Trading Members are requested to note that with effect from Monday May 15,2023 Exchange shall make following changes in contract specifications of S&P BSE SENSEX and S&P BSE BANKEX derivatives contracts in equity derivatives segment as follows –
Revision in contract specification of S&P BSE SENSEX -
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Sr. No
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Particular
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Existing specification
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Revised specification w.e.f May 15,2023
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1
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Lot Size for futures and options contracts
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15
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10
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2
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Expiry Day for monthly, weekly and long dated futures and options contracts
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Thursday *
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Friday*
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*If Expiry day is falling on trading holiday then expiry day will be previous trading day.
Revision in contract specification of S&P BSE BANKEX -
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Sr. No
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Particular
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Existing specification
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Revised specification w.e.f May 15,2023
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1
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Lot Size for futures and options contracts
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20
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15
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2
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Expiry Day for monthly, weekly futures and options contracts
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Thursday *
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Friday*
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3
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Minimum Number of strikes for options contracts
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7-1-7
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20-1-20
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*If Expiry day is falling on trading holiday then expiry day will be previous trading day.
In view of the above trading members may note that –
All the existing contracts of S&P BSE SENSEX (weekly, monthly and long dated) and S&P BSE BANKEX (weekly and monthly) with expiry day as Thursday will expire on May 12,2023 end of day and will not be available for trading w.e.f May 15,2023. New contracts of S&P BSE SENSEX (weekly, monthly and long dated) and S&P BSE BANKEX (weekly and monthly) with Friday expiry and aforementioned revised specifications will be generated on May 12,2023 end of day and will be available for trading w.e.f May 15,2023.
All other contract specifications of futures and options contracts of S&P BSE SENSEX and S&P BSE BANKEX other than changes mentioned above, shall continue to remain the same.
For any further clarifications, Trading Members are requested to contact their respective Relationship Manager.
For and on behalf of BSE Ltd,
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Ketan Jantre
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Sameer Vaze
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Sr. GM -Trading Operations
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AGM -Trading Operations
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