Derivatives arbitrage opportunities in India
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The CFS facility shall be offered on all those underlying stocks on which derivative instruments are available for trading in BSE Derivatives segment. To facilitate this, CFS facility shall be available for trading across 3 contract months at any time, corresponding to the current, near and far monthly futures instruments on that underlying asset.
A trader shall be able to enter orders as one arbitrage trading strategies india order. Availability for trading — Arbitrage trading strategies india shall be allowed only if instruments of both Equity and Derivatives segments are arbitrage trading strategies india for trading.
Market Segment availability — Orders shall not be allowed in case either of Equity or Derivatives segments is closed. Orders shall not be allowed in the pre-open session 9: Instrument suspension — Orders shall not be allowed if the instruments in either of Equity or Derivatives segment are suspended for trading.
Member suspension arbitrage trading strategies india Orders shall not be allowed for a member if that member is suspended in either of the segments — Equity or Derivatives segment. Moreover, in case of any open positions in either of Equity or Arbitrage trading strategies india segment instruments, the member shall be able to square up those open positions individually in those instruments.
Execution of 2 orders shall follow the existing price-time priority logic. On execution of a trade, this trade shall then be split into two more trades — one trade on the equity segment instrument and the other trade on futures instrument, both belonging to the same underlying stock asset.
All 3 trades shall have the same order ID as that of the original trade executed on that particular CFS. The "trade rate" of each of arbitrage trading strategies india three trades generated as described above, shall be determined as given below - Sr. Trade Rectification — client code modification shall be allowed on trades in the respective legs, i. However, client code modification shall not be allowed on the trade in the CFS. Original CFS - Not applicable.
Equity segment instrument - Transaction fees shall be levied as per the rates applicable for the Equity segment from time to time. Futures instrument - Transaction fees shall be levied as per the rates applicable for the Derivatives segment from time to time. Last Thursday of the month and where such a day is a holiday, the last trading day shall be the preceding business day.
Based on last 30 minutes VWAP average. If there are no trades during the last half an hour, then the Theoretical Price would be taken as the official closing price.