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