Description
SEBI modifies block deal framework introducing morning (8:45-9:00 AM) and afternoon (2:05-2:20 PM) trading windows with revised price bands of ±3% and minimum order size of INR 25 crores.
Summary
SEBI has comprehensively revised the Block Deal Framework through Circular SEBI/HO/MRD/POD-III/CIR/P/2025/134 dated October 08, 2025. The modifications introduce two distinct block deal trading windows - a morning window (8:45 AM to 9:00 AM) and an afternoon window (2:05 PM to 2:20 PM) - with different reference pricing mechanisms. The framework maintains the minimum order size of INR 25 crores and introduces a uniform ±3% price band for both windows.
Key Points
- Two separate block deal windows established: Morning (8:45 AM - 9:00 AM) and Afternoon (2:05 PM - 2:20 PM)
- Morning window uses previous day’s closing price as reference price
- Afternoon window uses VWAP calculated from trades executed between 1:45 PM - 2:00 PM
- Stock exchanges will calculate and disseminate VWAP between 2:00 PM - 2:05 PM
- Price range restricted to ±3% of applicable reference price in respective windows
- Minimum order size remains INR 25 crores
- All block deal trades must result in delivery and cannot be squared off or reversed
- Stock exchanges permitted to set trading hours between 8:45 AM to 5:00 PM
- Framework applies to both T+1 and optional T+0 settlement cycles
Regulatory Changes
Modified Provisions:
- Paragraph 1.2 of Chapter 1 of SEBI Master Circular No. SEBI/HO/MRD-PoD2/CIR/P/2024/00181 dated December 30, 2024 has been modified
- Paragraph 3.5 of SEBI Circular No. SEBI/HO/MRD/MRD-PoD-3/P/CIR/2024/172 dated December 10, 2024 has been modified
New Framework Elements:
- Introduction of two distinct trading windows instead of previous framework
- VWAP-based pricing for afternoon window (calculated from 1:45 PM - 2:00 PM trades)
- Uniform ±3% price band across both windows (subject to surveillance measures and applicable price bands)
- 15-minute duration for each window
- 5-minute calculation and dissemination period before afternoon window
Basis for Changes:
- Recommendations from Working Group
- Deliberations in Secondary Market Advisory Committee of SEBI (SMAC)
- Public comments received
Compliance Requirements
For Stock Exchanges:
- Implement separate trading windows for morning (8:45 AM - 9:00 AM) and afternoon (2:05 PM - 2:20 PM) block deals
- Calculate VWAP for trades executed between 1:45 PM - 2:00 PM
- Disseminate VWAP information between 2:00 PM - 2:05 PM for afternoon window
- Enforce ±3% price range from applicable reference prices
- Ensure minimum order size of INR 25 crores is maintained
- Disseminate block deal information including scrip name, client name, quantity, and traded price
- Apply surveillance measures and applicable price bands
- May set trading hours between 8:45 AM to 5:00 PM
For Trading Members:
- Execute block deals only within designated windows
- Ensure orders are within ±3% of reference price (previous day closing price for morning window, VWAP for afternoon window)
- Maintain minimum order size of INR 25 crores per trade
- Ensure all block deals result in delivery (no squaring off or reversals permitted)
For Recognized Clearing Corporations:
- Align clearing and settlement processes with modified block deal framework
For Depositories:
- Support delivery obligations arising from block deal executions
Important Dates
- October 08, 2025: SEBI circular issued (SEBI/HO/MRD/POD-III/CIR/P/2025/134)
- October 09, 2025: NSE circular issued to members (NSE/CMTR/70712, Circular Ref. No: 139/2025)
- Implementation Date: Not explicitly specified in the circular (exchanges to notify separately)
Daily Operational Timings:
- Morning Block Deal Window: 8:45 AM - 9:00 AM
- VWAP Calculation Period: 1:45 PM - 2:00 PM
- VWAP Dissemination Period: 2:00 PM - 2:05 PM
- Afternoon Block Deal Window: 2:05 PM - 2:20 PM
Impact Assessment
Market Impact:
- Enhanced flexibility for institutional investors with two trading windows
- Reduced market impact risk through segregated large-value transaction windows
- More transparent pricing mechanism with VWAP-based afternoon window
- Potential for improved price discovery with reference to intraday trading activity
Operational Impact:
- Stock exchanges need to implement dual window infrastructure
- Real-time VWAP calculation and dissemination systems required
- Trading members must adjust order routing and execution strategies
- Surveillance systems need enhancement to monitor compliance across multiple windows
Strategic Considerations:
- Institutional traders gain strategic timing options (pre-market vs. intraday pricing)
- Morning window allows positioning based on overnight developments
- Afternoon window provides execution based on actual market activity
- Uniform ±3% band ensures controlled price movement in both windows
Risk Mitigation:
- Mandatory delivery requirement prevents speculative activity
- Price bands limit excessive volatility
- Minimum order size ensures framework serves institutional purpose
- Surveillance measures provide regulatory oversight
Impact Justification
Significant modification to block deal framework affecting institutional trading operations, pricing mechanisms, and trading hours across all securities