Description
BSE transfers securities to Trade-to-Trade settlement groups (T/XT/MT/TS) as a surveillance measure, effective April 30, 2026, with a 5% price band and 100% VAR margin applicable.
Summary
BSE’s Department of Surveillance (DOSS) has issued a notice transferring certain securities to Trade-to-Trade (T2T) settlement groups (T, XT, MT, or TS) effective April 30, 2026. This is a preventive surveillance measure to ensure market safety and protect investor interests, applied uniformly across exchanges in consultation with SEBI.
Key Points
- Securities listed in Annexure I (satisfying criteria I, II, and III) will be transferred to T/XT/MT/TS Group effective April 30, 2026
- Securities in Annexure II will continue to remain in T/XT/MT/TS/P/Z/ZP Group with a 5% price band
- No netting off of positions will be allowed; all settlement is on a trade-to-trade basis
- A VAR (Value at Risk) Margin of 100% will be levied on these scrips as per Exchange Notice No. 20050805-12 dated August 5, 2005
- Shortlisting of securities is based on XBRL submissions by respective listed companies
Regulatory Changes
The transfer is based on the extant SEBI framework for shifting securities to/from trade-to-trade settlement. Criteria for such transfers are decided in consultation with SEBI and applied uniformly across stock exchanges. Detailed criteria are available on the BSE website.
Compliance Requirements
- Trading Members must take adequate precaution while trading in the specified securities
- No netting off of positions is permitted for these scrips
- Trading Members must comply with the 100% VAR Margin requirement
- For clarifications, members may contact BSE Surveillance at bse.surv@bseindia.com
Important Dates
- Notice Date: April 27, 2026
- Effective Date: April 30, 2026 (transfer to T/XT/MT/TS Group)
Impact Assessment
The transfer to trade-to-trade settlement restricts speculative trading by eliminating intra-day netting, which increases the capital requirement per trade due to the 100% VAR margin. This measure is temporary and subject to periodic review based on market conditions. BSE has clarified that this is purely a surveillance measure and should not be construed as an adverse action against any listed company. Affected securities will attract a 5% price band if they fall under Annexure II.
Impact Justification
Routine surveillance measure shifting securities to trade-to-trade settlement basis; affects specific scrips listed in annexures but is a temporary, periodically reviewed action not adverse to companies.