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Home > Collateral & Margin Management > CBLO Margin
 

Introduction | Composition | Work Process | Corporate Actions and Benefits | List of Eligible Securities | Notice of Deposit(NDS Members) | Notice of Deposit (Non-NDS Members) | Notice of Withdrawal(NDS Members) | Notice of Withdrawal (Non-NDS Members) |Notice of Substiution

Introduction

Members of CBLO Segment are required to maintain collateral/margin contributions with CCIL to cover their outstanding borrowing and/or lending obligations.

Composition

Members can contribute securities and / or cash towards their collateral / margin contributions for operating in the CBLO segment.

In respect of NDS members, cash collateral/margin contributions for CBLO Segment are received in CCIL’s Current Account maintained with RBI. For Associate Members, such contributions are received and maintained in CCIL’s Current Accounts with its designated Settlement Bank(s).

Security collateral/margin contributions, in respect of all members, are received and maintained in CCIL’s Constituent SGL (CSGL) Account with RBI.

Work Process

i)        Cash Collaterals

a)      Deposits

NDS Members

NDS Members of CBLO Segment desirous of making cash collateral/margin contributions are required to notify CCIL about the same using a prescribed format. Cash contributions from members are received by means of cheques drawn on their Current Account with Reserve Bank of India , Mumbai. These cheques are required to be deposited at CCIL counters within cut-off timings prescribed for the purpose. Member balances are updated by CCIL upon confirmation of receipt of funds into its Current Account with RBI. The deposits are reflected in the Transaction Reports and Holding Reports which are electronically delivered to the concerned members along with other daily business reports.

Non-NDS Members (Associate Members)

Associate Members of CBLO Segment desirous of making cash collateral/margin contributions are required to notify CCIL about the same using a prescribed format. Cash contributions from Associate Members are received in CCIL’s Current Account with the designated Settlement Bank. Relative fund transfer to CCIL has to be ensured by the concerned Associate Member within the cut-off timings prescribed for the purpose. Member balances are updated by CCIL upon confirmation of actual receipt of funds into its Current Account with concerned Settlement Bank. The deposits are reflected in the Transaction Reports and Holding Reports which are electronically delivered to the concerned members along with other daily business reports.

b)      Withdrawals

NDS Members

NDS Members of CBLO segment seeking to withdraw cash from their collateral/margin contribution are required to send a prior written notice to CCIL using a prescribed format within cut-off time stipulated for the purpose. The withdrawal requests are processed and approved after taking into account the concerned member’s margin requirement on its outstanding CBLO contracts. The withdrawal payments are made by CCIL from Current Account with Reserve Bank of India , Mumbai. The cheques are delivered to concerned Members on value date payment at CCIL counters. The withdrawals are reflected in the Transaction Reports and Holding Reports which are electronically delivered to the concerned members along with other daily business reports.

Non-NDS Members (Associate Members)

Associate members of CBLO segment seeking to withdraw cash from their collateral/margin contribution are required to send a prior written notice to CCIL using a prescribed format within cut-off time stipulated for the purpose. The withdrawal requests are processed and approved after taking into account concerned member’s margin requirement on its outstanding CBLO contracts. The funds representing withdrawal payments are credited to concerned member’s current account with its designated Settlement Bank on relative value date. The withdrawals are reflected in the Transaction Reports and Holding Reports which are electronically delivered to the concerned members along with other daily business reports.

ii)      Securities Collateral 

All security contributions towards collaterals/margins in CBLO segment are held by CCIL in its dedicated CSGL Account with RBI. All transfers of securities into and out of this CSGL Account are carried out on a “Value Free of Payment” basis.

a)      Deposits

NDS Members

NDS Members desirous of making securities collateral/margin contributions are required to notify CCIL about the same using a prescribed format. Such contributions are made from the securities included in the list of specified securities eligible for securities contributions. The list of Eligible Securities is notified by Risk Management Department of CCIL from time to time.

Security contributions are received and maintained in a CSGL Account with RBI. Deposit of Securities by Members is carried out electronically using the Value Free Transfer functionality in RBI’s NDS Application. The deposits are reflected in the Transaction Reports and Holding Reports which are electronically delivered to the concerned members along with other daily business reports.

Non-NDS Members (Associate Members)

The process remains largely the same as that applicable to NDS Members with the exception that the actual transfer would be achieved electronically via NDS between the concerned Associate Member’s designated Settlement Bank and CCIL.

b)      Withdrawals

NDS Members

NDS Members seeking to withdraw security from their collateral contribution are required to send a prior written notice to CCIL using a prescribed format within cut-off timings prescribed for the purpose. The withdrawal requests are processed by CCIL and withdrawals approved after taking into account concerned member’s collateral/margin requirement on its outstanding CBLO contracts. Security withdrawals are achieved through Value Free Transfer functionality in RBI’s NDS Application. The withdrawals are reflected in the Transaction Reports and Holding Reports which are electronically delivered to the concerned members along with other daily business reports.

Non-NDS Members (Associate Members)

The process remains largely the same on that applicable to NDS Members with the exception that the actual transfer would be achieved electronically via NDS between CCIL and the concerned Associate Member’s designated Settlement Bank.

c)      Substitution

Members are entitled to substitute their securities holdings after giving prior notice as prescribed by CCIL. Members are required to comply with relative deposit and withdrawal procedures specified for the same.

Corporate Actions and Benefits

All corporate actions on member SGF holdings are serviced through the electronic funds transfer mechanism of Reserve Bank of India . NDS Members receive credits into their RBI Current Accounts while Non-NDS (Associate) Members receive credit in their Current Accounts with the designated Settlement Bank.

a)      Interest Payment on Cash Collaterals

Members are not entitled to any interest on their collateral cash contributions on individual holdings up to a certain minimum limit. Members holding cash collateral contribution in excess of the prescribed minimum, are paid interest at quarterly rests (at the end of every calendar quarter) on 90% of their average cash balances at a pre-defined spread below the weighted average 91 Day Treasury Bills’ cut off yields at the last three primary auctions held before the relevant interest payment date.

b)      Interest Payment on Securities Collaterals

Periodic coupon payments in respect of Members’ contributions of dated securities are received by CCIL from RBI and passed on to concerned Members through EFT facility of RBI immediately upon receipt of the same. NDS Members receive such credits in their RBI Current Accounts while Non-NDS (Associate) Members receive relative funds in their Current Accounts with their designated Settlement Bank.

List of Eligible Securities

CCIL prescribes a list of securities that are eligible for collateral/margin contributions by members at any point of time. The Latest Notification containing the current List of eligible securities can be viewed under Notification.

Format of Notice of Deposit(NDS Members)

Format of Notice of Deposit(Non-NDS Members)

Format of Notice of Withdrawal(NDS Members)

Format of Notice of Withdrawal(Non-NDS Members)

Format of Notice of Substitution

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