QUANTITY FREEZE LIMITS

What is a Quantity Freeze Limit in futures and options?

A Quantity Freeze Limit is the maximum permissible order quantity for a single trade in Futures and Options (F&O) contracts. If an order quantity exceeds this limit, it is automatically rejected by the exchange system.

The objective is to:

Previous vs. Revised Quantity Freeze Limits:

h6
fiveCol
Index Symbol
Previous Limit (quantity)

Revised Freeze Limit (quantity)

(w.e.f. Sept 1, 2025)

Revised Freeze Limit (quantity)

(w.e.f. Dec 01, 2025)

Revised Freeze Limit (quantity)

(w.e.f. Feb 01, 2026)

Base Position Qty*
(A)
Contract Delta
(B)
FutEq Base position
(C)= (A)*(B)
Total FutEq Base Positions
(D) = Sum (C)
BANKNIFTY
600
900
600
600
-10
1
-10
-5.20
NIFTY50
1,800
1,800
1800
1800
-10
0.52
-5.20
-5.20
MIDCPNIFTY
2,800
2,800
2800
2800
10
1
10
-5.20
NIFTYNXT50
600
600
600
600
10
1
10
-5.20

Note: As per the National Stock Exchange of India circular, the Nifty quantity freeze limit remains 1,800; however, with the revised lot size of 65, the effective freeze quantity becomes 1,755 (i.e., the highest divisible lot multiple below 1,800). This is only an example—other indices will follow the same methodology, where the maximum permissible lots are calculated based on the divisible lot size within the prescribed freeze quantity limit.

For BSE:

h6
fourCol
l. No.
Index Name
Freeze Quantity (in units)
Freeze quantity (in lots)

Revised Freeze Limit (quantity)

(w.e.f. Feb 01, 2026)

Base Position Qty*
(A)
Contract Delta
(B)
FutEq Base position
(C)= (A)*(B)
Total FutEq Base Positions
(D) = Sum (C)
1
SENSEX
1000
50
600
-10
1
-10
-5.20
2
BANKEX
900
30
1800
-10
0.52
-5.20
-5.20

Example for better understanding:

Suppose a trader wants to place an order in Bank Nifty Futures:

The freeze limit is 900.

If the trader tries to place an order for 1,200 quantities in one go, the order will be rejected.

Instead, it needs to be split into smaller chunks (e.g., 900 quantity + 300 quantity).