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