Regulation ASM GSM SEBI

ASM and GSM frameworks explained

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The Additional Surveillance Measure (ASM) and Graded Surveillance Measure (GSM) frameworks are SEBI / exchange-level surveillance mechanisms that restrict trading on scrips showing unusual price or volume patterns, protecting retail investors from potential pump-and-dump schemes and managing market quality.

ASM and GSM are distinct frameworks

FrameworkFocusTrigger
ASMVolatility, price-volume anomaliesStatistical thresholds (price band, volume, delivery %, etc.)
GSMFundamental quality, surveillance concernsEarnings, governance, low-float, illiquidity

A scrip can be on ASM only, GSM only, both simultaneously, or neither.

ASM framework

ASM has two tracks:

Long-term ASM (LT-ASM)

LT-ASM has 4 stages , with increasing restrictions as the surveillance level escalates. Triggers are computed monthly based on:

  • Price increase / decrease beyond defined bands.
  • Volume relative to free float.
  • Delivery percentage.
  • Number of unique clients.
  • High-low difference relative to closing price.

Once added to LT-ASM, the scrip stays in surveillance until criteria normalise (typically takes 2-3 months minimum).

Short-term ASM (ST-ASM)

ST-ASM responds to acute price spikes. It is triggered on a single-day or short-window basis when a scrip rises or falls beyond defined thresholds. Restrictions are typically lighter but more frequent.

GSM framework

GSM (Graded Surveillance Measure) targets scrips with fundamental concerns:

  • Very low free float.
  • Low net worth.
  • Earnings decline.
  • Auditor qualifications.
  • Promoter pledge concentration.
  • Other quality signals.

GSM stages range from Stage 1 to Stage 6, with increasing restrictions. Trade-to-Trade (T2T ) settlement is mandatory at higher GSM stages, eliminating intraday in those scrips.

Restrictions imposed

Surveillance levelTypical restrictions
LT-ASM Stage 1100% upfront margin; price band may tighten
LT-ASM Stage 2-4Trade-to-Trade settlement; periodic call auction
GSM Stage 1-3100% upfront margin; tighter price bands
GSM Stage 4-6Trade-to-Trade; periodic call auction; ASM restrictions stack

The exact restrictions depend on the stage and the exchange’s surveillance circulars.

Where to see the current ASM / GSM list

  • NSE: nseindia.com > Market data > ASM / GSM lists.
  • BSE: bseindia.com > Static reports > Surveillance.
  • Kite: Scrips on ASM / GSM carry a surveillance tag in the marketwatch dropdown.
  • Zerodha advisories: Sent via email and shown on Console when a held scrip enters ASM / GSM.

Implications for retail traders

No intraday MIS on T2T

A scrip in Trade-to-Trade (T2T ) cannot be traded intraday. Only delivery (CNC) is allowed. This is enforced via the order ticket; MIS orders are rejected.

Periodic Call Auction

For some surveilled scrips, Periodic Call Auction is the order matching mechanism. Trades match only at predefined intervals (every 30 minutes), not continuously. This reduces speculative intraday activity.

100% upfront margin

Surveilled scrips usually require 100% margin upfront for any buy, eliminating leverage on these names.

Tighter price bands

Price band restrictions tighten on surveilled scrips. A normal scrip with 20% band may drop to 5% or 2% on ASM / GSM, restricting daily price moves.

Exit constraints

If you hold a scrip that enters surveillance:

  • Selling is still allowed (delivery sale).
  • The tighter price band means you may not be able to exit at your preferred price.
  • Buyer interest may shrink as restrictions deter participants.

For Indian retail investors, getting stuck in a surveilled scrip can be expensive due to the exit difficulty.

Why scrips end up in surveillance

TriggerTypical scrip profile
Rapid price spikeMid / small-cap with low float, retail-driven momentum
Promoter pledgeCompanies with high promoter pledge ratio
Earnings declineCompanies with multiple quarters of losses
Auditor concernsCompanies with qualified opinions or auditor changes
Pump-and-dump suspicionCo-ordinated price action without fundamentals

Scrips on multiple watchlists (penny stocks, micro-caps) are over-represented in surveillance.

How to research before trading

Before placing a trade in a mid / small-cap scrip:

  1. Check the NSE ASM / GSM list .
  2. Search the company on BSE corporate announcements for recent surveillance triggers.
  3. Cross-check the T2T segment list .
  4. Look at the delivery volume percentage for unusual activity.

This 5-minute check can save substantial pain.

See also

External references

References

  1. SEBI, Additional Surveillance Measure framework, circulars dated 2018 and updated periodically.
  2. SEBI, Graded Surveillance Measure framework, sebi.gov.in.
  3. NSE India, ASM and GSM operational guidelines, nseindia.com.
  4. BSE India, Surveillance measures circulars, bseindia.com.

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The WebNotes Editorial Team covers Indian capital markets, payments infrastructure and retail investor procedures. Every article is fact-checked against primary sources, principally SEBI circulars and master directions, NPCI specifications and the official support documentation published by the intermediary in question. Drafts go through a second-pair-of-eyes review and a separate compliance read before publication, and revisions are tracked against the SEBI and NPCI rule changes referenced in the methodology section.

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