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Settlement Price
| Product | Settlement | Schedule |
|---|---|---|
| Futures Contracts on Index or Global Index Individual Security | Daily Settlement | Closing price of the futures contracts on the trading day. (closing price for a futures contract shall be calculated on the basis of the last half an hour weighted average price of such contract) |
| Un-expired illiquid futures contracts (including Global Indices) | Daily Settlement | Theoretical Price computed as per formula F=S * ert |
| Futures Contracts on Index or Individual Securities | Final Settlement | Closing price of the relevant underlying index / security in the Capital Market segment of NSE, on the last trading day of the futures contracts. |
| Futures Contracts on Global Indices (S&P 500 and DJIA) | Final Settlement | The Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the futures contracts |
| Options Contracts on Index and Individual Securities | Final Exercise Settlement | Closing price of such underlying security (or index) on the last trading day of the options contract. |
| Options Contracts on Global Indices | Final Exercise Settlement | The Special Opening Quotation (SOQ) of the Global Indices S&P 500 and DJIA on the last trading day of the options contracts |