NATIONAL
SECURITIES CLEARING CORPORATION LIMITED
CAPITAL MARKET SEGMENT
Ref. No.: NSCCL/RMG/2007/0579 November 20, 2007
Download No.: NSE/CMPT/9789
To
All Trading Members,
PCM
and Custodians
Sub: Categorization and Margins applicable
for ‘RELIGARE’.
This
is with reference to our circular no. NSCC/CM/C&S/337 dated May 09, 2005
(Download Ref No. NSE/CMPT/6122), regarding Cash Market - Risk
Management Framework
The
security Religare Enterprises Limited (RELIGARE) shall be categorized under Group II for the purpose of VaR Margins. The
VaR Margin & the Extreme Loss Margin rate applicable for the security shall
be 30.66% & 5% respectively.
The
above changes shall be effective for all positions in the rolling segment on
and from November 21, 2007.
In case of any clarifications, members are requested to
contact Mr.Sachin Pundle / Mr.Atique Khatri / Ms Sayali Gokhale on telephone
number 26598266.
Yours faithfully,
For National Securities
Clearing Corporation Limited
Huzefa Mahuvawala
Manager