Day Trading Tips, Day Trading Stocks, Day Trading Guide, Stock Trading, Stock Tips » Derivatives http://www.daytrading.in Mon, 26 Dec 2011 09:25:56 +0000 en hourly 1 http://wordpress.org/?v=3.2.1 SEBI standardises lot size for stock derivative contracts from 31 March 2010 http://www.daytrading.in/derivatives/sebi-standardises-lot-size-for-stock-derivative-contracts.html http://www.daytrading.in/derivatives/sebi-standardises-lot-size-for-stock-derivative-contracts.html#comments Fri, 08 Jan 2010 17:26:38 +0000 http://www.daytrading.in/?p=396 Market regulator SEBI has standardised the lot sizes for stock futures. The revised lot sizes will be effective from March 31, 2010.

The lot size for derivative contracts on individual securities are as under:

Price Band (Rs.) Lot Size
?1600 125
801 – 1600 250
401 – 800 500
201 – 400 1000
101 – 200 2000
51 – 100 4000
25 – 50 8000
< 25 A multiple of 1000

Explanation: The lot size for an underlying with a price of Rs 535, i.e., in the price band of Rs. 401-800, shall be 500 units.

The Stock Exchanges will review the lot size once in every 6 months based on the average of the closing price of the underlying for last one month and wherever warranted, revise the lot size by giving an advance notice of atleast 2 weeks to the market. If the revised lot size is higher than the existing one, it will be effective for only new contracts.

]]> http://www.daytrading.in/derivatives/sebi-standardises-lot-size-for-stock-derivative-contracts.html/feed 0 Revision of Market Lot of Derivative Contracts http://www.daytrading.in/derivatives/revision-of-lots-of-derivative-contracts.html http://www.daytrading.in/derivatives/revision-of-lots-of-derivative-contracts.html#comments Sat, 30 May 2009 08:56:25 +0000 http://www.daytrading.in/?p=136 NATIONAL STOCK EXCHANGE OF INDIA LIMITED

FUTURES AND OPTIONS SEGMENT

CIRCULAR

Circular No.: NSE/F&O/042/2009

Download No. NSE/FAOP/12491

Date: May 29, 2009

Dear Members,

Subject: Revision of Market Lot of Derivative Contracts

Exchange reviews on a periodic basis the contract size/value of derivative contracts based on prescribed minimum value of INR 200,000 as per SEBI circular no. SEBI/DNPD/CIR-20/2004/02/23 dated February 23, 2004.   It is proposed to carry out revision of market lots for derivatives contract as given below:

Sr No Underlying whose Derivative contract size /value is Revising methodology Effective date Annexure Number for list of underlying
1 Higher than INR 800,000 Dividing existing lot by 4 June 26, 2009

(for all contracts)

 1
2 Higher  than INR 400,000 Dividing existing lot by 2 June 26, 2009

(for all contracts)

 2
3 Higher than INR 800,000 but lot size not exactly divisible by  4 Dividing existing lot by 4 & rounding off to nearest even integer. June 26, 2009

(for September 2009 & later expiries)

 3
4 Lower than INR 200,000 Multiplying existing lot by 2 and its multiples June 26, 2009

(for September 2009 & later expiries)

 4

To avoid operational complexities, in case 3 & 4 above, only the far month contract i.e. September 2009 expiry contracts will be revised for market lots. Contracts with maturity of July 2009 and August 2009 would continue to have the existing market lots. All subsequent contracts (i.e., September 2009 expiry and beyond) will have revised market lots.
For any clarifications, members are advised to contact the following officials:
Mr. Sachin Dhar and Mr. Janardhan Gujaran at 26598151 or 26598152

Yours faithfully,
For National Stock Exchange of India Ltd.
Suprabhat Lala
Assistant Vice President

Annexure-1

List of underlying in which market lot is being revised downwards:

Sr No Underlying Symbol Present Market Lot Revised market Lot
1 Aurobindo Pharma Ltd AUROPHARMA 2800 700
2 Bajaj Auto Limited BAJAJ-AUTO 800 200
3 Bajaj Hindusthan Ltd BAJAJHIND 5700 1425
4 Balrampur Chini Mills Ltd BALRAMCHIN 9600 2400
5 Dish TV India Limited DISHTV 20600 5150
6 Financial Technologies (India) Limited FINANTECH 600 150
7 GMR Infrastructure Limited GMRINFRA 5000 1250
8 GVK Power & Infrastructure Limited GVKPIL 19000 4750
9 Hindustan Construction Co. Ltd HCC 8400 2100
10 Housing Development and Infrastructure Limited HDIL 3096 774
11 Jaiprakash Associates Limited JPASSOCIAT 4500 1125
12 Jaiprakash Hydro-Power Limited JPHYDRO 12500 3125
13 LIC Housing Finance Ltd LICHSGFIN 1700 425
14 Mahindra & Mahindra Ltd. M&M 1248 312
15 Maruti Suzuki India Limited MARUTI 800 200
16 Nagarjuna Fertilizer & Chemicals Ltd. NAGARFERT 21000 5250
17 National Aluminium Company Limited NATIONALUM 2300 575
18 Neyveli Lignite Corporation Limited NEYVELILIG 5900 1475
19 Steel Authority of India Ltd. SAIL 5400 1350

Annexure-2

List of underlying in which market lot is being revised Downwards:

Sr No Underlying Symbol Present Market Lot Revised market Lot
1 Adlabs Films Ltd ADLABSFILM 1800 900
2 Allahabad Bank ALBK 4900 2450
3 Alstom Projects India Ltd APIL 1200 600
4 Andhra Bank ANDHRABANK 4600 2300
5 Ashok Leyland Ltd ASHOKLEY 19100 9550
6 Asian Paints Limited ASIANPAINT 400 200
7 Associated Cement Co. Ltd. ACC 752 376
8 Axis Bank Ltd. AXISBANK 900 450
9 Bank Of Baroda BANKBARODA 1400 700
10 Bharat Earth Movers Ltd. BEML 750 375
11 Bharat Electronics Ltd. BEL 552 276
12 Bharat Forge Co Ltd BHARATFORG 4000 2000
13 Bharat Heavy Electricals Ltd. BHEL 300 150
14 Bharat Petroleum Corporation Ltd. BPCL 1100 550
15 Bharti Airtel Ltd BHARTIARTL 500 250
16 Bhushan Steel & Strips Lt BHUSANSTL 1000 500
17 Biocon Limited. BIOCON 3600 1800
18 Bombay Rayon Fashions Ltd BRFL 2300 1150
19 Cairn India Limited CAIRN 2500 1250
20 Canara Bank CANBK 1600 800
21 Century Textiles Ltd CENTURYTEX 1696 848
22 Chambal Fertilizers Ltd. CHAMBLFERT 6900 3450
23 Chennai Petroleum Corporation Ltd. CHENNPETRO 3600 1800
24 Container Corporation Of India Limited CONCOR 500 250
25 Crompton Greaves Ltd. CROMPGREAV 2000 1000
26 Cummins India Ltd CUMMINSIND 1900 950
27 Deccan Chronicle Holdings Ltd. DCHL 6800 3400
28 Dena Bank DENABANK 10500 5250
29 Dlf Limited DLF 1600 800
30 Dr. Reddy’S Laboratories Ltd. DRREDDY 800 400
31 Educomp Solutions Ltd EDUCOMP 150 75
32 Essar Oil Ltd. ESSAROIL 2824 1412
33 Federal Bank Ltd. FEDERALBNK 1702 851
34 Firstsource Solutions Limited FSL 19000 9500
35 Grasim Industries Ltd. GRASIM 352 176
36 Gtl Infrastructure Limited GTLINFRA 9700 4850
37 Gtl Ltd. GTL 1500 750
38 Gujarat State Petronet Limited GSPL 12200 6100
39 Hcl Technologies Ltd. HCLTECH 2600 1300
40 Hdfc Bank Ltd. HDFCBANK 400 200
41 Hero Honda Motors Ltd. HEROHONDA 400 200
42 Hindalco Industries Ltd. HINDALCO 7036 3518
43 Hindustan Petroleum Corporation Ltd. HINDPETRO 1300 650
44 Hindustan Zinc Limited HINDZINC 1000 500
45 Hotel Leela Ventures Ltd HOTELEELA 15000 7500
46 Icici Bank Ltd. ICICIBANK 700 350
47 Icsa (India) Limited ICSA 2400 1200
48 Idea Cellular Ltd. IDEA 5400 2700
49 Ifci Ltd. IFCI 15760 7880
50 India Cements Ltd. INDIACEM 2900 1450
51 India Infoline Limited INDIAINFO 5000 2500
52 Indiabulls Real Estate Limited IBREALEST 2600 1300
53 Indian Hotels Co. Ltd. INDHOTEL 7596 3798
54 Indian Overseas Bank IOB 5900 2950
55 Indusind Bank Ltd. INDUSINDBK 7700 3850
56 Industrial Development Bank Of India Ltd. IDBI 4800 2400
57 Infrastructure Development Finance Company Ltd. IDFC 5900 2950
58 Ispat Industries Limited ISPATIND 24900 12450
59 Itc Ltd. ITC 2250 1125
60 Ivrcl Infrastructure & Projects Ltd. IVRCLINFRA 2000 1000
61 Jindal Steel & Power Ltd JINDALSTEL 320 160
62 Kingfisher Airlines Limited KFA 8500 4250
63 Kotak Mahindra Bank Ltd. KOTAKBANK 1100 550
64 Larsen & Toubro Ltd. LT 400 200
65 Mangalore Refinery And Petrochemicals Ltd. MRPL 8900 4450
66 Mercator Lines Limited MLL 9800 4900
67 Moser-Baer (I) Ltd MOSERBAER 4950 2475
68 Mphasis Ltd. MPHASIS 1600 800
69 Nagarjuna Constrn. Co. Ltd. NAGARCONST 4000 2000
70 Noida Toll Bridge Company Ltd NOIDATOLL 16400 8200
71 Oil & Natural Gas Corp. Ltd. ONGC 450 225
72 Opto Circuits (India) Limited OPTOCIRCUI 4080 2040
73 Oracle Financial Services Software Limited OFSS 600 300
74 Orchid Chemicals Ltd. ORCHIDCHEM 4200 2100
75 Oriental Bank Of Commerce ORIENTBANK 2400 1200
76 Pantaloon Retail (I) Ltd PANTALOONR 1700 850
77 Patel Engineering Ltd. PATELENG 2000 1000
78 Patni Computer Syst Ltd PATNI 2600 1300
79 Petronet Lng Limited PETRONET 8800 4400
80 Polaris Software Lab Ltd. POLARIS 5600 2800
81 Power Finance Corporation Ltd. PFC 2400 1200
82 Power Grid Corporation Of India Ltd. POWERGRID 3850 1925
83 Praj Industries Ltd. PRAJIND 4400 2200
84 Ptc India Limited PTC 4700 2350
85 Punjab National Bank PNB 600 300
86 Ranbaxy Laboratories Ltd. RANBAXY 1600 800
87 Rel. Nat. Resources Ltd. RNRL 7152 3576
88 Reliance Capital Ltd RELCAPITAL 552 276
89 Reliance Communications Ltd. RCOM 1400 700
90 Reliance Industries Ltd. RELIANCE 300 150
91 Reliance Infrastructure Limited RELINFRA 552 276
92 Reliance Petroleum Ltd. RPL 3350 1675
93 Rural Electrification Corporation Ltd. RECLTD 3900 1950
94 Sesa Goa Ltd. SESAGOA 3000 1500
95 Shipping Corporation Of India Ltd. SCI 4800 2400
96 Shree Renuka Sugars Ltd. RENUKA 5000 2500
97 Siemens Ltd SIEMENS 1504 752
98 State Bank Of India SBIN 264 132
99 Sterlite Industries (I) Ltd STER 876 438
100 Sun Tv Network Ltd. SUNTV 2000 1000
101 Suzlon Energy Ltd. SUZLON 6000 3000
102 Tata Chemicals Ltd TATACHEM 2700 1350
103 Tata Communications Ltd TATACOMM 1050 525
104 Tata Motors Ltd. TATAMOTORS 1700 850
105 Tata Power Co. Ltd. TATAPOWER 400 200
106 Tata Steel Ltd. TATASTEEL 1528 764
107 Tech Mahindra Limited TECHM 1200 600
108 Television Eighteen India Ltd. TV-18 3400 1700
109 The Great Eastern Shipping Co. Ltd. GESHIP 2400 1200
110 Titan Industries Ltd. TITAN 412 206
111 Triveni Engg. & Inds. Ltd. TRIVENI 7700 3850
112 Tulip It Services Ltd TULIP 1000 500
113 Uco Bank UCOBANK 10000 5000
114 Ultratech Cement Ltd. ULTRACEMCO 800 400
115 Union Bank Of India UNIONBANK 2100 1050
116 Unitech Ltd UNITECH 9000 4500
117 United Phosphorous Ltd UNIPHOS 2800 1400
118 Voltas Ltd. VOLTAS 5400 2700
119 Welspun Guj St. Ro. Ltd. WELGUJ 3200 1600
120 Wipro Ltd. WIPRO 1200 600
121 Yes Bank Limited YESBANK 4400 2200
122 Zee Entertainment Enterprises Ltd. ZEEL 2800 1400

Annexure-3

List of underlying in which market lot is being revised downwards and rounded off to nearest even integer:

Sr No Underlying Symbol Present Market Lot Revised market Lot
1 JSW Steel Limited JSWSTEEL 1650 412
2 Lanco Infratech Limited LITL 2550 638

Annexure-4

List of underlying in which market lot is being revised upwards:

Sr No Underlying Symbol Present Market Lot Revised market Lot
1 Sterling Biotech Limited STERLINBIO 1250 2500
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