The gross open positions of the client across all contracts in the respective
currency pairs shall not exceed the limits as mentioned
Client Level Position Limits.
The Exchange will disseminate alerts whenever the gross open position of the
client exceeds 3% of the total open interest at the end of the previous day’s
trade.
The gross open positions of the trading member across all contracts in the
respective currency pairs shall not exceed the limits as mentioned
Non bank trading member level limits.
The gross open position of a Trading Member, which is a bank, across all
contracts in the respective currency pairs shall not exceed the limits as
mentioned Bank trading member level limits.
| Currency Pairs |
Client level position limits |
Non bank trading member level limits |
Bank trading member level limits |
| USDINR |
higher of 6% of total open interest or USD 10 million |
higher of 15% of the total open interest or USD 50 million |
higher of 15% of the total open interest or USD 100 million |
| EURINR |
higher of 6% of total open interest or EUR 5 million |
higher of 15% of the total open interest or EUR 25 million |
higher of 15% of the total open interest or EUR 50 million |
| GBPINR |
higher of 6% of total open interest or GBP 5 million |
higher of 15% of the total open interest or GBP 25 million |
higher of 15% of the total open interest or GBP 50 million |
| JPYINR |
higher of 6% of total open interest or JPY 200 million |
higher of 15% of the total open interest or JPY 1000 million |
higher of 15% of the total open interest or JPY 2000 million |