| Product |
Settlement |
Schedule |
| Futures Contracts on Index or Global Index or Individual Security |
Daily Settlement |
a.Index or Global index - Closing price of the futures contracts on Index on the trading day. (closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price on NSE of such contract)
b.Individual Security - Closing price of the futures contracts on Individual security on the trading day. (closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price across exchanges of such contract) |
| Un-expired illiquid futures contracts (including Global Indices) |
Daily Settlement |
Theoretical Price computed as per formula F=S * ert |
| Futures Contracts on Index or Individual Securities |
Final Settlement |
a. Index - Closing price of the relevant underlying index in the Capital Market segment of NSE, on the last trading day of the futures contract.
b. Individual securities - Closing price of the relevant underlying security in the Capital Market segment across exchanges, on the last trading day of the futures contract. |
| Futures Contracts on Global Indices (S&P 500 and DJIA) |
Final Settlement |
The Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the
futures contracts |
| Options Contracts on Index and Individual Securities |
Final Exercise Settlement |
a. Index - Closing price of the relevant underlying index in the Capital Market segment of NSE, on the last trading day of the options contract.
b. Individual securities - Closing price of the relevant underlying security in the Capital Market segment across exchanges, on the last trading day of the options contract. |
| Options Contracts on Global Indices |
Final Exercise Settlement |
The
Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the
options contracts |