By MOFSL
2025-01-09T11:09:18.000Z
6 mins read
Important Updates from NSE and BSE Regarding Index Derivatives
motilal-oswal:tags/stock-market
2025-01-09T11:09:18.000Z

Index Derivatives Update

Introduction:

Index derivatives can be considered as the cornerstones of today’s stock market. As an index future buyer, you have to bet on the index price in the future and then sell your asset at a defined price on a future date.

On October 1, 2024, the Securities and Exchange Board of India (SEBI) issued a circular about index derivatives segments of the National Stock Exchange and the Bombay Stock Exchange (NSE and BSE). Changes in this circular are related to the increase in the minimum lot size and discontinuation of the weekly derivative contracts. Both these updates spell a variety of changes for you as a trader in the stock market.

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You will learn more about important updates on index derivatives by NSE and BSE circulars in this article.

Change 1: Increase In The Minimum Lot Sizes

Starting November 20, 2024, the lot sizes for Index Futures & Options (F&O) have increased by the NSE and BSE. Here are the existing and revised lot sizes of these indices as per the new circular.

Index
Current Lot Size
Revised Lot Size
Nifty 50
25
75
Bank Nifty
15
30
Nifty Midcap Select
50
120
Nifty Financial Services
25
65
Nifty Next 50
10
25
BSE Sensex
10
20
BSE Bankex
15
30
BSE Sensex 50
25
60

According to this change, until expiry, your existing weekly and monthly future and option stock contracts will continue with their current lot sizes.

Your new contracts must follow the amended lot size rules. These adjustments will take effect on December 24 and 26, 2024, for Bank Nifty and Nifty.

Long-term contracts, which includes quarterly and half-yearly ones, with an expiration date after March 2025 will keep their market lot until December 27, 2024. Your contracts will then reflect the new market lot.

How It Impacts You?

As a trader you will be affected by these revised lot sizes. You will have to pay more to enter a trade, while sellers will need higher margins to execute a trade. For instance, you might have paid ₹2500 per lot to buy a Nifty 50 option at a premium of ₹100 (₹100x lot size). However, now, you must pay ₹7,500 per lot since the new lot size is 75. Similarly, you might have needed a margin of ₹70,000 per lot as the Nifty 50 option price in the past. Now, you will need a margin requirement of ₹2,10,000.

What You Need To Do?

You need to align your trade with the updated lot size or liquidate your current trade and start a new one as per the new legislation, all before the transition date.

Change 2: Discontinuation Of The Weekly Derivative Contracts

As of a regulatory update issued by SEBI on October 10, 2024, stock exchanges should offer weekly derivatives for only one per exchange. Due to this, NSE stopped the weekly index derivative contracts for Nifty Midcap Select, Bank Nifty, and Nifty Financial Services indices. There won't be any issue weekly option contracts for the above-mentioned indices by NSE. Likewise, BSE has also stopped weekly index derivative contracts for Bankex and Sensex 50.

According to both NSE and BSE, here is a list of the last trading dates for index derivative contracts.

Index
Last Weekly Expiry
Nifty Bank
13-Nov-24
Nifty Midcap Select
18-Nov-24
Nifty Financial Services
November 19, 2024
BSE Bankex
November 14, 2024
BSE Sensex 50
November 18, 2024

According to SEBI, starting November 20, 2024, the stock exchanges must track intraday positions at least four times daily. Any breach will attract a similar penalty as end-of-day position violations.

How It Impacts You?

Your trade will get affected if you use use weekly expiry contracts in your trading strategies, as this change can create volatility in the dynamics of pricing and patterns.

What You Need To Do?

It is recommended for you to closely monitor the market and use alternate investment options.

DISCLAIMER: For more information about the index derivatives segments of NSE and BSE, please refer to the official circular from SEBI.

Conclusion

The NSE and BSE passed a new legislation about the increase in the minimum lot sizes and stopping the contracts for weekly derivatives trading for certain indices. This legislation will allow you capitalise any new opportunities, but for that you need to stay updated with the recent changes and adjust your trading strategies.

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