PAIR TRADE IN IOC-VS-BPCL

16 ส.ค. 2019

PAIR TRADE IN IOC-VS-BPCL
BUY IOC FUT @125.5
QTY:1 LOT
BUY IOC CASH @126.45
QTY:1115
SHORT BPCL FUT @345
LOT:1
WAIT FOR EXIT SIGNAL

21 ส.ค. 2019

บันทึก

Bpcl booked futures @329
=16*1800
=28800
Ioc booked fut 122
Ioc booked cash @122.25
=12250+4683
=(-16933)
Total profit
=28800-16933
=11867
On a capital investment of 2 lac we made an arbitrage return of 11.8k