20060503 10:22 am. FKLI comes up to fill the gap. (Gap filling trade setup). Notice the Genting SSF FGEN May contract bidding at 24.90 while the cash offer price is 24.70. This is a clear arbitrage opportunity, but the liquidity providers are unable to take advantage. This is due to the cost of executing in the share transaction being prohibitively high. Bursamalaysia really needs to look into allowing liquidity providers (local participants) cheaper transaction costs for stocks like stockist account or investment account of stockbrokers.