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Tuesday, 18 December 2007

SEBI plans new products in F&O

MUMBAI: The Securities and Exchange Board of India (SEBI) on Monday proposed the introduction of new products in the derivatives segment, including mini contracts in equity indices, which would help individual investors to hedge an underlying portfolio, index futures and options contracts closely following the price movement of their respective underlying indices.

In continuation with the SEBI board decision to introduce new products in the derivatives segment, based on the interim recommendations of the Derivatives Market Review Committee headed by Prof. M. Rammohan Rao, it has come out with a note on new products in the futures and options (F&O) segment for public comments and suggestions on or before December 21.

The SEBI proposed to introduce initially, mini contracts in both index futures and index options with BSE Sensex or NSE Nifty as underlying. Mini contract will be fraction of normal derivative contact.

Smaller contract size, apart from helping the individual investor to hedge risks of a smaller portfolio, offers lower levels of risk in terms of smaller level of possible downside compared to a big size contract, SEBI stated.

Other instruments

Other instruments SEBI proposed are: Options contracts with longer life or tenure; volatility index and F&O contracts; options on futures; bond index and F&O contracts; exchange-traded currency (foreign exchange) F&O contracts; and exchange-traded products involving different strategies.

On proposing contracts with longer life or tenure, SEBI stated that many investors who have a long-term view on the market do not find a direct options product with which this could be achieved.

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