BSEIndia
      Close  
NOTICES
Notice No.   20151201-26   Notice Date   01 Dec 2015
Category   Trading   Segment   Currency Derivatives
Subject   Introduction of Straddle and Paired Option contracts in Currency Derivatives Segment
Attachments   Annexure.zip ;
Content

Trading Members of the Exchange are hereby informed that it is proposed to introduce a new facility to enter orders in specialised contracts of Straddle and Paired options in its Currency Derivatives segment with effect from Monday December 07, 2015.

Straddle and Paired option contracts shall allow a trader to take positions across two different option contracts belonging to the same underlying asset and same expiry by entering a single order.
 
Please find enclosed detailed FAQ documents on Straddle and Paired option contract functionality as Annexure.
 
To support trading on specialised straddle and paired option contracts, the spread contract master file and the order log file shall undergo minor changes .Details for the same have already been issued via circular no 20151116-30 dated November 16, 2015 and circular no 20151123-34 dated November 23, 2015 respectively.
 
The specialised straddle and paired option contracts are already available in simulation environment for testing. Further, the same can be tested in a market wide mock conducted on Saturday December 05, 2015.
  
For and on behalf of BSE Ltd.,
 
Vivek Garg
Tejash Somaiya
General Manager
Dy. General Manager
Trading Development
Trading Development
 
December 01, 2015