NATIONAL
STOCK EXCHANGE OF INDIA LIMITED
FUTURES
& OPTIONS SEGMENT
CIRCULAR
Circular No: NSE/F&O/121/2008 November
4, 2008
Download No: NSE/FAOP/11587
Dear Members,
Sub: Adjustment of Futures and Options contracts in
the security Pantaloon
Retail (I) Limited (PANTALOONR)
In continuation to
Circular No. NSE/F&O/116/2008
dated October 21, 2008 members are hereby notified
about the Futures and Options contracts of Pantaloon Retail
(I) Limited (PANTALOONR) being made available w.e.f. November 5,
2008.
|
S No. |
Company Name |
Symbol |
Permitted Lot size |
|
1. |
Pantaloon Retail (I) Limited |
PANTALOONR |
850 |
New
Futures contracts on PANTALOONR available for trading from November
5, 2008 are as follows:
|
Instrument |
Symbol |
Expiry |
|
FUTSTK |
PANTALOONR |
27NOV2008 |
|
FUTSTK |
PANTALOONR |
25DEC2008 |
|
FUTSTK |
PANTALOONR |
29JAN2009 |
The
list of option strikes from which specific strike prices would be made
available for trading on November 5, 2008 is
as given in Annexure – 1. Based on
the price (Volume Weighted Average Price) determined after opening of the cash
market on November 5, 2008, three in-the-money
strikes, one at-the-money strike and three out-of-the-money strikes will be
made available for trading. The same will be intimated to the trading members
through a message broadcast on the trading terminals and subsequently, trading
will commence in F&O segment. Depending upon the price movement of the
security in the cash segment during normal market hours, further strike prices
may be made available during the day in the security from within the list of
strikes as per Annexure-1.
Members
are requested to pick up the latest contract.gz, security.gz and
fo_participant.gz files from NSE EXTRANET directory:/faoftp/faocommon before trading
on November 5, 2008 and upload the same in the trading terminals
to enable them to start trading in new contracts of PANTALOONR.
In case the latest files are not picked up, the security cannot be set
up in the trading terminals and members would not be able to trade and view
details of the security PANTALOONR.
For any
clarifications, members are advised to contact the following officials:
Mr. Sachin Dhar and Mr. Janardhan Gujaran at 022-26598151 and 022-26598152.
For and on behalf of
National Stock Exchange of India
Limited
Suprabhat Lala
Asst. Vice President
Annexure
– 1
List of Options
Contracts which could be made available for trading on November 5, 2008*
*Three
in the money, three out of the money strikes based on the at the money strike
price (which is the price determined after opening of the cash market on November
5, 2008) would be introduced. Further, strike
prices may be made available during the first day of trading in the security
from within the list given below depending on the price movement of the
security:
|
5 |
10 |
15 |
20 |
25 |
30 |
35 |
40 |
45 |
50 |
55 |
60 |
65 |
70 |
75 |
|
80 |
85 |
90 |
95 |
100 |
105 |
110 |
115 |
120 |
125 |
130 |
135 |
140 |
145 |
150 |
|
155 |
160 |
165 |
170 |
175 |
180 |
185 |
190 |
195 |
200 |
205 |
210 |
215 |
220 |
225 |
|
230 |
235 |
240 |
245 |
250 |
255 |
260 |
265 |
270 |
275 |
280 |
285 |
290 |
295 |
300 |
|
305 |
310 |
315 |
320 |
325 |
330 |
335 |
340 |
345 |
350 |
355 |
360 |
365 |
370 |
375 |
|
380 |
385 |
390 |
395 |
400 |
405 |
410 |
415 |
420 |
425 |
430 |
435 |
440 |
445 |
450 |
|
455 |
460 |
465 |
470 |
475 |
480 |
485 |
490 |
495 |
500 |
505 |
510 |
515 |
520 |
525 |
|
530 |
535 |
540 |
545 |
550 |
555 |
560 |
565 |
570 |
575 |
580 |
585 |
590 |
595 |
600 |
|
605 |
610 |
615 |
620 |
625 |
630 |
635 |
640 |
645 |
650 |
655 |
660 |
665 |
670 |
675 |
|
680 |
685 |
690 |
695 |
700 |
705 |