To
All Members/Participants,
This is with reference to Indian Clearing Corporation ltd (ICCL) circular no 20220729-60 dated 29 July 2022 & circular no 20220819-5 dated 19 August 2022 regarding Segregation and Monitoring of Collateral at Client Level - Penalty mechanism for Short Allocation. In context of the same, Members are hereby requested to note the following:
§ On daily basis, Members will be provided segment wise, client wise, Intraday short allocation reports taken at random snapshots akin to Intraday Margin files as per the below format with effect from Monday, January 23, 2023.
File Name: Intraday short allocation file to clearing member/Trading member
| File type |
CSV |
| File path |
Extranet (transaction folder of respective segment) |
| Segment |
Clearing Member file name |
Trading Member file name |
| Equity cash |
EQ_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV |
EQ_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV |
| Equity Derivatives |
EDX_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV |
EDX_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV |
| Currency Derivatives |
CDX_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV |
CDX_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV |
| Commodity Derivatives |
BCX_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV |
BCX_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV |
| SLBS |
SLB_INTRADAY_SHRTCOLL_CMCODE_DDMMYYYY_NN.CSV |
SLB_INTRADAY_SHRTCOLL_TMCODE_DDMMYYYY_NN.CSV |
| Sr No |
Field name |
Sample values |
| 1 |
Current date |
19012023 |
| 2 |
Segment indicator |
CAPITAL, FUTURES, CDX, COMMODITY, SLB |
| 3 |
Clearing Member code |
1001 |
| 4 |
Trading Member code |
1002 |
| 5 |
Client Code |
OWN- Prop, Client code- VG001 |
| 6 |
CP Code |
For CP transactions: ANGEL0000001 |
| 7 |
Total cash collateral |
100 |
| 8 |
Total non cash collateral |
50 |
| 9 |
Total Collateral |
150 |
| 10 |
Minimum margin |
200 |
| 11 |
Intraday short collateral |
50 |
The detail modalities of intraday reporting including file formats for the same shall be informed separately.
In case of any clarification, members may contact their Relationship Managers or any of the following ICCL officials:
|
Sr. No.
|
Team
|
Coordinates
|
|
1.
|
ICCL Ops
|
022 2272 5648
022 2272 8567
022 2272 8843
022 2272 8881
|
For and on behalf of the Indian Clearing Corporation Limited
Hitesh Shah Roanna Lewis
Dy. General Manager Senior Manager |