NATIONAL SECURITIES CLEARING CORPORATION LIMITED CURRENCY DERIVATIVES SEGMENT Circular No Download No: NSCCL/CDS/C&S/16857 January 27, 2011

Transcription

1 NATIONAL SECURITIES CLEARING CORPORATION LIMITED CURRENCY DERIVATIVES SEGMENT Circular. 240 Download : /CDS/C&S/16857 January 27, 2011 Dear Members, Sub: Modified format of Statement of Capital and Collateral Breakup Report (CL01) This is in continuation of circular no.nscc/cds/c&s/01 (NSE/CD/11189) dated August 26, The format of Statement of Capital and Collateral Breakup Report (CL01) is being modified and the revised format of the report shall be as per the Annexure 1. The revised format shall include additional details like Collateral Additions, Transfers and Releases during the day. The modified format as specified in Annexure I shall be applicable from January 31, 2011 You are advised to take note of the above. For any further clarifications please contact the following officials of the Clearing Corporation: Mr. Abhijeet Sontakke, Ms Sayali Gokhale & Mr Purab Sata Phone s: / 64 Fax: risk_group@nse.co.in Yours Sincerely, For National Securities Clearing Corporation Ltd. Huzefa Mahuvawala Chief Manager hm@nse.co.in

2 Annexure I Naming convention X_CL01_<MEMBER CODE>_DDMMYYYY.LIgz File location: /CDSFTP/X<MEMBER CODE>/REPORTS File details and format: Statement of Capital and Collateral Breakup Member : : Member Code : Member Name : 1. SECURITY DEPOSIT 1.1 (Amount deposited with towards clearing membership requirement and towards deposit requirement for each trading member clearing and settling through the clearing member. Sum of to ) Interest Free Security -FO Interest Free Security -CM Interest Free Security -CD Guarantee (Annexure A) Cash Fixed Receipts (Annexure B) Cash Mutual Fund Government Securities Foreign Securities Foreign Currency n-cash Mutual Fund Securities 1.2 NSEIL (Amount deposited with NSEIL including IFSD towards trading membership requirement by trading members clearing and settling through the clearing member + from other )(Annexure G) Total Security ( ) 2. MARGIN DEPOSIT 2.1 Guarantee (Annexure A) 2.2 Cash 2.3 Fixed (Annexure B) 2.4 Margin Amount Paid 2.5 VSAT 2.6 WDM 2.7 Cash Mutual Fund 2.8 Government Securities 2.9 Foreign Securities

3 2.10 Foreign Currency 2.11 n-cash Mutual Fund 2.12 Securities Total Margin (sum of 2.1 to 2.12) 3. TOTAL CAPITAL 4. EFFECTIVE DEPOSITS 4.1 Cash Component of Security (1.1.1 to ) Cash Component of Margin (sum of 2.1 to 2.10) 4.3 Total Cash Component ( ) 4.4 n-cash Component of Security ( ) 4.5 n-cash Component of Margin 4.6 Total n-cash Component ( ) 4.7 Effective (@50 percent cash component) 4.8 Total ed Amount (Annexure C) 4.9 Net Effective ( ) Annexure A: Détails of Security - Guarantee :. Amount Details of Margin - Guarantee : ADM CPC Total Amt Annexure B: Details of Security -Fixed :. Ref. FDR. Amount Details of Margin -Fixed : Ref. FDR. ADM CPC Total Amt Annexure C: Details of Total ed Amount: Reason Cash Amount n-cash Amount TOTAL of ed Amount

4 Annexure D (Collateral Additions During the day): 1. Details of Cash Additions (SD/MD) 2. Details of BG Additions Amount 3. Details of FD Additions Amount 4. Details of Pledge (CMF/NMF/Securities/INM). Custodian Symbol Quantity Annexure E : (Collaterals Transfer during the day): 1a. Details of IFSD from other s from (/NSEIL) 1b Details of IFSD to other s to (/NSEIL) 2a Cash transferred from other s from 2b Cash transferred to other s to 3a Guarantee transferred from other s Amount from

5 3b Guarantee transferred to other s Amount to 4a Fixed Receipts transferred from other s Amount from 4b Fixed Receipts transferred to other s Amount to 5a Security transferred from other s. Custodian Symbol Quantity from 5b Security transferred to other s. Custodian Symbol Quantity to Annexure F (Collateral Releases during the day): 1 Details of Cash Releases (SD/MD) 2 BG Release Details Amount 3 FD Release Details Amount 4 Details of security releases (CMF/NMF/Securities/INM). Custodian Symbol Quantity Annexure G (TM wise deposit Details): TM Code TM Name Amount(Rs.)