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Indian Market & Quant Regulatory Wire
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All Directives
⚡ F&O Lot Sizes & Expiries
🏛️ Pre-Open & Price Discovery
🛡️ Circuit Breakers & Halts
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NSE
Risk Controls
Effective: 01 June 2024
Index-Based Market-Wide Circuit Breakers & Dynamic Trading Halt Schedules
Official Reference: NSE-RISK-CIRCBREAK-2024
Technical & Microstructure Impact:
- •Circuit breakers triggered on benchmark indices (NIFTY 50 or S&P BSE SENSEX) at 3 stages of movement: 10%, 15%, and 20%.
- •10% movement before 13:00 IST halts trading for 45 minutes followed by a 15-minute pre-open call auction session.
- •15% movement triggered at or after 14:30 IST halts trading for the remainder of the calendar trading day across all equity and derivative segments.
- •20% movement at any time during the trading session results in complete suspension of trading for the remainder of the day.
Source: Official NSE Portal
Read Official Circular ↗