2
1. How much margin i need to maintain for this hedge position in expiry week?
2. If expiry of yes bank happen at RS. 75 that time my future and 70ce are in net off position and 65pe expire worthless giving me full premium. Then for this net off position of future short and 70ce physical settlement will compalsory or it will net off?
Thank you.