Conversion factor for converting from USD to GBP, EURO and YEN

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NOTICE Notice No. 20260625-24 Notice Date 25 Jun 2026 Category Trading Segment Currency Derivatives Department DOSS Subject Conversion factor for converting from USD to GBP, EURO and YEN Attachments No Attachment This is in continuation to Exchange notice No. 20150430-20 dated April 30, 2015 & 20180403-39 dated April 03, 2018, respectively informing the trading members regarding revision of limits relating to requirement of underlying exposure for Currency Derivatives contracts. Kindly note the conversion factors for the purpose of monitoring the aggregate position limit of USD 100 Million across currencies viz. GBP-INR, EUR-INR and JPY-INR. The trading members are now informed that the conversion factor from July 30, 2026, is as follows. Currency Conversion Factor USD to EURO 0.86 USD to GBP 0.75 USD to JPY 159.28 Entities shall ensure that the position across Exchanges is within the prescribed limit of USD 100 million equivalent. If position is in excess of USD 100 million equivalent, clients shall provide disclosure of underlying exposure to Trading Member as per existing practice. Trading members also must ensure that their positions remain within the limit prescribed in para 4 of Exchange notice No. 20150430-20 dated April 30, 2015. The Conversion factor as provided in Exchange notice no. 20260325-50 shall continue to be applicable till July 29, 2026. In case, trading members require any clarification, they may please contact 022 – 2272 3030. For & on behalf of BSE Ltd. Soumil Shah Harish Kadam Deputy Vice President Manager Surveillance Surveillance