NATIONAL STOCK EXCHANGE OF INDIA LTD.
FUTURES & OPTIONS SEGMENT
CIRCULAR
Circular No. NSE/F&O/130/2008 December 08, 2008
Download No: NSE/FAOP/11731
Dear Members,
Introduction of futures and options contracts on S&P CNX Defty Index
With reference to circular NSE/F&O/129/2008 dated December 04, 2008, members may kindly note the lot size and details of contracts being provided in DEFTY w.e.f. December 10, 2008:
|
Underlying index |
Symbol |
Permitted Lot Size |
|
S&P CNX Defty |
DEFTY |
150 |
List of Futures Contracts
which would be available for trading:
|
Instrument |
Symbol |
Expiry Date |
|
FUTIDX |
DEFTY |
25DEC2008* |
|
FUTIDX |
DEFTY |
29JAN2009 |
|
FUTIDX |
DEFTY |
26FEB2009 |
* As per NSE circular Download No. NSE/FAOP/11440 dated October
06, 2008, all contracts having expiry date as
25DEC2008 shall mature on 24DEC2008.
List of Option
Contracts which would be made available for trading:
Strike prices on which Call and Put contracts having expiry dates of 25-Dec-2008, 29-Jan-2009 & 26-Feb-2009 would be available for trading are as follows:
1850, 1875, 1900, 1925, 1950, 1975, 2000, 2025 & 2050
Members are advised to pick up the latest contract.gz, security.gz and fo_participant.gz files from NSE EXTRANET directory:/faoftp/faocommon and upload the same in NEAT F&O before trading on December 10, 2008 to enable them to trade in DEFTY contracts. The latest files shall be available on the EXTRANET after the close of trading hours on December 08, 2008. If the latest files are not picked up and uploaded in NEAT F&O, members will not be able to setup, view and trade in DEFTY contracts.
For and on behalf of
National Stock Exchange of India Ltd.
Suprabhat Lala
Asst. Vice President