Hi all, I’m manually backtesting SBI ration spread strategy in Excel, would like to know where can I get LOT info from 2015
This information can be found via NSE circulars (specifically by looking in “Futures & Options” category). I compiled this in the table below.
State Bank of India option contracts started trading on July 02, 2001 and futures contracts started trading on November 09, 2001. The lot size changed as follows -
| From Date | To Date | Lot size | Reference Circular |
|---|---|---|---|
| July 02, 2001 / November 09, 2001 | March 14, 2004 | 1000 | NSE/F&O/027/2001 |
| March 15, 2004 | February 22, 2007 | 500 | NSE/F&O/010/2004 |
| February 23, 2007 | December 27, 2007 | 250 | NSE/F&O/010/2007 |
| December 28, 2007 | January 27, 2008 | 125 | NSE/F&O/108/2007 |
| January 28, 2008 | December 24, 2008 | 132 | NSE/F&O/012/2008 |
| December 26, 2008 | June 25, 2009 | 264 | NSE/F&O/128/2008 |
| June 26, 2009 | April 29, 2010 | 132 | NSE/F&O/042/2009 |
| April 30, 2010 | November 19, 2014 | 125 | NSE/F&O/029/2010 |
| November 20, 2014 | May 03, 2015 | 1250 | NSE/F&O/080/2014 |
| May 04, 2015 | August 27, 2015 | 1000 | NSE/F&O/025/2015 |
| August 28, 2015 | April 28, 2016 | 2000 | NSE/F&O/075/2015 |
| April 29, 2016 | April 29, 2021 | 3000 | NSE/F&O/033/2016 |
| April 30, 2021 | Present day (aka May 24, 2021) | 1500 | NSE/F&O/029/2021 |