In
pursuance of SEBI guidelines for periodic revision of lot sizes for derivatives
contracts specified in the SEBI circular CIR/MRD/DP/14/2015 dated July 13,
2015, the market lots of derivatives contracts on Indices shall be revised as
follows:
Sr.
No |
Underlying
Index |
Symbol |
Present
Market Lot |
Revised
Market lot |
1. |
NIFTY 50 |
NIFTY |
75 |
50 |
2. |
NIFTY BANK |
BANK NIFTY |
25 |
25 |
3. |
NIFTY FINANCIAL SERVICES |
FINNIFTY |
40 |
40 |
The
revised market lot will be applicable as follows:
1.
Only the far month contract i.e. July 2021
expiry contracts will be revised for market lots. Contracts with maturity of
May 2021 and June 2021 would continue to have the existing market lots. All
subsequent contracts (i.e. July 2021 monthly expiry and beyond) will have revised
market lots.
2.
The day
spread order book will not be available for the combination contract of May
2021 July 2021 and June 2021 July 2021 expiries.
3.
Contracts with August 2021 Weekly expiry &
beyond will have revised market lots.
4.
The lot size of all existing NIFTY long term
options contracts (having expiry greater than 3 months) shall be revised from
75 to 50 after expiry of June 2021 contracts (i.e. June 25, 2021).
For
the purpose of the computation, the average of the closing price of the
underlying has been taken for one-month period of March 01st March
31st , 2021.
This circular shall come into effect from April 30, 2021.
Source: click here.
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