S&P BSE SENSEX Futures

SENSEX Futures

DGCX SENSEX Futures is a futures contract based on the S&P BSE SENSEX, the blue-chip stock index of India’s leading bourse, the Bombay Stock Exchange (BSE). Recently co-branded in partnership with S&P Dow Jones Indices, the SENSEX is considered the most popular gauge of the Indian equity market and has high brand recall among investors. The SENSEX Index tracks the performance of 30 of the largest and most heavily traded stocks on the BSE.

Symbol

Underlying Index

Contract Size

Quality Specification

Price Quote

Minimum Tick Size

Minimum Tick Value

Daily Price Band range

Final Cash Settlement Price basis

Contract Months

Trading Days

Trading Hours

Last Trading Day

New Contract Listing

Block Trades

Time Limit for Block Trade Registration

Max Open Position Limit

Max Order Size

Initial Margin based on SPAN

Wholesale Trades

DBSX

S&P BSE Sensex

1 S&P BSE Sensex

1 S&P BSE Sensex Futures quoted in US Dollars

1 S&P BSE Sensex Index point (for eg: 19999, 20000, 20001 etc.)

US $1

200 index points (for eg: 19800-20200)

Official closing price of the S&P BSE Sensex as published by BSE on the Last Day of Trading rounded to the nearest whole number. )

First 3 serial months (current month, 2nd and 3rd months) and 1 calendar spread Contract between current month and subsequent 2nd serial months.

Monday through to Friday

07.00 – 23.30 hrs (Dubai Time))

Last Thursday of the Contract month. If it is a holiday in Mumbai, India or Dubai, UAE, then the immediate preceding Business Day.

Business Day immediately following the Last Day of Trading

Minimum Block size permitted is 50 Contracts

Up to 15 minutes after cessation of trading on any Trading Day.

As determined by the Exchange from time to time

200 Contracts

US$ 600 per Contract (subject to change)

Name

DBSX-20140130

DBSX-20140227

DBSX-20140327

Last Trading Day

30-Jan-14

26-Feb-14

27-Mar-14

Tender Start Date

31-Jan-14

28-Feb-14

28-Mar-14

Tender End Date

31-Jan-14

28-Feb-14

28-Mar-14

Delivery Start Date

31-Jan-14

28-Feb-14

28-Mar-14

Delivery End Date

31-Jan-14

28-Feb-14

28-Mar-14