F&O Segment
Last updated
Last updated
Revision in Expiry Day of Index derivatives contracts - NSE
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Change in expiry day of Index derivatives contracts in Equity Derivatives Segment - BSE
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Adjustment of Futures and Options contracts in the security Wipro Limited
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Adjustment of Futures and Options contracts in the security UPL
Adjustment of Futures and Options contracts in the security ONGC
Adjustment of Futures and Options contracts in the security PETRONET
Quantity Freeze Limits for Indices
The quantity freeze limits for derivatives contracts on indices shall be applicable as under w.e.f. November 01, 2024:
Adjustment of Futures and Options contracts in the security COAL INDIA LIMITED
Adjustment of Futures and Options contracts in the security RELIANCE
Changes in Market Lot for Index Derivatives Contracts
For computation of revised lot size, the average of the closing price of the underlying index has been taken for one month period of September 16, 2024, to October 15, 2024. The Market lot for index derivatives shall be revised for contracts that are introduced after November 20, 2024, as per below table –
Contract size revision for index derivatives
The revised lot size for index derivatives will be as follows:
Discontinuation of weekly Derivatives contracts on BANKNIFTY, MIDCPNIFTY and FINNIFTY index
From November 20, 2024, weekly derivatives contracts would only be available on one benchmark index for each Exchange.
Accordingly, Exchange will continue to make weekly index options available only on the Nifty 50 Index (NIFTY).
The last trading date and the last weekly index option expiry available for these indices shall be as follows:
Adjustment of Futures and Options contracts in the security DRREDDY
Exclusion of Futures and Options contracts on IDFC
The following security shall be excluded from Equity Derivatives segment :
No contracts shall be available for trading in the above mentioned security with effect from October 10, 2024 onwards. The existing contracts of expiry months October 2024, November 2024 and December 2024 will expire on October 09, 2024
Adjustment of Futures and Options contracts in the security VEDL
Adjustment of Futures and Options contracts in the security GNFC
Revision of Initial Margin in Silver
MCXCCL has decided to revise the Minimum Initial Margin (IM) / SOMM in Silver contracts (all variants).
Details of the applicable margins are as under:
Market Parameters - Operating ranges applicable to Futures contracts - Update
Adjustment of Futures and Options contracts in the security BPCL & HINDPETRO
Adjustment of Futures and Options contracts in the security TATA CONSUMER PRODUCTS LIMITED
Adjustment of Futures and Options contracts in the security TECH MAHINDRA LIMITED
Adjustment of Futures and Options contracts in the security IOC
Adjustment of Futures and Options contracts in the security M&MFIN
Adjustment of Futures and Options contracts in the security MPHASIS
Adjustment of Futures and Options contracts in the security BANK OF BARODA
Adjustment of Futures and Options contracts in the security TATASTEEL
Adjustment of Futures and Options contracts in the security CANBK
Adjustment of Futures and Options contracts in the security HINDPETRO and BPCL
Quantity Freeze Limits for Indices
Enhancement of Dynamic Price Bands for scrips in the Derivatives segment
Revision in tick size of stock futures in F&O Segment
Adjustment of Futures and Options contracts in the security VEDL
Pre-Trade risk controls Validation of Stop Loss Limit Order entry for Index Futures Contracts
Pre-Trade risk controls - Limit Price Protection for Index Futures Contracts - Update
Members are requested to note the revised parameters for computation of LPP range for all Index Futures contracts.
Adjustment of Futures and Options contracts in the security OFSS
Adjustment of Futures and Options contracts in the security CANARA BANK
Introduction of Futures and Options Contracts on Nifty Next 50 Index
Futures and Options contracts on Nifty Next 50 Index shall be made available for trading in Future & Options segment w.e.f. April 24, 2024
Pre-Trade Risk Control – Limit Price Protection in Equity Derivatives Segment
Revision in Market Lot of Derivative Contracts on Indices
The market lots of contracts on the following Indices shall be revised as follows:
Adjustment of Futures and Options contracts in the security ASHOKLEY
Adjustment of Futures and Options contracts in the security PERSISTENT
Revision in Expiry Day of NIFTY BANK (BANKNIFTY) Monthly and Quarterly Contract Cycle
The expiry day of BANKNIFTY Monthly and Quarterly Contract cycle has been changed from existing THURSDAY to WEDNESDAY effective from trade date March 01, 2024, Friday
Adjustment of Futures and Options contracts in the security NMDC
Adjustment of Futures and Options contracts in the security HEROMOTOCO
Adjustment of Futures and Options contracts in the security HIND PETRO
Pre-Trade Risk Control - Enhancements to Market price order in Equity Derivatives segment
Adjustment of Futures and Options contracts in the security GAIL
Adjustment of Futures and Options contracts in the security GRASIM
Adjustment of Futures and Options contracts in the security NESTLEIND
Adjustment of Futures and Options contracts in the security VEDL
Adjustment of Futures and Options contracts in the security BPCL
Adjustment of Futures and Options contracts in the security ONGC
Adjustment of Futures and Options contracts in the security COALINDIA
Adjustment of Futures and Options contracts in the security PETRONET and IOC
BSE derivatives SENSEX and BANKEX are available for trading
Change in expiry day of S&P BSE BANKEX Index derivatives contracts in equity derivatives segment
The Expiry Day of S&P BSE BANKEX derivatives contracts in equity derivatives segment will be revised to Monday Expiry effective October 16,2023 as follows
Adjustment of Futures and Options contracts in the security HAL - Revision in Ex-date
This is in continuation of circular NCL/CMPT/58379 dated 13-Sep-2023 and with reference to circular NSE/FAOP/58629 dated 27-Sep-2023, where in ex-date has been revised from 29-Sep-2023 to 28-Sep-2023
Adjustment of Futures and Options contracts in the security PFC
Adjustment of Futures and Options contracts in the security GNFC
Adjustment of Futures and Options contracts in the security HAL
Adjustment of Futures and Options contracts in the security BERGEPAINT
Adjustment of Futures and Options contracts in the security POWERGRID
The details are given below:
Adjustment of Futures and Options contracts in the security NMDC
The details are given below:
Adjustment of Futures and Options contracts in the security LICHSGFIN
Adjustment of Futures and Options contracts in the security POWERGRID
Adjustment of Futures and Options contracts in the security IOC
Action with regards to clearing and settlement in the security IOC
Adjustment of Futures and Options contracts in the security M&MFIN and TECHM
Adjustment of Futures & Options Contracts and Physical Settlement in RELIANCE
Adjustment of Futures and Options contracts in the security RELIANCE
Revision in Expiry Day of NIFTY BANK (BANKNIFTY) Index Options Weekly Contract Cycle
Revision in NIFTY Midcap Select (MIDCPNIFTY) Expiry Futures and Options Contract Cycle
DIVIDEND: Adjustment of Futures and Options contracts in the security REC LIMITED
DIVIDEND: Adjustment of Futures and Options contracts in the security MPHASIS
Exclusion of Futures and Options contracts on HDFC
Further to Exchange circular no. NSE/CML/57423 dated 04 July 2023, we would like to inform you that the security, HDFC Limited shall be excluded from Equity Derivatives segment with effect from 13 July 2023.
30.Jun.2023
Adjustment of Futures and Options contracts in the security MPHASIS
The circular no. NSE/FAOP/56967 dated June 06, 2023 stands withdrawn.
Accordingly, BANKNIFTY Expiry day will continue to remain as "Thursday" of the expiring contract cycle.
27.Jun.2023
Adjustment of Futures and Options contracts in the security BANKBARODA
Single Order Quantity Limit in Index Derivatives contracts of Equity Derivatives Segment - BSE
15.Jun.2023
Adjustment of Futures and Options contracts in the security INDIAMART
Adjustment of Futures and Options contracts in the security PEL
Adjustment of Futures and Options contracts in the security CANARA BANK
Revision in NIFTY BANK (BANKNIFTY) Expiry Futures and Options Contract Cycle
Single Order Quantity Limit in Index Derivatives contracts of Equity Derivatives Segment - BSE
Adjustment of Futures and Options contracts in the security HDFCAMC
Adjustment of Futures and Options contracts in the security VEDL
Adjustment of Futures and Options contracts in the security ITC
Risk disclosure with respect to trading by individual traders in Equity Futures & Options Segment
Adjustment of Futures and Options contracts in the security BAJAJ AUTO LIMITED
Adjustment of Futures and Options contracts in the security TATA STEEL LIMITED
Adjustment of Futures and Options contracts in the security OFSS
Validation for Stop Loss Limit Order Entry
Adjustment of Futures and Options contracts in the security MUTHOOTFIN
Adjustment of Futures and Options contracts in the security VEDL
Adjustment of Futures and Options contracts in the security IGL
Validation for Stop Loss Limit Order Entry
Adjustment of Futures and Options contracts in the security NATIONALUM
Adjustment of Futures and Options contracts in the security GAIL
Adjustment of Futures and Options contracts in the security ASTRAL
Revision in Trading Hours - Interest Rate Derivatives
Revision in Scheme of Strikes in Stock Options
Adjustment of Futures and Options contracts in the security NMDC
Adjustment of Futures and Options contracts in the security PFC
Adjustment of Futures and Options contracts in the security ONGC
Adjustment of Futures and Options contracts in the security TORNTPOWER
Adjustment of Futures and Options contracts in the security HEROMOTOCO
Adjustment of Futures and Options contracts in the security FSL
Adjustment of Futures and Options contracts in the security RECLTD
REC LIMITED has informed the Exchange that Board of Directors at its meeting held on January 30, 2023 has approved interim dividend of Rs. 3.25/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is February 09, 2023.
Adjustment of Futures and Options contracts in the security COAL INDIA
Coal India Limited has informed the Exchange that Board of Directors at its meeting held on January 31, 2023 has declared 2 nd Interim Dividend of Rs 5.25/- per equity share of face value of Rs 10/- each. The record date for the purpose of payment of dividend is February 08, 2023.
Adjustment of Futures and Options contracts in the security POWERGRID
POWER GRID CORPORATION OF INDIA LIMITED has informed the Exchange that Board of Directors at its meeting held on January 31, 2023 has approved 2 nd Interim Dividend of Rs 5/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is February 08, 2023
Adjustment of Futures and Options contracts in the security IDFC LIMITED
IDFC LIMITED has informed the Exchange that Board of Directors at its meeting held on February 01, 2023 has declared Special interim dividend of Rs. 11.00/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is February 13, 2023.
Adjustment of Futures and Options contracts in the security NTPC
NTPC LIMITED has informed the Exchange that Board of Directors at its meeting held on January 28, 2023 has approved interim dividend of Rs. 4.25/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is February 04, 2023.
Adjustment of Futures and Options contracts in the security VEDL
VEDANTA LIMITED has informed the Exchange that Board of Directors at its meeting held on January 27, 2023 has approved the fourth interim dividend of Rs. 12.50/- per equity share of face value of Re. 1/- each. The record date for the purpose of payment of dividend is February 04, 2023.
Net Settlement of Cash segment and Futures & Options (F&O) segment upon expiry of stock derivatives
Under the mechanism, Obligations arising out of cash segment settlement and physical settlement of F&O segment, upon expiry of stock derivatives, shall be settled on net basis (merged settlements) as against the current approach of settling such obligations separately.
The new guideline would come into force from March 2023 expiry of F&O contract.
Click here for the NSE circular.
Adjustment of Futures and Options contracts in the security TCS
TATA CONSULTANCY SERVICES LIMITED has informed the Exchange that Board of Directors at its meeting held on January 09, 2023 has approved a third Interim Dividend of Rs 8/- and a special dividend of Rs. 67/- per equity share of face value of Re. 1/- each. The record date for the purpose of payment of dividend is January 17, 2023
Net Settlement of Cash segment and Futures & Options (F&O) segment upon expiry of stock derivatives
With a view to provide better alignment of cash and derivatives segment, mitigation of price risk and bringing in netting efficiencies for market participants; it has been decided, in consultation with the Secondary Market Advisory Committee (SMAC) of SEBI, to introduce the mechanism of Net Settlement of cash segment and F&O segment upon expiry of stock derivatives. The details of the said Net Settlement Mechanism are as under: The obligations arising out of cash segment settlement and physical settlement of F&O segment, upon expiry of stock derivatives, shall be settled on net basis as against the current approach of settling such obligations separately.
Adjustment of Futures and Options contracts in the security VEDL
VEDANTA LIMITED has informed the Exchange that Board of Directors at its meeting held on November 22, 2022 has declared Interim Dividend of Rs 17.50/- per equity share of face value of Re. 1/- each. The record date for the purpose of payment of dividend is November 30, 2022
Adjustment of Futures and Options contracts in the security PFC
POWER FINANCE CORPORATION LIMITED has informed the Exchange that Board of Directors at its meeting held on November 10, 2022 has approved a Second Interim Dividend of Rs 3/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is November 25, 2022.
Adjustment of Futures and Options contracts in the security PETRONET
PETRONET LNG LIMITED has informed the Exchange that Board of Directors at its meeting held on November 09, 2022 has approved a Special Interim Dividend of Rs 7/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is November 22, 2022.
Exclusion of Futures and Options contracts on MINDTREE
MindTree Limited shall be excluded from Equity Derivatives segment. Hence, the existing MindTree F&O contracts of expiry months November 2022, December 2022 and January 2023 will expire on 22 November 2022. However, new strikes would be introduced in the existing contract months if required.
Accordingly, no contracts shall be available for trading in the mentioned security with effect from 23 November 2022 onwards.
Adjustment of Futures and Options contracts in the security COALINDIA
COAL INDIA LIMITED has informed the Exchange that Board of Directors at its meeting held on November 07, 2022 has declared Interim Dividend of Rs 15/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of interim dividend is November 16, 2022.
Adjustment of Futures and Options contracts in the security POWERGRID
POWER GRID CORPORATION OF INDIA LIMITED has informed the Exchange that Board of Directors at its meeting held on November 05, 2022 has approved an Interim Dividend of Rs 5/- per equity share of face value of Rs. 10/- each. The record date for the purpose of payment of dividend is November 15, 2022. Symbol : POWERGRID Corporate Action : Interim dividend of Rs. 5 per share* Ex-date : November 14, 2022
Limit Price Protection
To further strengthen the pre-trade risk control measures for preventing aberrant orders and to ensure orderly trading, the Exchange shall put in place the mechanism of Limit Price Protection (LPP).
Revision in NIFTY Midcap Select Weekly Expiry Futures & Options Contract Cycle
Availability of weekly expiry futures and options contracts on MIDCPNIFTY index shall be reduced from 7 to 4 consecutive weekly expiration contracts (excluding monthly expiry contracts) from December 07, 2022.
Revision in FINNIFTY Weekly Expiry Options Contract Cycle
Availability of weekly expiry options contracts on FINNIFTY index shall be reduced from 7 to 4 consecutive weekly expiration contracts (excluding monthly expiry contracts) from December 07, 2022.
Revision in NIFTY Weekly Expiry Options Contract Cycle
Availability of weekly expiry options contracts on NIFTY index shall be reduced from 7 to 4 consecutive weekly expiration contracts (excluding monthly expiry contracts) from December 09, 2022.
Adjustment of Futures and Options contracts in the security REC LIMITED (RECLTD)
REC Limited has informed the Exchange that Board of Directors at its meeting held on October 27, 2022 has approved an Interim Dividend of Rs 5/- per equity share of face value of Rs. 10/- each, subject to approval of shareholders at the ensuing AGM. The record date for the purpose of payment of dividend is November 09, 2022.
Quantity Freeze Limits for Indices
The quantity freeze limits for derivatives contracts on indices shall be applicable as under w.e.f. November 01, 2022:
Exclusion of Futures and Options contract on AMARAJABAT
The contracts for new expiry months in the security AMARAJABAT will not be issued on expiry of existing contract months:
Accordingly, no contracts shall be available for trading in the above mentioned security with effect from December 30, 2022.
Adjustment of Futures and Options contracts in the security NMDC Limited (NMDC)
We would like to inform you about the adjustment to Futures and Options contracts in the security NMDC Limited (NMDC).
Please note that all existing contracts with expiry dates October 27, 2022, November 24, 2022 and December 29, 2022, will expire on October 25, 2022. Derivatives contracts on NMDC shall be introduced again (with expiry October 27, 2022, November 24, 2022 and December 29, 2022) from October 27, 2022 being the ex-date of the underlying.
Adjustment of Futures and Options contracts in the security Aarti Industries Limited (AARTIIND)
Please note that all existing contracts with expiry dates October 27, 2022, November 24, 2022 and December 29, 2022, will expire on October 18, 2022. Derivatives contracts on AARTIIND shall be introduced again (with expiry October 27, 2022, November 24, 2022 and December 29, 2022) from October 19, 2022 being the ex-date of the underlying.
Aarti Industries Limited will be issuing 1 (one) equity share of Rs. 5/- each of Aarti Pharmalabs Limited for every 4 (four) equity shares of face value of Rs 5 each to shareholders of Aarti Industries Limited.
Revised Downwards
Revised Upwards
Revised Downwards but new lot size is not a multiple of old lot size
There is no change in lot size for 157 securities.
Revision in strike scheme of Nifty Financial Services Index options
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| Underlying Index | Contracts | Existing Expiry Day | Revised Expiry Day w.e.f October 16, 2023 |
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