A strategy with which to get into shorts. Usually before the cut-off, on stocks that can be shorted, JUNE JULY Harvest - page 18

 
prostotrader:

So the script isn't working properly.

Why is it wrong? The calculation is simple Delta = (Futures price/number of shares in the lot) minus the Spot price. The percentage is then calculated = Delta divided by Spot Price.

 
Vitalii Ananev:

Why is it wrong? The calculation is simple Delta = (Futures price/number of shares in the lot) minus the Spot price. The percentage is then calculated = Delta divided by the Spot Price.

OK

 
prostotrader:

OK

The picture there simply shows the difference between the spot price and the futures price. It's not the percentage of possible return in annualized terms. Or am I counting something wrong?

 
Vitalii Ananev:

The picture there simply shows the difference between the spot price and the futures price. It's not the percentage of possible return in annualized terms. Or am I counting something wrong?

I didn't realise it wasn't annualised...

 
prostotrader:

I didn't realise it wasn't annuals...

I see. :) I was afraid I started to check the script, thinking I'd made a mistake by inexperience :)

 

I have completed my position on VTB and become the lucky owner of 40,0000,000 VTB shares.

If VTB does not cheat, and closes the register before 18.06.2020, the return (at the current market expectation of 0.0017 RUB/share)

will be:

Dividend income = 0.0017 * 40000000 = RUB 68,000. (without 13% tax), which is in annualised terms

Net profit (annualized with tax) = (68000 - 68000/100*13)/1500000*100 = 23.66% (dividends) + 4.55% (SPOT - futures difference)

If they don't close by 18.06.2020, the 9 futures aren't trading badly either...


But 4.55% p.a. is already in the pocket.... :)

Risks, at that = 0

 
prostotrader:

Completed a position on VTB and sent the lucky owner of 40,0000,000 VTB shares.

If VTB does not cheat, and closes the register before 18.06.2020, the income (at the current market expectation of 0.0017 RUB/share)

earnings will be:

Dividend income = 0.0017 * 40000000 = RUB 68,000. (without 13% tax), which is in annual

Net profit (annual) = (68000 - 68000/100*13)/1500000*100 = 23.66% (dividends) + 4.55% (SPOT - futures difference)

If they don't close by 18.06.2020, the 9 futures aren't trading badly either...

But 4.55% p.a. is already in the pocket.... :)

Can you elaborate on your actions in case the 6 futures doesn't pay out the divs? What will you do with the stock? Will you buy 9 futures? Will you go out on an expiry in 6 futures?

 
Alexey Kozitsyn:

Can you elaborate on what you will do if the 6 futures do not pay out the divi? What will you do with the stock? Will you buy 9 futures? Will you go out on an expiry in 6 futures?

1. Will the dividends on 6 futures not fall?

a) Trying to exit at 0% p.a. or lower

b) If not, I wait for expiry.


2. If the entry percentage of the 9th futures (after the expiration of the 6th futures) remains the same high,

Then of course I will work with 9 Futures, if nothing sweeter comes up in the other instruments.

I got Sber at 14.3%.

 
ЦБ попросил банки пока не выплачивать дивиденды
ЦБ попросил банки пока не выплачивать дивиденды
  • 2020.04.09
  • www.vedomosti.ru
Банк России рекомендовал банкам и другим финансовым организациям перенести годовые общие собрания акционеров (ГОСА), где планируется принять решения о выплате дивидендов за 2019 г., на конец августа — сентябрь 2020 г., говорится в сообщении ЦБ. Такую возможность им предоставил закон, вступивший в силу 7 апреля: он переносит в этом году...
 

Let's see...

The more likely it is that the divas will be unexpected, i.e. more likely to earn much more.

Added

Seryozh!

The key word in this TS is "ALWAYS PLUS", the other question is "How much?", but plus!

Reason: