Note

• * In case of Corp Action foreclosure shall be on Ex-Date.
• * Series have been introduced from Jan 01, 2018 pursuant to NSE Circular dated NSCCL/CMPT/36465 December 11, 2017.
• * Reverse leg settlement date is the 1st Thursday of the series month.
• * Futures LTP is the LTP of the Futures contract previous to SLB reverse leg settlement month
• * Open positions as on July 31, 2024
• * Annualised yield and Reverse leg settlement dates could be different in securities having foreclosure due to corporate actions.
• ** Rollover contracts.