Reporting of derivative transactions to the media and the newspapers. - SEBI - SMD/DC/Cir-9/01

Circulars SECURITIES AND EXCHANGE BOARD OF INDIA SECONDARY MARKET DEPARTMENT Mittal Court, B Wing, First Floor, 224, Nariman Point, Mumbai 400 021 SMD/DC/Cir-9/01 August 24, 2001 To, The Chief Executive Officer of Derivative Segment of NSE BSE Dear Sir, Reporting of derivative transactions to the media and the newspapers. In the meeting of the derivative exchange/segments, held on August 2, 2001, it was decided that reporting of derivative transactions to the media and the newspapers should be in a uniform format. Accordingly, the Derivative Exchanges / Segments and their Clearing House/Corporation are required to report the following details for the transactions in derivative contracts, to the media/newspapers, on a daily basis: Contracts Description Number of contracts traded Notional Value (for option contracts, notional value would be calculated as [strike + Premium] * lot size * number of contracts traded). Open High Low Value of premium traded (for option contracts) Open Interest (in number of contracts) Yours sincerely, (N. PARAKH) CHIEF GENERAL MANAGER DERIVATIVE CELL