https://www.taxtmi.com/circulars?id=58606 SEBI amends exposure margin for exchange traded equity derivatives so that for gross open positions in single stock futures and gross short open positions in stock options the exposure margin shall be the higher of a reduced fixed minimum and 1.5 times the standard deviation of daily logarithmic returns of the stock price applied to the notional value of the position, replacing the previously higher fixed minimum. en-us Wed, 07 Jul 2010 00:00:00 +0530 Mon, 24 Dec 2018 14:10:00 +0530 TaxTMI RSS Generator https://www.taxtmi.com/circulars?id=58606 SEBI amends exposure margin for exchange traded equity derivatives so that for gross open positions in single stock futures and gross short open positions in stock options the exposure margin shall be the higher of a reduced fixed minimum and 1.5 times the standard deviation of daily logarithmic returns of the stock price applied to the notional value of the position, replacing the previously higher fixed minimum. Circulars SEBI Wed, 07 Jul 2010 00:00:00 +0530 https://www.taxtmi.com/circulars?id=58606