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venkatesan11
Posted on: 2012/1/13 14:58
Just popping in
Joined: 2011/3/1
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Equity Index Option - Future Cross
Hi All,

Query:
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?

Guess:

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.

Please advice.

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