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Additional Short Allocation Reports for Collaterals
- Deadline
- 09 Nov 2026 · in 4 days · Effective date of the circular provisions.
- Who
- All members of the Currency Derivatives segment.
- Action
- Members must note the availability of additional after-market hours short allocation reports.
What changed
NSE Clearing Limited introduces additional after-market hours short allocation reports for the Currency Derivatives segment. These reports (SA01, SA02, and SA03) align with the intraday snapshot times used in the Commodity Derivatives segment. The reports include details of collateral value allocated by the clearing member to the client and the value of securities repledged at the Clearing Corporation. They also include end-of-day minimum margins for the client. The clearing house uses these details to calculate excess collateral for the client in the segment. This excess collateral applies toward short allocation in the Commodity Derivatives segment. The current method for peak margin computation and existing short allocation reports remains unchanged. Members must follow the existing file nomenclature, location, and format.
What you must do
- Members must note the availability of additional after-market hours short allocation reports.
Key dates
Document text
[Image omitted. See the official document.]
NSE Clearing Limited
| Department: CURRENCY DERIVATIVES SEGMENT | |
|---|---|
| Download Ref No: NCL/CD/77293 | Date: November 04, 2026 |
| Circular Ref. No: 049/2026 | |
All Members,
Sub: - Additional Short allocation Reports for collaterals
This is in continuation to our circular no. 038/2022 (Download Ref No: NCL/CD/53309) dated August 16, 2022.
Currently, intraday short allocation reports (SA01/SA02/SA03) are provided based on the peak margin snapshot in the segment and client collateral value in the segment at the time of the respective peak margin snapshot taken randomly in pre-defined window during the market hours.
In addition to these reports, members shall also be provided with additional SA01/SA02/SA03 reports after-market hours based on snapshots in the segment aligned with the time of intraday snapshot in Commodity Derivatives segments.
- These additional reports shall provide details of collateral value allocated by the Clearing member to the client in the segment + value of securities repledged at Clearing Corporation for that client in the segment at the time of intraday snapshot in Commodity Derivatives segments and EOD minimum margins of the client in the segment.
- Members may note that the details of collaterals and margins in these additional reports are only considered to arrive at excess collateral for client in the segment which shall then be considered towards short allocation of the client, if any, in Commodity derivatives segment.
- There shall be no change in the current manner of computation of peak margins based on intraday snapshots during market hours and short allocation based on intraday/EOD snapshots in the segment.
The file nomenclature, file location and file format shall be the same as specified for intraday short allocation reports (SA01/SA02/SA03) in the abovementioned circular.
[Image omitted. See the official document.]
NSE Clearing Limited
The provisions of this circular shall be effective from November 09, 2026.
Members are requested to take note of the above.
For and on behalf of
NSE Clearing Limited
Huzefa Mahuvawala
Chief Risk Officer
| Telephone No | Email id |
|---|---|
| 1800 266 0050 (IVR Option 2) | risk_ops@nsccl.co.in |
Source details
- Source
- National Stock Exchange of India
- Type
- circular
- Published by source
- 04 Nov 2026
- Document number
- NCL/CD/77293
- Issuing division
- CURRENCY DERIVATIVES SEGMENT
- Effective date
- 09 Nov 2026
- Coverage area
- securities