Posted By Steve On Wednesday, October 14th, 2009 With 0 Comments
Exchange National Stock Exchange
Type Index
Underlying S&P CNX Nifty Index
Currency Indian Rupee (INR)
Contract Size 50 INR x Index
Tick Size 0.05
Tick Value 2.5 INR
Pre-Open 1 None
Trading Session 1 09:55 – 15:30
Pre-Open 2 None
Trading Session 2 None
Pre-Open T+1 No T+1 Session
Trading Session T+1 No T+1 Session
Last Trading Day Last Thursday of the expiry month. If the last Thursday is a trading holiday, the contracts expire on the previous trading day.
Final Settlement Day Last Thursday of the contract month.
Final Settlement Price The closing value of the underlying index on the last trading day.
Settlement Type Cash
Contract Months 3 month trading cycle – the near month (one), the next month (two) and the far month (three)
First Trading Day  
Position Limit  
Initial Margin (outright)  
Maintenance Margin (outright)  
Clearinghouse Margin (outright)  
Listed Spread No
Initial Margin (spread)  
Maintenance Margin (spread)  
Clearinghouse Margin (spread)  
Daily Price Limit  
Index Options Yes
Exchange Symbol NZ
Reuters Symbol  
Bloomberg Symbol  
ISIN Symbol  
Notes S&P Index methodology can be found HERE

Leave a comment

XHTML: You can use these html tags: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <s> <strike> <strong>

All Rights Reserved WIld Wild Web Limited