Shares of BSE Ltd fell for a second straight session on Thursday, extending losses to over 7 percent. On the National Stock Exchange (NSE), the stock declined 4.24 percent to an intraday low of Rs 2,760. The decline follows the stock's inclusion in On Wednesday, BSE had hit a low of Rs 2,871.30, down 4.46 percent.

The stock has gained nearly 100 percent from its March lows. At current levels, it is trading at over 36 times estimated forward earnings.

Shares of MCX and CDSL fell up to 4 per cent during intraday trade. MCX shares fell as much as 5 per cent, while CDSl shares fell by up to 6 per cent.