Market Wide Position Limit (MWPL)

What is Position Limit Monitoring for Index Futures and Index Options?

For Index Options (at PAN level): The net end-of-day FutEq OI limit for Options is ₹1,500 crore, and gross FutEq OI (long or short) limit is ₹10,000 crore, meaning neither gross long nor gross short positions can exceed this amount.

For Index Futures:

• Higher of 15% of OI or ₹500 Cr (FPI Category I / Mutual Funds / Trading Member (Proprietary) / Clients)
• Higher of 10% of OI or ₹500 Cr (FPI Category II (non-individuals))
• Higher of 5% of OI or ₹500 Cr (FPI Category II (Individuals / corporates))