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Derivatives Stock Futures Index Futures Currency Futures Total Outstanding Contracts Squared Off Contracts

This document summarizes a portfolio including stock futures, index futures, currency futures, and cash position. The portfolio holds long positions in 4 stock futures, 1 index future, and short position in 1 currency future. It also holds long positions in 4 stocks. The total value of derivatives is INR 29.2 crore with an unrealized profit of INR 4.12 lakh. The equity holdings have a value of INR 11.1 crore with an unrealized profit of INR 42.8 thousand. The outstanding cash position is INR 9.7 crore.

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Varun Baxi
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30 views9 pages

Derivatives Stock Futures Index Futures Currency Futures Total Outstanding Contracts Squared Off Contracts

This document summarizes a portfolio including stock futures, index futures, currency futures, and cash position. The portfolio holds long positions in 4 stock futures, 1 index future, and short position in 1 currency future. It also holds long positions in 4 stocks. The total value of derivatives is INR 29.2 crore with an unrealized profit of INR 4.12 lakh. The equity holdings have a value of INR 11.1 crore with an unrealized profit of INR 42.8 thousand. The outstanding cash position is INR 9.7 crore.

Uploaded by

Varun Baxi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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SUMMARY

Derivatives
Stock Futures Index Futures Currency Futures
Total outstanding
4
0
0
Contracts
Squared Off
Contracts
Notional Cost
Unrealised Profit
Realised Profit

13632425
11525
0

6065175
25575
0

1538325
4050.0000000002
0

SUMMARY
Commodity

Equity

CASH POSITION

Total

966274.45

0
0
0

1110827.5
4277.5
0

21235925
41150
0

Deri

Underlying Asset

Lot Purchased

Lot Size

Expiry Date

Position

STOCK Futures
TATAMOTORS
MOTHERSUMI
ADANIPORTS
HEROMOTOCO

5
5
10
5

1500
1500
2500
200

30-Jun-16
30-Jun-16
25-Aug-16
30-Jun-16

LONG
LONG
LONG
short

Index Futures
NIFTY

10

75

30-Jun-16

LONG

150

150

27-Jul-16

SHORT

Currency Futures
USDINR

Commodity Futures

Derivatives
Current
Price
Buy Price
(27/06/201
6)
448.85
276.7
205.9
3043.3

451
274.8
206
3036.15

Margin

Buy Value

16.02%
15.86%
12.73%
12.50%

539293.275
329134.65
655276.75
380412.5

1904117.175
8086.9

68.37

8121

68.19

13.50%

13%

Unrealised
Profit/Loss

Market value
of holding

16125
-14250
2500
7150
0
0
11525

555418.275
314884.65
657776.75
387562.5
0
0

818798.625
0
0
0
818798.625

25575

199982.25
0
0
0
199982.25

4050

25575

4050
0

0
2922898.05

41150

Wether
squared off

Position
Entered on

no
NO
NO
No

23-Jun-16
24-Jun-16
24-Jun-16
24-Jun-16

NO

24-Jun-16

no

24-Jun-16

EQUITIES
STOCK
STOCK Futures
HEROMOTOCO
FIEMIND
JAMNAAUTO
TATAMTRDVR

Number of
Stocks

Date of
Purchase

150
400
1000
500

24-Jun-16
24-Jun-16
24-Jun-16
24-Jun-16

Current
Price
Buy Price
(27/06/201
6)
3052
830
169
295.5

3027.85
839.5
171.35
299

Sell Price

ITIES
Hold Value

Market Value

Unrealised
Profit/Loss

Realised
Profit/loss

457800
332000
169000
147750
0
0
0

454177.5
335800
171350
149500
0
0
0

-3622.5
3800
2350
1750
0
0
0

0
0
0
0
0
0
0

4277.5

1110827.5

Open

Calculation
for notional
size

Close

1
1
1
1
0
0
0

0
0
0
0
0
0
0

454177.5
335800
171350
149500
0
0
0

1110827.5

CASH POSITION OUTSTANDING


TOTAL INITIAL CASH
5000000
TOTAL EQUITY VALUE
1110827.5
TOTAL DERIVATIVE VALUE
2922898.05
CASH POSITION OUTSTANDING
966274.45

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