Additional commodities as Eligible Liquid Assets for Commodity Derivatives Segment
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....Eligible Liquid Assets for Commodity Derivatives Segment 1. SEBI vide circular CIR/CDMRD/DRMP/01/2015 dated October 01, 2015 prescribed Risk Management Framework for Commodity Derivatives Segment. The said circular prescribed various norms inter-alia covering types of liquid assets, along with applicable minimum haircut and concentration limits, which Clearing Corporations (CC) may accept from th....
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....n Alloy, minimum haircut stipulated for Steel stands revised from current applicable level of 60% to 30%. 3. All commodities to be accepted as collateral should be of same quality specification which is deliverable under the contract specification of commodity derivatives being traded on the Exchange. 4. All other extant provisions with regard to Liquid Assets shall continue to be in force. 5. ....