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Settlement Price


Product Settlement Schedule
Futures Contracts on Index or Global Index or Individual Security Daily Settlement a.Index or Global index - Closing price of the futures contracts on Index on the trading day. (closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price on NSE of such contract) 
b.Individual Security - Closing price of the futures contracts on Individual security on the trading day. (closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price across exchanges of such contract)
Un-expired illiquid futures contracts (including Global Indices) Daily Settlement Theoretical Price computed as per formula F=S * ert
Futures Contracts on Index or Individual Securities Final Settlement a. Index - Closing price of the relevant underlying index in the Capital Market segment of NSE, on the last trading day of the futures contract.
b. Individual securities - Closing price of the relevant underlying security in the Capital Market segment across exchanges, on the last trading day of the futures contract.
Futures Contracts on Global Indices (S&P 500 and DJIA) Final Settlement The Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the futures contracts
Options Contracts on Index and Individual Securities Final Exercise Settlement a. Index - Closing price of the relevant underlying index in the Capital Market segment of NSE, on the last trading day of the options contract. 
b. Individual securities - Closing price of the relevant underlying security in the Capital Market segment across exchanges, on the last trading day of the options contract.
Options Contracts on Global Indices Final Exercise Settlement The Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the options contracts
Updated on: 09/10/2019 12:00
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