NATIONAL SECURITIES CLEARING CORPORATION LIMITED DEPARTMENT : FUTURES AND OPTIONS SEGMENT Download Ref No : NSCCL/CMPT/38172

Date :June 27, 2018

Circular Ref. No : 74/2018 All Members, Sub: Additional Risk management measures for derivatives segment

This is with reference to SEBI circular no: SEBI/HO/MRD/DRMNP/CIR/P/2018/75 dated May 02, 2018 and our circular ref no. 50/2018 (NSCCL/CMPT/37751) dated May 14, 2018. The mark to market loss to be collected and reported by members shall be computed as under “Mark to market losses in futures contracts + Assignment of options (cash settled) –Exercise of options (cash settled) – net premium receivable”. Members are requested to take note of the above. For and on behalf of National Securities Clearing Corporation Limited

Huzefa Mahuvawala Vice President

Telephone No 1800 266 0057

Fax No 022-26598242

Email id [email protected]

Regd. Office : Exchange Plaza, Bandra-Kurla Complex, Bandra (E), Mumbai – 400 051

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Additional Risk management measures for derivatives segment - NSE

Jun 27, 2018 - Circular Ref. No : 74/2018. All Members,. Sub: Additional Risk management measures for derivatives segment. This is with reference to SEBI ...
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