Standardized lot size for derivative contracts on individual securities

The SEBI in consultation with the Stock Exchanges  wanted to standardise the lot size for derivative contracts on individual securities:



Explanation: The lot size for an underlying with a price of Rs. 250, i.e., in the price band of Rs. 201-400, shall be 1000 units.


The Stock Exchanges shall 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. In case of corporate action, the revision in lot size of existing contracts shall be carried out as per SEBI circular SMDRP/DC/CIR-15/02 dated December 18, 2002.

The Stock Exchanges shall ensure that the lot size is same for an underlying traded across Exchanges.

This Circular is issued to protect the interests of investors in securities and to promote the development of, and to regulate the securities market.

This shall come into effect from March 31, 2010.


Cheers,
Gopal

1 comments:

Anonymous said...

Dear Sir,

Could you please explain what is a derivative and how it works?

Warm regards & Happy 2010.
Omkar

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