Margining requirements for FPIs impose upfront margin for certain entities and maintain tailored position limits and allocation controls. Differentiated risk-management for FPIs requires rolling margining for Categories I-III in the cash market, with corporate, individual and family office FPIs subject to upfront margins aligned with non institutional trades; existing position limits apply to Category I and II FPIs while Category III FPIs follow client-equivalent limits. Trade allocation must be pre disclosed through brokers to exchanges and limited to related FPIs; custodians/DDPs must provide FPI identification and categorisation to exchanges. Exchanges and clearing corporations may set additional transition requirements, amend rules, notify participants, update systems, and report implementation to the regulator.