NOTICE Notice No. 20260525-28 Notice Date 25 May 2026 Category Settlement/RMS Segment Derivatives Department ICCL Subject Additional Exposure Margin on Securities under MWPL_27052026 Attachments Annexure To all Members, In continuation to BSE Notice dated March 18, 2019 on Additional Exposure Margin on Securities under…
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Open source pageNOTICE Notice No. 20260525-28 Notice Date 25 May 2026 Category Settlement/RMS Segment Derivatives Department ICCL Subject Additional Exposure Margin on Securities under MWPL_27052026 Attachments Annexure To all Members, In continuation to BSE Notice dated March 18, 2019 on Additional Exposure Margin on Securities under MWPL, ICCL shall levy additional exposure margin @15% in equity derivatives segment on securities in which top 10 clients account for more than 20% of MWPL. However, for securities wherein additional surveillance margin is applicable, the higher of additional exposure margin as stated above or additional surveillance margin shall be levied. Scrips shall be identified under this framework based on 3 months rolling data and shall be reviewed on a monthly basis. The Additional Exposure Margin for the securities specified in the Annexure shall be effective from May 29, 2026, immediately following the expiry of May 2026 contracts, and shall remain applicable until the June 2026 expiry. In case of any assistance/clarification, please feel free to reach out to us. Email risk.iccl@icclindia.com Contact No: +91-22-22725186/5059/8699 For and on behalf of Indian Clearing Corporation Ltd. Sushant Majhi Chief Risk Officer ICCL Risk Department
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