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| NOTICES |
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| Notice No. |
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20190827-32 |
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Notice Date |
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27 Aug 2019 |
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| Category |
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Trading |
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Segment |
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Equity |
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| Subject |
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Short-term Additional Surveillance Measure (Short-term ASM) - Update |
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| Content |
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This is in partial modification of the Exchange notice no. 20190111-55 dated January 11, 2019 introducing additional criteria for inclusion of stocks under the Short Term ASM framework.
As per the joint Surveillance meeting of Exchanges and SEBI held on August 27, 2019, the following revised criteria shall be applicable for inclusion of stocks under the Short Term ASM framework:
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For Stocks with a market capitalization more than INR 100 crore and less than or equal to INR 500 crore
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For Stocks with a market capitalization greater than INR 500 crore
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High Low Variation on a one month basis greater than (75% + Beta (β) of the stock * S&P BSE SENSEX variation)
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Average unique PANs trading in the scrip in last one month < 100
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High Low Variation on a one month basis greater than (75% + Beta (β) of the stock * S&P BSE SENSEX variation)
AND
Average unique PANs trading in the scrip in last one month < 200
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The aforesaid revised criteria shall be effective from the review scheduled on September 03, 2019.
In case of any clarifications, members are requested to contact 2272 5001/ 2272 1717 /2272 5158.
For & On behalf of BSE Ltd.
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Usha Sharma
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Yogendra Daxini
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General Manager
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Asst. Gen. Manager
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Surveillance
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Surveillance
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August 27, 2019
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