The trio shot two-over 74 each and held a three-shot lead over the more fancied Gaurika Bishnoi and Gursimar Badwal, who carded 77 each.
While the 21-year-old Tvesa has one career title, which she won in July this year, Afshan, also 21, is looking for her maiden success on the Hero WPG Tour.
Siddhi won the same event last year and seems on right course again.
This is the 12th leg of the 2017 season, which has produced six different winners and it remains to be seen if either Siddhi or Afshan can add to that number.
Siddhi's best this season has been the third-place finish in the 10th leg, while Afshan's best was the fifth place in fourth leg in Kolkata.
The favourites, Gaurika and Gursimar, had an off day.
Mehar Atwal was the only other player to break 80 and she shot 79 to be sixth, while Ayesha Kapur (81) was seventh.
Smriti Mehra, Trisha Sunil and Saaniya Sharma, the winner of the 11th Leg, had 82 each in tied-8th place.
In the second round, the leading trio of Tvesa, Afshan and Siddhi will go out together in the final group.
Disclaimer: No Business Standard Journalist was involved in creation of this content
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