SECURITIES AND EXCHANGE BOARD OF INDIA
SECONDARY MARKET DEPARTMENT
Mittal Court, B Wing, First Floor,
224, Nariman Point, Mumbai 400 021
SMD/DC/CGM/ CIR -6/01
June 20, 2001
To:
The CEO – Derivatives Segment/ F&O Segment,
The National Stock Exchange Of India Ltd,
The Stock Exchange, Mumbai.
Dear Sir,
Reporting of option contracts to SEBI.
In continuation of our circular dated June 20, 2000 on reporting of derivative contracts to SEBI, you are advised to provide the additional information, as per the attached sheet, for each derivative contract, on a daily basis. Required information should be submitted to SEBI at the end of each trading day, by 5 P.M.
Yours faithfully,
(N. PARAKH)
CHIEF GENERAL MANAGER
DERIVATIVE CELL
Reporting of option contracts for the …….(date)
| Product | Series | Type | Volume (in number of contracts) | Notional Value (in Rs. Crores) | Open interest at the end of the day (in no. of contracts) | VAR at the close of the day. |
| Index options/ Stock | June | Call | ||||
| Put | ||||||
| July | Call | |||||
| Put | ||||||
| August | Call | |||||
| Put | ||||||
