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
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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