Description

Updated quantity freeze limits for derivatives contracts on indices including BANKNIFTY, NIFTY, FINNIFTY, MIDCPNIFTY, and NIFTYNXT50 effective August 1, 2025.

Summary

NSE has updated the quantity freeze limits for derivatives contracts on indices effective August 1, 2025. The new limits apply to BANKNIFTY (600), NIFTY (1800), FINNIFTY (1800), MIDCPNIFTY (2800), and NIFTYNXT50 (600) contracts.

Key Points

  • Quantity freeze limits updated for five major index derivatives
  • BANKNIFTY and NIFTYNXT50 have lowest limits at 600 contracts
  • NIFTY and FINNIFTY set at 1800 contracts each
  • MIDCPNIFTY has highest limit at 2800 contracts
  • Members must update trading applications with new contract files

Regulatory Changes

Quantity freeze limits for index derivatives contracts updated as per computation methodology in F&O consolidated circular NSE/FAOP/67775 dated April 30, 2025.

Compliance Requirements

  • Members must load updated contract.gz and NSE_FO_contract_ddmmyyyy.csv.gz files in trading applications before effective date
  • Files available from faoftp/faocommon directory on Extranet server
  • Contract files also accessible via NSE website derivatives reports section

Important Dates

  • Effective Date: August 1, 2025
  • Circular Date: July 31, 2025

Impact Assessment

Moderate impact on derivatives trading operations. Members need to update their trading systems to comply with new quantity freeze limits. The changes affect risk management and order processing for index derivatives but represent routine regulatory adjustments.

Impact Justification

Affects derivatives trading operations for all index contracts but is routine regulatory update