Details of Margin Reports

The following margin reports are provided on a daily basis:

Margin Statement of Clearing Members : MG-09

Naming convention: - X_MG09_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:
Sr. No
TM/CP Code
Initial Margin
Premium Margin
Total Margin
Futures Final Settlement margin
This report gives margin summary for the clearing member code across all his Trading Members /CPs.

Margin Statement of Trading Member : MG-10

Naming convention: - X_MG10_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:
Sr. No
Proprietary/ Client
Initial Margin
Premium Margin
Total Margin

This report gives margin summary for the TM/CP code across with his account types.

Margin Payable Statement of Clearing Member : MG-11

Naming convention - X_MG11_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:

A. CAPITAL

• Total Cash Capital
• Total Non-Cash Capital
• Total Capital (A1 + A2)
• Cash Component Required (%)
• Effective Deposits [Min (A1/A4, A3)]
• Non-usable Non-cash Capital (A3 - A5)

B. MARGIN INFORMATION

• Minimum Liquid Net Worth
• Initial Margin Amount
• Extreme Loss Margin
• Effective Deposits Required For Initial Margin (B7 + B8)
• Effective Deposits Required For ELM (B7+B8 +B9)
• Effective Deposit requirement for the Clearing Member [Higher of (B10, B11)]

C. TRANSACTION AMOUNT

• Excess Effective Deposits Required (B12 'A5)
• Minimum Free Deposit for Pay-in Transaction
• Minimum Free Deposit for Pay-out Transaction
• Additional Deposit Required
• Daily Cash Margin Already Paid By the Member
• Non-usable Non-cash Allocation
• Cash Margin Payable(+)/Receivable(-)

This report gives the collateral and margin payable statement for a clearing member

Detail Margin File forClearing Members : MG - 12

Naming convention - X_MG12_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:
The file for a clearing member shall contain the following values
Trade date
Trading member /Custodial participant code
Initial margin
Extreme Loss Margin
Total margin
Filler

Client Level Margin File for Trading Members : MG-13

Naming convention - X_MG13_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:
The file for a trading member shall contain the following values
Trade date
Client Code
Initial margin
Extreme Loss Margin
Total margin
Filler
Client/PRO flag

Detail Intraday provisional Margin File forClearing Members : MG - 12

Naming convention - X_MG12_P_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:
The file for a clearing member shall contain the following values
Trade date
Trading member /Custodial participant code
Initial margin
Extreme Loss Margin
Total margin
Filler

Client Level Intraday provisional margin File for Trading Members : MG-13

Naming convention - X_MG13_P_<MEMBER CODE>_DDMMYYYY.LIS.gz
File location: /CDSFTP/X<MEMBER CODE>/REPORTS
File details and format:
The file for a trading member shall contain the following values
Trade date
Client Code
Initial margin
Extreme Loss Margin
Total margin
Filler
Client/PRO flag