BSE : Segregation and Monitoring of Collateral at Client Level- Update

NOTICES

Notice No.		20230120-19		Notice Date		20 Jan 2023
Category		Settlement/RMS		Segment		General
Subject		Segregation and Monitoring of Collateral at Client Level- Update
Content

To<_o3a_p>

<_o3a_p>

All Members/Participants,<_o3a_p>

<_o3a_p>

This is with reference to Indian Clearing Corporation ltd (ICCL)circular no20220729-60 dated 29 July 2022& circular no20220819-5dated 19 August 2022 regarding Segregation and Monitoring of Collateral at Client Level - Penalty mechanism for Short Allocation. In context of the same, Members are hereby requested to note the following:<_o3a_p>

§ On daily basis, Members will be provided segment wise, client wise, Intraday short allocation reports taken at random snapshots akin to Intraday Margin files as per the below format with effect from Monday, January 23, 2023.<_o3a_p>

<_o3a_p>

File Name: Intraday short allocation file to clearing member/Trading member

File type	CSV
File path	Extranet (transaction folder of respective segment)

Segment	Clearing Member file name	Trading Member file name
Equity cash	EQ_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV	EQ_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV
Equity Derivatives	EDX_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV	EDX_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV
Currency Derivatives	CDX_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV	CDX_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV
Commodity Derivatives	BCX_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV	BCX_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV
SLBS	SLB_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV	SLB_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV

Sr No	Field name	Sample values
1	Current date	19012023
2	Segment indicator	CAPITAL, FUTURES, CDX, COMMODITY, SLB
3	Clearing Member code	1001
4	Trading Member code	1002
5	Client Code	OWN- Prop, Client code- VG001
6	CP Code	For CP transactions: ANGEL0000001
7	Total cash collateral	100
8	Total non cash collateral	50
9	Total Collateral	150
10	Minimum margin	200
11	Intraday short collateral	50

The detail modalities of intraday reporting including file formats for the same shall be informed separately. <_o3a_p>

In case of any clarification, members may contact their Relationship Managers or any of the following ICCL officials:<_o3a_p>

Sr. No.<_o3a_p>	Team<_o3a_p>	Coordinates<_o3a_p>
1.<_o3a_p>	ICCL Ops<_o3a_p>	022 2272 5648<_o3a_p> 022 2272 8567<_o3a_p> 022 2272 8843<_o3a_p> 022 2272 8881<_o3a_p>

For and on behalf of the Indian Clearing Corporation Limited<_o3a_p>

<_o3a_p>

Hitesh Shah Roanna Lewis
Dy. General Manager Senior Manager<_o3a_p>