Wednesday, 25 June 2014

Lot size change of India VIX Futures contract.

In accordance with SEBI guidelines prescribing minimum contract size of Rs. 10 lakhs for India 
VIX* futures contracts, Exchange periodically reviews the lot size based on the above criteria. 
Accordingly, the lot size of India VIX futures contracts shall be revised with effect from July 02, 2014 
as follows: 

Instrument
 Symbol 
Present Market Lot
Revised Market Lot

FUTIVX

INDIAVIX
750
550 



The revised lot size shall be applicable to contracts with expiry date July 22, 2014 and onwards.

http://www.nseindia.com/content/circulars/FAOP26992.pdf

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