{"id":332315,"date":"2024-10-03T11:00:23","date_gmt":"2024-10-03T05:30:23","guid":{"rendered":"https:\/\/www.scconline.com\/blog\/?p=332315"},"modified":"2024-10-03T09:56:01","modified_gmt":"2024-10-03T04:26:01","slug":"measures-to-strengthen-equity-index-derivatives-framework-legal-news","status":"publish","type":"post","link":"https:\/\/www.scconline.com\/blog\/post\/2024\/10\/03\/measures-to-strengthen-equity-index-derivatives-framework-legal-news\/","title":{"rendered":"SEBI issues measures to strengthen Equity Index Derivatives Framework"},"content":{"rendered":"<div style=\"text-align: justify; line-height: 150%;\">\n<p style=\"margin-bottom: 3%;\">On 1-10-2024, the Securities and Exchange Board of India (&#8216;SEBI&#8217;) laid down measures to strengthen Equity Index Derivatives Framework for increased investor protection and market stability on the recommendation of <span style=\"font-weight: bold;\">Expert Working Group (&#8216;EWG&#8217;)<\/span> on derivatives.<\/p>\n<h3>Key Points:<\/h3>\n<ol style=\"list-style-type: decimal;\">\n<li>\n<p>Need for derivatives market assist:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p>Better price discovery;<\/p>\n<\/li>\n<li>\n<p>Help improve market liquidity;<\/p>\n<\/li>\n<li>\n<p>Allow investors to manage their risks better.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">EWG on derivatives<\/span> was formed by SEBI to:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p>To review the existing regulatory measures for investor protection;<\/p>\n<\/li>\n<li>\n<p>To ensure orderly development and strengthening of equity derivatives market;<\/p>\n<\/li>\n<li>\n<p>To identify measures to assist stock exchanges;<\/p>\n<\/li>\n<li>\n<p>To suggest measures for investor protection and market stability.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Upfront collection of Option Premium from options buyers:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p><span style=\"font-weight: bold;\">Effective from-<\/span> 1-2-2025<\/p>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">Reason for the measure taken-<\/span> To avoid any undue intraday leverage to the end client and to discourage any practice of allowing any positions beyond the collateral at the end client level.<\/p>\n<\/li>\n<li>\n<p>Hence, it has been decided that upfront margin collection requirement will also include net options premium payable at client level.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Removal of calendar spread treatment on the Expiry Day:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p><span style=\"font-weight: bold;\">Effective from-<\/span> 1-2-2025<\/p>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">Reason for the measure taken-<\/span> There is significant basis risk at the expiry day where the value of contract expiring on the day can move differently from the value of similar contracts expiring in future.<\/p>\n<\/li>\n<li>\n<p>Hence, it has been decided that the benefit of offsetting positions across different expiries will not be available on the day of expiry for contracts expiring on that day.<\/p>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">Benefits-<\/span> align calendar spread treatment with cross margin framework on correlated indices having different expiries, wherein cross- margin benefit is fully revoked at the start of the first of the expiring correlated indices.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Intraday monitoring of position limits:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p><span style=\"font-weight: bold;\">Effective from-<\/span> 1-4-2025<\/p>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Reason for the measure taken-<\/p>\n<ul style=\"list-style-type: circle;\">\n<li>\n<p>To address the risk where on the expiry day, due to large volumes of trading, there is a possibility of undetected intraday positions beyond permissible limits during the day;<\/p>\n<\/li>\n<li>\n<p>To avoid the risk of position creation beyond permissible limits.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Contract size for index derivatives:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p><span style=\"font-weight: bold;\">Effective from-<\/span> 20-11-2024<\/p>\n<\/li>\n<li>\n<p>Last time the limit for Contract size was set in the year 2015 and since then broad market values and prices have increased around 3 times.<\/p>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">Benefit:<\/span> Recalibration in minimum contract size in tune with the growth of market will ensure that an inbuilt suitability and appropriateness criteria for participants will be maintained as intended.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Rationalization of Weekly Index derivatives products:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p><span style=\"font-weight: bold;\">Effective from-<\/span> 20-11-2024<\/p>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">Reason for the measure taken-<\/span> to address the issue of excessive trading in index derivatives on expiry day it was decided to rationalize index derivatives products offered by exchanges which expire on weekly basis.<\/p>\n<\/li>\n<li>\n<p>Hence, each exchange will provide derivatives contracts for only one of its benchmark index with weekly expiry.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<li>\n<p style=\"font-weight: bold;\">Increase in tail risk coverage on the day of options expiry:<\/p>\n<ul style=\"list-style-type: disc;\">\n<li>\n<p><span style=\"font-weight: bold;\">Effective from-<\/span> 20-11-2024<\/p>\n<\/li>\n<li>\n<p><span style=\"font-weight: bold;\">Reason for the measure taken-<\/span> to avoid the heightened speculative activity around options positions and the attendant risks.<\/p>\n<\/li>\n<li>\n<p>Hence, it was decided to increase the tail risk coverage by levying an additional Extreme Loss Margin of 2% for short options contracts.<\/p>\n<\/li>\n<\/ul>\n<\/li>\n<\/ol>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p style=\"font-style: italic;\">The measures have been issued on the recommendation of Expert Working Group.<\/p>\n","protected":false},"author":67515,"featured_media":316838,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[4,1193],"tags":[73689,73691,58722,73690,2563],"class_list":["post-332315","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-legislationupdates","category-notifications","tag-equity-index-derivatives","tag-expert-working-grouop","tag-investor-protection","tag-market-stability","tag-SEBI"],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.4 (Yoast SEO v26.4) - 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