NATIONAL SECURITIES CLEARING CORPORATION LIMITED

 

CAPITAL MARKET SEGMENT

                                                                                                         

Ref. No.: NSCC/RMG/2005/0985                                                                  December 02, 2005

Download No.: NSE/CMPT/6920

 

To

All Trading Members,

PCM and Custodians

 

Sub: Categorization and Margins applicable for BCCL & BRFL

 

This is with reference to our circular letter no. NSCC/CM/C&S/337 dated May 09, 2005 (Download Ref No. NSE/CMPT/6122), regarding Cash Market - Risk Management Framework

 

The categorization and margins applicable for the security Bihar Caustic & Chemicals Limited (BCCL) & Bombay Rayon Fashions Limited (BRFL ) shall be as under :

 

S. No.

Symbol

Security Name

Group

 VaR Margin

Extreme Loss Margin

1

BCCL

Bihar Caustic & Chemicals Limited

III

43.30

5%

2

BRFL

Bombay Rayon Fashions Limited

III

43.30

5%

 

The above changes shall be effective for all positions in the rolling segment on and from December 05, 2005                                                                                                                 

                                                                                                                                                  

In case of any clarifications, members are requested to contact Mr. Rajesh B.L.V/ Mr. Arun Krishnamurthy on telephone number 26598266.

 

Yours faithfully,

For National Securities Clearing Corporation Limited

 

 

 

R Sundararaman

Vice President