What is MPP and how does it affect trade execution?

What is MPP and how does it affect trade execution?

The Market Price Protection (MPP) Order is an automated feature designed to optimise trade execution by calculating the best MPP value. This feature ensures that your order is executed at the most favourable price within the exchange’s defined limits, providing protection against undesirable price deviations. The MPP mechanism applies a predefined protection range based on the type and price level of the contract:

Contract Type
Premium/LTP
MPP Value/%
BSE Futures
Below ₹10,000
₹50

Above ₹10,000
0.5% of contract value
BSE Options
Below ₹50
₹10

Above ₹50
10% of premium
Example of MPP in Action:
Suppose you intend to buy 1 lot of Sensex options trading at a premium of ₹100 per share using a market order. The MPP system will automatically set a protection limit of 10% for options contracts priced above ₹50. Thus, the order will be placed with a limit price of ₹110 (₹100 * 10%), ensuring the order's execution is protected against significant price shifts.

NoteMPP-based market orders are currently only applicable for BSE futures and options contracts.
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