Contract size multiplied by the index level (For
example: if the current index value is 5900 then the notional
value would be 5900 x 50 = Rs. 2,95,000)
Tick Size
1.00
Trading Hours
As in equity derivative segment. Expiry Day:
2:45 pm or 3:30 pm
Expiry Date
3rd Friday of the respective contract month.
In case third Friday is a holiday in UK 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
Based on Exchange delivery settlement
price(computed based on the intra-day auction prices
conducted at LSE)
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
FEATURED INDICES
PUBLICATIONS
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