NSE to exclude 51 securities from F&O segment

Eligibility criteria for stocks in derivatives segment

=> At present, minimum median quarter sigma order size (MQSOS) requirement for a stock to be eligible for introduction in derivatives segment is Rs 5 Lakh. It has been decided to revise this minimum MQSOS requirement to Rs 10 Lakh.

=> At present, minimum MWPL requirement for a stock to be eligible for introduction in derivatives segment is Rs 100 crore. It has been decided to revise this minimum MWPL requirement to Rs 300 crore.

Exit criteria for stocks in derivatives segment

=> At present, minimum MWPL requirement for a stock to be retained in derivatives segment is Rs 60 crore. It has been decided to revise this minimum MWPL requirement to Rs 200 crore.

=> At present, minimum MQSOS requirement for a stock to be retained in derivatives segment is Rs 2 Lakh. It has been decided to revise this minimum MQSOS requirement to Rs 5 Lakh.

An additional criterion of ‘stock derivatives to have average monthly turnover in derivatives segment for last three months of Rs 100 crore’ has also been decided to be implemented for a stock to be retained in derivatives segment.

The NSE said, "The existing unexpired contracts in the following securities for the month of July, August and September 2012 would continue to be available for trading till their respective expiry and new strikes would also be introduced in these existing contract months."