Revision in Lot Sizes for Index Derivative Contracts

Post Date : December 19, 2024

Revision in Lot Sizes for Index Derivative Contracts

As per SEBI’s new guidelines, the minimum contract value for index derivatives must be ₹15 lakhs at the time of introducing new contracts. In accordance with this, NSE and BSE will revise the lot sizes for all new index F&O contracts introduced on or after November 20, 2024.

Key Points to Note

1. Current Contracts: Existing weekly and monthly contracts will retain their current lot sizes until expiration.
2. Revised Lot Sizes: New contracts introduced after November 20, 2024, will follow the revised lot sizes as per the table below:

Transition of Lot Sizes for Quarterly and Half-Yearly Contracts

The revised lot sizes for quarterly and half-yearly contracts will take effect on the following dates:

• NIFTY: December 26, 2024 (end of the day)
• BANKNIFTY: December 24, 2024 (end of the day)
• SENSEX: December 27, 2024 (end of the day)

For more information, refer to the official NSE and BSE exchange circulars.