https://www.taxtmi.com/circulars?id=61334 Regulatory introduction of Single Stock Futures mandates prior approval, initial cash settlement, and parity of lot size/multiplier with corresponding options. A portfolio based margining regime measures worst scenario loss across a client's combined derivative positions, with specified scan ranges and minimum initial margin floors enforced by adjustment of scan parameters where necessary. Calendar spread charges and multi tier exposure and position limits (client, member, market) must be implemented, alongside staged client identification systems, frequent intraday scenario updates for margin computation, prescribed closing price methodologies, and comprehensive exchange submissions for approval. en-us Fri, 02 Nov 2001 00:00:00 +0530 Tue, 04 Jun 2019 15:40:00 +0530 TaxTMI RSS Generator https://www.taxtmi.com/circulars?id=61334 Regulatory introduction of Single Stock Futures mandates prior approval, initial cash settlement, and parity of lot size/multiplier with corresponding options. A portfolio based margining regime measures worst scenario loss across a client's combined derivative positions, with specified scan ranges and minimum initial margin floors enforced by adjustment of scan parameters where necessary. Calendar spread charges and multi tier exposure and position limits (client, member, market) must be implemented, alongside staged client identification systems, frequent intraday scenario updates for margin computation, prescribed closing price methodologies, and comprehensive exchange submissions for approval. Circulars SEBI Fri, 02 Nov 2001 00:00:00 +0530 https://www.taxtmi.com/circulars?id=61334