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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 Clearing members of the Futures and Options segment.
- Action
- Members must review the additional after-market short allocation reports for collateral and margin details.
What changed
NSE Clearing Limited provides additional after-market short allocation reports for members. These reports include SA01, SA02, and SA03 files. The reports use snapshots aligned with the intraday snapshot time in Commodity Derivatives segments. They include collateral value allocated to the client and securities repledged at the Clearing Corporation. The reports also include end-of-day minimum margins for the client. Members use these details to calculate excess collateral for the client in the segment. This excess collateral applies to short allocation in the Commodity Derivatives segment. The current method for peak margin computation and short allocation during market hours remains unchanged. The file format and location remain the same as existing intraday reports.
What you must do
- Members must review the additional after-market short allocation reports for collateral and margin details.
Key dates
Document text
[Image omitted. See the official document.]
NSE Clearing Limited
Department: FUTURES AND OPTIONS SEGMENT
| Download Ref No: NCL/CMPT/77292 | Date: November 04, 2026 |
|---|---|
| Circular Ref. No: 0127/2026 |
All Members,
Sub: - Additional Short allocation Reports for collaterals
This is in continuation to our circular no. 095/2022 (Download Ref No: NCL/CMPT/53307) 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
- 0127/2026
- Issuing division
- FUTURES AND OPTIONS SEGMENT
- Effective date
- 09 Nov 2026
- Coverage area
- securities