SEBI’s new proposals that aim to tame the F&O chaos

Published: 31st July 2024

By: Value Research

Reining in the frenzy

Indian households lose Rs 60,000 crore every year to derivative trading! This figure comes from the SEBI chief herself. No surprises why the regulator has floated 7 proposals to curb the frenzy. Swipe to read them:

1) Limit strike prices for stability

SEBI wants more strike prices (at which you can buy or sell an option) closer to the prevailing index price, and reduce strike prices far from the index, which scatter trading activity & often lead to low volumes.

2) Pay options premium upfront

Some options buyers have collaterals deposited with brokers or exchanges for trading. SEBI now wants them to pay an upfront premium instead to reduce leverage.

3) No calendar spread benefit on expiry day

Holding offsetting positions (one long & one short) with different expiry dates gives traders margin benefits. But SEBI wants this benefit removed, so that traders hold full margin for each position separately.

4) Real-time checks on position limits

SEBI wants exchanges to monitor traders' positions throughout the trading day, not just at the end. This ensures that no trader exceeds the allowed limits at any time.

5) Make derivative contract sizes bigger

To ensure that only those with sufficient capital can trade, SEBI proposes raising the minimum contract value to Rs 15-20 lakhs from Rs 5-10 lakhs. After six months, it is to be further increased to Rs 20-30 lakhs.

6) Limit weekly index expiry to 1

SEBI wants weekly options contracts to be restricted to a single benchmark index per exchange. Currently, there is at least one index contract expiring every day of the week.

7) Increase margins near contract expiry

SEBI proposes to increase margins by 3% a day before contract expiry, and by an extra 5% on the expiry day to increase safety buffers for traders amid increased volatility.

That said, a recent SEBI report highlighted the perils of speculative trading. Read it from the link below.

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