📊 QVL Template
Definition
The Quantity and Value Limit (QVL) Template is used to define the RMS limit like Turnover, Gross Exposures, Quantity, value, etc. based on contract/scrip, underlying, series and instrument level. All these QVL Type is applicable for all the Segment Except IPO / Mutual Fund.
Description
User can define the following parameter with the following Levels in QVL Template:
- Underlying
- Instrument
- Contract
- Series
Available Parameters by Level
| Underlying | Instrument | Series | Contract |
|---|---|---|---|
| Gross Value | Gross Value | Gross Value | Gross Value |
| Buy Gross Value | Buy Gross Value | Buy Gross Value | Buy Gross Value |
| Sell Gross Value | Sell Gross Value | Sell Gross Value | Sell Gross Value |
| Turnover (Value) | Turnover (Value) | Turnover (Value) | Turnover (Value) |
| Buy Turnover (Value) | Buy Turnover (Value) | Buy Turnover (Value) | Buy Turnover (Value) |
| Sell Turnover (Value) | Sell Turnover (Value) | Sell Turnover (Value) | Sell Turnover (Value) |
| Net Value | Net Value | Net Value | Net Value |
| Net Buy Value | Net Buy Value | Net Buy Value | Net Buy Value |
| Net Sell Value | Net Sell Value | Net Sell Value | Net Sell Value |
| Total Buy Quantity | Total Buy Quantity | Total Buy Quantity | |
| Total Sell Quantity | Total Sell Quantity | Total Sell Quantity | |
| Total Quantity | Total Quantity | Total Quantity | |
| Net Buy Quantity | Net Buy Quantity | Net Buy Quantity | |
| Net Sell Quantity | Net Sell Quantity | Net Sell Quantity | |
| Net Quantity | Net Quantity | Net Quantity | |
| Maximum Single Quantity | Maximum Single Quantity | Maximum Single Quantity | Maximum Single Quantity |
| Maximum Single Transaction Value | Maximum Single Transaction Value | Maximum Single Transaction Value | Maximum Single Transaction Value |
| Minimum Single Quantity | Minimum Single Quantity | Minimum Single Quantity | Minimum Single Quantity |
| Minimum Single Transaction Value | Minimum Single Transaction Value | Minimum Single Transaction Value | Minimum Single Transaction Value |
| Pending Order Value | Pending Order Value | Pending Order Value | |
| Pending Buy Order Value | Pending Buy Order Value | Pending Buy Order Value | |
| Pending Sell Order Value | Pending Sell Order Value | Pending Sell Order Value | |
| Gross Buy Quantity (n % of Issued Capital) | Gross Buy Quantity (n % of Issued Capital) | ||
| Gross Sell Quantity (n % of Issued Capital) | Gross Sell Quantity (n % of Issued Capital) | ||
| Sentimental Value |
⚙️ QVL Template Creation
QVL Template can be created with the combination of Market Segment, Instrument, and Product type in Underlying, Series, Contract, instrument.
Member can be able to create multiple templates with unique name and able to add / modify / delete the records in QVL templates.
Member can set limit for respective product or across product so product drop down shall display individual products along with across product option (ALL).
Template Controls
| Control Name | Control Type/Business Logic |
|---|---|
| Template | Control Type: Entry Field + Drop-Down list - Should allow to enter the Template Name with Alpha Numeric and allowable Special Characters - Template Name should not be more than length mentioned in API - Duplicate MTM template name creation should not be allowed - Should display the list of Template Name on search of Key Name - System should fetch and display the available records in the "QVL Records" gird view as per the template name selected in this Product dropdown. - System should allow to create multiple QVL Template with different template name. - Templates created here should be displayed in the "Template Mapping View" to map to the entities and users. |
| Save | Control Type: Button - On click of SAVE button, system should validate following conditions - Popup message should be displayed while on click of SAVE button without entering the template name. Popup String should be like "Template Name should not be blank' - Minimum one record should be added while saving the template. - System should not allow to Save template with Blank template name. Proper Confirmation Message should be display like "Template name Should not be blank" |
| Save As | Control Type: Button - "SAVE AS" option is used to create the copy of existing template with new template name with a small modification in the records available in the existing template (or) without any modification. - "Save As" option should get enable while after selecting the template Name in the "Template" drop-down list - On Click of "Save As" button- system should popup a child Window with label as: "Template" and an entry field should be available to enter the 'New template Name' with "OK" and "CANCEL" options. - If "OK" is selected, then new QVL template should get saved into the system with all QVL Parameters configured in the widget else if "CANCEL" is selected then Child window should get closed without saving the QVL record. - System should validate the New template name with the existing templates available in the system, if same name is entered, then system should popup an alert message as "Template Name Already Exists" |
| QVL Type | Control Type: Drop-down Possible Values: - Underlying - Contract - Series - Instrument |
| Market Segment | Control Type: Drop-down - Should display the list of Market Segment available in the system based on the license - If license is update with New Segment, same should display here in the Dropdown list. - "All" option should be available in the dropdown list – "All" refers to clubbing of All the Market Segment available in the system - "All Equity" option should be available in the dropdown list – "All Equity" refers to clubbing of All Equity Market Segment available in the system - "All FNO" option should be available in the dropdown list – "All FNO" refers to clubbing of All Derivative Market Segment available in the system - "All CDS" option should be available in the dropdown list – "All CDS" refers to clubbing of All Currency Market Segments available in the system - "All COM" option should be available in the Dropdown list – "All COM" refers to clubbing of All Commodity Market Segment available in the system. Note: Refer "Rules Parameter Excel attached in the Confluence for list of Market Segment" |
| Instrument Name | Control Type: Drop-down - Should display the list of Instruments available in the ScripMaster of selected segments(s). This will be used to narrow down the symbol list in case of Contract-wise selection. Also if QVL is set using InstrumentWise, and this combo is blank, then this entry should not be allowed to Add. |
| Product | Control Type: Drop-down - Should display the products based on selected exchange. - One more item "Across Product" to be added, for which the value will be -1 in API. This is similar to all product. |
| Symbol | Control Type: Drop-down - System should populate the list of symbols available for the respective segment and Instrument type selected. - On entering the Keyword of the symbol name-system should fetch and populate the list of Scrips\Contracts available for the segment selected in "Market Segment" dropdown. - (i.e.: if Market Segment is selected as "NSE Equity" and on search of 'AC' – system should populate "ACC" and for derivative segment is market segment "NSE Derivative" and on search of "APO"-System should populate "APOLLOHOSP"," APOLLOTYRE") - For Derivative, Currency and commodity like segments, future and option contracts should get loaded on the same time. |
| Series | Control Type: Drop-down - This field should get enable only for equity like segments i.e.: when Market Segment is selected as "All Equity, NSE Equity, BSE Equity and MSE Equity" and QVLType is Selected as "Series Wise" - Should allow to enter only Alphanumeric characters. - Should allow to add the rule when the series entered in this field is available in the system. |
| Contract Type | Control Type: Drop-down - This field should get enable for derivative, currency, commodity like segments selected in the "Market Segment" drop-down. - Drop-down list should contain the items like "Weekly" and "Monthly". |
| Expiry Date | Control Type: Entry for Date in DD/MM/YYYY format and Calendar Selection - This field should get enable for derivative, currency, commodity like segments selected in the "Market Segment" drop-down. - Drop-down should display the list of weekly Expiry Dates available in the system for the selected contract as well as should display Items like "Current", "Current+1", "Current+2" till "Current+15" - Drop-down should display the list of Monthly Expiry Dates available in the system for the selected contract as well as should display Items like "Current", "Current+1", "Current+2" till "Current+15". - By default, field should be blank. - "ALL" option Should be available in the List. "ALL" refers to Clubbing of All Expiry Date available for the contract. - This field should be mandatory if Future or Option instrument is selected in the scrip combination. |
| Strike Price | Control Type: Drop-down - This field should get enable for derivative, currency, commodity like segments selected in the "Market Segment" drop-down. - Drop-down list should display the list of strike price available for the contract loaded in "Symbol" and "Expiry Date" field. - By default, field should be blank. - "ALL" & "ANY" option Should be available in the List. "ALL" refers to Clubbing of All Strike Price available for the contract where ANY refer to individual strike price available for selected contract - This field should be mandatory only if Option contract is selected in the scrip combination. |
| Option Type | Control Type: Drop-down - This field should get enable for derivative, currency, commodity like segments selected in the "Market Segment" drop. - Drop-down list should display the list of Option type available in the system (i.e.: CE and PE) for the contract loaded in "Symbol" and "Expiry Date" field. - By default, field should be blank. - "BOTH" option Should be available in the List. "BOTH" refers to Clubbing of (CE and PE) combination for the selected contract. - This field should be mandatory only if Option contract is selected in the scrip combination. |
| Add | Control Type: Button - On Click of Add button, Selected options in the dropdown list like (Market Segment, Instrument name, Symbol, Series, Contract Type, Expiry Date, Strike Price, Option Type should be added to the QVL records grid view with selected QVL Parameters. - On Click of "Add", If Same combination record is already available in the system for the template, then system should display an alert Popup Window. - (i.e. Combination of Segment, instrument, Symbol, Series, Contract type, Expiry Date, Strike Price, Option type and Restriction type) - Message string in popup window should be like "Record already available for Combination in the system- Do you want to replace?" with an option of "YES" and "NO" - If Admin user selects the option as "YES", then system should delete the Record available in the selected template with the same combination and should add the new record of the selected combination. - If Admin user selects the Option as "NO", then system should not make any changes to the record available in the template and popup window should get close. |
| Remarks | Control Type: Entry Field - Maximum characters should be allowed to enter in the Remarks based on API. - Allow to enter Remarks with Character, numeric and special characters while adding\updating the deposit\limit. - System should display the last updated remarks as per the template selection. - Should allow to modify the remarks. |
Contract Type, Expiry Date fields should be enable only for Future Segment and respective Instruments.
Contract Type, Expiry Date, Strike Price, Option type fields should be enable only for Option Segment and respective Instruments.
Refer the "Rules Parameter" excel for the combination of records to be populated in Instrument Name and product type dropdown list as per the filter selection of "Market Segment" and "Instrument Name"
Following are the Combination fields to set the rule for Quantity and value limit to validate the orders:
QVL Level Configuration
| Control Name | Business Logic |
|---|---|
| Underlying Level | Control Type: Value of QVL Type Dropdown - System should display Underlying field - On selection of underlying field, following combo fields should be in disable mode: - Instrument - Series - Contract Type - Expiry Date - Strike Price - Option Type - Only Market Segment, Product type and Symbol Field should be in Enable mode. - Limit Rule Set for Market Segment "All" with underlying, refers to "Clubbing of All Segment" (i.e.: All Equity, All FNO, All Currency and All Commodity Segment) - Limit Rule Set for Market Segment "All Equity" with underlying, refers to "NSEEQ, BSEEQ, MSEEQ" - Limit Rule Set for Market Segment "All FNO" with underlying, refers to "NSEFAO, BSEFAO, MSEFAO" (likewise for Currency and commodity segments). - Fields mentioned as enable should be mandatory while saving the record with Underlying. |
| Contract Level | Control Type: Value of QVL Type Dropdown - System should display Contract level field - Fields mentioned as enable should be mandatory while saving the record with Contract Level. - Instrument combo to be disabled when this option is selected. |
| Series Level | Control Type: Value of QVL Type Dropdown - System should display Series Level field - On click of "Series Level" field, following combo fields should be in disable mode: - Instrument - Symbol - Contract Type - Expiry Date - Strike Price - Option Type - "Series" field should get enable Only for Equity like Segments in the Market Segment Dropdown list. - In case series is blank, it should not allow to add the record. |
| Instrument Level | Control Type: Value of QVL Type Dropdown - System should display "Instrument" field - On click of "Instrument Level" field, following combo fields should be in disable mode: - Symbol - Series - Contract Type - Expiry Date - Strike Price - Option Type - In case Instrument is blank, it should not allow to add the record. |
📋 QVL Rules View
QVL grid view should have the list of following rule parameter:
| Column Header |
|---|
| Main header (Quantity and Value Limit Rules) |
| Column 1: QVL Parameters |
| Column 2: Value |
Rule Parameters Configuration
| Column Name | Business Logic |
|---|---|
| Check-box type | - Checkbox will be shown against each QVL Parameter. - Only the parameter selected will be part of record going as JSON array. - By default, Checkbox option should be Un-check. - If User Ticks the checkbox, value field against the rule should get enable. |
| QVL Parameters | - Column header should be available as "QVL Parameters". - Display the list of QVL parameters under this Field with Checkbox - Note: QVL parameters is mentioned above - However QVL Parameter should be displayed only if it is applicable to selected QVL Level. |
| Value | - Column header should be available as "VALUE". - System should allow to enter only Numeric Value in this field. Characters and Special characters should not be allowed. - By default, Value should be 0.00 for Value related fields and 0 for Qty related fields. - Maximum of 11 digits before decimals are allowed to enter followed by a decimal value trailed with 2 digits (e.g.: 99999999999.99) for Value related fields. - Maximum of 8 digits before decimals are allowed to enter with 2 digits after decimals (e.g.: 99999999.99) for Qty related fields. - Maximum of 3 digits before decimals are allowed to enter with 4 digits after decimals (e.g.: 999.9999) for Percentage related fields. - System should allow to modify the value in this field. - System should allow to remove the value from this field. |
📂 QVL Records Division
System should support excel like filter in search grid
Following Columns should be available in the QVL Records grid view:
| Columns |
|---|
| QVL Type |
| Market Segment |
| Instrument Name |
| Symbol |
| Series |
| Contract Type |
| Expiry Date |
| Strike Price |
| Option type |
| Contract Type |
| Delete |
🔗 QVL Template Mapping
QVL Template created here will be allowed to Map to the entities like (Client, Dealer, Branch and Member) as well as for users through "Template Mapping" window.
🎛️ RRT RULE
| Variable Name | Variable Type | Variable Value | Default Value |
|---|---|---|---|
| Restrict Fresh Order Based on QVL Other than Sentimental | Check-box | Enable/Disable | Disable |
| Restrict Order Based on Sentimental Value | Check-box | Enable/Disable | Disable |
🌐 Interop Impact
Interop Impact (interop impact is in calculation of QVL values)
The system will display combined segments like "All Equity, All FNO, ALL Curr & MCX, NCDEX, NSECOMM along with base segment & ALL Option
In case of base segment, scrip master of base segment shall be referred, however in case of combined segment Combined Scrip Master Shall be Referred.
⚙️ Master Configuration
| Variable Name | Variable Type | Variable Value | Default value |
|---|---|---|---|
| Consider Strike Price in Exposure Calculation for Buy Order | Drop down Multiselect | Turnover Gross Exposure Margin | Turnover Gross Exposure |
| Consider Strike Price in Exposure Calculation for Sell Order | Drop down Multiselect | Turnover Gross Exposure Margin | Turnover Gross Exposure Margin |
Exposure Calculation Formulas
| Instrument | Formula |
|---|---|
| Future | Qty * Lot * Price * CVF |
| Option | Qty * Lot * (Price + Strike Price) * CVF *Note: Strike Price for Buy/Sell Order is considered based on the Variable configuration in Master Configuration. |
Example: For Order Value Computation of Option Order
Order 1: NSEFAO- ACC- FUTSTK- EXP1- Strike Price: 720, Opt Type: CE-Buy- Qty: 10 @ Price: 100 (i.e. Lot Size of ACC is 250 and CVF is 1)
| Config | Formula and Exposure |
|---|---|
| Value with Strike Price | Qty * Lot Size * CVF * (Price + Strike Price) 102501*(100+720) = 2050000 |
| Value Without Strike Price | Qty * Lot Size * CVF * (Price + Strike Price) 102501*(100+0) = 250000 |
✅ Check Condition
1st check condition
System should check the Key Value of the Rule: 'Restrict Order beyond QVL Limit' in RRT Template as 'ON' or 'OFF' in the SIP Combination in which the scrip falls
- If ON, system should validate the order against the QVL Template mapped to the respective SIP Combination.
- If OFF, system should not validate the order against the QVL Template.
- In the mapped QVL Template, system should check the defined limit of the record to validate the order in which the Order falls.
- Order should get pass at all the levels against the defined limit. In case if order limit is greater than the defined limit at any level, then system should reject the order and should display proper rejection reason.
2nd Check Condition
- System should consider the Strike Price for Option Contract in Exposure Value computation as per the following key value configuration in Master configuration view.
📏 QVL Validation
- Member can define the Limits for QVL type in Contract Wise, Series Wise, Instrument Wise and Underlying Wise.
- Order should get validated against the records in the mapped QVL template on which the Scrip falls in the sequence of Contract >> Series >> Instrument >> Underlying.
- All Quantity related input parameter shall be defined in terms of UNIT for CASH Segment and in terms of LOT for FNO, CURR, COMM Segment.
Example: Priority of QVL Level
Max Single Transaction Value for NSEFAO- ACC - FUTSTK-Expiry 1 is '100000' (Contract Wise)
Max Single Transaction Value for NSEFAO- ACC - FUTSTK is '75000' (Instrument Wise)
Max Single Transaction Value for NSEFAO – ACC is '50000' (Underlying Wise)
If an order is placed for ACC with Price: 100 and 2 Lot (i.e. 250 *3 =750 Qty), total value = (750 *100 = 75000). Accordingly, system should validate the order against 100000(Contract Wise) and then 75000(Instrument Wise) and then 50000(Underlying wise). So, order should get rejected at Underlying wise where defined limit is 50000 and utilized is 75000.
Priority of Product
Individual Product Limit – Member can define the limit for Margin, Delivery, MTF, PTST product types separately where exposure of each product type shall be validated against the defined limit of respective product type.
Across Product Wise - Member can define the limit in Across Product, where sum of exposure of all product type shall be validated against the defined limit on 'Across Product'.
Order should get validated in the sequence of limit defined for 'Individual Product' >> 'Across Product'.
Example
| QVL ID | QVL Type | SIP | Defined Limit in QVL | Order placed | Pass | Fail |
|---|---|---|---|---|---|---|
| 1 | Gross Value | ALL FNO-OPTION-Carryforward-ACC-Monthly- Expiry All -Strike Price ALL-Option type(BOTH) | 6,00,000 | 1. Place Buy Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 1800 of Qty: 1lot and Price: 50 2. Place Buy Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 2000 of Qty: 1lot and Price: 50 | 1. Accordingly, order should get PASS where Gross Value should be: 600000 and Order placed Gross Exposure is (300*(2000+50))=555000. | 2. Accordingly, order should get REJECTED where Gross Value should be: 15000 but Order placed Gross Exposure is (300*(2000+50))=615000. |
| 2 | Buy Gross Value | ALL FNO-OPTION-Carryforward-ACC-Monthly- Expiry All -Strike Price 1800-Option type CE | 6,00,000 | 1. Place Buy Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 1800 of Qty: 1lot and Price: 190 2. Place Buy Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 2000 of Qty: 1lot and Price: 50 | 2. Accordingly, order should get PASS where Order Placed Strike Price is 2000 | 1. Accordingly, order should get REJECTED where Gross Value of Strike Price 1800 should be: 580000 and Order placed Gross Exposure is (300*(1800+190))=597000 |
| 3 | Sell Gross Value | ALL FNO-OPTION-Carryforward-ACC-Monthly- Expiry All -Strike Price 1800-Option type CE | 6,00,000 | 1. Place Sell Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 1800 -Option Type CE of Qty: 1lot and Price: 50 2. Place Sell Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 2000 -Option Type PE of Qty: 1lot and Price: 50 | 2. Accordingly, order should get PASS where Order Placed Option Type is PE | 1. Accordingly, order should get REJECTED where Order Placed Option Type is CE and Gross Value be: 600000 and Order placed Gross Exposure is (300*(2000+50))=615000. |
| 4 | Turnover (Value) | ALL FNO-FUTURE-Carryforward-ACC-Monthly- All Expiry | 1000000 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 1lot and Price: 1900 2. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP2 of Qty: 1lot and Price: 1910 | 1. Accordingly, order should get PASS where Turnover Value should be: 1000000 and Order placed Turnover is (300*1900)=570000. | 2. Accordingly, order should get REJECTED where Turnover Value should be: 1000000 but Order placed Turnover is (300*1910)= 573000 Previous Utilization: 570000 Total Utilization(Prev+Current)=1143000 |
| 5 | Buy Turnover (Value) | ALL FNO-FUTURE-Carryforward-ACC-Monthly- All Expiry | 1000000 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 1lot and Price: 1900 2. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP2 of Qty: 1lot and Price: 1910 | 1. Accordingly, order should get PASS where Turnover Value should be: 1000000 and Order placed Turnover is (300*1900)=570000. | 2. Accordingly, order should get REJECTED where Turnover Value should be: 1000000 but Order placed Turnover is (300*1910)= 573000 Previous Utilization: 570000 Total Utilization(Prev+Current)=1143000 |
| 6 | Sell Turnover (Value) | ALL FNO-FUTURE-Carryforward-ACC-Monthly- All Expiry | 1000000 | 1. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 1lot and Price: 1900 2. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP2 of Qty: 1lot and Price: 1910 | 1. Accordingly, order should get PASS where Turnover Value should be: 1000000 and Order placed Turnover is (300*1900)=570000. | 2. Accordingly, order should get REJECTED where Turnover Value should be: 1000000 but Order placed Turnover is (300*1910)= 573000 Previous Utilization: 570000 Total Utilization(Prev+Current)=1143000 |
| 7 | Net Value | ALL FNO-FUTURE-Carryforward-RELIANCE-Monthly- All Expiry | 20000 | 1. Place Buy Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 1800 of Qty: 1lot and Price: 50 2. Place Buy Order in NSEFAO - ACC – OPTSTK – EXP1-Strike Price: 2000 of Qty: 1lot and Price: 50 | 1. Accordingly, order should get PASS where Gross Value should be: 20000 and Order placed Net Value is (300*50)=15000. | 2 Accordingly, order should get REJECTED where Net Value should be: 15000 but Order placed Net VAlue is (300*50)= 30000. Previous Utilization: 15000 Total Utilization(Prev+Current)=30000 |
| 8 | Net Buy Value | ALL FNO-OPTION-Carryforward-ACC-Monthly- Expiry All -Strike Price ALL-Option type(BOTH) | 700000 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 1lot and Price: 1400 2. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP2 of Qty: 1lot and Price: 1400 | 1. Accordingly, order should get PASS where Net Buy Value should be: 700000 and Order placed Net Buy Value is (500*1400)=700000 | 2. Accordingly, order should get REJECTED where Net Buy Value should be: 700000 but Order placed Net Buy Value is (500*1400)= 700000 Previous Utilization: 700000 Total Utilization(Prev+Current)=1400000 |
| 9 | Net Sell Value | ALL FNO-FUTURE-Carryforward-RELIANCE-Monthly- All Expiry | 700000 | 1. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 1lot and Price: 1400 2. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP2 of Qty: 1lot and Price: 1400 | 1. Accordingly, order should get PASS where Net Buy Value should be: 700000 and Order placed Net Buy Value is (500*1400)=700000 | 2. Accordingly, order should get REJECTED where Net Buy Value should be: 700000 but Order placed Net Buy Value is (500*1400)= 700000 Previous Utilization: 700000 Total Utilization(Prev+Current)=1400000 |
| 10 | Total Buy Quantity | ALL EQ-TCS-Delivery-EQ | 1 | 1. Place Buy Order in NSEEQ - TCS of Qty: 1 2. Place Buy Order in NSEEQ - TCS of Qty: 1 | 1. Accordingly, order should get PASS where Buy Qty should be: 1 and Order placed Buy Qty is 1 | 2. Accordingly, order should get REJECTED where Buy Qty should be: 1 and Order placed Buy Qty is 1 Previous Utilization: 1 Total Utilization(Prev+Current)=2 |
| 11 | Total Sell Quantity | ALL EQ-TCS-Delivery-EQ | 1 | 1. Place Sell Order in NSEEQ - TCS of Qty: 1 2. Place Sell Order in NSEEQ - TCS of Qty: 1 | 1. Accordingly, order should get PASS where Sell Qty should be: 1 and Order placed Sell Qty is 1 | 2. Accordingly, order should get REJECTED where Sell Qty should be: 1 and Order placed Sell Qty is 1 Previous Utilization: 1 Total Utilization(Prev+Current)=2 |
| 12 | Total Quantity | ALL EQ-TCS-Delivery-EQ | 1 | 1. Place Buy Order in NSEEQ - TCS of Qty: 1 2. Place Sell Order in NSEEQ - TCS of Qty: 1 | 1. Accordingly, order should get PASS where Sell Qty should be: 1 and Order placed Sell Qty is 1 | 2. Accordingly, order should get REJECTED where Sell Qty should be: 1 and Order placed Sell Qty is 1 Previous Utilization: 1 Total Utilization(Prev+Current)=2 |
| 13 | Net Buy Quantity | ALL EQ-ITC-Delivery-EQ | 2 | 1. Place Buy Order in NSEEQ - ITC of Qty: 2 2. Place Buy Order in NSEEQ - ITC of Qty: 1 | 1. Accordingly, order should get PASS where Net Buy Qty should be: 2 and Order placed Buy Qty is 2 | 2. Accordingly, order should get REJECTED where Net Buy Qty should be: 2 and Order placed Buy Qty is 1 Previous Utilization: 2 Total Utilization(Prev+Current)=3 |
| 14 | Net Sell Quantity | ALL EQ-ITC-Delivery-EQ | 2 | 1. Place Sell Order in NSEEQ - TCS of Qty: 2 2. Place Sell Order in NSEEQ - TCS of Qty: 1 | 1. Accordingly, order should get PASS where Net Sell Qty should be: 1 and Order placed Sell Qty is 1 | 2. Accordingly, order should get REJECTED where Net Sell Qty should be: 1 and Order placed Sell Qty is 1 Previous Utilization: 1 Total Utilization(Prev+Current)=2 |
| 15 | Net Quantity | ALL EQ-TCS-Delivery-EQ | 2 | 1. Place Buy Order in NSEEQ - TCS of Qty: 2 2. Place Sell Order in NSEEQ - TCS of Qty: 1 3. Place Buy Order in NSEEQ - TCS of Qty: 2 | 1. Accordingly, order should get PASS where Net Qty should be: 2 and Order placed Buy Qty is 2 2. Accordingly, order should get PASS where Sell Qty should be Net off Current Net Qty=1 | 3. Accordingly, order should get REJECTED where Net Qty should be: 2 and Order placed Buy Qty is 2 Previous Utilization: 1 Total Utilization(Prev+Current)=3 |
| 16 | Maximum Single Quantity | ALL FNO-FUTURE-Carryforward-ACC-Monthly- Expiry 1 | 10 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 12 lot at Price: 100 2. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 10 lot at Price: 100 | 2. Accordingly, order should get PASS where Max Single Transaction Qty should be: 10 and Order placed Qty is 10. | 1. Accordingly, order should get REJECTED where Max Single Transaction Qty should be: 10 but Order placed Qty is 12. |
| 17 | Maximum Single Transaction Value | ALL FNO-FUTURE-Carryforward-ACC-Monthly- Expiry 1 | 4000 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 10 lot at Price: 500 2. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 10 lot at Price: 400 | 2. Accordingly, order should get PASS where Max Single Transaction Value should be: 4000 and Order Value is 4000. | 1. Accordingly, order should get REJECTED where Max Single Transaction Value should be: 4000 but Order Value is 5000. |
| 18 | Minimum Single Quantity | ALL FNO-FUTURE-Carryforward-ACC-Monthly- Expiry 1 | 5 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 4 lot at Price: 100 2. Place Sell Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 6 lot at Price: 400 | 2. Accordingly, order should get PASS where Min Single Transaction Qty should be: 5 and Order placed Qty is 6. | 1. Accordingly, order should get REJECTED where Min Single Transaction Qty should be: 5 but Order placed Qty is 4. |
| 19 | Minimum Single Transaction Value | ALL FNO-FUTURE-Carryforward-ACC-Monthly- Expiry 1 | 1000 | 1. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 8 lot at Price: 100 2. Place Buy Order in NSEFAO - ACC – FUTSTK – EXP1 of Qty: 8 lot at Price: 200 | 2. Accordingly, order should get PASS where Min Single Transaction Value should be: 1000 and Order Value is 1600. | 1. Accordingly, order should get REJECTED where Min Single Transaction Value should be: 1000 but Order Value is 800. |
| 20 | Pending Order Value | ALL EQ-RELIANCE-Delivery-EQ | 1400 | 1. Place Buy Pending Order in NSEEQ - RELIANCE of Qty: 1 at Price: 1400 2. Place Sell Pending Order in NSEEQ - RELIANCE of Qty: 1 at Price: 1300 | 1. Accordingly, order should get PASS where Pending Value should be: 1400 and Order Value is 1400. | 2. Accordingly, order should get REJECTED where Pending Value should be: 1400 and Order placed Value is 1300 Previous Utilization: 1400 Total Utilization(Prev+Current)=1700 |
| 21 | Pending Buy Order Value | ALL EQ-RELIANCE-Delivery-EQ | 1400 | 1. Place Buy Pending Order in NSEEQ - RELIANCE of Qty: 1 at Price: 1400 2. Place Buy Pending Order in NSEEQ - RELIANCE of Qty: 1 at Price: 1300 | 1. Accordingly, order should get PASS where Pending Buy Value should be: 1400 and Order Value is 1400. | 2. Accordingly, order should get REJECTED where Pending Buy Value should be: 1400 and Order placed Value is 1300 Previous Utilization: 1400 Total Utilization(Prev+Current)=1700 |
| 22 | Pending Sell Order Value | ALL EQ-RELIANCE-Delivery-EQ | 1400 | 1. Place Sell Pending Order in NSEEQ - RELIANCE of Qty: 1 at Price: 1400 2. Place Sell Pending Order in NSEEQ - RELIANCE of Qty: 1 at Price: 1300 | 1. Accordingly, order should get PASS where Pending Sell Value should be: 1400 and Order Value is 1400. | 2. Accordingly, order should get REJECTED where Pending Sell Value should be: 1400 and Order placed Value is 1300 Previous Utilization: 1400 Total Utilization(Prev+Current)=1700 |
| 23 | Gross Buy Quantity (n % of Issued Capital) | If % defined in this limit type is 15% and assume Issued Capital of ACC is 100000 where derived Gross Buy Quantity limit shall be (100000 * 15 %) = 15000 SIP-ALL EQ-RELIANCE-Delivery-EQ | 0.0001 INFY -Issue capital= 4,152,733,773 Gross buy qty limit=(4152733773*0.0001%)=4152.733 i.e., 4152 qty | 1. Place Buy Order in NSEEQ - RELIANCE of Qty: 4000 at Price: 1400 2. Place Buy Order in NSEEQ - RELIANCE of Qty: 1000 at Price: 1300 | 1. Accordingly, order should get PASS where Gross buy qty should be: 4152 and Current Order Qty is 4000. | 1. Accordingly, order should get REJECTED where Gross buy qty should be: 4152 and Current Order Qty is 1000. Previous Utilization: 4000 Total Utilization(Prev+Current)=5000 |
| 24 | Gross Sell Quantity (n % of Issued Capital) | SIP-ALL EQ-RELIANCE-Delivery-EQ | 4152 | 1. Place Sell Order in NSEEQ - RELIANCE of Qty: 4000 at Price: 1400 2. Place sell Order in NSEEQ - RELIANCE of Qty: 1000 at Price: 1300 | 1. Accordingly, order should get PASS where Gross Sell qty should be: 4152 and Current Order Qty is 4000. | 1. Accordingly, order should get REJECTED where Gross sell qty should be: 4152 and Current Order Qty is 1000. Previous Utilization: 4000 Total Utilization(Prev+Current)=5000 |
| 45 | Sentimental Value | ALL FNO- FUTURE- Carryforward-BANKNIFTY | 70,00,000 | 1. Place Buy Order in NSEFAO - BANKNIFTY – FUTIDX – EXP1 -Qty:2 Lot, Underlying Close Price: 44500 2. Place Buy Order in NSEFAO - BANKNIFTY – FUTIDX – EXP2 -Qty:1 Lot, Underlying Close Price: 44500 | 1. Accordingly, order should get PASS where Sentimental Value should be: 70,00,000 and Current Order Sentimental Value is 66,75,000 | 2. Accordingly, order should get REJECTED where Sentimental Value should be: 70,00,000 and Current Order Sentimental Value is 1,00,12,500 Previous Utilization: 66,75,000 Total Utilization(Prev+Current)=1,00,12,500 |