Description
NSE implements Long Term Additional Surveillance Measures on select securities with 100% margin requirement and trade-for-trade segment shifts effective August 25, 2025.
Summary
NSE has announced the implementation of Long Term Additional Surveillance Measures (ASM) on select securities effective August 25, 2025. The measure includes a 100% margin requirement on all positions and potential shifts from Rolling Settlement to Trade-for-Trade segment for qualifying securities.
Key Points
- Long Term ASM framework applied to shortlisted securities
- 100% margin rate applicable on all open and new positions
- Securities meeting Stage IV criteria shifted to Trade-for-Trade segment
- Two securities (SATIPOLY and STALLION) moving from Stage I to Stage II
- ASM framework operates in conjunction with other surveillance measures
Regulatory Changes
- Implementation of 100% margin requirement under Long Term ASM
- Shift of qualifying securities from Rolling Settlement segment (Series: EQ) to Trade-for-Trade segment (Series: BE)
- Enhanced surveillance measures based on predefined criteria
Compliance Requirements
- Market participants must comply with 100% margin requirements
- Trading members need to adjust systems for Trade-for-Trade segment operations
- Adherence to all prevailing surveillance measures alongside ASM framework
Important Dates
- August 22, 2025: Reference date for existing open positions
- August 25, 2025: Effective date for 100% margin requirement and segment shifts
- T+3 basis: Timeline for Trade-for-Trade segment shifts (T being circular issuance date)
Impact Assessment
- High impact on liquidity for affected securities due to 100% margin requirement
- Operational changes required for securities moving to Trade-for-Trade segment
- Enhanced monitoring and compliance costs for market participants
- Limited immediate impact as most categories show ‘Nil’ entries, with only two securities (SATIPOLY and STALLION) moving between stages
Impact Justification
Significant margin increase to 100% and segment shifts affecting trading patterns