Transfer-pricing benchmarking and capital-receipt principles sustained taxpayer relief, while unsupported property-advance write-offs remained disallo...
Pre-existing operational debt disputes require genuine evidence, while undirected running-account payments may be appropriated on a first-in-first-out...
Agency in CNG distribution makes outlet operators commission agents, rendering taxable Business Auxiliary Service rather than purchasing goods for res...
Composite inpatient healthcare supply may retain exemption despite MRP medicine billing, while separate taxable sale characterisation remains disputed...
Page of 4803
Press 'Enter' after typing page number.
1001 to 1020 of 96046 Results
❮
❯
❯❯
0 / 200
Expand Note
Add to Folder
No Folders have been created
+
Are you sure you want to delete "My most important" ?
This circular outlines measures to strengthen the equity index derivatives framework for increased investor protection and market stability. Key points include mandating upfront collection of option premiums from buyers, removing calendar spread treatment on expiry days, introducing intraday monitoring of position limits, increasing minimum contract size to Rs. 15-20 lakhs for new index derivatives, allowing only one weekly expiry index derivative per exchange, and levying additional extreme loss margin of 2% on short options expiring that day. These changes aim to address risks from excessive speculative trading in index options nearing expiry, ensure suitability for investors, and promote basic risk management practices. Implementation timelines range from November 2024 to April 2025 for different measures.
This circular outlines measures to strengthen the equity index derivatives framework for increased investor protection and market stability. Key points include mandating upfront collection of option premiums from buyers, removing calendar spread treatment on expiry days, introducing intraday monitoring of position limits, increasing minimum contract size to Rs. 15-20 lakhs for new index derivatives, allowing only one weekly expiry index derivative per exchange, and levying additional extreme loss margin of 2% on short options expiring that day. These changes aim to address risks from excessive speculative trading in index options nearing expiry, ensure suitability for investors, and promote basic risk management practices. Implementation timelines range from November 2024 to April 2025 for different measures.
Note: It is a system-generated summary and is for quick reference only.