NATIONAL SECURITIES CLEARING CORPORATION LIMITED

 

CAPITAL MARKET SEGMENT

                                                                                                         

 

Ref. No.: NSCCL/RMG/2007/0589                                                                  November 23, 2007

Download No.: NSE/CMPT/9812

 

           

To

All Trading Members,

PCM and Custodians

 

Sub: Categorization and Margins applicable for ‘EDL’, ‘JMCPROJECT’, ‘RMCL’, ‘ALKYLAMINE’   & ‘RELGOLD’

         

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 categorization and margins applicable for the following securities shall be as under:

Sr. No.

Symbol

Security Name

VaR Group

VaR Margin

Extreme Loss Margin

1.

EDL

Empee Distilleries Limited

II

32.27%

5.00%

2.

JMCPROJECT

JMC Projects (India) Limited

II

32.27%

5.00%

3.

RMCL

Radha Madhav Corporation Limited

III

53.78%

5.00%

4.

ALKYLAMINE

Alkyl Amines Chemicals Limited

III

53.78%

5.00%

5.

RELGOLD

Reliance Gold Exchange Traded Fund

III

53.78%

5.00%

           

The above changes shall be effective for all positions in the rolling segment on and from November 26, 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