Comment on Reverse Arbitrage? SLB?
commented on
20 May 2013, 05:45 PM
Sir,
everything is clear except the fact that when i do a reverse arbitrage,y would i worry if its going ex-dividend or not,when i go for reverse arb all i am worried abt is the price difference to close down which would eventually happen on the expiry,sir andhra bank may futures on 2nd may was trading 4 rs higher than june future,and then came a spike and than june futures started trading at 0.20-0.30 paise higher than may futures,i entered into spreads for uco bank which i closed down with minor profits,although not 100% risk free.also sir can i benefit from andhra bank july futures using SLB as it is trading abt 4 rs cheaper than june futures.plz enlighten me!!