Underlying Asset |
Stocks and Indices |
Market Lot |
Same as that of the monthly futures instrument |
Contract Months |
1, 2, 3 months, corresponding to the current, near and far monthly futures instruments on that underlying asset |
Tick Size |
Stock Futures spread Rs.0.05
Index Futures spread Rs. 0.25
|
Trading Hours |
9:15 a.m. to 3:30 p.m. |
Last Trading/Expiration Day |
Last Thursday of the month and where such a day is a holiday, the last trading day shall be the preceding business day. |
Daily Settlement Price |
- Based on last 30 minutes VWAP average.
- If there are no trades during the last half an hour, then the Theoretical Price would be taken as the official closing price.
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