Feature request: arbitrage breakdown hedged and unhedged exposure

Zerodha Zerodha platforms
1

For equity arbitrage and equity savings funds, zerodha shows the equity portion of a fund only, and doesn’t consider the hedging derivatives.

For example: Coin – Zerodha

https://d3hwtxj0w1i8v8.cloudfront.net/2024/07/2/118/AT.xlsx

Equity & Equity related
HDFC Bank Ltd. INE040A01034 Banks 21,92,850 36,923.21 3.11%

Derivatives
HDFC Bank Ltd.25/07/2024 Banks (2,192,850) (37,160.04) (3.13%)

Considering the massive influx in arbitrage funds in recent times, it’s fair to prioritize this feature.

the problem is even more severe in equity savings because they have most part hedged and some part unhedged and it can be in the same companies.

2

@Zerodha-Staff @moderators

3

Hmmm, no. The holdings are disclosed once a month and the positions could’ve changed numerous times in the interim. It’s not possible to show a useful snapshot of derivative positions. Nobody does it for the same reason.

At best you can check the fortnightly portfolio disclosures on the AMC sites.

4

The holdings are disclosed once a month

the derivatives have an expiry date… I can ignore if the date is in the past

the positions could’ve changed numerous times in the interim

Doesn’t the same apply to equity holdings? yet we see a bar graph.

5

What is we show is as per factsheets. Arb funds don’t disclose derivative positions in factsheets.

6

Oh ok.
I checked the excel. There are 2192850 units held at different prices thus making profits and are fully hedged. The capital is also shown 37160-36923.