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AMERICAN INDICES » Dow Jones Industrial Average |
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| NSE Contract Specifications
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| Ticker Symbol
| DJIA |
| Contract Size
| 25 units |
| Notional value
| Contract size multiplied by the index level (For
example: if the current index value is 10000 then the notional
value would be 10000 x 25 = Rs. 2,50,000) |
| Tick Size
| 2.50 |
| Trading Hours
| As in equity derivative segment |
| Expiry Date
| 3rd Friday of the respective
contract month. In case third Friday is a holiday in USA or
in India the contract shall expire on the preceding business
day |
| Contract months
| 3 serial monthly contracts and 3 Quarterly
expiry contracts in the Mar-Jun-Sep-Dec cycle |
| Daily Settlement Price
| Last half hour's weighted average price |
| Final Settlement Price
| All open positions at close of last day of
trading shall be settled to the Special Opening Quotation (SOQ)
of the DJIA Index on the date of expiry. ( http://www.cmegroup.com/trading
/equity-index/files/SOQ.pdf) |
| Final Settlement Procedure
| Final settlement will be Cash settled in INR based on final settlement price |
| Final Settlement day
| All open positions on expiry
date shall be settled on the next working day of the expiry
date (T+1) |
| Position Limits
| The Trading Member/Mutual Funds
position limits as well as the disclosure requirement for
clients is same as applicable in case of domestic stock
index derivatives |
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