New OI calculation using delta-based limits
Pre-opening & post-closing sessions for derivatives
Higher position limits for entities
Delta calculations add complexity
Higher price volatility & market risks
Potential liquidity crunch
Frequent shifts in limits disrupt trading
Common strategies may be misclassified
Could force traders out unnecessarily
Lower liquidity & increased volatility
Higher trading costs for investors
Could deter foreign players
Avoid delta-based calculations
Follow global risk-management practices
Raise EoD limits if delta is implemented
No defaults under the current system – is change needed?