SEBI Plans to Overhaul Open Interest Measurement in Equity Derivatives With the FutEq Method for Better Exposure Tracking
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- By Chetan Kulasri
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- Last Updated on 27 February, 2025
Latest from Taxmann
Consultation Paper; Dated: 24.02.2025
SEBI has proposed significant changes in how Open Interest (OI) in equity derivatives is measured, moving from notional value to a “Future Equivalent” (FutEq) or Delta-based approach to better reflect market exposure. The proposal includes revising Market Wide Position Limits (MWPL) based on daily trading volumes, adjusting position limits for index futures and options, and extending pre-open/post-closing sessions. SEBI also invites feedback on the proposals by March 17, 2025.
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