Regulation ASM SEBI Long-term

Long-term ASM Stage 1 to 4

From WebNotes, a public knowledge base. Last updated . Reading time ~5 min.

Long-term Additional Surveillance Measure (LT-ASM) is the multi-stage surveillance framework operated jointly by NSE and BSE. Scrips are added based on statistical triggers and escalate through Stages 1-4 as conditions warrant. Each stage imposes progressively tighter trading restrictions.

The 4 stages

StageRestriction summary
Stage 1100% upfront margin; price band may tighten to 5%-10%
Stage 2100% upfront margin + Trade-to-Trade settlement (no intraday)
Stage 3T2T settlement + tighter price band (5% or 2%)
Stage 4T2T + 2% price band + Periodic Call Auction (limited matching windows)

Each stage builds on the previous; a Stage 4 scrip has all the restrictions of Stages 1-3 plus the additional ones.

Stage 1: entry-level surveillance

A scrip enters LT-ASM Stage 1 when monthly statistical triggers fire. Triggers include:

  • High-low variation of the scrip’s price relative to closing.
  • Volume unusual relative to free float and historical activity.
  • Delivery percentage unusually low (high speculative content).
  • Number of unique clients abnormally low (concentration concerns).
  • Price change beyond defined threshold (5x to 10x over 6-12 months).

Restrictions at Stage 1:

  • 100% upfront margin (no intraday leverage).
  • Price band typically tightened.

Effect: speculative intraday activity declines; the scrip becomes a delivery-only product for retail.

Stage 2: trade-to-trade enforcement

If a Stage 1 scrip continues to show surveillance triggers (or new triggers escalate), it moves to Stage 2.

Additional restrictions:

  • Trade-to-Trade (T2T) settlement: every trade must be settled by delivery. Intraday is not possible.
  • Inter-day netting disabled.

For Zerodha clients, this means MIS orders are rejected on Stage 2 scrips. CNC is the only product option.

Stage 3: tighter price bands

Scrips that remain in LT-ASM and continue to trigger move to Stage 3.

Additional restrictions:

  • Price band tightened further (typically to 5% or 2%).
  • Some scrips may be moved to a separate session with shorter trading hours.

The tight price band caps daily price moves, allowing time for surveillance authorities to investigate.

Stage 4: periodic call auction

Stage 4 is the most restrictive level. Triggers usually relate to:

  • Persistent trigger across many months.
  • Compliance concerns from the listed company.
  • Auditor / governance issues that don’t reach delisting threshold.

Additional restrictions:

  • Periodic Call Auction: trades match only at scheduled intervals (e.g., every 30 minutes), not continuously. See Periodic Call Auction stocks .
  • 2% price band cap.
  • T2T plus 100% upfront margin.

At this stage, trading is technically possible but heavily restricted. Many investors choose to exit before Stage 4.

How the stages are triggered

The triggers are statistical and computed at month-end. The exchange publishes the updated ASM list on the last working day of each month, effective from the next month’s first trading day.

Key triggers (varies between NSE and BSE):

TriggerApproximate threshold
Price change over 6 monthsMore than 100% (positive) or less than -50% (negative)
Delivery %Less than 20% over 30 days
Volume / free float ratioAbove defined threshold
Unique client countLower than threshold
Realised volatilityAbove threshold

If multiple triggers fire concurrently, the stage is set to the appropriate level.

How to move out of ASM

A scrip exits LT-ASM when:

  • Triggers normalise for the exchange’s defined observation period (usually 1-3 months).
  • No new triggers fire during the observation period.
  • Exchange surveillance committee clears the scrip.

The path from Stage 4 back to Stage 1 can take 6-12 months; from Stage 1 to non-ASM can take 1-3 months.

How retail traders should react

Already holding a Stage 1 scrip

Stage 1 alone is not a sell signal. Many scrips dip in and out of Stage 1 without permanent issues. Reassess based on the underlying fundamentals.

Holding a Stage 2-3 scrip

This is a clearer signal of concern. Consider:

  • Why is the scrip in surveillance?
  • Is the trigger transient (e.g., one-time price spike) or persistent (governance / earnings)?
  • Is the position size such that a 50%+ adverse move is unacceptable?

For position sizes that would meaningfully damage your portfolio, consider exiting via the delivery sell route.

Holding a Stage 4 scrip

Stage 4 is a strong adverse signal. Liquidity is poor, restrictions are heavy. For most retail investors, exit (even at a discount) is preferable to continued holding without active conviction.

See also

External references

References

  1. SEBI, Additional Surveillance Measure framework, circular dated 18 May 2018 and subsequent updates.
  2. NSE India, Long-term ASM operational guidelines, nseindia.com.
  3. BSE India, Long-term ASM rules, bseindia.com.
  4. Zerodha Support, ASM and GSM scrips, support.zerodha.com.

Reviewed and published by

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.

Last reviewed
Conflicts of interest
WebNotes is independent. No relationship with any broker, registrar or bank named in this article.