Comment on Policy on settlement of compulsory delivery derivative contracts — Update Oct 2019
commented on
25 Oct 2019, 06:43 AM
As per exchange guidelines physical delivery margin would attract from Expiry – 4 days.
Eg. If expiry lying on Thursday then margin would get charged from positions carry on Friday EOD & which would in increase manner from 20% to 80% till Wednesday.
It would attract as per below calculation ; Strike price * qty (lots) * (percentage of var+elm+additional margin if any in cash market) * 20% and so on