This is further to Exchange notice no. 20120717-23, issued on Tuesday, July 17, 2012 regarding Introduction of Cash-Futures Spread Product in the Futures & Options Segment.
The detailed product as well as instrument specifications, its associated trading parameters are attached herewith as Annexure.
Important Points to Note
1. Calendar Spread instruments
» Trade execution & trade rate methodology as described in the enclosed Annexure for a CFS instrument shall be applicable for the existing calendar spread instruments as well.
» Existing position creation methodology for calendar spread instruments shall continue to be applicable.
2. A member shall be required to be active in both Equity as well as F&O segments to be able to trade in CFS instrument.
For and on behalf of BSE Ltd.,
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Rajesh Saraf
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Tejash Somaiya
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GM - Trading Operations
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Manager - Trading Operations
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