Equities Derivatives

Equity derivative is a class of derivatives whose value is at least partly derived from one or more underlying equity securities. Options and futures are by far the most common equity derivatives. This section provides you with an insight into the daily activities of the equity derivatives market segment on NSE. 2 major products under Equity derivatives are Futures and Options, which are available on Indices and Stocks.

Instrument wise Volume and Turnover

As on Nov 04, 2011 15:30:29 IST Traded Value (Rs crores) 10,714.86 11,078.47 68,588.10 3,047.16 93,428.60

Product Index Futures Stock Futures Index Options Stock Options F&O Total

No. of contracts 4,33,865 4,47,678 25,71,105 1,16,182 35,68,830

Options Value calculated as (Premium + Strike price) x Quantity

Current Market Reports Access daily market reports and end of the day reports like "Bhavcopy", daily volatility and settlement prices information, market activity reports and various such reports that provide an insight to the day's trading. Cumulative FII positions Daily Reports Security in ban period for F&O segment(csv) Bhavcopy(zip) View all daily reports Historical Data Contract-wise Archives This section provides information on historical price, traded quantity, volume, settlement prices and open interest data of contract/instrument over a period of time. Search Archives of Daily Reports Access the archives of the daily and monthly reports like Bhavcopy, Market Activity and others

Search Listing of Underlying and Underlying Information This page provides a comprehensive list of the contracts available on indices and stocks in Equity Derivatives. Click on the Company Name to find out the important company information for the last six months. Click on the symbol to see all the contracts of the security View Monthly Reports Information collated at end of the month provides an insight into the trade history, business growth, historical prices and expiries Business Growth in Equity Derivatives ViewMonthly Impact Cost View Monthly Settlement Statistics Archives of Monthly Reports View About Equity Derivatives The National Stock Exchange of India Limited (NSE) commenced trading in derivatives with the launch of index futures on June 12, 2000. The futures and options segment of NSE has made a mark for itself globally. In the Futures and Options segment, trading in S&P CNX Nifty Index, CNX IT index, Bank Nifty Index, Nifty Midcap 50 index and single stocks are available. Trading in Mini Nifty Futures & Options and Long term Options on S&P CNX Nifty are also available. The average daily turnover in the F&O Segment of the Exchange during 2009-10 was ` 72,392 crore (US $ 16,097 million). More Products Futures & Options (F&O) segment of NSE provides trading in derivatives instruments like Index Futures, Index Options, Stock Options, Stock Futures. More Trading NSEs automated screen based trading, modern, fully computerised trading system designed to offer investors across the length and breadth of the country a safe and easy way to invest. The NSE trading system called 'National Exchange for Automated Trading' (NEAT) is a fully automated screen based trading system, which adopts the principle of an order driven market. More Price Bands Computer to Computer Link (CTCL) Trading Locations Internet Trading Trading Systems Corporate Action Adjustment Contract Specifications Permitted lot size Clearing & Settlement

NSCCL carrries out the clearing and settlement of the trades executed in the equities and derivatives segments of the NSE. It operates a well-defined settlement cycle and there are no deviations or deferments from this cycle. It aggregates trades over a trading period, nets the positions to determine the liabilities of members and ensures movement of funds and securities to meet respective liabilities. More Settlement Schedule Data & Reports Download Settlement Price Corporate Action Adjustment Settlement Mechanism Securities Transaction Tax Risk Management NSCCL has put in place a comprehensive risk management system, which is constantly upgraded to pre-empt market failures. The Clearing Corporation ensures that trading member obligations are commensurate with their networth. More

Margins SPAN Risk Parameters Position Limits Client Margin Reporting Formats for collaterals

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