Lot Size 6000

Number of contracts own 5

Margin % 28.41%
Assmptn: Initial Margin ₹ 900,000.00

Current Date Spot Price (So) Future Price (Fo) Number of Contracts
3-Jun-19 ₹ 91.85 ₹ 90.50 5
4-Jun-19 ₹ 93.05 ₹ 91.25 17
6-Jun-19 ₹ 91.30 ₹ 90.05 12
7-Jun-19 ₹ 90.00 ₹ 88.15 7
10-Jun-19 ₹ 90.70 ₹ 88.90 5
11-Jun-19 ₹ 91.20 ₹ 89.50 5
12-Jun-19 ₹ 89.25 ₹ 87.55 14
13-Jun-19 ₹ 88.10 ₹ 86.40 12
14-Jun-19 ₹ 87.65 ₹ 85.85 17
17-Jun-19 ₹ 83.65 ₹ 81.80 33
18-Jun-19 ₹ 83.65 ₹ 81.10 43
19-Jun-19 ₹ 82.90 ₹ 81.10 38
20-Jun-19 ₹ 87.80 ₹ 85.55 69
21-Jun-19 ₹ 86.50 ₹ 84.60 31
24-Jun-19 ₹ 85.80 ₹ 83.80 30
25-Jun-19 ₹ 85.70 ₹ 83.45 52
26-Jun-19 ₹ 85.70 ₹ 83.65 91
27-Jun-19 ₹ 88.00 ₹ 85.90 172
28-Jun-19 ₹ 87.25 ₹ 85.05 93
1-Jul-19 ₹ 87.10 ₹ 85.05 91
2-Jul-19 ₹ 87.85 ₹ 85.90 75
3-Jul-19 ₹ 90.30 ₹ 88.25 284
4-Jul-19 ₹ 89.95 ₹ 87.95 118
5-Jul-19 ₹ 87.05 ₹ 84.80 180
8-Jul-19 ₹ 84.80 ₹ 82.80 205
9-Jul-19 ₹ 83.80 ₹ 81.50 240
10-Jul-19 ₹ 84.80 ₹ 82.25 132
11-Jul-19 ₹ 85.15 ₹ 82.95 184
12-Jul-19 ₹ 84.90 ₹ 82.80 177
15-Jul-19 ₹ 85.45 ₹ 83.10 98
16-Jul-19 ₹ 86.35 ₹ 83.80 499
17-Jul-19 ₹ 85.45 ₹ 82.75 305
18-Jul-19 ₹ 81.45 ₹ 78.90 1621
19-Jul-19 ₹ 79.35 ₹ 76.50 1850
22-Jul-19 ₹ 79.35 ₹ 76.80 3286
23-Jul-19 ₹ 75.00 ₹ 75.55 6314
24-Jul-19 ₹ 72.55 ₹ 72.70 9029
25-Jul-19 ₹ 72.30 ₹ 72.60 6225
26-Jul-19 ₹ 74.20 ₹ 74.60 5162
 29-Jul-19 ₹ 71.65 ₹ 71.75 5880
30-Jul-19 ₹ 68.55 ₹ 68.65 6868
31-Jul-19 ₹ 69.85 ₹ 70.10 6084
1-Aug-19 ₹ 68.85 ₹ 69.25 13126
2-Aug-19 ₹ 64.40 ₹ 64.80 25313
5-Aug-19 ₹ 63.95 ₹ 64.30 8435
6-Aug-19 ₹ 63.45 ₹ 63.90 7819
7-Aug-19 ₹ 61.15 ₹ 61.55 7089
8-Aug-19 ₹ 63.55 ₹ 63.90 7858
9-Aug-19 ₹ 64.30 ₹ 64.55 10457
13-Aug-19 ₹ 61.55 ₹ 61.65 6267
14-Aug-19 ₹ 62.55 ₹ 62.70 7863
16-Aug-19 ₹ 63.65 ₹ 63.80 7049
19-Aug-19 ₹ 64.50 ₹ 64.35 5465
20-Aug-19 ₹ 63.85 ₹ 64.00 4755
21-Aug-19 ₹ 61.90 ₹ 62.05 6707
22-Aug-19 ₹ 57.90 ₹ 58.00 9250
23-Aug-19 ₹ 60.25
26-Aug-19 ₹ 63.15
27-Aug-19 ₹ 66.65
28-Aug-19 ₹ 66.75
29-Aug-19 ₹ 65.75
Assmptn: Min Maintenance Margin ₹ 100,000.00
Deal Open date Tuesday, July 02, 2019
Symbol ASHOKLEY AUG FUT
Deal Close Date ###
Deal Price ₹ 85.90
Deal Amount ₹ 732,125.70

Expiration Date Days to expire Risk Free Rate Theoretical Fo

29-Aug-19 87 6.98% ₹ 93.39
29-Aug-19 86 7.02% ₹ 94.60
29-Aug-19 84 6.93% ₹ 92.77
29-Aug-19 83 6.97% ₹ 91.44
29-Aug-19 80 7.08% ₹ 92.12
29-Aug-19 79 7.04% ₹ 92.60
29-Aug-19 78 7.01% ₹ 90.60
29-Aug-19 77 7.01% ₹ 89.41
29-Aug-19 76 6.92% ₹ 88.92
29-Aug-19 73 6.93% ₹ 84.82
29-Aug-19 72 6.81% ₹ 84.78
29-Aug-19 71 6.84% ₹ 84.01
29-Aug-19 70 6.79% ₹ 88.95
29-Aug-19 69 6.86% ₹ 87.63
29-Aug-19 66 6.85% ₹ 86.87
29-Aug-19 65 6.88% ₹ 86.76
29-Aug-19 64 6.93% ₹ 86.75
29-Aug-19 63 6.90% ₹ 89.05
29-Aug-19 62 6.88% ₹ 88.28
29-Aug-19 59 6.88% ₹ 88.07
29-Aug-19 58 6.85% ₹ 88.81
29-Aug-19 57 6.83% ₹ 91.27
29-Aug-19 56 6.75% ₹ 90.89
29-Aug-19 55 6.70% ₹ 87.93
29-Aug-19 52 6.56% ₹ 85.60
29-Aug-19 51 6.59% ₹ 84.58
29-Aug-19 50 6.54% ₹ 85.56
29-Aug-19 49 6.49% ₹ 85.90
29-Aug-19 48 6.49% ₹ 85.63
29-Aug-19 45 6.43% ₹ 86.13
29-Aug-19 44 6.33% ₹ 87.01
29-Aug-19 43 6.35% ₹ 86.09
29-Aug-19 42 6.39% ₹ 82.05
29-Aug-19 41 6.36% ₹ 79.92
29-Aug-19 38 6.42% ₹ 79.88
29-Aug-19 37 6.46% ₹ 75.49
29-Aug-19 36 6.44% ₹ 73.01
29-Aug-19 35 6.51% ₹ 72.75
29-Aug-19 34 6.53% ₹ 74.65
29-Aug-19 31 6.41% ₹ 72.04
29-Aug-19 30 6.39% ₹ 68.91
29-Aug-19 29 6.37% ₹ 70.20
29-Aug-19 28 6.42% ₹ 69.19
29-Aug-19 27 6.35% ₹ 64.70
29-Aug-19 24 6.39% ₹ 64.22
29-Aug-19 23 6.34% ₹ 63.70
29-Aug-19 22 6.37% ₹ 61.39
29-Aug-19 21 6.40% ₹ 63.78
29-Aug-19 20 6.49% ₹ 64.53
29-Aug-19 16 6.52% ₹ 61.73
29-Aug-19 15 6.62% ₹ 62.72
29-Aug-19 13 6.54% ₹ 63.80
29-Aug-19 10 6.58% ₹ 64.62
29-Aug-19 9 6.58% ₹ 63.95
29-Aug-19 8 6.56% ₹ 61.99
29-Aug-19 7 6.55% ₹ 57.97
6.56%
6.47%
6.52%
6.56%
6.54%
 Arbitrage Opportunity ASHOKLEY Value Daily PnL Cash Account Value Margin Call
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes ₹ - ₹ 167,874.30 N
Yes ₹ 802,625.70 ₹ 70,500.00 ₹ 238,374.30 N
Yes ₹ 793,625.70 ₹ -9,000.00 ₹ 229,374.30 N
Yes ₹ 699,125.70 ₹ -94,500.00 ₹ 134,874.30 N
Yes ₹ 639,125.70 ₹ -60,000.00 ₹ 74,874.30 Y
Yes ₹ 600,125.70 ₹ -39,000.00 ₹ 861,000.00 N
Yes ₹ 622,625.70 ₹ 22,500.00 ₹ 883,500.00 N
Yes ₹ 643,625.70 ₹ 21,000.00 ₹ 904,500.00 N
Yes ₹ 639,125.70 ₹ -4,500.00 ₹ 900,000.00 N
Yes ₹ 648,125.70 ₹ 9,000.00 ₹ 909,000.00 N
Yes ₹ 669,125.70 ₹ 21,000.00 ₹ 930,000.00 N
Yes ₹ 637,625.70 ₹ -31,500.00 ₹ 898,500.00 N
Yes ₹ 522,125.70 ₹ -115,500.00 ₹ 783,000.00 N
Yes ₹ 450,125.70 ₹ -72,000.00 ₹ 711,000.00 N
Yes ₹ 459,125.70 ₹ 9,000.00 ₹ 720,000.00 N
Yes ₹ 421,625.70 ₹ -37,500.00 ₹ 682,500.00 N
Yes ₹ 336,125.70 ₹ -85,500.00 ₹ 597,000.00 N
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Account Replenish

0.00
0.00
0.00
0.00
0.00
825,125.70
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
 Lot Size 75
Number of contracts own 5
Margin % 7.10%
Assmptn: Initial Margin ₹ 500,000.00

Current Date Spot Price (So) Future Price (Fo) Number of Contracts
3-Jun-19 12088.55 12173.75 812
4-Jun-19 12021.65 12134.85 306
6-Jun-19 11843.75 11967.45 690
7-Jun-19 11870.65 11992.35 532
10-Jun-19 11922.7 12019.55 423
11-Jun-19 11965.6 12056.9 549
12-Jun-19 11906.2 12000.75 381
13-Jun-19 11914.05 12012.5 599
14-Jun-19 11823.3 11920.8 582
17-Jun-19 11672.15 11778.9 833
18-Jun-19 11691.5 11790 722
19-Jun-19 11691.45 11774.75 1527
20-Jun-19 11831.75 11925.45 1082
21-Jun-19 11724.1 11834.65 1060
24-Jun-19 11699.65 11808.75 1512
25-Jun-19 11796.45 11907.75 4490
26-Jun-19 11847.55 11963.4 2712
27-Jun-19 11841.55 11977.35 5883
28-Jun-19 11788.85 11904.4 4880
1-Jul-19 11865.6 11963.8 3336
2-Jul-19 11910.3 12006.8 3255
3-Jul-19 11916.75 12014.9 2130
4-Jul-19 11946.75 12044.9 3173
5-Jul-19 11811.15 11887.55 6115
8-Jul-19 11558.6 11635.65 11546
9-Jul-19 11555.9 11616.65 8378
10-Jul-19 11498.9 11554.15 7040
11-Jul-19 11582.9 11636.5 11684
12-Jul-19 11552.5 11599.75 7366
15-Jul-19 11588.35 11630.6 6333
16-Jul-19 11662.6 11703.85 22211
17-Jul-19 11687.5 11720.35 6529
18-Jul-19 11596.9 11647.6 14354
19-Jul-19 11419.25 11461.45 19739
22-Jul-19 11346.2 11403.95 54891
23-Jul-19 11331.05 11379.2 64872
24-Jul-19 11271.3 11313.5 95310
25-Jul-19 11252.15 11301.05 162574
26-Jul-19 11284.3 11327 116441
 29-Jul-19 11189.2 11215.05 127707
30-Jul-19 11085.4 11095.2 167046
31-Jul-19 11118 11132.2 182558
1-Aug-19 10980 11015.35 199881
2-Aug-19 10997.35 11024.05 233245
5-Aug-19 10862.6 10896.8 201796
6-Aug-19 10948.25 10978.65 187598
7-Aug-19 10855.5 10874.25 174970
8-Aug-19 11032.45 11063.95 186423
9-Aug-19 11109.65 11122.95 160680
13-Aug-19 10925.85 10925.15 160038
14-Aug-19 11029.4 11028.15 172898
16-Aug-19 11047.8 11064.65 167579
19-Aug-19 11053.9 11058.1 141420
20-Aug-19 11017 11028.1 155275
21-Aug-19 10918.7 10932.65 139024
22-Aug-19 10741.35 10732.1 179630
23-Aug-19 10829.35 10842.7 214204
26-Aug-19 11057.85 11054.2 283960
27-Aug-19 11105.35 11103.9 190593
28-Aug-19 11046.1 11049.25 191044
29-Aug-19 10948.3 10944.7 260378
Assmptn: Min Maintenance Margin ₹ 100,000.00
Deal Open date ###
Symbol ASHOKLEY AUG FUT
Deal Close Date ###
Deal Price ₹ 12,006.80
Deal Amount ₹ 319,681.05

Expiration Date Days to expire Risk Free Rate Theoretical Fo

29-Aug-19 87 6.98% ₹ 12,291.35
29-Aug-19 86 7.02% ₹ 12,222.14
29-Aug-19 84 6.93% ₹ 12,034.15
29-Aug-19 83 6.97% ₹ 12,060.29
29-Aug-19 80 7.08% ₹ 12,109.16
29-Aug-19 79 7.04% ₹ 12,149.32
29-Aug-19 78 7.01% ₹ 12,085.90
29-Aug-19 77 7.01% ₹ 12,091.55
29-Aug-19 76 6.92% ₹ 11,994.89
29-Aug-19 73 6.93% ₹ 11,835.05
29-Aug-19 72 6.81% ₹ 11,849.62
29-Aug-19 71 6.84% ₹ 11,848.05
29-Aug-19 70 6.79% ₹ 11,986.83
29-Aug-19 69 6.86% ₹ 11,877.13
29-Aug-19 66 6.85% ₹ 11,845.47
29-Aug-19 65 6.88% ₹ 11,941.87
29-Aug-19 64 6.93% ₹ 11,992.39
29-Aug-19 63 6.90% ₹ 11,983.42
29-Aug-19 62 6.88% ₹ 11,927.43
29-Aug-19 59 6.88% ₹ 11,998.29
29-Aug-19 58 6.85% ₹ 12,040.65
29-Aug-19 57 6.83% ₹ 12,044.53
29-Aug-19 56 6.75% ₹ 12,071.12
29-Aug-19 55 6.70% ₹ 11,931.00
29-Aug-19 52 6.56% ₹ 11,667.13
29-Aug-19 51 6.59% ₹ 11,662.80
29-Aug-19 50 6.54% ₹ 11,602.38
29-Aug-19 49 6.49% ₹ 11,684.26
29-Aug-19 48 6.49% ₹ 11,651.52
29-Aug-19 45 6.43% ₹ 11,680.58
29-Aug-19 44 6.33% ₹ 11,751.93
29-Aug-19 43 6.35% ₹ 11,775.26
29-Aug-19 42 6.39% ₹ 11,682.48
29-Aug-19 41 6.36% ₹ 11,501.12
29-Aug-19 38 6.42% ₹ 11,422.29
29-Aug-19 37 6.46% ₹ 11,405.49
29-Aug-19 36 6.44% ₹ 11,343.12
29-Aug-19 35 6.51% ₹ 11,322.61
29-Aug-19 34 6.53% ₹ 11,353.15
29-Aug-19 31 6.41% ₹ 11,250.28
29-Aug-19 30 6.39% ₹ 11,143.77
29-Aug-19 29 6.37% ₹ 11,174.41
29-Aug-19 28 6.42% ₹ 11,034.21
29-Aug-19 27 6.35% ₹ 11,049.13
29-Aug-19 24 6.39% ₹ 10,908.34
29-Aug-19 23 6.34% ₹ 10,992.08
29-Aug-19 22 6.37% ₹ 10,897.26
29-Aug-19 21 6.40% ₹ 11,073.15
29-Aug-19 20 6.49% ₹ 11,149.23
29-Aug-19 16 6.52% ₹ 10,957.12
29-Aug-19 15 6.62% ₹ 11,059.45
29-Aug-19 13 6.54% ₹ 11,073.56
29-Aug-19 10 6.58% ₹ 11,073.85
29-Aug-19 9 6.58% ₹ 11,034.89
29-Aug-19 8 6.56% ₹ 10,934.41
29-Aug-19 7 6.55% ₹ 10,754.85
29-Aug-19 6 6.56% ₹ 10,841.03
29-Aug-19 3 6.47% ₹ 11,063.73
29-Aug-19 2 6.52% ₹ 11,109.32
29-Aug-19 1 6.56% ₹ 11,048.09
29-Aug-19 0 6.54% ₹ 10,948.30
Arbitrage Opportunity nifty FUT Value Daily PnL Cash Account Value Margin Call
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes ₹ - ₹ 180,318.95 N
Yes ₹ 322,718.55 ₹ 3,037.50 ₹ 183,356.45 N
Yes ₹ 333,968.55 ₹ 11,250.00 ₹ 194,606.45 N
Yes ₹ 274,962.30 ₹ -59,006.25 ₹ 135,600.20 N
Yes ₹ 180,499.80 ₹ -94,462.50 ₹ 41,137.70 Y
Yes ₹ 173,374.80 ₹ -7,125.00 ₹ 492,875.00 N
Yes ₹ 149,937.30 ₹ -23,437.50 ₹ 469,437.50 N
Yes ₹ 180,818.55 ₹ 30,881.25 ₹ 500,318.75 N
Yes ₹ 167,037.30 ₹ -13,781.25 ₹ 486,537.50 N
Yes ₹ 178,606.05 ₹ 11,568.75 ₹ 498,106.25 N
Yes ₹ 206,074.80 ₹ 27,468.75 ₹ 525,575.00 N
Yes ₹ 212,262.30 ₹ 6,187.50 ₹ 531,762.50 N
Yes ₹ 184,981.05 ₹ -27,281.25 ₹ 504,481.25 N
Yes ₹ 115,174.80 ₹ -69,806.25 ₹ 434,675.00 N
Yes ₹ 93,612.30 ₹ -21,562.50 ₹ 413,112.50 N
Yes ₹ 84,331.05 ₹ -9,281.25 ₹ 403,831.25 N
Yes ₹ 59,693.55 ₹ -24,637.50 ₹ 379,193.75 N
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Account Replenish

0.00
0.00
0.00
0.00
0.00
458,862.30
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
 3/6/2019 6.98% -0.05

4/6/2019 7.02% 0.04

6/6/2019 6.93% -0.09

7/6/2019 6.97% 0.04

10/6/2019 7.08% 0.1

11/6/2019 7.04% -0.04

12/6/2019 7.01% -0.03

06/13/2019 7.01% 0

06/14/2019 6.92% -0.09

06/17/2019 6.93% 0.01

06/18/2019 6.81% -0.12

06/19/2019 6.84% 0.03

06/20/2019 6.79% -0.05

06/21/2019 6.86% 0.07

06/24/2019 6.85% -0.01

06/25/2019 6.88% 0.03

06/26/2019 6.93% 0.05

06/27/2019 6.90% -0.04

06/28/2019 6.88% -0.02

1/7/2019 6.88% 0

2/7/2019 6.85% -0.04

3/7/2019 6.83% -0.01

4/7/2019 6.75% -0.08

5/7/2019 6.70% -0.06

8/7/2019 6.56% -0.13

9/7/2019 6.59% 0.03

10/7/2019 6.54% -0.04

11/7/2019 6.49% -0.05

12/7/2019 6.49% 0

07/15/2019 6.43% -0.06

07/16/2019 6.33% -0.1

07/17/2019 6.35% 0.01

07/18/2019 6.39% 0.04

07/19/2019 6.36% -0.03

07/22/2019 6.42% 0.06

07/23/2019 6.46% 0.05

07/24/2019 6.44% -0.03

07/25/2019 6.51% 0.08

07/26/2019 6.53% 0.01

07/29/2019 6.41% -0.11

07/30/2019 6.39% -0.03

07/31/2019 6.37% -0.02

1/8/2019 6.42% 0.05

2/8/2019 6.35% -0.07

5/8/2019 6.39% 0.04

 6/8/2019 6.34% -0.05

7/8/2019 6.37% 0.03

8/8/2019 6.40% 0.03

9/8/2019 6.49% 0.09

08/13/2019 6.52% 0.02

08/14/2019 6.62% 0.1

08/16/2019 6.54% -0.09

08/19/2019 6.58% 0.05

08/20/2019 6.58% 0

08/21/2019 6.56% -0.02

08/22/2019 6.55% -0.01

08/23/2019 6.56% 0.01

08/26/2019 6.47% -0.09

08/27/2019 6.52% 0.05

08/28/2019 6.56% 0.04

08/29/2019 6.54% -0.02