Reporting of option contracts to SEBI - SEBI - SMD/DC/CGM/ CIR - 6/01

Circulars SECURITIES AND EXCHANGE BOARD OF INDIA SECONDARY MARKET DEPARTMENT Mittal Court, B Wing, First Floor, 224, Nariman Point, Mumbai 400 021 SMD/DC/CGM/ CIR - 6/01 June 20, 2001 To The CEO Derivatives Segment/ F O Segment, The National Stock Exchange Of India Ltd, The Stock Exchange, Mumbai. Dear Sir, Reporting of option contracts to SEBI. In continuation of our circular dated June 20, 2000 on reporting of derivative contracts to SEBI, you are advised to provide the additional information, as per the attached sheet, for each derivative contract, on a daily basis. Required information should be submitted to SEBI at the end of each trading day, by 5 P.M. Yours faithfully, (N. PARAKH) CHIEF GENERAL MANAGER DERIVATIVE CELL Reporting of option contracts for the .(date) Product Series Type Volume (in number of contracts) Notional Value (in Rs. Crores) Open interest at the end of the day (in no. of contracts) VAR at the close of the day. Index options/ Stock June Call Put July Call Put August Call Put