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Sebi's stricter F&O inclusion criteria may weed out 30 stocks: Analyst

According to the current rule around impact cost, a stock's median quarter-sigma order size over the past six months cannot be not less than Rs 25 lakh

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While the average daily delivery value in the cash market cannot not be less than Rs 10 crore in the previous six months on a rolling basis, this could double to Rs 20 crore.

Samie Modak Mumbai
Concerned about a large retail presence in the derivatives segment, the Securities and Exchange Board of India (Sebi) is planning to introduce stricter filters for futures and options (F&O) stocks.
 
According to sources, the secondary market advisory committee of Sebi has discussed tweaking of criteria, such as impact cost, position limit, and delivery volumes, to ensure only liquid counters continue to be a part of this segment.
 
According to the current rule around impact cost, a stock’s median quarter-sigma order size over the past six months cannot be not less than Rs 25 lakh. This could be hiked

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First Published: Aug 24 2022 | 7:16 PM IST

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