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venkatesan11
Posted on: 2012/1/13 12:35
Just popping in
Joined: 2011/3/1
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Posts: 7
Future Hedge Cross on Equity Index Option Trade
Hi All,

I am using Equity Option with index underlyer for capturing a Equity Index Option trade.

My understanding deal/trade executed first at OTC level and the same executed in the Exchange as Off Auction Market for clearing & reporting purpose.

I have one query, how future Index option (for hedging purpose) is included as part of the existing Index option trade?

Thanks in advance.
venkatesan11
Posted on: 2012/1/13 14:55
Just popping in
Joined: 2011/3/1
From:
Posts: 7
Re: Future Hedge Cross on Equity Index Option Trade
Hi,

EquityFoward product contains element called forwardPrice, I think I have to use that element group to populate my equity index feature details. Please correct if I am wrong.
Quote:

venkatesan11 wrote:
Hi All,

I am using Equity Option with index underlyer for capturing a Equity Index Option trade.

My understanding deal/trade executed first at OTC level and the same executed in the Exchange as Off Auction Market for clearing & reporting purpose.

I have one query, how future Index option (for hedging purpose) is included as part of the existing Index option trade?

Thanks in advance.
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