This is in partial modification of Exchange circular no. 20120717-23, issued on Tuesday, July 17, 2012 regarding Introduction of Cash-Futures Spread (CFS) Facility in the Derivatives Segment and circular no. 20120720-25 issued on Friday, July 20, 2012 providing specifications for the same.
The Exchange would like to inform all trading members that it has been decided to launch the cash-futures spread facility in the Derivatives segment with effect from Monday, August 6, 2012.
Please find enclosed herewith revised specifications of the CFS facility as Annexure 1.
The CFS facility shall be offered on all those underlying stocks on which derivative instruments are available for trading in BSE Derivatives segment. The list of underlying assets is enclosed herewith as Annexure 2.
The above list is in accordance with SEBI circular no. SEBI/DNPD/ 3 /2012 dated July 23, 2012, regarding Revision of Eligibility Criteria for Stocks in Derivatives Segment and subsequent Exchange circular no. 20120725-22 regarding Exclusion of derivative contracts in 52 securities from BSE Derivatives segment.
All trading members are requested to make note of the same.
For and on behalf of BSE Ltd.,
|
Rajesh Saraf
|
Tejash Somaiya
|
|
General Manager
|
Manager
|
|
Trading Operations
|
Trading Operations
|
|