Comment on ZT-Spread Orders

Mk commented on 29 Jan 2015, 02:56 PM

Thanks Nithin
Slightly confused
A) Execution: so is it Exchange recognised std spread with it’s own market depth (like those offered on CME?) or a derived spread with legging risk?
In 2) you mention it is better to do as leg in ,, is that from a filling point of view or cost?
B) I am not familiar with the Indian Futures costs ( in overseas markets it is normally brokerage + exchange fees that is all)
SO is there any easy way to calculate the various costs for the Spread trade ( round Turn?)
It is important in a spread trade like this because unless the % of cost is reasonable with respect to possible reward it may not be worth it!
Hence the question about historical price movement (chart) of a spread!
For example NIFTY calender spread ( I am guessing most liquid!)
Also is co location important for this?
and last question
Why is it expensive or NRi? are various taxes higher? same instrument are we penalized by the govt for bringing money in!

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