Comment on Policy on settlement of compulsory delivery derivative contracts — Update Oct 2019

mk commented on 16 Jul 2021, 09:22 PM

Hi Faisal,
I have 2 legs for SBI – one lot of deep ITM PE long of current month expiry and one lot of future long of next month expiry.
Please clarify if at current month expiry – the settlement will happen based on netting between these two legs and no physical delivery will be required or not?

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