NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : FUTURES & OPTIONS Download Ref No : NSE/FAOP/34086

Date : January 31, 2017

Circular Ref. No : 04/2017 All Members, Quantity Freeze Limits for Indices This is in accordance with circular no. NSE/FAOP/32141 dated April 01, 2016 on Quantity freeze limits on Indices. As per the revised policy mentioned in the circular, the quantity freeze limits for derivatives contracts on indices shall be applicable as under w.e.f. February 01, 2017: Sr. No. 1 2 3 4 5 6 7 8 9 10 11

INDEX SYMBOL

QUANTITY FREEZE LIMIT

BANKNIFTY NIFTYINFRA NIFTYIT NIFTYPSE DJIA FTSE100 INDIAVIX NIFTYMID50 NIFTY S&P500 NIFTYCPSE

2500 15000 7500 15000 2500 10000 15000 15000 10000 15000 15000

Members are advised to take the updated contract.gz file available on extranet path faoftp/faocommon before trading on February 01, 2017. Details of quantity freeze in respect of each underlying shall be available on the website. For and on behalf of National Stock Exchange of India Limited

Abhijeet Sontakke Senior Manager

Toll Free No 1800-266-00-53

Fax No +91-22-26598155

Email id [email protected]

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051

Page 1 of 1

NSE/FAOP/34086 Date : January 31

Jan 31, 2017 - 10000. 10 S&P500. 15000. 11 NIFTYCPSE. 15000. Toll Free No. Fax No. Email id. 1800-266-00-53. +91-22-26598155 [email protected].
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